Fix/linear pricing

pallets/loans/src/entities/input.rs

@@ -7,6 +7,7 @@ use crate::{
 	entities::pricing::external::ExternalAmount,
 	pallet::{Config, Error},
 	types::RepaidAmount,
+	PriceOf,
 };
 
 #[derive(Encode, Decode, Clone, PartialEq, Eq, TypeInfo, RuntimeDebugNoBound, MaxEncodedLen)]
@@ -61,6 +62,6 @@ impl<T: Config> RepaidInput<T> {
 #[scale_info(skip_type_params(T))]
 pub enum PriceCollectionInput<T: Config> {
 	Empty,
-	Custom(BoundedBTreeMap<T::PriceId, T::Balance, T::MaxActiveLoansPerPool>),
+	Custom(BoundedBTreeMap<T::PriceId, PriceOf<T>, T::MaxActiveLoansPerPool>),
 	FromRegistry,
 }

pallets/loans/src/entities/loans.rs

@@ -31,6 +31,7 @@ use crate::{
 		BorrowLoanError, BorrowRestrictions, CloseLoanError, CreateLoanError, LoanRestrictions,
 		MutationError, RepaidAmount, RepayLoanError, RepayRestrictions, RepaymentSchedule,
 	},
+	PriceOf,
 };
 
 /// Loan information.
@@ -290,7 +291,7 @@ impl<T: Config> ActiveLoan<T> {
 	pub fn present_value_by<Rates>(
 		&self,
 		rates: &Rates,
-		prices: &BTreeMap<T::PriceId, T::Balance>,
+		prices: &BTreeMap<T::PriceId, PriceOf<T>>,
 	) -> Result<T::Balance, DispatchError>
 	where
 		Rates: RateCollection<T::Rate, T::Balance, T::Balance>,

pallets/loans/src/entities/pricing/external.rs

@@ -14,6 +14,7 @@ use sp_std::collections::btree_map::BTreeMap;
 use crate::{
 	entities::interest::ActiveInterestRate,
 	pallet::{Config, Error},
+	PriceOf,
 };
 
 #[derive(Encode, Decode, Clone, PartialEq, Eq, TypeInfo, RuntimeDebugNoBound, MaxEncodedLen)]
@@ -150,9 +151,14 @@ impl<T: Config> ExternalActivePricing<T> {
 		}
 	}
 
-	fn linear_accrual_price(&self, maturity: Seconds) -> Result<T::Balance, DispatchError> {
+	fn linear_accrual_price(
+		&self,
+		maturity: Seconds,
+		price: T::Balance,
+		price_last_updated: Seconds,
+	) -> Result<T::Balance, DispatchError> {
 		Ok(cfg_utils::math::y_coord_in_rect(
-			(self.settlement_price_updated, self.latest_settlement_price),
+			(price_last_updated, price),
 			(maturity, self.info.notional),
 			T::Time::now(),
 		)?)
@@ -163,10 +169,26 @@ impl<T: Config> ExternalActivePricing<T> {
 		pool_id: T::PoolId,
 		maturity: Seconds,
 	) -> Result<T::Balance, DispatchError> {
-		Ok(match T::PriceRegistry::get(&self.info.price_id, &pool_id) {
-			Ok(data) => data.0,
-			Err(_) => self.linear_accrual_price(maturity)?,
-		})
+		self.current_price_inner(
+			maturity,
+			T::PriceRegistry::get(&self.info.price_id, &pool_id).ok(),
+		)
+	}
+
+	fn current_price_inner(
+		&self,
+		maturity: Seconds,
+		oracle: Option<PriceOf<T>>,
+	) -> Result<T::Balance, DispatchError> {
+		if let Some((oracle_price, oracle_provided_at)) = oracle {
+			self.linear_accrual_price(maturity, oracle_price, oracle_provided_at.into_seconds())
+		} else {
+			self.linear_accrual_price(
+				maturity,
+				self.latest_settlement_price,
+				self.settlement_price_updated,
+			)
+		}
 	}
 
 	pub fn outstanding_principal(
@@ -197,13 +219,10 @@ impl<T: Config> ExternalActivePricing<T> {
 
 	pub fn present_value_cached(
 		&self,
-		cache: &BTreeMap<T::PriceId, T::Balance>,
+		cache: &BTreeMap<T::PriceId, PriceOf<T>>,
 		maturity: Seconds,
 	) -> Result<T::Balance, DispatchError> {
-		let price = match cache.get(&self.info.price_id) {
-			Some(data) => *data,
-			None => self.linear_accrual_price(maturity)?,
-		};
+		let price = self.current_price_inner(maturity, cache.get(&self.info.price_id).copied())?;
 		Ok(self.outstanding_quantity.ensure_mul_int(price)?)
 	}
 

pallets/loans/src/lib.rs

@@ -169,7 +169,7 @@ pub mod pallet {
 		type Time: TimeAsSecs;
 
