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[CLOB-1046] populate negative tnc subaccounts in grpc request #890

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merged 2 commits into from
Dec 18, 2023
Merged

[CLOB-1046] populate negative tnc subaccounts in grpc request #890

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0d025e6
[CLOB-1046] populate negative tnc subaccounts in grpc request
jayy04 Dec 13, 2023
b63090c
[CLOB-1047] populate subaccounts with open positions in grpc request …
jayy04 Dec 18, 2023
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16 changes: 13 additions & 3 deletions protocol/daemons/liquidation/client/grpc_helper.go
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Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -205,7 +205,9 @@ func (c *Client) GetAllSubaccounts(
// subaccount ids to a gRPC server via `LiquidateSubaccounts`.
func (c *Client) SendLiquidatableSubaccountIds(
ctx context.Context,
subaccountIds []satypes.SubaccountId,
blockHeight uint32,
liquidatableSubaccountIds []satypes.SubaccountId,
negativeTncSubaccountIds []satypes.SubaccountId,
) error {
defer telemetry.ModuleMeasureSince(
metrics.LiquidationDaemon,
Expand All @@ -216,13 +218,21 @@ func (c *Client) SendLiquidatableSubaccountIds(

telemetry.ModuleSetGauge(
metrics.LiquidationDaemon,
float32(len(subaccountIds)),
float32(len(liquidatableSubaccountIds)),
metrics.LiquidatableSubaccountIds,
metrics.Count,
)
telemetry.ModuleSetGauge(
metrics.LiquidationDaemon,
float32(len(negativeTncSubaccountIds)),
metrics.NegativeTncSubaccountIds,
metrics.Count,
)

request := &api.LiquidateSubaccountsRequest{
LiquidatableSubaccountIds: subaccountIds,
BlockHeight: blockHeight,
LiquidatableSubaccountIds: liquidatableSubaccountIds,
NegativeTncSubaccountIds: negativeTncSubaccountIds,
}

if _, err := c.LiquidationServiceClient.LiquidateSubaccounts(ctx, request); err != nil {
Expand Down
74 changes: 60 additions & 14 deletions protocol/daemons/liquidation/client/grpc_helper_test.go
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Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -452,56 +452,102 @@ func TestGetAllMarketPrices(t *testing.T) {
func TestSendLiquidatableSubaccountIds(t *testing.T) {
tests := map[string]struct {
// mocks
setupMocks func(ctx context.Context, mck *mocks.QueryClient, ids []satypes.SubaccountId)
subaccountIds []satypes.SubaccountId
setupMocks func(
context.Context,
*mocks.QueryClient,
uint32,
[]satypes.SubaccountId,
[]satypes.SubaccountId,
)
liquidatableSubaccountIds []satypes.SubaccountId
negativeTncSubaccountIds []satypes.SubaccountId

