test

.github/workflows/protocol-build-and-push-snapshot.yml

@@ -3,6 +3,7 @@ name: Protocol Build & Push Image to AWS ECR
 on:  # yamllint disable-line rule:truthy
   push:
     branches:
+      - roy/roy2
       - main
       - 'release/[a-z]+/v0.[0-9]+.x'  # e.g. release/protocol/v0.1.x
       - 'release/[a-z]+/v[0-9]+.x'  # e.g. release/protocol/v1.x

.github/workflows/protocol-build-and-push.yml

@@ -3,6 +3,7 @@ name: Protocol Build & Push Image to AWS ECR
 on:  # yamllint disable-line rule:truthy
   push:
     branches:
+      - roy/roy2
       - main
       - 'release/[a-z]+/v0.[0-9]+.x'  # e.g. release/protocol/v0.1.x
       - 'release/[a-z]+/v[0-9]+.x'  # e.g. release/protocol/v1.x

protocol/lib/int256/int256.go

@@ -192,3 +192,27 @@ func (z *Int) MulExp10(x *Int, y int64) *Int {
 	}
 	return z.Neg((*Int)(mulExp10((*uint256.Int)(z), (*uint256.Int)(z.Neg(x)), y)))
 }
+
+// --------------
+
+func (z *Int) DivRoundUp(x *Int, y *Int) *Int {
+	_, m := (*uint256.Int)(z).DivMod(
+		(*uint256.Int)(x),
+		(*uint256.Int)(y),
+		new(uint256.Int),
+	)
+	if !m.IsZero() {
+		z.Add(z, OneInt256)
+	}
+	return z
+}
+
+func (z *Int) MulPpm(x *Int, ppm uint32) *Int {
+	result := z.Mul(x, NewUnsignedInt(uint64(ppm)))
+	return result.Div(result, OneMillionInt256)
+}
+
+func (z *Int) MulPpmRoundUp(x *Int, ppm uint32) *Int {
+	z.Mul(x, NewUnsignedInt(uint64(ppm)))
+	return z.DivRoundUp(z, OneMillionInt256)
+}

protocol/lib/quantums.go

@@ -2,6 +2,8 @@ package lib
 
 import (
 	"math/big"
+
+	"github.com/dydxprotocol/v4-chain/protocol/lib/int256"
 )
 
 // BaseToQuoteQuantums converts an amount denoted in base quantums, to an equivalent amount denoted in quote
@@ -37,6 +39,20 @@ func BaseToQuoteQuantums(
 	)
 }
 
+func BaseToQuoteQuantumsInt256(
+	baseQuantums *int256.Int,
+	baseCurrencyAtomicResolution int32,
+	priceValue uint64,
+	priceExponent int32,
+) (bigNotional *int256.Int) {
+	return multiplyByPriceInt256(
+		baseQuantums,
+		baseCurrencyAtomicResolution,
+		priceValue,
+		priceExponent,
+	)
+}
+
 // QuoteToBaseQuantums converts an amount denoted in quote quantums, to an equivalent amount denoted in base
 // quantums. To determine the equivalent amount, an oracle price is used.
 //
@@ -117,6 +133,17 @@ func multiplyByPrice(
 	)
 }
 
+func multiplyByPriceInt256(
+	value *int256.Int,
+	baseCurrencyAtomicResolution int32,
+	priceValue uint64,
+	priceExponent int32,
+) (result *int256.Int) {
+	result = int256.NewUnsignedInt(priceValue)
+	result.Mul(result, value)
+	return result.MulExp10(result, int64(priceExponent+baseCurrencyAtomicResolution-QuoteCurrencyAtomicResolution))
+}
+
 // FundingRateToIndex converts funding rate (in ppm) to FundingIndex given the oracle price.
 //
 // To get funding index from funding rate, we know that:

protocol/lib/quantums_test.go

@@ -6,6 +6,7 @@ import (
 	"testing"
 
 	"github.com/dydxprotocol/v4-chain/protocol/lib"
+	"github.com/dydxprotocol/v4-chain/protocol/lib/int256"
 	big_testutil "github.com/dydxprotocol/v4-chain/protocol/testutil/big"
 )
 
