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refactor: calculations
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@harsh-98
harsh-98 committed Oct 25, 2023
1 parent 17c193e commit 920ddd2
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Showing 6 changed files with 65 additions and 38 deletions.
39 changes: 30 additions & 9 deletions calc/account_fields.go
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Original file line number Diff line number Diff line change
Expand Up @@ -14,6 +14,25 @@ type TokenDetailsForCalcI interface {
GetLiqThreshold(ts uint64, cm, token string) *big.Int
}

type DebtDetails struct {
total *big.Int
interest *big.Int
borrowedAmount *big.Int
}

func (d DebtDetails) Total() *big.Int {
return d.total
}
func (d DebtDetails) Interest() *big.Int {
return d.interest
}
func (d DebtDetails) BorrowedAmount() *big.Int {
return d.borrowedAmount
}
func (d DebtDetails) BorrowedAmountWithInterest() *big.Int {
return new(big.Int).Add(d.borrowedAmount, d.interest)
}

type AccountForCalcI interface {
GetCM() string
GetBalances() core.DBBalanceFormat
Expand All @@ -30,7 +49,7 @@ type Calculator struct {
func (c Calculator) CalcAccountFields(ts uint64, blockNum int64,
poolDetails PoolForCalcI,
account AccountForCalcI, feeInterest uint16,
) (calHF, calBorrowWithInterestAndFees, calTotalValue, calThresholdValue, calBorrowWithInterest *big.Int) {
) (calHF, calTotalValue, calThresholdValue *big.Int, debtDetails *DebtDetails) {
version := account.GetVersion()
if version.Eq(300) {
return c.CalcAccountFieldsv3(ts, blockNum, poolDetails, account, feeInterest)
Expand All @@ -53,9 +72,14 @@ func (c Calculator) CalcAccountFields(ts uint64, blockNum int64,
}
}

calBorrowWithInterest = new(big.Int).Quo(
calBorrowWithInterest := new(big.Int).Quo(
new(big.Int).Mul(poolDetails.GetCumIndexNow(), account.GetBorrowedAmount()),
account.GetCumulativeIndex())
debtDetails = &DebtDetails{
borrowedAmount: account.GetBorrowedAmount(),
total: calBorrowWithInterest,
interest: new(big.Int).Sub(calBorrowWithInterest, account.GetBorrowedAmount()),
}
//
calTotalValue = c.convertFromUSD(calTotalValueInUSD, underlyingToken, version, blockNum)
calThresholdValue = utils.GetInt64(
Expand All @@ -69,18 +93,15 @@ func (c Calculator) CalcAccountFields(ts uint64, blockNum int64,
if version.Eq(1) {
calHF = new(big.Int).Quo(
utils.GetInt64(calThresholdValue, -4),
calBorrowWithInterest,
debtDetails.Total(),
)
// set calBorrowWithInterestAndFees
calBorrowWithInterestAndFees = calBorrowWithInterest
} else if version.Eq(2) {
//https://github.com/Gearbox-protocol/core-v2/blob/da38b329f0c59e4a3dcedc993192bbc849d981f5/contracts/credit/CreditFacade.sol#L1206
interest := new(big.Int).Sub(calBorrowWithInterest, account.GetBorrowedAmount())
fees := utils.PercentMul(interest, big.NewInt(int64(feeInterest)))
calBorrowWithInterestAndFees = new(big.Int).Add(calBorrowWithInterest, fees)
fees := utils.PercentMul(debtDetails.Interest(), big.NewInt(int64(feeInterest)))
debtDetails.total = new(big.Int).Add(debtDetails.total, fees)
calHF = new(big.Int).Quo(
utils.GetInt64(calThresholdValue, -4),
calBorrowWithInterestAndFees,
debtDetails.Total(),
)
}
return
Expand Down
12 changes: 6 additions & 6 deletions calc/account_fields_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -100,7 +100,7 @@ func TestCalcFields(t *testing.T) {
utils.ReadJsonAndSetInterface("../inputs/calc_account_fields.json", &input)
// //

