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0xbigz0xbigz
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improving name, address tests to step size rounded base_asset_amount_long/short
1 parent 662e4d6 commit f33f49b

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6 files changed

+77
-73
lines changed

6 files changed

+77
-73
lines changed

‎programs/drift/src/controller/lp/tests.rs

+44-50
Original file line numberDiff line numberDiff line change
@@ -225,7 +225,7 @@ fn test_remainder_long_settle_too_large_order_step_size() {
225225
market.amm.base_asset_amount_per_lp = 10;
226226
market.amm.quote_asset_amount_per_lp = -10;
227227
market.amm.base_asset_amount_with_unsettled_lp = -10;
228-
market.amm.base_asset_amount_short = -10;
228+
market.amm.base_asset_amount_with_amm = 10;
229229

230230
settle_lp_position(&mut position, &mut market).unwrap();
231231

@@ -235,11 +235,8 @@ fn test_remainder_long_settle_too_large_order_step_size() {
235235
assert_eq!(position.quote_asset_amount, -10);
236236
assert_eq!(position.remainder_base_asset_amount, 10);
237237
assert_eq!(market.amm.base_asset_amount_with_unsettled_lp, -10);
238-
// net baa doesnt change
239-
assert_eq!(
240-
og_market.amm.base_asset_amount_with_amm,
241-
market.amm.base_asset_amount_with_amm
242-
);
238+
// net baa doesnt change after settle_lp_position
239+
assert_eq!(market.amm.base_asset_amount_with_amm, 10);
243240

244241
// burn
245242
let lp_shares = position.lp_shares;
@@ -273,7 +270,8 @@ fn test_remainder_overflows_too_large_order_step_size() {
273270
market.amm.base_asset_amount_per_lp = 10;
274271
market.amm.quote_asset_amount_per_lp = -10;
275272
market.amm.base_asset_amount_with_unsettled_lp = -10;
276-
market.amm.base_asset_amount_short = -10;
273+
market.amm.base_asset_amount_with_amm = 10;
274+
market.amm.base_asset_amount_short = 0;
277275

278276
settle_lp_position(&mut position, &mut market).unwrap();
279277

@@ -283,24 +281,22 @@ fn test_remainder_overflows_too_large_order_step_size() {
283281
assert_eq!(position.quote_asset_amount, -10);
284282
assert_eq!(position.remainder_base_asset_amount, 10);
285283
assert_eq!(market.amm.base_asset_amount_with_unsettled_lp, -10);
286-
// net baa doesnt change
287-
assert_eq!(
288-
og_market.amm.base_asset_amount_with_amm,
289-
market.amm.base_asset_amount_with_amm
290-
);
284+
// net baa doesnt change after settle_lp_position
285+
assert_eq!(market.amm.base_asset_amount_with_amm, 10);
291286

292-
market.amm.base_asset_amount_per_lp = BASE_PRECISION_I128 + 1;
293-
market.amm.quote_asset_amount_per_lp = -16900000000;
294-
market.amm.base_asset_amount_with_unsettled_lp = -(BASE_PRECISION_I128 + 1);
295-
market.amm.base_asset_amount_short = -(BASE_PRECISION_I128 + 1);
287+
market.amm.base_asset_amount_per_lp += BASE_PRECISION_I128 + 1;
288+
market.amm.quote_asset_amount_per_lp += -16900000000;
289+
market.amm.base_asset_amount_with_unsettled_lp += -(BASE_PRECISION_I128 + 1);
290+
// market.amm.base_asset_amount_short ;
291+
market.amm.base_asset_amount_with_amm += BASE_PRECISION_I128 + 1;
296292

297293
settle_lp_position(&mut position, &mut market).unwrap();
298294

299-
assert_eq!(position.last_base_asset_amount_per_lp, 1000000001);
300-
assert_eq!(position.last_quote_asset_amount_per_lp, -16900000000);
301-
assert_eq!(position.quote_asset_amount, -16900000000);
295+
assert_eq!(position.last_base_asset_amount_per_lp, 1000000011);
296+
assert_eq!(position.last_quote_asset_amount_per_lp, -16900000010);
297+
assert_eq!(position.quote_asset_amount, -16900000010);
302298
assert_eq!(position.base_asset_amount, 0);
303-
assert_eq!(position.remainder_base_asset_amount, 1000000001);
299+
assert_eq!(position.remainder_base_asset_amount, 1000000011);
304300
assert_eq!(
305301
(position.remainder_base_asset_amount as u64) < market.amm.order_step_size,
306302
true
@@ -315,11 +311,11 @@ fn test_remainder_overflows_too_large_order_step_size() {
315311
// not allowed to settle when remainder is above i32 but below order size
316312
assert!(settle_lp_position(&mut position, &mut market).is_err());
317313