@@ -108,6 +109,91 @@ func TestBaseToQuoteQuantums(t *testing.T) {
 	}
 }
 
+func TestBaseToQuoteQuantumsInt256(t *testing.T) {
+	tests := map[string]struct {
+		baseQuantums                 *int256.Int
+		baseCurrencyAtomicResolution int32
+		priceValue                   uint64
+		priceExponent                int32
+		bigExpectedQuoteQuantums     *int256.Int
+	}{
+		"Converts from base to quote quantums": {
+			baseQuantums:                 int256.NewInt(1),
+			baseCurrencyAtomicResolution: -6,
+			priceValue:                   1,
+			priceExponent:                1,
+			bigExpectedQuoteQuantums:     int256.NewInt(10),
+		},
+		"Correctly converts negative value": {
+			baseQuantums:                 int256.NewInt(-100),
+			baseCurrencyAtomicResolution: -6,
+			priceValue:                   1,
+			priceExponent:                1,
+			bigExpectedQuoteQuantums:     int256.NewInt(-1000),
+		},
+		"priceExponent is negative": {
+			baseQuantums:                 int256.NewInt(5_000_000),
+			baseCurrencyAtomicResolution: -6,
+			priceValue:                   7,
+			priceExponent:                -5,
+			bigExpectedQuoteQuantums:     int256.NewInt(350),
+		},
+		"priceExponent is zero": {
+			baseQuantums:                 int256.NewInt(5_000_000),
+			baseCurrencyAtomicResolution: -6,
+			priceValue:                   7,
+			priceExponent:                0,
+			bigExpectedQuoteQuantums:     int256.NewInt(35_000_000),
+		},
+		"baseCurrencyAtomicResolution is greater than 10^6": {
+			baseQuantums:                 int256.NewInt(5_000_000),
+			baseCurrencyAtomicResolution: -8,
+			priceValue:                   7,
+			priceExponent:                0,
+			bigExpectedQuoteQuantums:     int256.NewInt(350_000),
+		},
+		"baseCurrencyAtomicResolution is less than 10^6": {
+			baseQuantums:                 int256.NewInt(5_000_000),
+			baseCurrencyAtomicResolution: -4,
+			priceValue:                   7,
+			priceExponent:                1,
+			bigExpectedQuoteQuantums:     int256.NewInt(35_000_000_000),
+		},
+		"Calculation rounds down": {
+			baseQuantums:                 int256.NewInt(9),
+			baseCurrencyAtomicResolution: -8,
+			priceValue:                   1,
+			priceExponent:                1,
+			bigExpectedQuoteQuantums:     int256.NewInt(0),
+		},
+		"Negative calculation rounds up": {
+			baseQuantums:                 int256.NewInt(-9),
+			baseCurrencyAtomicResolution: -8,
+			priceValue:                   1,
+			priceExponent:                1,
+			bigExpectedQuoteQuantums:     int256.NewInt(0),
+		},
+	}
+	for name, tc := range tests {
+		t.Run(name, func(t *testing.T) {
+			quoteQuantums := lib.BaseToQuoteQuantumsInt256(
+				tc.baseQuantums,
+				tc.baseCurrencyAtomicResolution,
+				tc.priceValue,
+				tc.priceExponent,
+			)
+			if !tc.bigExpectedQuoteQuantums.Eq(quoteQuantums) {
+				t.Fatalf(
+					"%s: expectedQuoteQuantums: %s, quoteQuantums: %s",
+					name,
+					tc.bigExpectedQuoteQuantums.String(),
+					quoteQuantums.String(),
+				)
+			}
+		})
+	}
+}
+
 func TestQuoteToBaseQuantums(t *testing.T) {
 	tests := map[string]struct {
 		bigQuoteQuantums             *big.Int

protocol/x/assets/keeper/asset.go

@@ -12,6 +12,7 @@ import (
 	indexerevents "github.com/dydxprotocol/v4-chain/protocol/indexer/events"
 	"github.com/dydxprotocol/v4-chain/protocol/indexer/indexer_manager"
 	"github.com/dydxprotocol/v4-chain/protocol/lib"
+	"github.com/dydxprotocol/v4-chain/protocol/lib/int256"
 	"github.com/dydxprotocol/v4-chain/protocol/x/assets/types"
 )
 