calHF, calDebt, calTotalValue, calThresholdValue, _ := Calculator{Store: input.store}.CalcAccountFields(
calHF, calTotalValue, calThresholdValue, calDebtDetails := Calculator{Store: input.store}.CalcAccountFields(
0,
0,
input.PoolDetails,
Expand All @@ -110,8 +110,8 @@ func TestCalcFields(t *testing.T) {
if calHF.Cmp(utils.StringToInt("13225")) != 0 {
t.Fatalf("calculated HF(%d) is wrong", calHF)
}
if calDebt.Cmp(utils.StringToInt("8319356395")) != 0 {
t.Fatalf("calculated borrowedamount + interest(%d) is wrong", calDebt)
if calDebtDetails.Total().Cmp(utils.StringToInt("8319356395")) != 0 {
t.Fatalf("calculated borrowedamount + interest(%d) is wrong", calDebtDetails.Total())
}
if calTotalValue.Cmp(utils.StringToInt("12944049438")) != 0 {
t.Fatalf("calculated totalvalue(%d) is wrong", calTotalValue)
Expand All @@ -129,7 +129,7 @@ func TestCalcFieldsWithFeeInterest(t *testing.T) {
utils.ReadJsonAndSetInterface("../inputs/calc_account_fields_v2.json", &input)
// //

calHF, calDebt, calTotalValue, calThresholdValue, _ := Calculator{Store: input.store}.CalcAccountFields(
calHF, calTotalValue, calThresholdValue, calDebtDetails := Calculator{Store: input.store}.CalcAccountFields(
0,
0,
//
Expand All @@ -141,8 +141,8 @@ func TestCalcFieldsWithFeeInterest(t *testing.T) {
if calHF.Cmp(utils.StringToInt("2725195")) != 0 {
t.Fatalf("calculated HF(%d) is wrong", calHF)
}
if calDebt.Cmp(utils.StringToInt("5000008908519365762")) != 0 {
t.Fatalf("calculated borrowedamount + interest(%d) is wrong", calDebt)
if calDebtDetails.Total().Cmp(utils.StringToInt("5000008908519365762")) != 0 {
t.Fatalf("calculated borrowedamount + interest(%d) is wrong", calDebtDetails.Total())
}
if calTotalValue.Cmp(utils.StringToInt("1651636475399519415042")) != 0 {
t.Fatalf("calculated totalvalue(%d) is wrong", calTotalValue)
Expand Down
17 changes: 9 additions & 8 deletions calc/account_fields_v3.go
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Original file line number Diff line number Diff line change
Expand Up @@ -29,9 +29,9 @@ func GetbaseInterest(poolCumIndexNow *big.Int, session AccountForCalcI) *big.Int
// - whenever there is updateQuota, cumulative quota intereest and fees are stored in creditManager and cumulativeQuotaIndex for account is updated.
// cumulative quota interest and quotafees increase on every updateQuota and decrase on decrease debt.

func (c Calculator) CalcAccountFieldsv3(ts uint64, blockNum int64, poolDetails PoolForCalcI, session AccountForCalcI, feeInterest uint16) (calHF, calBorrowWithInterestAndFees, calTotalValue, calThresholdValue, calBorrowWithInterest *big.Int) {
func (c Calculator) CalcAccountFieldsv3(ts uint64, blockNum int64, poolDetails PoolForCalcI, session AccountForCalcI, feeInterest uint16) (calHF, calTotalValue, calThresholdValue *big.Int, debtDetails *DebtDetails) {
version := core.NewVersion(300)
accruedFees, accruedInterest, borrowedAmount := c.getDebt(ts, poolDetails, session, feeInterest)
debtDetails = c.getDebtDetails(ts, poolDetails, session, feeInterest)

underlying := poolDetails.GetUnderlying()
// quotaedTokens := poolQuotaDetails.GetPoolQuotaDetails(underlying)
Expand Down Expand Up @@ -69,11 +69,8 @@ func (c Calculator) CalcAccountFieldsv3(ts uint64, blockNum int64, poolDetails P
//
calTotalValue = c.convertFromUSD(totalValueInUSD, underlying, version, blockNum)
calThresholdValue = c.convertFromUSD(tvwValueInUSD, underlying, version, blockNum)
// calBorrowWithInterestAndFees := totalDebt
calBorrowWithInterest = new(big.Int).Add(borrowedAmount, accruedInterest)
calBorrowWithInterestAndFees = new(big.Int).Add(calBorrowWithInterest, accruedFees)

calHF = new(big.Int).Quo(utils.GetInt64(calThresholdValue, -4), calBorrowWithInterestAndFees)
calHF = new(big.Int).Quo(utils.GetInt64(calThresholdValue, -4), debtDetails.Total())
return
}

