Feat/perp close estimation (#828)

* feat: close estimation query init files

* feat: add additional logic + tests

* test(perpetual): fix tests

proto/elys/perpetual/query.proto

@@ -86,10 +86,15 @@ service Query {
     option (google.api.http).get = "/elys-network/elys/perpetual/get_all_to_pay";
 
   }
+
+  // Queries a list of CloseEstimation items.
+  rpc CloseEstimation (QueryCloseEstimationRequest) returns (QueryCloseEstimationResponse) {
+    option (google.api.http).get = "/elys-network/elys/perpetual/close-estimation/{position_id}";
+
+  }
 }
-
 message MtpAndPrice {
-  MTP mtp =1;
+  MTP    mtp                 = 1;
   string trading_asset_price = 2 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false
@@ -99,6 +104,7 @@ message MtpAndPrice {
     (gogoproto.nullable) = false
   ];
 }
+
 // ParamsRequest is request type for the Query/Params RPC method.
 message ParamsRequest {}
 
@@ -114,7 +120,7 @@ message PositionsRequest {
 }
 
 message PositionsResponse {
-  repeated MtpAndPrice                                    mtps       = 1;
+  repeated MtpAndPrice                            mtps       = 1;
            cosmos.base.query.v1beta1.PageResponse pagination = 2;
 }
 
@@ -124,7 +130,7 @@ message PositionsByPoolRequest {
 }
 
 message PositionsByPoolResponse {
-  repeated MtpAndPrice                                    mtps       = 1;
+  repeated MtpAndPrice                            mtps       = 1;
            cosmos.base.query.v1beta1.PageResponse pagination = 2;
 }
 
@@ -141,7 +147,7 @@ message PositionsForAddressRequest {
 }
 
 message PositionsForAddressResponse {
-  repeated MtpAndPrice                                    mtps       = 1;
+  repeated MtpAndPrice                            mtps       = 1;
            cosmos.base.query.v1beta1.PageResponse pagination = 2;
 }
 
@@ -176,8 +182,8 @@ message QueryAllPoolRequest {
 }
 
 message QueryAllPoolResponse {
-  repeated PoolResponse                                   pool = 1 [(gogoproto.nullable) = false];
-  cosmos.base.query.v1beta1.PageResponse pagination = 2;
+  repeated PoolResponse                           pool       = 1 [(gogoproto.nullable) = false];
+           cosmos.base.query.v1beta1.PageResponse pagination = 2;
 }
 
 message MTPRequest {
@@ -252,6 +258,18 @@ message PoolResponse {
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
     (gogoproto.nullable) = false
   ];
+}
 
+message QueryCloseEstimationRequest {
+  string address = 1;
+  uint64 position_id = 2;
 }
 
+message QueryCloseEstimationResponse {
+  Position                   position     = 1;
+  cosmos.base.v1beta1.Coin position_size = 2 [(gogoproto.nullable) = false];
+  cosmos.base.v1beta1.Coin liabilities  = 3 [(gogoproto.nullable) = false];
+  string                   price_impact  = 4 [(gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec", (gogoproto.nullable) = false];
+  string                   swap_fee      = 5 [(gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec", (gogoproto.nullable) = false];
+  cosmos.base.v1beta1.Coin return_amount  = 6 [(gogoproto.nullable) = false];
+}

testutil/keeper/perpetual.go

@@ -18,7 +18,7 @@ import (
 	"github.com/stretchr/testify/require"
 )
 
-func PerpetualKeeper(t testing.TB) (*keeper.Keeper, sdk.Context) {
+func PerpetualKeeper(t testing.TB) (*keeper.Keeper, sdk.Context, *mocks.AssetProfileKeeper) {
 	storeKey := sdk.NewKVStoreKey(types.StoreKey)
 	memStoreKey := storetypes.NewMemoryStoreKey(types.MemStoreKey)
 
@@ -52,5 +52,5 @@ func PerpetualKeeper(t testing.TB) (*keeper.Keeper, sdk.Context) {
 	params := types.DefaultParams()
 	k.SetParams(ctx, &params)
 