// expectations
expectedError error
}{
"Success": {
setupMocks: func(ctx context.Context, mck *mocks.QueryClient, ids []satypes.SubaccountId) {
setupMocks: func(
ctx context.Context,
mck *mocks.QueryClient,
blockHeight uint32,
liquidatableSubaccountIds []satypes.SubaccountId,
negativeTncSubaccountIds []satypes.SubaccountId,
) {
req := &api.LiquidateSubaccountsRequest{
LiquidatableSubaccountIds: ids,
BlockHeight: blockHeight,
LiquidatableSubaccountIds: liquidatableSubaccountIds,
NegativeTncSubaccountIds: negativeTncSubaccountIds,
}
response := &api.LiquidateSubaccountsResponse{}
mck.On("LiquidateSubaccounts", ctx, req).Return(response, nil)
},
subaccountIds: []satypes.SubaccountId{
liquidatableSubaccountIds: []satypes.SubaccountId{
constants.Alice_Num0,
constants.Bob_Num0,
},
negativeTncSubaccountIds: []satypes.SubaccountId{
constants.Carl_Num0,
constants.Dave_Num0,
},
},
"Success Empty": {
setupMocks: func(ctx context.Context, mck *mocks.QueryClient, ids []satypes.SubaccountId) {
setupMocks: func(
ctx context.Context,
mck *mocks.QueryClient,
blockHeight uint32,
liquidatableSubaccountIds []satypes.SubaccountId,
negativeTncSubaccountIds []satypes.SubaccountId,
) {
req := &api.LiquidateSubaccountsRequest{
LiquidatableSubaccountIds: ids,
BlockHeight: blockHeight,
LiquidatableSubaccountIds: liquidatableSubaccountIds,
NegativeTncSubaccountIds: negativeTncSubaccountIds,
}
response := &api.LiquidateSubaccountsResponse{}
mck.On("LiquidateSubaccounts", ctx, req).Return(response, nil)
},
subaccountIds: []satypes.SubaccountId{},
liquidatableSubaccountIds: []satypes.SubaccountId{},
},
"Errors are propagated": {
setupMocks: func(ctx context.Context, mck *mocks.QueryClient, ids []satypes.SubaccountId) {
setupMocks: func(
ctx context.Context,
mck *mocks.QueryClient,
blockHeight uint32,
liquidatableSubaccountIds []satypes.SubaccountId,
negativeTncSubaccountIds []satypes.SubaccountId,
) {
req := &api.LiquidateSubaccountsRequest{
LiquidatableSubaccountIds: ids,
BlockHeight: blockHeight,
LiquidatableSubaccountIds: liquidatableSubaccountIds,
NegativeTncSubaccountIds: negativeTncSubaccountIds,
}
mck.On("LiquidateSubaccounts", ctx, req).Return(nil, errors.New("test error"))
},
subaccountIds: []satypes.SubaccountId{},
expectedError: errors.New("test error"),
liquidatableSubaccountIds: []satypes.SubaccountId{},
expectedError: errors.New("test error"),
},
}

for name, tc := range tests {
t.Run(name, func(t *testing.T) {
queryClientMock := &mocks.QueryClient{}
tc.setupMocks(grpc.Ctx, queryClientMock, tc.subaccountIds)
tc.setupMocks(
grpc.Ctx,
queryClientMock,
uint32(50),
tc.liquidatableSubaccountIds,
tc.negativeTncSubaccountIds,
)

daemon := client.NewClient(log.NewNopLogger())
daemon.LiquidationServiceClient = queryClientMock

err := daemon.SendLiquidatableSubaccountIds(grpc.Ctx, tc.subaccountIds)
err := daemon.SendLiquidatableSubaccountIds(
grpc.Ctx,
uint32(50),
tc.liquidatableSubaccountIds,
tc.negativeTncSubaccountIds,
)
require.Equal(t, tc.expectedError, err)
})
}
Expand Down
37 changes: 26 additions & 11 deletions protocol/daemons/liquidation/client/sub_task_runner.go
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -68,7 +68,9 @@ func (s *SubTaskRunnerImpl) RunLiquidationDaemonTaskLoop(
}

// 2. Check collateralization statuses of subaccounts with at least one open position.
liquidatableSubaccountIds, err := daemonClient.GetLiquidatableSubaccountIds(
liquidatableSubaccountIds,
negativeTncSubaccountIds,
err := daemonClient.GetLiquidatableSubaccountIds(
subaccounts,
marketPrices,
perpetuals,
Expand All @@ -79,7 +81,12 @@ func (s *SubTaskRunnerImpl) RunLiquidationDaemonTaskLoop(
}

// 3. Send the list of liquidatable subaccount ids to the daemon server.
err = daemonClient.SendLiquidatableSubaccountIds(ctx, liquidatableSubaccountIds)
err = daemonClient.SendLiquidatableSubaccountIds(
ctx,
lastCommittedBlockHeight,
liquidatableSubaccountIds,
negativeTncSubaccountIds,
)
if err != nil {
return err
}
Expand Down Expand Up @@ -159,6 +166,7 @@ func (c *Client) GetLiquidatableSubaccountIds(
liquidityTiers map[uint32]perptypes.LiquidityTier,
) (
liquidatableSubaccountIds []satypes.SubaccountId,
negativeTncSubaccountIds []satypes.SubaccountId,
err error,
) {
defer telemetry.ModuleMeasureSince(
Expand All @@ -170,27 +178,31 @@ func (c *Client) GetLiquidatableSubaccountIds(

numSubaccountsWithOpenPositions := 0
liquidatableSubaccountIds = make([]satypes.SubaccountId, 0)
negativeTncSubaccountIds = make([]satypes.SubaccountId, 0)
for _, subaccount := range subaccounts {
// Skip subaccounts with no open positions.
if len(subaccount.PerpetualPositions) == 0 {
continue
}