Expand All @@ -85,7 +82,7 @@ func minBigInt(a, b *big.Int) *big.Int {
}
}

func (c Calculator) getDebt(ts uint64, poolDetails PoolForCalcI, session AccountForCalcI, feeInterest uint16) (*big.Int, *big.Int, *big.Int) {
func (c Calculator) getDebtDetails(ts uint64, poolDetails PoolForCalcI, session AccountForCalcI, feeInterest uint16) *DebtDetails {
borrowedAmount := session.GetBorrowedAmount()
baseInterestSinceUpdate := GetbaseInterest(poolDetails.GetCumIndexNow(), session)

Expand All @@ -105,7 +102,11 @@ func (c Calculator) getDebt(ts uint64, poolDetails PoolForCalcI, session Account

accruedInterest := new(big.Int).Add(cumQuotaInterest, totalNewInterest)

return accruedFees, accruedInterest, borrowedAmount
return &DebtDetails{
total: utils.BigIntAdd3(accruedFees, accruedInterest, borrowedAmount),
interest: accruedInterest,
borrowedAmount: borrowedAmount,
}
}

func calcExtraQuotaInterest(ts uint64, poolQuotas map[string]*schemas_v3.QuotaDetails, session AccountForCalcI) *big.Int {
Expand Down
24 changes: 11 additions & 13 deletions calc/close_amount.go
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Original file line number Diff line number Diff line change
Expand Up @@ -8,16 +8,16 @@ import (
"github.com/Gearbox-protocol/sdk-go/utils"
)

func CalCloseAmount(params *schemas.Parameters, version core.VersionType, totalValue *big.Int, closureStatus int, borrowedAmountWithInterest, borrowedAmount *big.Int) (amountToPool, remainingFunds, profit, loss *big.Int) {
func CalCloseAmount(params *schemas.Parameters, version core.VersionType, totalValue *big.Int, closureStatus int, debtDetails *DebtDetails) (amountToPool, remainingFunds, profit, loss *big.Int) {
if version.Eq(1) {
return calCloseAmountV1(params, totalValue, schemas.IsStatusLiquidated(closureStatus), borrowedAmountWithInterest, borrowedAmount)
} else if version.Eq(2) {
amountToPool, remainingFunds, profit, loss = calCloseAmountV2(params, totalValue, closureStatus, borrowedAmountWithInterest, borrowedAmount)
return calCloseAmountV1(params, totalValue, schemas.IsStatusLiquidated(closureStatus), debtDetails)
} else if version.Eq(2) || version.Eq(300) {
amountToPool, remainingFunds, profit, loss = calCloseAmountV2(params, totalValue, closureStatus, debtDetails)
}
return
}

func calCloseAmountV1(params *schemas.Parameters, totalValue *big.Int, isLiquidated bool, borrowedAmountWithInterest, borrowedAmount *big.Int) (amountToPool, remainingFunds, profit, loss *big.Int) {
func calCloseAmountV1(params *schemas.Parameters, totalValue *big.Int, isLiquidated bool, debtDetails *DebtDetails) (amountToPool, remainingFunds, profit, loss *big.Int) {
loss = big.NewInt(0)
profit = big.NewInt(0)
remainingFunds = new(big.Int)
Expand All @@ -27,6 +27,7 @@ func calCloseAmountV1(params *schemas.Parameters, totalValue *big.Int, isLiquida
} else {
totalFunds = totalValue
}
borrowedAmountWithInterest := debtDetails.BorrowedAmountWithInterest()
// borrow amt is greater than total funds
if totalFunds.Cmp(borrowedAmountWithInterest) < 0 {
amountToPool = new(big.Int).Sub(totalFunds, big.NewInt(1))
Expand All @@ -36,7 +37,7 @@ func calCloseAmountV1(params *schemas.Parameters, totalValue *big.Int, isLiquida
amountToPool = utils.PercentMulByUInt16(totalFunds, params.FeeLiquidation)
amountToPool = new(big.Int).Add(borrowedAmountWithInterest, amountToPool)
} else {
interestAmt := new(big.Int).Sub(borrowedAmountWithInterest, borrowedAmount)
interestAmt := debtDetails.Interest()
fee := utils.PercentMulByUInt16(interestAmt, params.FeeInterest)
amountToPool = new(big.Int).Add(borrowedAmountWithInterest, fee)
}
Expand All @@ -53,16 +54,12 @@ func calCloseAmountV1(params *schemas.Parameters, totalValue *big.Int, isLiquida
}

