Skip to content

Commit

Permalink
Update CanUpdateSubaccounts as well.
Browse files Browse the repository at this point in the history
  • Loading branch information
@vincentwschau
vincentwschau committed Mar 12, 2024
1 parent d51033f commit f4a7413
Show file tree
Hide file tree
Showing 3 changed files with 157 additions and 13 deletions.
14 changes: 9 additions & 5 deletions protocol/x/subaccounts/keeper/isolated_subaccount.go
View file
Original file line number Diff line number Diff line change
@@ -1,6 +1,8 @@
package keeper

import (
"math"

errorsmod "cosmossdk.io/errors"
sdk "github.com/cosmos/cosmos-sdk/types"
"github.com/dydxprotocol/v4-chain/protocol/lib"
Expand All @@ -10,7 +12,6 @@ import (

// checkIsolatedSubaccountConstaints will validate all `updates` to the relevant subaccounts against
// isolated subaccount constraints.
// The `updates` have to contain `Subaccounts` with unique `SubaccountIds`.
// The input subaccounts must be settled.
//
// Returns a `success` value of `true` if all updates are valid.
Expand All @@ -21,6 +22,7 @@ func (k Keeper) checkIsolatedSubaccountConstraints(
ctx sdk.Context,
settledUpdates []settledUpdate,
perpetuals []perptypes.Perpetual,
uniqueSubaccounts bool,
) (
success bool,
successPerUpdate []types.UpdateResult,
Expand All @@ -36,8 +38,10 @@ func (k Keeper) checkIsolatedSubaccountConstraints(
}

for i, u := range settledUpdates {
if _, exists := idOfSettledUpdates[*u.SettledSubaccount.Id]; exists {
return false, nil, types.ErrNonUniqueUpdatesSubaccount
if uniqueSubaccounts {
if _, exists := idOfSettledUpdates[*u.SettledSubaccount.Id]; exists {
return false, nil, types.ErrNonUniqueUpdatesSubaccount
}
}

result, err := isValidIsolatedPerpetualUpdates(u, perpIdToMarketType)
Expand Down Expand Up @@ -77,7 +81,7 @@ func isValidIsolatedPerpetualUpdates(

// Check if the updates contain an update to an isolated perpetual.
hasIsolatedUpdate := false
isolatedUpdatePerpetualId := uint32(0)
isolatedUpdatePerpetualId := uint32(math.MaxUint32)
for _, perpetualUpdate := range settledUpdate.PerpetualUpdates {
marketType, exists := perpIdToMarketType[perpetualUpdate.PerpetualId]
if !exists {
Expand All @@ -96,7 +100,7 @@ func isValidIsolatedPerpetualUpdates(
// Check if the subaccount has a position in an isolated perpetual.
// Assumes the subaccount itself does not violate the isolated perpetual constraints.
isIsolatedSubaccount := false
isolatedPositionPerpetualId := uint32(0)
isolatedPositionPerpetualId := uint32(math.MaxUint32)
hasPerpetualPositions := len(settledUpdate.SettledSubaccount.PerpetualPositions) > 0
for _, perpetualPosition := range settledUpdate.SettledSubaccount.PerpetualPositions {
marketType, exists := perpIdToMarketType[perpetualPosition.PerpetualId]
Expand Down
32 changes: 24 additions & 8 deletions protocol/x/subaccounts/keeper/subaccount.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -280,25 +280,29 @@ func (k Keeper) UpdateSubaccounts(
return false, nil, err
}

// Check if the updates satisfy the isolated perpetual constraints.
allPerps := k.perpetualsKeeper.GetAllPerpetuals(ctx)
success, successPerUpdate, err = k.checkIsolatedSubaccountConstraints(
ctx,
settledUpdates,
allPerps,
true, // uniqueSubaccounts
)
if !success || err != nil {
return success, successPerUpdate, err
}

success, successPerUpdate, err = k.internalCanUpdateSubaccounts(ctx, settledUpdates, updateType)
if !success || err != nil {
return success, successPerUpdate, err
}

// Get a mapping from perpetual Id to current perpetual funding index.
allPerps := k.perpetualsKeeper.GetAllPerpetuals(ctx)
perpIdToFundingIndex := make(map[uint32]dtypes.SerializableInt)
for _, perp := range allPerps {
perpIdToFundingIndex[perp.Params.Id] = perp.FundingIndex
}

// Check if the updates satisfy the isolated perpetual constraints.
success, successPerUpdate, err = k.checkIsolatedSubaccountConstraints(
ctx, settledUpdates, allPerps)
if !success || err != nil {
return success, successPerUpdate, err
}

// Apply the updates to perpetual positions.
UpdatePerpetualPositions(
settledUpdates,
Expand Down Expand Up @@ -385,6 +389,18 @@ func (k Keeper) CanUpdateSubaccounts(
return false, nil, err
}

