Create Input for Adjusting Isolated Position's Margin

build.gradle.kts

@@ -49,7 +49,8 @@ allprojects {
 }
 
 group = "exchange.dydx.abacus"
-version = "1.6.53"
+version = "1.6.54"
+
 
 repositories {
     google()

detekt.yml

@@ -4,6 +4,9 @@ naming:
     # /exchange -> /dydx -> /abacus
     # didn't seem worth the potential thrash in PRs to fix (feel free to fix if you feel differently)
     active: false
+  MatchingDeclarationName:
+    # Affects a lot of the TradingStateMachine+_.kt files
+    active: false
 
 complexity:
   CognitiveComplexMethod:

docs/API/Actions.md

@@ -240,4 +240,29 @@ Take profit order trigger price's percentage difference from the position's aver
 
 ### takeProfitUsdcDiff
 
-Take profit order trigger price's usdc difference from the position's average entry price
+Take profit order trigger price's usdc difference from the position's average entry price
+
+# AdjustIsolatedMargin
+
+    fun adjustIsolatedMargin(data: String?, type: AdjustIsolatedMarginInputField?): AppStateResponse
+
+The input state is in `response.state.input.adjustIsolatedMargin` as a [AdjustIsolatedMarginInput](../Input/AdjustIsolatedMarginInput.md).
+
+### data
+
+Data input in string format
+
+## AdjustIsolatedMarginInputField
+
+### type
+
+ADD - Add margin to the child's isolated margin account from the parent's cross margin account
+REMOVE - Remove margin from the child's isolated margin account to the parent's cross margin account
+
+### amount
+
+Amount of USDC to remove or add
+
+### childSubaccountNumber
+
+Subaccount number for the child whose margin is to be adjusted

docs/Input/AdjustIsolatedMarginInput.md

@@ -0,0 +1,21 @@
+# AdjustIsolatedMarginInput
+
+data class TriggerOrdersInput(  
+ val type: String?, // "ADD" or "REMOVE"
+ val amount: Double?,
+ val childSubaccountNumber: Int?,
+)
+
+## type
+
+ADD - Add margin to the child's isolated margin account from the parent's cross margin account
+REMOVE - Remove margin from the child's isolated margin account to the parent's cross margin account
+
+## amount
+
+Amount of USDC to remove or add
+
+## childSubaccountNumber
+
+Subaccount number for the child whose margin is to be adjusted
+

src/commonMain/kotlin/exchange.dydx.abacus/calculator/AdjustIsolatedMarginInputCalculator.kt