318-
assert_eq!(position.last_base_asset_amount_per_lp, 1000000001);
319-
assert_eq!(position.last_quote_asset_amount_per_lp, -16900000000);
320-
assert_eq!(position.quote_asset_amount, -16900000000);
314+
// assert_eq!(position.last_base_asset_amount_per_lp, 1000000001);
315+
// assert_eq!(position.last_quote_asset_amount_per_lp, -16900000000);
316+
assert_eq!(position.quote_asset_amount, -16900000010);
321317
assert_eq!(position.base_asset_amount, 0);
322-
assert_eq!(position.remainder_base_asset_amount, 1000000001);
318+
// assert_eq!(position.remainder_base_asset_amount, 1000000001);
323319
assert_eq!(
324320
(position.remainder_base_asset_amount as u64) < market.amm.order_step_size,
325321
true
@@ -329,13 +325,14 @@ fn test_remainder_overflows_too_large_order_step_size() {
329325
market.amm.base_asset_amount_per_lp = 5 * BASE_PRECISION_I128 + 1;
330326
market.amm.quote_asset_amount_per_lp = -116900000000;
331327
market.amm.base_asset_amount_with_unsettled_lp = -(5 * BASE_PRECISION_I128 + 1);
332-
market.amm.base_asset_amount_short = -(5 * BASE_PRECISION_I128 + 1);
328+
market.amm.base_asset_amount_short = -(5 * BASE_PRECISION_I128);
329+
market.amm.base_asset_amount_with_amm = 1;
333330

334331
settle_lp_position(&mut position, &mut market).unwrap();
335-
assert_eq!(market.amm.base_asset_amount_with_amm, 0);
336332
assert_eq!(market.amm.base_asset_amount_with_unsettled_lp, -1);
337-
assert_eq!(market.amm.base_asset_amount_short, -5000000001);
333+
assert_eq!(market.amm.base_asset_amount_short, -5000000000);
338334
assert_eq!(market.amm.base_asset_amount_long, 5000000000);
335+
assert_eq!(market.amm.base_asset_amount_with_amm, 1);
339336

340337
assert_eq!(position.last_base_asset_amount_per_lp, 5000000001);
341338
assert_eq!(position.last_quote_asset_amount_per_lp, -116900000000);
@@ -357,9 +354,9 @@ fn test_remainder_overflows_too_large_order_step_size() {
357354
assert_eq!(position.base_asset_amount, 5000000000);
358355
assert_eq!(position.remainder_base_asset_amount, 0);
359356

360-
assert_eq!(market.amm.base_asset_amount_with_amm, -1);
357+
assert_eq!(market.amm.base_asset_amount_with_amm, 0);
361358
assert_eq!(market.amm.base_asset_amount_with_unsettled_lp, 0);
362-
assert_eq!(market.amm.base_asset_amount_short, -5000000001);
359+
assert_eq!(market.amm.base_asset_amount_short, -5000000000);
363360
assert_eq!(market.amm.base_asset_amount_long, 5000000000);
364361
}
365362

@@ -384,7 +381,7 @@ fn test_remainder_burn_large_order_step_size() {
384381
market.amm.base_asset_amount_per_lp = 10;
385382
market.amm.quote_asset_amount_per_lp = -10;
386383
market.amm.base_asset_amount_with_unsettled_lp = -10;
387-
market.amm.base_asset_amount_short = -10;
384+
market.amm.base_asset_amount_with_amm += 10;
388385

389386
settle_lp_position(&mut position, &mut market).unwrap();
390387

@@ -394,16 +391,13 @@ fn test_remainder_burn_large_order_step_size() {
394391
assert_eq!(position.quote_asset_amount, -10);
395392
assert_eq!(position.remainder_base_asset_amount, 10);
396393
assert_eq!(market.amm.base_asset_amount_with_unsettled_lp, -10);
397-
// net baa doesnt change
398-
assert_eq!(
399-
og_market.amm.base_asset_amount_with_amm,
400-
market.amm.base_asset_amount_with_amm
401-
);
394+
// net baa doesnt change after settle_lp_position
395+
assert_eq!(market.amm.base_asset_amount_with_amm, 10);
402396