// https://github.com/Gearbox-protocol/core-v2/blob/da38b329f0c59e4a3dcedc993192bbc849d981f5/contracts/credit/CreditManager.sol#L1238
func calCloseAmountV2(params *schemas.Parameters, totalValue *big.Int, closureStatus int, borrowedAmountWithInterest, borrowedAmount *big.Int) (amountToPool, remainingFunds, profit, loss *big.Int) {
func calCloseAmountV2(params *schemas.Parameters, totalValue *big.Int, closureStatus int, debtDetails *DebtDetails) (amountToPool, remainingFunds, profit, loss *big.Int) {
loss = big.NewInt(0)
profit = big.NewInt(0)
remainingFunds = new(big.Int)

amountToPool = utils.PercentMulByUInt16(
new(big.Int).Sub(borrowedAmountWithInterest, borrowedAmount),
params.FeeInterest,
)
amountToPool = new(big.Int).Add(amountToPool, borrowedAmountWithInterest)
amountToPool = debtDetails.Total()

if schemas.IsStatusLiquidated(closureStatus) {
var totalFunds *big.Int
Expand All @@ -89,13 +86,14 @@ func calCloseAmountV2(params *schemas.Parameters, totalValue *big.Int, closureSt
amountToPool = totalFunds
}

borrowedAmountWithInterest := debtDetails.BorrowedAmountWithInterest()
if totalFunds.Cmp(borrowedAmountWithInterest) >= 0 {
profit = new(big.Int).Sub(amountToPool, borrowedAmountWithInterest)
} else {
loss = new(big.Int).Sub(borrowedAmountWithInterest, amountToPool)
}
} else {
profit = new(big.Int).Sub(amountToPool, borrowedAmountWithInterest)
profit = new(big.Int).Sub(amountToPool, debtDetails.BorrowedAmountWithInterest())
// reminaingFunds is totalValue - debt
remainingFunds = new(big.Int).Sub(totalValue, amountToPool)
}
Expand Down
7 changes: 5 additions & 2 deletions calc/close_amount_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -18,8 +18,11 @@ func TestCalcCloseAmount(t *testing.T) {
core.NewVersion(2),
utils.StringToInt("2003445408514560318103"),
schemas.Liquidated,
utils.StringToInt("2000036753743938235"),
utils.StringToInt("1999999990917566710"),
&DebtDetails{
total: utils.StringToInt("2000037121372201950"),
interest: utils.StringToInt("36762826371525"),
borrowedAmount: utils.StringToInt("1999999990917566710"),
},
)
expectedAmounToPool := utils.StringToInt("42068945291663408312")
expectedRemainingFunds := utils.StringToInt("1861204192797168893884")
Expand Down
4 changes: 4 additions & 0 deletions utils/bigint.go
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Original file line number Diff line number Diff line change
Expand Up @@ -172,3 +172,7 @@ func DiffMoreThanFraction(oldValue, newValue *big.Int, diff *big.Float) bool {
func BytesToUInt16(data []byte) uint16 {
return uint16(new(big.Int).SetBytes(data).Int64())
}

func BigIntAdd3(a, b, c *big.Int) *big.Int {
return new(big.Int).Add(a, new(big.Int).Add(b, c))
}

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