 		/// Generic time type
-		type Moment: Parameter + Member + IntoSeconds;
+		type Moment: Parameter + Member + Copy + IntoSeconds;
 
 		/// Used to mint, transfer, and inspect assets.
 		type NonFungible: Transfer<Self::AccountId>
@@ -1050,15 +1050,15 @@ pub mod pallet {
 
 		pub fn registered_prices(
 			pool_id: T::PoolId,
-		) -> Result<BTreeMap<T::PriceId, T::Balance>, DispatchError> {
+		) -> Result<BTreeMap<T::PriceId, PriceOf<T>>, DispatchError> {
 			let collection = T::PriceRegistry::collection(&pool_id)?;
 			Ok(ActiveLoans::<T>::get(pool_id)
 				.iter()
 				.filter_map(|(_, loan)| loan.price_id())
 				.filter_map(|price_id| {
 					collection
 						.get(&price_id)
-						.map(|price| (price_id, price.0))
+						.map(|price| (price_id, (price.0, price.1)))
 						.ok()
 				})
 				.collect::<BTreeMap<_, _>>())

pallets/loans/src/tests/portfolio_valuation.rs

@@ -198,14 +198,16 @@ fn with_unregister_price_id_and_oracle_not_required() {
 		expected_portfolio(QUANTITY.saturating_mul_int(price_value_after_half_year));
 
 		// Suddenty, the oracle set a value
+		const MARKET_PRICE_VALUE: Balance = 999;
 		MockPrices::mock_collection(|_| {
 			Ok(MockDataCollection::new(|_| {
-				Ok((PRICE_VALUE * 8, BLOCK_TIME_MS))
+				Ok((MARKET_PRICE_VALUE, BLOCK_TIME_MS))
 			}))
 		});
+		let price_value_after_half_year = MARKET_PRICE_VALUE + (NOTIONAL - MARKET_PRICE_VALUE) / 2;
 
 		update_portfolio();
-		expected_portfolio(QUANTITY.saturating_mul_int(PRICE_VALUE * 8));
+		expected_portfolio(QUANTITY.saturating_mul_int(price_value_after_half_year));
 	});
 }
 

pallets/pool-system/src/lib.rs

@@ -613,7 +613,15 @@ pub mod pallet {
 		#[transactional]
 		#[pallet::call_index(1)]
 		pub fn close_epoch(origin: OriginFor<T>, pool_id: T::PoolId) -> DispatchResultWithPostInfo {
-			ensure_signed(origin)?;
+			let who = ensure_signed(origin)?;
+			ensure!(
+				T::Permission::has(
+					PermissionScope::Pool(pool_id),
+					who,
+					Role::PoolRole(PoolRole::LiquidityAdmin)
+				),
+				BadOrigin
+			);
 
 			Pool::<T>::try_mutate(pool_id, |pool| {
 				let pool = pool.as_mut().ok_or(Error::<T>::NoSuchPool)?;
@@ -876,7 +884,15 @@ pub mod pallet {
 			origin: OriginFor<T>,
 			pool_id: T::PoolId,
 		) -> DispatchResultWithPostInfo {
-			ensure_signed(origin)?;
+			let who = ensure_signed(origin)?;
+			ensure!(
+				T::Permission::has(
+					PermissionScope::Pool(pool_id),
+					who,
+					Role::PoolRole(PoolRole::LiquidityAdmin)
+				),
+				BadOrigin
+			);
 
 			EpochExecution::<T>::try_mutate(pool_id, |epoch_info| {
 				let epoch = epoch_info

runtime/common/src/lib.rs

@@ -29,6 +29,7 @@ pub mod xcm;
 
 use cfg_primitives::Balance;
 use cfg_types::{fee_keys::FeeKey, pools::PoolNav, tokens::CurrencyId};
+use frame_support::BoundedBTreeMap;
 use orml_traits::GetByKey;
 use pallet_loans::entities::input::PriceCollectionInput;
 use pallet_pool_system::Nav;
@@ -37,7 +38,7 @@ use sp_runtime::{
 	traits::{Get, Zero},
 	DispatchError,
 };
-use sp_std::marker::PhantomData;
+use sp_std::{collections::btree_map::BTreeMap, marker::PhantomData};
 
 parameter_types! {
 	/// The native currency identifier of our currency id enum
@@ -102,12 +103,9 @@ where
 		>,
 {
 	let input_prices: PriceCollectionInput<T> =
-		if let Ok(prices) = pallet_loans::Pallet::<T>::registered_prices(pool_id) {
-			PriceCollectionInput::Custom(prices.try_into().map_err(|_| {
-				DispatchError::Other("Map expected to fit as it is coming from loans itself.")
-			})?)
-		} else {
-			PriceCollectionInput::Empty
+		match pallet_loans::Pallet::<T>::registered_prices(pool_id) {
+			Ok(_) => PriceCollectionInput::FromRegistry,
+			Err(_) => PriceCollectionInput::Empty,
 		};
 
 	update_nav_with_input::<T>(pool_id, input_prices)