-	return k, ctx
+	return k, ctx, assetProfileKeeper
 }

x/amm/types/calc_in_amt_given_out.go

@@ -68,9 +68,9 @@ func (p Pool) CalcInAmtGivenOut(
 	}
 
 	amountInWithoutSlippage := sdk.NewDecFromInt(tokenOut.Amount).Quo(rate)
-	if tokenAmountIn.IsZero(){
+	if tokenAmountIn.IsZero() {
 		return sdk.Coin{}, sdk.ZeroDec(), ErrAmountTooLow
-	} 
+	}
 	slippage = sdk.OneDec().Sub(amountInWithoutSlippage.Quo(tokenAmountIn))
 
 	// Ensure (1 - swapfee) is not zero to avoid division by zero

x/amm/types/calc_out_amt_given_in.go

@@ -65,9 +65,9 @@ func (p Pool) CalcOutAmtGivenIn(
 	if err != nil {
 		return sdk.Coin{}, sdk.ZeroDec(), err
 	}
-	if tokenAmountOut.IsZero(){
+	if tokenAmountOut.IsZero() {
 		return sdk.Coin{}, sdk.ZeroDec(), ErrAmountTooLow
-	} 
+	}
 
 	rate, err := p.GetTokenARate(ctx, oracle, snapshot, tokenIn.Denom, tokenOutDenom, accountedPool)
 	if err != nil {
@@ -80,7 +80,7 @@ func (p Pool) CalcOutAmtGivenIn(
 	if amountOutWithoutSlippage.IsZero() {
 		return sdk.Coin{}, sdk.ZeroDec(), errorsmod.Wrapf(ErrInvalidMathApprox, "amount out without slippage must be positive")
 	}
-	
+
 	slippage := sdk.OneDec().Sub(tokenAmountOut.Quo(amountOutWithoutSlippage))
 
 	// We ignore the decimal component, as we round down the token amount out.

x/perpetual/client/cli/query.go

@@ -38,6 +38,8 @@ func GetQueryCmd(queryRoute string) *cobra.Command {
 
 	cmd.AddCommand(CmdGetAllToPay())
 
+	cmd.AddCommand(CmdCloseEstimation())
+
 	// this line is used by starport scaffolding # 1
 
 	return cmd

x/perpetual/client/cli/query_close_estimation.go

@@ -0,0 +1,52 @@
+package cli
+
+import (
+	"strconv"
+
+	"github.com/cosmos/cosmos-sdk/client"
+	"github.com/cosmos/cosmos-sdk/client/flags"
+	"github.com/elys-network/elys/x/perpetual/types"
+	"github.com/spf13/cast"
+	"github.com/spf13/cobra"
+)
+
+var _ = strconv.Itoa(0)
+
+func CmdCloseEstimation() *cobra.Command {
+	cmd := &cobra.Command{
+		Use:   "close-estimation [address] [position-id]",
+		Short: "Query close-estimation",
+		Args:  cobra.ExactArgs(2),
+		RunE: func(cmd *cobra.Command, args []string) (err error) {
+			reqAddress := args[0]
+
+			reqPositionId, err := cast.ToUint64E(args[1])
+			if err != nil {
+				return err
+			}
+
+			clientCtx, err := client.GetClientQueryContext(cmd)
+			if err != nil {
+				return err
+			}
+
+			queryClient := types.NewQueryClient(clientCtx)
+
+			params := &types.QueryCloseEstimationRequest{
+				Address:    reqAddress,
+				PositionId: reqPositionId,
+			}
+
+			res, err := queryClient.CloseEstimation(cmd.Context(), params)
+			if err != nil {
+				return err
+			}
+
+			return clientCtx.PrintProto(res)
+		},
+	}
+
+	flags.AddQueryFlagsToCmd(cmd)
+
+	return cmd
+}

x/perpetual/genesis_test.go

@@ -25,7 +25,7 @@ func TestGenesis(t *testing.T) {
 		// this line is used by starport scaffolding # genesis/test/state
 	}
 