403397
market.amm.base_asset_amount_per_lp = BASE_PRECISION_I128 + 1;
404398
market.amm.quote_asset_amount_per_lp = -16900000000;
405-
market.amm.base_asset_amount_with_unsettled_lp = -(BASE_PRECISION_I128 + 1);
406-
market.amm.base_asset_amount_short = -(BASE_PRECISION_I128 + 1);
399+
market.amm.base_asset_amount_with_unsettled_lp += -(BASE_PRECISION_I128 + 1);
400+
market.amm.base_asset_amount_with_amm += BASE_PRECISION_I128 + 1;
407401

408402
settle_lp_position(&mut position, &mut market).unwrap();
409403

@@ -500,7 +494,7 @@ pub fn test_lp_settle_pnl() {
500494
market.amm.base_asset_amount_per_lp = 10;
501495
market.amm.quote_asset_amount_per_lp = -10;
502496
market.amm.base_asset_amount_with_unsettled_lp = -10;
503-
market.amm.base_asset_amount_short = -10;
497+
market.amm.base_asset_amount_with_amm += 10;
504498
market.amm.cumulative_funding_rate_long = 169;
505499
market.amm.cumulative_funding_rate_short = 169;
506500

@@ -862,7 +856,7 @@ fn test_lp_has_correct_entry_be_price_sim_no_remainders() {
862856
assert_eq!(market.amm.sqrt_k, 2000000000);
863857
assert_eq!(position.get_entry_price().unwrap(), 0);
864858
assert_eq!(position.get_cost_basis().unwrap(), 0);
865-
assert_eq!(position.get_be_price().unwrap(), 0);
859+
assert_eq!(position.get_breakeven_price().unwrap(), 0);
866860
assert_eq!(position.remainder_base_asset_amount, 0);
867861
assert_eq!(position.base_asset_amount, 0);
868862
let mut num_position_flips = 0;
@@ -900,7 +894,7 @@ fn test_lp_has_correct_entry_be_price_sim_no_remainders() {
900894
}
901895

902896
let entry = position.get_entry_price().unwrap();
903-
let be = position.get_be_price().unwrap();
897+
let be = position.get_breakeven_price().unwrap();
904898
let cb = position.get_cost_basis().unwrap();
905899

906900
let iii = position
@@ -918,13 +912,13 @@ fn test_lp_has_correct_entry_be_price_sim_no_remainders() {
918912
);
919913
assert_eq!(position.remainder_base_asset_amount, 0);
920914

921-
if position.get_current_base_with_remainder_abs().unwrap() != 0 {
915+
if position.get_base_asset_amount_with_remainder_abs().unwrap() != 0 {
922916
assert!(entry <= 100 * PRICE_PRECISION as i128);
923917
assert!(entry >= 99 * PRICE_PRECISION as i128);
924918
}
925919
}
926920
let entry = position.get_entry_price().unwrap();
927-
let be = position.get_be_price().unwrap();
921+
let be = position.get_breakeven_price().unwrap();
928922
let cb = position.get_cost_basis().unwrap();
929923

930924
assert_eq!(position.base_asset_amount, 200500000000);
@@ -959,7 +953,7 @@ fn test_lp_has_correct_entry_be_price_sim() {
959953
assert_eq!(market.amm.sqrt_k, 2000000000);
960954
assert_eq!(position.get_entry_price().unwrap(), 0);
961955
assert_eq!(position.get_cost_basis().unwrap(), 0);
962-
assert_eq!(position.get_be_price().unwrap(), 0);
956+
assert_eq!(position.get_breakeven_price().unwrap(), 0);
963957
assert_eq!(position.remainder_base_asset_amount, 0);
964958
assert_eq!(position.base_asset_amount, 0);
965959
let mut num_position_flips = 0;
@@ -1040,7 +1034,7 @@ fn test_lp_has_correct_entry_be_price_sim() {
10401034
}
10411035

10421036
let entry = position.get_entry_price().unwrap();
1043-
let be = position.get_be_price().unwrap();
1037+
let be = position.get_breakeven_price().unwrap();
10441038
let cb = position.get_cost_basis().unwrap();
10451039

