getting closer hm

dydxprotocol · Aug 29, 2024 · 5cd31a8 · 5cd31a8
1 parent 5faa4b3
commit 5cd31a8
Show file tree

Hide file tree

Showing 5 changed files with 28 additions and 12 deletions.
diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/calculator/MarginCalculator.kt b/src/commonMain/kotlin/exchange.dydx.abacus/calculator/MarginCalculator.kt
@@ -22,6 +22,7 @@ import exchange.dydx.abacus.utils.NUM_PARENT_SUBACCOUNTS
 import exchange.dydx.abacus.utils.Numeric
 import kollections.iListOf
 import kotlin.math.max
+import kotlin.math.min
 
 internal object MarginCalculator {
     fun findExistingPosition(
@@ -775,8 +776,7 @@ internal object MarginCalculator {
 
         // Cap targetLeverage to 98% of max leverage
         val adjustedTargetLeverage = if (maxLeverageForMarket != null) {
-            val cappedLeverage = maxLeverageForMarket * MAX_LEVERAGE_BUFFER_PERCENT
-            cappedLeverage
+            maxLeverageForMarket * MAX_LEVERAGE_BUFFER_PERCENT
         } else {
             null
         }

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/calculator/SubaccountCalculator.kt b/src/commonMain/kotlin/exchange.dydx.abacus/calculator/SubaccountCalculator.kt
@@ -6,6 +6,7 @@ import exchange.dydx.abacus.utils.Numeric
 import exchange.dydx.abacus.utils.mutable
 import exchange.dydx.abacus.utils.safeSet
 import kotlin.math.max
+import exchange.dydx.abacus.utils.Logger
 
 internal enum class CalculationPeriod(val rawValue: String) {
     current("current"),

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/calculator/TradeInputCalculator.kt b/src/commonMain/kotlin/exchange.dydx.abacus/calculator/TradeInputCalculator.kt
@@ -60,8 +60,6 @@ internal class TradeInputCalculator(
     ): Map<String, Any> {
         val account = parser.asNativeMap(state["account"])
 
-        val subaccount = parser.asNativeMap(parser.value(account, "subaccounts.$subaccountNumber"))
-
         val user = parser.asNativeMap(state["user"]) ?: mapOf()
         val markets = parser.asNativeMap(state["markets"])
         val rewardsParams = parser.asNativeMap(state["rewardsParams"])
@@ -72,6 +70,14 @@ internal class TradeInputCalculator(
             subaccountNumber,
         )
 
+        val marginMode = parser.asString(parser.value(trade, "marginMode"))?.let { MarginMode.invoke(it) }
+        val subaccount = if (marginMode == MarginMode.Cross) {
+            parser.asNativeMap(parser.value(account, "subaccounts.$subaccountNumber"))
+        } else {
+            // TODO: incorrect for isolated trades; fix CT-1092
+            parser.asNativeMap(parser.value(account, "groupedSubaccounts.$subaccountNumber"))
+        }
+
         val marketId = parser.asString(trade?.get("marketId"))
         val type = parser.asString(trade?.get("type"))
         val market = if (marketId != null) parser.asNativeMap(markets?.get(marketId)) else null
@@ -1691,6 +1697,8 @@ internal class TradeInputCalculator(
         val freeCollateral = parser.asDouble(parser.value(subaccount, "freeCollateral.current")) ?: Numeric.double.ZERO
         val positionNotionalTotal = parser.asDouble(parser.value(position, "notionalTotal.current")) ?: Numeric.double.ZERO
 
+        // xcxc update
+
         return if (equity != null && equity > Numeric.double.ZERO) {
             (freeCollateral + positionNotionalTotal / maxMarketLeverage) * maxMarketLeverage / equity
         } else {

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/state/model/TradingStateMachine+TradeInput.kt b/src/commonMain/kotlin/exchange.dydx.abacus/state/model/TradingStateMachine+TradeInput.kt
@@ -272,7 +272,7 @@ fun TradingStateMachine.trade(
                         changes = StateChanges(
                             iListOf(Changes.subaccount, Changes.input),
                             null,
-                            iListOf(subaccountNumber),
+                            subaccountNumbers,
                         )
                     } else {
                         error = ParsingError(
@@ -386,7 +386,7 @@ fun TradingStateMachine.trade(
         changes = StateChanges(
             iListOf(Changes.wallet, Changes.subaccount, Changes.input),
             null,
-            subaccountNumbers,
+            iListOf(subaccountNumber),
         )
     }
     if (sizeChanged) {

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/state/model/TradingStateMachine.kt b/src/commonMain/kotlin/exchange.dydx.abacus/state/model/TradingStateMachine.kt
@@ -91,6 +91,7 @@ import kotlinx.serialization.json.jsonObject
 import kotlin.math.max
 import kotlin.math.min
 import kotlin.time.Duration.Companion.days
+import exchange.dydx.abacus.output.input.MarginMode
 
 @Suppress("UNCHECKED_CAST")
 @JsExport
@@ -628,7 +629,6 @@ open class TradingStateMachine(
     internal fun updateStateChanges(changes: StateChanges): StateChanges {
         if (changes.changes.contains(Changes.input)) {
             val subaccountNumber = changes.subaccountNumbers?.firstOrNull()
-            val childSubaccountNumber = changes.subaccountNumbers?.lastOrNull()
 
             val subaccount = if (subaccountNumber != null) {
                 parser.asNativeMap(
@@ -657,11 +657,11 @@ open class TradingStateMachine(
                 )
             }
 
-            if (subaccountNumber != null && childSubaccountNumber != null) {
+            if (subaccountNumber != null) {
                 if (staticTyping) {
                     when (internalState.input.currentType) {
                         InputType.TRADE -> {
-                            calculateTrade(childSubaccountNumber)
+                            calculateTrade(subaccountNumber)
                         }
                         InputType.TRANSFER -> {
                             calculateTransfer(subaccountNumber)
@@ -680,7 +680,7 @@ open class TradingStateMachine(
                 } else {
                     when (this.input?.get("current")) {
                         "trade" -> {
-                            calculateTrade(childSubaccountNumber)
+                            calculateTrade(subaccountNumber)
                         }
 
                         "closePosition" -> {
@@ -1071,13 +1071,20 @@ open class TradingStateMachine(
                                 val marketId =
                                     parser.asString(parser.value(modified, "trade.marketId"))
                                 if (subaccountNumber != null && marketId != null) {
+                                    val marginMode = parser.asString(parser.value(modified, "marginMode"))?.let { MarginMode.invoke(it) }
+                                    val subaccount = if (marginMode == MarginMode.Cross) {
+                                        parser.asNativeMap(parser.value(this.account, "subaccounts.$subaccountNumber"))
+                                    } else {
+                                        parser.asNativeMap(parser.value(this.account, "groupedSubaccounts.$subaccountNumber"))
+                                    }
                                     val leverage =
                                         parser.asDouble(
                                             parser.value(
-                                                this.account,
-                                                "subaccounts.$subaccountNumber.openPositions.$marketId.leverage.postOrder",
+                                                subaccount,
+                                                "openPositions.$marketId.leverage.postOrder",
                                             ),
                                         )
+                                        Logger.e { "xcxc $marketId on $subaccountNumber has leverage $leverage"}
                                     modified.safeSet("trade.size.leverage", leverage)
                                 } else {
                                     modified.safeSet("trade.size.leverage", null)