-	k, ctx := keepertest.PerpetualKeeper(t)
+	k, ctx, _ := keepertest.PerpetualKeeper(t)
 	perpetual.InitGenesis(ctx, *k, genesisState)
 	got := perpetual.ExportGenesis(ctx, *k)
 	require.NotNil(t, got)

x/perpetual/keeper/borrow_rate_test.go

@@ -26,7 +26,7 @@ func createNBorrowRate(keeper *keeper.Keeper, ctx sdk.Context, n int) ([]types.I
 }
 
 func TestBorrowRateGet(t *testing.T) {
-	keeper, ctx := keepertest.PerpetualKeeper(t)
+	keeper, ctx, _ := keepertest.PerpetualKeeper(t)
 	_, lastBlock := createNBorrowRate(keeper, ctx, 10)
 	ctx = ctx.WithBlockHeight(lastBlock)
 

x/perpetual/keeper/calc_return_amount.go

@@ -0,0 +1,75 @@
+package keeper
+
+import (
+	"cosmossdk.io/math"
+	sdk "github.com/cosmos/cosmos-sdk/types"
+	ammtypes "github.com/elys-network/elys/x/amm/types"
+	"github.com/elys-network/elys/x/perpetual/types"
+)
+
+func (k Keeper) CalcReturnAmount(ctx sdk.Context, mtp types.MTP, pool types.Pool, ammPool ammtypes.Pool, repayAmount math.Int, amount math.Int, baseCurrency string) (returnAmount math.Int, err error) {
+	Liabilities := mtp.Liabilities
+	BorrowInterestUnpaid := mtp.BorrowInterestUnpaidCollateral
+
+	if mtp.BorrowInterestUnpaidCollateral.IsPositive() {
+		if mtp.Position == types.Position_SHORT {
+			// swap to trading asset
+			unpaidCollateralIn := sdk.NewCoin(mtp.CollateralAsset, mtp.BorrowInterestUnpaidCollateral)
+			C, err := k.CloseEstimationChecker.EstimateSwapGivenOut(ctx, unpaidCollateralIn, mtp.TradingAsset, ammPool)
+			if err != nil {
+				return sdk.ZeroInt(), err
+			}
+
+			BorrowInterestUnpaid = C
+		} else if mtp.CollateralAsset != baseCurrency {
+			// swap to base currency
+			unpaidCollateralIn := sdk.NewCoin(mtp.CollateralAsset, mtp.BorrowInterestUnpaidCollateral)
+			C, err := k.CloseEstimationChecker.EstimateSwapGivenOut(ctx, unpaidCollateralIn, baseCurrency, ammPool)
+			if err != nil {
+				return sdk.ZeroInt(), err
+			}
+
+			BorrowInterestUnpaid = C
+		}
+	}
+
+	// Reminder:
+	// if long both repay amount and liablities are collateral asset
+	// if short both repay amount and liablities are trading asset
+
+	have := repayAmount
+	owe := Liabilities.Add(BorrowInterestUnpaid).Mul(amount.Quo(mtp.Custody))
+
+	if have.LT(owe) {
+		// v principle liability; x excess liability
+		returnAmount = sdk.ZeroInt()
+	} else {
+		// can afford both
+		returnAmount = have.Sub(owe)
+	}
+
+	// returnAmount is so far in base currency if long or trading asset if short, now should convert it to collateralAsset in order to return
+	if returnAmount.IsPositive() {
+		if mtp.Position == types.Position_SHORT {
+			// swap to collateral asset
+			amtTokenIn := sdk.NewCoin(mtp.TradingAsset, returnAmount)
+			C, err := k.CloseEstimationChecker.EstimateSwapGivenOut(ctx, amtTokenIn, mtp.CollateralAsset, ammPool)
+			if err != nil {
+				return sdk.ZeroInt(), err
+			}
+
+			returnAmount = C
+		} else if mtp.CollateralAsset != baseCurrency {
+			// swap to collateral asset
+			amtTokenIn := sdk.NewCoin(baseCurrency, returnAmount)
+			C, err := k.CloseEstimationChecker.EstimateSwapGivenOut(ctx, amtTokenIn, mtp.CollateralAsset, ammPool)
+			if err != nil {
+				return sdk.ZeroInt(), err
+			}
+
+			returnAmount = C
+		}
+	}
+
+	return returnAmount, nil
+}

x/perpetual/keeper/estimate_and_repay.go

@@ -30,8 +30,24 @@ func (k Keeper) EstimateAndRepay(ctx sdk.Context, mtp types.MTP, pool types.Pool
 		return sdk.ZeroInt(), types.ErrInvalidPosition
 	}
 