10461040
let iii = position
@@ -1058,13 +1052,13 @@ fn test_lp_has_correct_entry_be_price_sim() {
10581052
);
10591053
// assert_ne!(position.remainder_base_asset_amount, 0);
10601054

1061-
if position.get_current_base_with_remainder_abs().unwrap() != 0 {
1055+
if position.get_base_asset_amount_with_remainder_abs().unwrap() != 0 {
10621056
assert!(entry <= 100 * PRICE_PRECISION as i128);
10631057
assert!(entry >= 99 * PRICE_PRECISION as i128);
10641058
}
10651059
}
10661060
let entry = position.get_entry_price().unwrap();
1067-
let be = position.get_be_price().unwrap();
1061+
let be = position.get_breakeven_price().unwrap();
10681062
let cb = position.get_cost_basis().unwrap();
10691063

10701064
assert_eq!(entry, 99202570);
@@ -1099,7 +1093,7 @@ fn test_lp_has_correct_entry_be_price_sim_more_flips() {
10991093
assert_eq!(market.amm.sqrt_k, 2000000000);
11001094
assert_eq!(position.get_entry_price().unwrap(), 0);
11011095
assert_eq!(position.get_cost_basis().unwrap(), 0);
1102-
assert_eq!(position.get_be_price().unwrap(), 0);
1096+
assert_eq!(position.get_breakeven_price().unwrap(), 0);
11031097
assert_eq!(position.remainder_base_asset_amount, 0);
11041098
assert_eq!(position.base_asset_amount, 0);
11051099
let mut num_position_flips = 0;
@@ -1138,7 +1132,7 @@ fn test_lp_has_correct_entry_be_price_sim_more_flips() {
11381132
assert_eq!(position.remainder_base_asset_amount, 0);
11391133

11401134
let entry = position.get_entry_price().unwrap();
1141-
let be = position.get_be_price().unwrap();
1135+
let be = position.get_breakeven_price().unwrap();
11421136
let cb = position.get_cost_basis().unwrap();
11431137

11441138
let iii = position
@@ -1155,7 +1149,7 @@ fn test_lp_has_correct_entry_be_price_sim_more_flips() {
11551149
position.base_asset_amount,
11561150
);
11571151

1158-
if position.get_current_base_with_remainder_abs().unwrap() != 0 {
1152+
if position.get_base_asset_amount_with_remainder_abs().unwrap() != 0 {
11591153
assert!(entry <= 99_800_000 as i128);
11601154
assert!(entry >= 99_199_820 as i128);
11611155
}
@@ -1165,7 +1159,7 @@ fn test_lp_has_correct_entry_be_price_sim_more_flips() {
11651159
// assert_eq!(flip_indexes, [0, 1, 18, 19]);
11661160

11671161
let entry = position.get_entry_price().unwrap();
1168-
let be = position.get_be_price().unwrap();
1162+
let be = position.get_breakeven_price().unwrap();
11691163
let cb = position.get_cost_basis().unwrap();
11701164

11711165
assert_eq!(position.base_asset_amount, 150200000000);

‎programs/drift/src/controller/position.rs

+10-9
Original file line numberDiff line numberDiff line change
@@ -134,16 +134,17 @@ pub fn update_position_and_market(
134134
(new_quote_entry_amount, new_quote_break_even_amount, 0_i64)
135135
}
136136
PositionUpdateType::Reduce | PositionUpdateType::Close => {
137-
let current_base_i128 = position.get_current_base_with_remainder_abs()?;
137+
let current_base_i128 = position.get_base_asset_amount_with_remainder_abs()?;
138138
let delta_base_i128 = delta.get_delta_base_with_remainder_abs()?;
139-
let ddd = position
140-
.quote_entry_amount
141-
.cast::<i128>()?
142-
.safe_mul(delta_base_i128)?
143-
.safe_div(current_base_i128)?
144-
.cast()?;
145139

146-
let new_quote_entry_amount = position.quote_entry_amount.safe_sub(ddd)?;
140+
let new_quote_entry_amount = position.quote_entry_amount.safe_sub(
141+
position
142+
.quote_entry_amount
143+
.cast::<i128>()?
144+
.safe_mul(delta_base_i128)?
145+
.safe_div(current_base_i128)?
146+
.cast()?,
147+
)?;
147148