// Check if the updates satisfy the isolated perpetual constraints.
allPerps := k.perpetualsKeeper.GetAllPerpetuals(ctx)
success, successPerUpdate, err = k.checkIsolatedSubaccountConstraints(
ctx,
settledUpdates,
allPerps,
false, // uniqueSubaccounts
)
if !success || err != nil {
return success, successPerUpdate, err
}

return k.internalCanUpdateSubaccounts(ctx, settledUpdates, updateType)
}

Expand Down
124 changes: 124 additions & 0 deletions protocol/x/subaccounts/keeper/subaccount_test.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -3638,6 +3638,130 @@ func TestCanUpdateSubaccounts(t *testing.T) {
},
},
},
"Isolated subaccounts - has update for both an isolated perpetual and non-isolated perpetual": {
assetPositions: testutil.CreateUsdcAssetPosition(big.NewInt(1_000_000_000_000)),
expectedSuccess: false,
expectedSuccessPerUpdate: []types.UpdateResult{types.ViolatesIsolatedSubaccountConstraints},
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_NoMarginRequirement,
constants.IsoUsd_IsolatedMarket,
},
updates: []types.Update{
{
PerpetualUpdates: []types.PerpetualUpdate{
{
PerpetualId: uint32(0),
BigQuantumsDelta: big.NewInt(-100_000_000), // -1 BTC
},
{
PerpetualId: uint32(3),
BigQuantumsDelta: big.NewInt(1_000_000_000), // 1 ISO
},
},
},
},
},
"Isolated subaccounts - has update for both 2 isolated perpetuals": {
assetPositions: testutil.CreateUsdcAssetPosition(big.NewInt(1_000_000_000_000)),
expectedSuccess: false,
expectedSuccessPerUpdate: []types.UpdateResult{types.ViolatesIsolatedSubaccountConstraints},
perpetuals: []perptypes.Perpetual{
constants.IsoUsd_IsolatedMarket,
constants.Iso2Usd_IsolatedMarket,
},
updates: []types.Update{
{
PerpetualUpdates: []types.PerpetualUpdate{
{
PerpetualId: uint32(3),
BigQuantumsDelta: big.NewInt(-1_000_000_000), // 1 ISO
},
{
PerpetualId: uint32(4),
BigQuantumsDelta: big.NewInt(10_000_000), // 1 ISO2
},
},
},
},
},
"Isolated subaccounts - subaccount with isolated perpetual position has update for non-isolated perpetual": {
assetPositions: testutil.CreateUsdcAssetPosition(big.NewInt(1_000_000_000_000)),
expectedSuccess: false,
expectedSuccessPerUpdate: []types.UpdateResult{types.ViolatesIsolatedSubaccountConstraints},
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_NoMarginRequirement,
constants.IsoUsd_IsolatedMarket,
},
perpetualPositions: []*types.PerpetualPosition{
{
PerpetualId: uint32(3),
Quantums: dtypes.NewInt(1_000_000_000), // 1 ISO
FundingIndex: dtypes.NewInt(0),
},
},
updates: []types.Update{
{
PerpetualUpdates: []types.PerpetualUpdate{
{
PerpetualId: uint32(0),
BigQuantumsDelta: big.NewInt(-100_000_000), // -1 BTC
},
},
},
},
},
"Isolated subaccounts - subaccount with isolated perpetual position has update for another isolated perpetual": {
assetPositions: testutil.CreateUsdcAssetPosition(big.NewInt(1_000_000_000_000)),
expectedSuccess: false,
expectedSuccessPerUpdate: []types.UpdateResult{types.ViolatesIsolatedSubaccountConstraints},
perpetuals: []perptypes.Perpetual{
constants.IsoUsd_IsolatedMarket,
constants.Iso2Usd_IsolatedMarket,
},
perpetualPositions: []*types.PerpetualPosition{
{
PerpetualId: uint32(3),
Quantums: dtypes.NewInt(1_000_000_000), // 1 ISO
FundingIndex: dtypes.NewInt(0),
},
},
updates: []types.Update{
{
PerpetualUpdates: []types.PerpetualUpdate{
{
PerpetualId: uint32(4),
BigQuantumsDelta: big.NewInt(-10_000_000), // -1 ISO2
},
},
},
},
},
"Isolated subaccounts - subaccount with non-isolated perpetual position has update for isolated perpetual": {
assetPositions: testutil.CreateUsdcAssetPosition(big.NewInt(1_000_000_000_000)),
expectedSuccess: false,
expectedSuccessPerUpdate: []types.UpdateResult{types.ViolatesIsolatedSubaccountConstraints},
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_NoMarginRequirement,
constants.IsoUsd_IsolatedMarket,
},
perpetualPositions: []*types.PerpetualPosition{
{
PerpetualId: uint32(0),
Quantums: dtypes.NewInt(100_000_000), // 1 BTC
FundingIndex: dtypes.NewInt(0),
},
},
updates: []types.Update{
{
PerpetualUpdates: []types.PerpetualUpdate{
{
PerpetualId: uint32(3),
BigQuantumsDelta: big.NewInt(-1_000_000_000), // -1 ISO
},
},
},
},
},
}

for name, tc := range tests {
Expand Down

0 comments on commit f4a7413

Please sign in to comment.