+	returnAmount, err := k.CalcReturnAmount(ctx, mtp, pool, ammPool, repayAmount, amount, baseCurrency)
+	if err != nil {
+		return sdk.ZeroInt(), err
+	}
+
+	// update mtp health
+	mtp.MtpHealth, err = k.GetMTPHealth(ctx, mtp, ammPool, baseCurrency)
+	if err != nil {
+		return sdk.ZeroInt(), err
+	}
+
+	// if return amount positive then update liabilities
+	if returnAmount.IsPositive() {
+		mtp.Liabilities = mtp.Liabilities.Sub(mtp.Liabilities.Mul(amount).Quo(mtp.Custody))
+	}
+
 	// Note: Long settlement is done in trading asset. And short settlement in usdc in Repay function
-	if err := k.Repay(ctx, &mtp, &pool, ammPool, repayAmount, false, amount, baseCurrency); err != nil {
+	if err := k.Repay(ctx, &mtp, &pool, ammPool, returnAmount, amount); err != nil {
 		return sdk.ZeroInt(), err
 	}
 

x/perpetual/keeper/keeper.go

@@ -25,6 +25,7 @@ type (
 		types.OpenShortChecker
 		types.CloseLongChecker
 		types.CloseShortChecker
+		types.CloseEstimationChecker
 
 		cdc                codec.BinaryCodec
 		storeKey           storetypes.StoreKey
@@ -76,6 +77,7 @@ func NewKeeper(
 	keeper.OpenShortChecker = keeper
 	keeper.CloseLongChecker = keeper
 	keeper.CloseShortChecker = keeper
+	keeper.CloseEstimationChecker = keeper
 
 	return keeper
 }
@@ -457,6 +459,14 @@ func (k Keeper) TakeFundPayment(ctx sdk.Context, returnAmount math.Int, returnAs
 	return takeAmount, nil
 }
 
+// CalcTakeFundPayment calculates the take fund payment
+func (k Keeper) CalcTakeFundPayment(ctx sdk.Context, returnAmount math.Int, returnAsset string, takePercentage sdk.Dec) math.Int {
+	returnAmountDec := sdk.NewDecFromBigInt(returnAmount.BigInt())
+	takeAmount := sdk.NewIntFromBigInt(takePercentage.Mul(returnAmountDec).TruncateInt().BigInt())
+
+	return takeAmount
+}
+
 // Set the perpetual hooks.
 func (k *Keeper) SetHooks(gh types.PerpetualHooks) *Keeper {
 	if k.hooks != nil {

x/perpetual/keeper/msg_server_update_take_profit_price.go

@@ -7,9 +7,9 @@ import (
 
 	errorsmod "cosmossdk.io/errors"
 	sdk "github.com/cosmos/cosmos-sdk/types"
-	"github.com/elys-network/elys/x/perpetual/types"
 	assetprofiletypes "github.com/elys-network/elys/x/assetprofile/types"
 	ptypes "github.com/elys-network/elys/x/parameter/types"
+	"github.com/elys-network/elys/x/perpetual/types"
 )
 
 func (k msgServer) UpdateTakeProfitPrice(goCtx context.Context, msg *types.MsgUpdateTakeProfitPrice) (*types.MsgUpdateTakeProfitPriceResponse, error) {

x/perpetual/keeper/msg_servers_test.go

@@ -11,6 +11,6 @@ import (
 )
 
 func setupMsgServer(t testing.TB) (types.MsgServer, context.Context) {
-	k, ctx := keepertest.PerpetualKeeper(t)
+	k, ctx, _ := keepertest.PerpetualKeeper(t)
 	return keeper.NewMsgServerImpl(*k), sdk.WrapSDKContext(ctx)
 }

x/perpetual/keeper/params_test.go

@@ -9,7 +9,7 @@ import (
 )
 
 func TestGetParams(t *testing.T) {
-	k, ctx := testkeeper.PerpetualKeeper(t)
+	k, ctx, _ := testkeeper.PerpetualKeeper(t)
 	params := types.DefaultParams()
 
 	k.SetParams(ctx, &params)