@@ -218,6 +219,41 @@ func (k Keeper) GetNetCollateral(
 	return big.NewInt(0), types.ErrNotImplementedMargin
 }
 
+// GetNetCollateral returns the net collateral that a given position (quantums)
+// for a given assetId contributes to an account.
+func (k Keeper) GetNetCollateralInt256(
+	ctx sdk.Context,
+	id uint32,
+	quantums *int256.Int,
+) (
+	netCollateralQuoteQuantums *int256.Int,
+	err error,
+) {
+	if id == types.AssetUsdc.Id {
+		return new(int256.Int).Set(quantums), nil
+	}
+
+	// Get asset
+	_, exists := k.GetAsset(ctx, id)
+	if !exists {
+		return int256.NewInt(0), errorsmod.Wrap(types.ErrAssetDoesNotExist, lib.UintToString(id))
+	}
+
+	if quantums.IsZero() {
+		return int256.NewInt(0), nil
+	}
+
+	// Balance is positive.
+	// TODO(DEC-581): add multi-collateral support.
+	if quantums.Sign() == 1 {
+		return int256.NewInt(0), types.ErrNotImplementedMulticollateral
+	}
+
+	// Balance is negative.
+	// TODO(DEC-582): add margin-trading support.
+	return int256.NewInt(0), types.ErrNotImplementedMargin
+}
+
 // GetMarginRequirements returns the initial and maintenance margin-
 // requirements for a given position size for a given assetId.
 func (k Keeper) GetMarginRequirements(
@@ -251,6 +287,37 @@ func (k Keeper) GetMarginRequirements(
 	return big.NewInt(0), big.NewInt(0), types.ErrNotImplementedMargin
 }
 
+func (k Keeper) GetMarginRequirementsInt256(
+	ctx sdk.Context,
+	id uint32,
+	bigQuantums *int256.Int,
+) (
+	bigInitialMarginQuoteQuantums *int256.Int,
+	bigMaintenanceMarginQuoteQuantums *int256.Int,
+	err error,
+) {
+	// QuoteBalance does not contribute to any margin requirements.
+	if id == types.AssetUsdc.Id {
+		return int256.NewInt(0), int256.NewInt(0), nil
+	}
+
+	// Get asset
+	_, exists := k.GetAsset(ctx, id)
+	if !exists {
+		return int256.NewInt(0), int256.NewInt(0), errorsmod.Wrap(
+			types.ErrAssetDoesNotExist, lib.UintToString(id))
+	}
+
+	// Balance is zero or positive.
+	if bigQuantums.Sign() >= 0 {
+		return int256.NewInt(0), int256.NewInt(0), nil
+	}
+
+	// Balance is negative.
+	// TODO(DEC-582): margin-trading
+	return int256.NewInt(0), int256.NewInt(0), types.ErrNotImplementedMargin
+}
+
 // ConvertAssetToCoin converts the given `assetId` and `quantums` used in `x/asset`,
 // to an `sdk.Coin` in correspoding `denom` and `amount` used in `x/bank`.
 // Also outputs `convertedQuantums` which has the equal value as converted `sdk.Coin`.