// Check if the subaccount is liquidatable.
isLiquidatable, err := c.CheckSubaccountCollateralization(
isLiquidatable, hasNegativeTnc, err := c.CheckSubaccountCollateralization(
subaccount,
marketPrices,
perpetuals,
liquidityTiers,
)
if err != nil {
c.logger.Error("Error checking collateralization status", "error", err)
return nil, err
return nil, nil, err
}

if isLiquidatable {
liquidatableSubaccountIds = append(liquidatableSubaccountIds, *subaccount.Id)
}
if hasNegativeTnc {
negativeTncSubaccountIds = append(negativeTncSubaccountIds, *subaccount.Id)
}
numSubaccountsWithOpenPositions++
}

Expand All @@ -201,7 +213,7 @@ func (c *Client) GetLiquidatableSubaccountIds(
metrics.Count,
)

return liquidatableSubaccountIds, nil
return liquidatableSubaccountIds, negativeTncSubaccountIds, nil
}

// CheckSubaccountCollateralization performs the same collateralization check as the application
Expand All @@ -216,6 +228,7 @@ func (c *Client) CheckSubaccountCollateralization(
liquidityTiers map[uint32]perptypes.LiquidityTier,
) (
isLiquidatable bool,
hasNegativeTnc bool,
err error,
) {
defer telemetry.ModuleMeasureSince(
Expand All @@ -232,7 +245,7 @@ func (c *Client) CheckSubaccountCollateralization(
perpetuals,
)
if err != nil {
return false, err
return false, false, err
}

bigTotalNetCollateral := big.NewInt(0)
Expand All @@ -242,7 +255,7 @@ func (c *Client) CheckSubaccountCollateralization(
// Note that we only expect USDC before multi-collateral support is added.
for _, assetPosition := range settledSubaccount.AssetPositions {
if assetPosition.AssetId != assetstypes.AssetUsdc.Id {
return false, errorsmod.Wrapf(
return false, false, errorsmod.Wrapf(
assetstypes.ErrNotImplementedMulticollateral,
"Asset %d is not supported",
assetPosition.AssetId,
Expand All @@ -257,7 +270,7 @@ func (c *Client) CheckSubaccountCollateralization(
for _, perpetualPosition := range settledSubaccount.PerpetualPositions {
perpetual, ok := perpetuals[perpetualPosition.PerpetualId]
if !ok {
return false, errorsmod.Wrapf(
return false, false, errorsmod.Wrapf(
perptypes.ErrPerpetualDoesNotExist,
"Perpetual not found for perpetual id %d",
perpetualPosition.PerpetualId,
Expand All @@ -266,7 +279,7 @@ func (c *Client) CheckSubaccountCollateralization(

marketPrice, ok := marketPrices[perpetual.Params.MarketId]
if !ok {
return false, errorsmod.Wrapf(
return false, false, errorsmod.Wrapf(
pricestypes.ErrMarketPriceDoesNotExist,
"MarketPrice not found for perpetual %+v",
perpetual,
Expand All @@ -281,7 +294,7 @@ func (c *Client) CheckSubaccountCollateralization(

liquidityTier, ok := liquidityTiers[perpetual.Params.LiquidityTier]
if !ok {
return false, errorsmod.Wrapf(
return false, false, errorsmod.Wrapf(
perptypes.ErrLiquidityTierDoesNotExist,
"LiquidityTier not found for perpetual %+v",
perpetual,
Expand All @@ -298,5 +311,7 @@ func (c *Client) CheckSubaccountCollateralization(
bigTotalMaintenanceMargin.Add(bigTotalMaintenanceMargin, bigMaintenanceMarginQuoteQuantums)
}

return clobkeeper.CanLiquidateSubaccount(bigTotalNetCollateral, bigTotalMaintenanceMargin), nil
return clobkeeper.CanLiquidateSubaccount(bigTotalNetCollateral, bigTotalMaintenanceMargin),
bigTotalNetCollateral.Sign() == -1,
nil
}
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