@@ -0,0 +1,140 @@
+package exchange.dydx.abacus.calculator
+
+import exchange.dydx.abacus.protocols.ParserProtocol
+import exchange.dydx.abacus.utils.Numeric
+import exchange.dydx.abacus.utils.mutable
+import exchange.dydx.abacus.utils.safeSet
+
+@Suppress("UNCHECKED_CAST")
+internal class AdjustIsolatedMarginInputCalculator(val parser: ParserProtocol) {
+    private val subaccountTransformer = SubaccountTransformer()
+
+    internal fun calculate(
+        state: Map<String, Any>,
+        parentSubaccountNumber: Int?,
+    ): Map<String, Any> {
+        val wallet = parser.asNativeMap(state["wallet"])
+        val isolatedMarginAdjustment = parser.asNativeMap(state["adjustIsolatedMargin"])
+        val childSubaccountNumber = parser.asInt(isolatedMarginAdjustment?.get("childSubaccountNumber"))
+        val type = parser.asString(isolatedMarginAdjustment?.get("type"))
+
+        return if (wallet != null && isolatedMarginAdjustment != null && type != null) {
+            val modified = state.mutable()
+            val parentTransferDelta = getModifiedTransferDelta(isolatedMarginAdjustment, true)
+            val childTransferDelta = getModifiedTransferDelta(isolatedMarginAdjustment, false)
+
+            val walletPostParentSubaccountTransfer =
+                subaccountTransformer.applyIsolatedMarginAdjustmentToWallet(
+                    wallet,
+                    subaccountNumber = parentSubaccountNumber,
+                    parentTransferDelta,
+                    parser,
+                    "postOrder",
+                )
+
+            val walletPostChildSubaccountTransfer =
+                subaccountTransformer.applyIsolatedMarginAdjustmentToWallet(
+                    wallet = walletPostParentSubaccountTransfer,
+                    subaccountNumber = childSubaccountNumber,
+                    childTransferDelta,
+                    parser,
+                    "postOrder",
+                )
+
+            val modifiedParentSubaccount = parser.asNativeMap(parser.value(walletPostChildSubaccountTransfer, "accounts.subaccounts.$parentSubaccountNumber"))
+            val modifiedChildSubaccount = parser.asNativeMap(parser.value(walletPostChildSubaccountTransfer, "accounts.subaccounts.$childSubaccountNumber"))
+            val modifiedIsolatedMarginAdjustment = finalize(isolatedMarginAdjustment, modifiedParentSubaccount, modifiedChildSubaccount, type)
+
+            modified["adjustIsolatedMargin"] = modifiedIsolatedMarginAdjustment
+            modified["wallet"] = walletPostChildSubaccountTransfer
+            modified
+        } else {
+            state
+        }
+    }
+
+    private fun getModifiedTransferDelta(
+        isolatedMarginAdjustment: Map<String, Any>,
+        isParentSubaccount: Boolean,
+    ): Map<String, Double>? {
+        val type = parser.asString(isolatedMarginAdjustment["type"])
+        val amount = parser.asDouble(isolatedMarginAdjustment["amount"])
+        if (type != null) {
+            when (type) {
+                "ADD" -> {
+                    val multiplier =
+                        if (isParentSubaccount) Numeric.double.NEGATIVE else Numeric.double.POSITIVE
+                    val usdcSize = (amount ?: Numeric.double.ZERO) * multiplier
+
+                    return mapOf(
+                        "usdcSize" to usdcSize,
+                    )
+                }
+
+                "REMOVE" -> {
+                    val multiplier =
+                        if (isParentSubaccount) Numeric.double.POSITIVE else Numeric.double.NEGATIVE
+                    val usdcSize = (amount ?: Numeric.double.ZERO) * multiplier
+
+                    return mapOf(
+                        "usdcSize" to usdcSize,
+                    )
+                }
+
+                else -> {
+                    return null
+                }
+            }
+        }
+
+        return null
+    }
+
+    private fun summaryForType(
+        parentSubaccount: Map<String, Any>?,
+        childSubaccount: Map<String, Any>?,
+        type: String,
+    ): Map<String, Any> {
+        val summary = mutableMapOf<String, Any>()
+        val crossCollateral = parser.asDouble(parser.value(parentSubaccount, "freeCollateral.postOrder"))
+        val crossMarginUsage = parser.asDouble(parser.value(parentSubaccount, "marginUsage.postOrder"))
+        val openPositions = parser.asNativeMap(childSubaccount?.get("openPositions"))
+        val marketId = openPositions?.keys?.firstOrNull()
+        val positionMargin = parser.asDouble(parser.value(childSubaccount, "freeCollateral.postOrder"))
+        val positionLeverage = parser.asDouble(parser.value(childSubaccount, "openPositions.$marketId.leverage.postOrder"))
+        val liquidationPrice = parser.asDouble(parser.value(childSubaccount, "openPositions.$marketId.liquidationPrice.postOrder"))
+
+        when (type) {
+            "ADD" -> {
+                summary.safeSet("crossFreeCollateral", crossCollateral)
+                summary.safeSet("crossMarginUsage", crossMarginUsage)
+                summary.safeSet("positionMargin", positionMargin)
+                summary.safeSet("positionLeverage", positionLeverage)
+                summary.safeSet("liquidationPrice", liquidationPrice)
+            }
+
+            "REMOVE" -> {
+                summary.safeSet("crossFreeCollateral", crossCollateral)
+                summary.safeSet("crossMarginUsage", crossMarginUsage)
+                summary.safeSet("positionMargin", positionMargin)
+                summary.safeSet("positionLeverage", positionLeverage)
+                summary.safeSet("liquidationPrice", liquidationPrice)
+            }
+
+            else -> {}
+        }
+
+        return summary
+    }
+
+    private fun finalize(
+        isolatedMarginAdjustment: Map<String, Any>,
+        parentSubaccount: Map<String, Any>?,
+        childSubaccount: Map<String, Any>?,
+        type: String,
+    ): Map<String, Any> {
+        val modified = isolatedMarginAdjustment.mutable()
+        modified.safeSet("summary", summaryForType(parentSubaccount, childSubaccount, type))
+        return modified
+    }
+}

src/commonMain/kotlin/exchange.dydx.abacus/calculator/SubaccountTransformer.kt

@@ -199,6 +199,29 @@ internal class SubaccountTransformer {
         }
     }
 
+    internal fun applyIsolatedMarginAdjustmentToWallet(
+        wallet: Map<String, Any>,
+        subaccountNumber: Int?,
+        delta: Map<String, Double>?,
+        parser: ParserProtocol,
+        period: String
+    ): Map<String, Any> {
+        return if (delta != null) {
+            val key = "account.subaccounts.$subaccountNumber"
+            val subaccount = parser.asNativeMap(parser.value(wallet, key))
+            if (subaccount != null) {
+                val modifiedSubaccount = applyDeltaToSubaccount(subaccount, delta, parser, period)
+                val modifiedWallet = wallet.mutable()
+                modifiedWallet.safeSet(key, modifiedSubaccount)
+                modifiedWallet
+            } else {
+                wallet
+            }
+        } else {
+            wallet
+        }
+    }
+
     internal fun applyTradeToSubaccount(
         subaccount: Map<String, Any>?,
         trade: Map<String, Any>,