protocol/x/clob/keeper/equity_tier_limit.go

@@ -7,6 +7,7 @@ import (
 	errorsmod "cosmossdk.io/errors"
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	"github.com/dydxprotocol/v4-chain/protocol/lib"
+	"github.com/dydxprotocol/v4-chain/protocol/lib/int256"
 	"github.com/dydxprotocol/v4-chain/protocol/x/clob/types"
 	satypes "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types"
 )
@@ -63,7 +64,7 @@ func (k Keeper) getEquityTierLimitForSubaccount(
 	ctx sdk.Context, subaccountId satypes.SubaccountId,
 	equityTierLimits []types.EquityTierLimit,
 ) (equityTier types.EquityTierLimit, bigNetCollateral *big.Int, err error) {
-	netCollateral, _, _, err := k.subaccountsKeeper.GetNetCollateralAndMarginRequirements(
+	netCollateral, _, _, err := k.subaccountsKeeper.GetNetCollateralAndMarginRequirementsInt256(
 		ctx,
 		satypes.Update{
 			SubaccountId: subaccountId,
@@ -75,7 +76,7 @@ func (k Keeper) getEquityTierLimitForSubaccount(
 
 	var equityTierLimit types.EquityTierLimit
 	for _, limit := range equityTierLimits {
-		if netCollateral.Cmp(limit.UsdTncRequired.BigInt()) < 0 {
+		if netCollateral.Cmp(int256.MustFromBig(limit.UsdTncRequired.BigInt())) < 0 {
 			break
 		}
 		equityTierLimit = limit

protocol/x/clob/keeper/orders.go

@@ -1088,7 +1088,7 @@ func (k Keeper) AddOrderToOrderbookCollatCheck(
 		metrics.Latency,
 	)
 
-	success, successPerSubaccountUpdate, err := k.subaccountsKeeper.CanUpdateSubaccounts(
+	success, successPerSubaccountUpdate, err := k.subaccountsKeeper.CanUpdateSubaccountsInt256(
 		ctx,
 		updates,
 		satypes.CollatCheck,

protocol/x/clob/keeper/process_single_match.go

@@ -399,7 +399,7 @@ func (k Keeper) persistMatchedOrders(
 	}
 
 	// Apply the update.
-	success, successPerUpdate, err := k.subaccountsKeeper.UpdateSubaccounts(
+	success, successPerUpdate, err := k.subaccountsKeeper.UpdateSubaccountsInt256(
 		ctx,
 		updates,
 		satypes.Match,

protocol/x/clob/types/expected_keepers.go

@@ -6,6 +6,7 @@ import (
 	"math/rand"
 
 	sdk "github.com/cosmos/cosmos-sdk/types"
+	"github.com/dydxprotocol/v4-chain/protocol/lib/int256"
 	assettypes "github.com/dydxprotocol/v4-chain/protocol/x/assets/types"
 	blocktimetypes "github.com/dydxprotocol/v4-chain/protocol/x/blocktime/types"
 	perpetualsmoduletypes "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/types"
@@ -23,6 +24,15 @@ type SubaccountsKeeper interface {
 		successPerUpdate []satypes.UpdateResult,
 		err error,
 	)
+	CanUpdateSubaccountsInt256(
+		ctx sdk.Context,
+		updates []satypes.Update,
+		updateType satypes.UpdateType,
+	) (
+		success bool,
+		successPerUpdate []satypes.UpdateResult,
+		err error,
+	)
 	GetNetCollateralAndMarginRequirements(
 		ctx sdk.Context,
 		update satypes.Update,
@@ -32,6 +42,15 @@ type SubaccountsKeeper interface {
 		bigMaintenanceMargin *big.Int,
 		err error,
 	)
+	GetNetCollateralAndMarginRequirementsInt256(
+		ctx sdk.Context,
+		update satypes.Update,
+	) (
+		bigNetCollateral *int256.Int,
+		bigInitialMargin *int256.Int,
+		bigMaintenanceMargin *int256.Int,
+		err error,
+	)
 	GetSubaccount(
 		ctx sdk.Context,
 		id satypes.SubaccountId,
@@ -59,6 +78,15 @@ type SubaccountsKeeper interface {
 		successPerUpdate []satypes.UpdateResult,
 		err error,
 	)
+	UpdateSubaccountsInt256(
+		ctx sdk.Context,
+		updates []satypes.Update,
+		updateType satypes.UpdateType,
+	) (
+		success bool,
+		successPerUpdate []satypes.UpdateResult,
+		err error,
+	)
 	SetNegativeTncSubaccountSeenAtBlock(
 		ctx sdk.Context,
 		perpetualId uint32,