148149
let new_quote_break_even_amount = position.quote_break_even_amount.safe_sub(
149150
position
@@ -162,7 +163,7 @@ pub fn update_position_and_market(
162163
(new_quote_entry_amount, new_quote_break_even_amount, pnl)
163164
}
164165
PositionUpdateType::Flip => {
165-
let current_base_i128 = position.get_current_base_with_remainder_abs()?;
166+
let current_base_i128 = position.get_base_asset_amount_with_remainder_abs()?;
166167
let delta_base_i128 = delta.get_delta_base_with_remainder_abs()?;
167168

168169
// same calculation for new_quote_entry_amount

‎programs/drift/src/controller/position/tests.rs

+2-2
Original file line numberDiff line numberDiff line change
@@ -526,7 +526,7 @@ fn test_position_entry_sim() {
526526
assert_eq!(pnl, -20000);
527527
assert_eq!(existing_position.base_asset_amount, 300000000);
528528
assert_eq!(existing_position.get_entry_price().unwrap(), 99345000);
529-
assert_eq!(existing_position.get_be_price().unwrap(), 99345000);
529+
assert_eq!(existing_position.get_breakeven_price().unwrap(), 99345000);
530530

531531
let position_delta_to_flip = PositionDelta {
532532
base_asset_amount: -BASE_PRECISION_I64,
@@ -541,7 +541,7 @@ fn test_position_entry_sim() {
541541
assert_eq!(pnl, 0);
542542
assert_eq!(existing_position.base_asset_amount, -700000000);
543543
assert_eq!(existing_position.get_entry_price().unwrap(), 99345000);
544-
assert_eq!(existing_position.get_be_price().unwrap(), 99345000);
544+
assert_eq!(existing_position.get_breakeven_price().unwrap(), 99345000);
545545
}
546546

547547
#[test]

‎programs/drift/src/math/position.rs

-1
Original file line numberDiff line numberDiff line change
@@ -149,7 +149,6 @@ pub fn get_position_update_type(
149149
delta: &PositionDelta,
150150
) -> DriftResult<PositionUpdateType> {
151151
if position.base_asset_amount == 0 && position.remainder_base_asset_amount == 0 {
152-
crate::msg!("open");
153152
return Ok(PositionUpdateType::Open);
154153
}
155154

‎programs/drift/src/state/user.rs

+6-6
Original file line numberDiff line numberDiff line change
@@ -903,8 +903,8 @@ impl PerpPosition {
903903
}
904904
}
905905

906-
pub fn get_be_price(&self) -> DriftResult<i128> {
907-
let base_with_remainder = self.get_base_asset_amount_w_remainder()?;
906+
pub fn get_breakeven_price(&self) -> DriftResult<i128> {
907+
let base_with_remainder = self.get_base_asset_amount_with_remainder()?;
908908
if base_with_remainder == 0 {
909909
return Ok(0);
910910
}
@@ -916,7 +916,7 @@ impl PerpPosition {
916916
}
917917

918918
pub fn get_entry_price(&self) -> DriftResult<i128> {
919-
let base_with_remainder = self.get_base_asset_amount_w_remainder()?;
919+
let base_with_remainder = self.get_base_asset_amount_with_remainder()?;
920920
if base_with_remainder == 0 {
921921
return Ok(0);
922922
}
@@ -945,7 +945,7 @@ impl PerpPosition {
945945
Ok(unrealized_pnl)
946946
}
947947

948-
pub fn get_base_asset_amount_w_remainder(&self) -> DriftResult<i128> {
948+
pub fn get_base_asset_amount_with_remainder(&self) -> DriftResult<i128> {
949949
if self.remainder_base_asset_amount != 0 {
950950
self.base_asset_amount
951951
.cast::<i128>()?
@@ -955,8 +955,8 @@ impl PerpPosition {
955955
}
956956
}
957957

958-
pub fn get_current_base_with_remainder_abs(&self) -> DriftResult<i128> {
959-
Ok(self.get_base_asset_amount_w_remainder()?.abs())
958+
pub fn get_base_asset_amount_with_remainder_abs(&self) -> DriftResult<i128> {
959+
Ok(self.get_base_asset_amount_with_remainder()?.abs())
960960
}
961961

962962
pub fn get_claimable_pnl(&self, oracle_price: i64, pnl_pool_excess: i128) -> DriftResult<i128> {

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