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Wait for the position values before calculating subaccount #705

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merged 2 commits into from
Oct 14, 2024
Merged

Wait for the position values before calculating subaccount #705

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a629757
Wait for the position values before calculating subaccount
ruixhuang Oct 14, 2024
93868c6
Bump version
ruixhuang Oct 14, 2024
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2 changes: 1 addition & 1 deletion build.gradle.kts
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Original file line number Diff line number Diff line change
Expand Up @@ -52,7 +52,7 @@ allprojects {
}

group = "exchange.dydx.abacus"
version = "1.12.21"
version = "1.12.22"

repositories {
google()
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24 changes: 17 additions & 7 deletions src/commonMain/kotlin/exchange.dydx.abacus/calculator/SubaccountCalculator.kt
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Expand Up @@ -245,7 +245,20 @@ internal class SubaccountCalculator(val parser: ParserProtocol) {
) {
for (period in periods) {
val quoteBalance = parser.asDouble(value(subaccount, "quoteBalance", period))
if (quoteBalance != null) {

var hasPositionCalculated = false
positions?.let {
for ((key, position) in positions) {
val valueTotal = parser.asDouble(value(position, "valueTotal", period))
if (valueTotal != null) {
hasPositionCalculated = true
break
}
}
}
val positionsReady = positions.isNullOrEmpty() || hasPositionCalculated

if (quoteBalance != null && positionsReady) {
var notionalTotal = Numeric.double.ZERO
var valueTotal = Numeric.double.ZERO
var initialRiskTotal = Numeric.double.ZERO
Expand Down Expand Up @@ -464,12 +477,9 @@ internal class SubaccountCalculator(val parser: ParserProtocol) {
) {
for (period in periods) {
val quoteBalance = parser.asDouble(value(subaccount, "quoteBalance", period))
if (quoteBalance != null) {
val equity =
parser.asDouble(value(subaccount, "equity", period)) ?: Numeric.double.ZERO
val initialRiskTotal =
parser.asDouble(value(subaccount, "initialRiskTotal", period))
?: Numeric.double.ZERO
val equity = parser.asDouble(value(subaccount, "equity", period))
val initialRiskTotal = parser.asDouble(value(subaccount, "initialRiskTotal", period))
if (quoteBalance != null && equity != null && initialRiskTotal != null) {
val imf =
parser.asDouble(configs?.get("initialMarginFraction"))
?: parser.asDouble(0.05)!!
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18 changes: 13 additions & 5 deletions src/commonMain/kotlin/exchange.dydx.abacus/calculator/V2/SubaccountCalculatorV2.kt
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Expand Up @@ -80,13 +80,21 @@ internal class SubaccountCalculatorV2(
val calculated = subaccount.calculated[period] ?: InternalSubaccountCalculated()
subaccount.calculated[period] = calculated

var hasPositionCalculated = false
for (position in positions?.values ?: emptyList()) {
if (position.calculated[period] != null) {
hasPositionCalculated = true
}
}
val positionsReady = positions.isNullOrEmpty() || hasPositionCalculated

val quoteBalance = calculated.quoteBalance
if (quoteBalance != null) {
if (quoteBalance != null && positionsReady) {
var notionalTotal = Numeric.double.ZERO
var valueTotal = Numeric.double.ZERO
var initialRiskTotal = Numeric.double.ZERO

for ((key, position) in positions ?: emptyMap()) {
for (position in positions?.values ?: emptyList()) {
val positionCalculated = position.calculated[period]
notionalTotal += positionCalculated?.notionalTotal ?: Numeric.double.ZERO
valueTotal += positionCalculated?.valueTotal ?: Numeric.double.ZERO
Expand Down Expand Up @@ -169,9 +177,9 @@ internal class SubaccountCalculatorV2(
for (period in periods) {
val calculated = subaccount?.calculated?.get(period)
val quoteBalance = calculated?.quoteBalance
if (quoteBalance != null) {
val equity = calculated.equity ?: Numeric.double.ZERO
val initialRiskTotal = calculated.initialRiskTotal ?: Numeric.double.ZERO
val equity = calculated?.equity
val initialRiskTotal = calculated?.initialRiskTotal
if (quoteBalance != null && equity != null && initialRiskTotal != null) {
val imf = configs?.initialMarginFraction ?: 0.05

calculated.buyingPower = calculateBuyingPower(
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2 changes: 1 addition & 1 deletion v4_abacus.podspec
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
Pod::Spec.new do |spec|
spec.name = 'v4_abacus'
spec.version = '1.12.21'
spec.version = '1.12.22'
spec.homepage = 'https://github.com/dydxprotocol/v4-abacus'
spec.source = { :http=> ''}
spec.authors = ''
Expand Down