#![allow(clippy::collapsible_else_if)]
#![allow(clippy::too_many_arguments)]
use crate::{calculate_tuna_protocol_fee, sqrt_price_x64_to_price_x64, COMPUTED_AMOUNT, HUNDRED_PERCENT, INVALID_ARGUMENTS};
use fixed::types::U64F64;
use fusionamm_core::{
get_amount_a_from_liquidity, get_amount_b_from_liquidity, get_amounts_from_liquidity, get_liquidity_from_amount_a, get_liquidity_from_amount_b,
get_liquidity_from_amounts, position_ratio_x64, tick_index_to_sqrt_price, try_apply_swap_fee, CoreError, ARITHMETIC_OVERFLOW, Q64_RESOLUTION,
};
#[cfg(feature = "wasm")]
use fusionamm_macros::wasm_expose;
#[derive(Debug, Copy, Clone, PartialEq)]
#[cfg_attr(feature = "wasm", wasm_expose)]
pub struct LiquidationPrices {
pub lower: f64,
pub upper: f64,
}
fn compute_liquidation_prices_inside(
lower_sqrt_price: u128,
upper_sqrt_price: u128,
liquidity: u128,
leftovers_a: u64,
leftovers_b: u64,
debt_a: u64,
debt_b: u64,
liquidation_threshold: u32,
) -> Result<LiquidationPrices, CoreError> {
let liquidation_threshold_f = liquidation_threshold as f64 / HUNDRED_PERCENT as f64;
let liquidity_f = liquidity as f64;
let lower_sqrt_price_f = lower_sqrt_price as f64 / Q64_RESOLUTION;
let upper_sqrt_price_f = upper_sqrt_price as f64 / Q64_RESOLUTION;
let a = debt_a as f64 + liquidation_threshold_f * (liquidity_f / upper_sqrt_price_f - leftovers_a as f64);
let b = -2.0 * liquidation_threshold_f * liquidity_f;
let c = debt_b as f64 + liquidation_threshold_f * (liquidity_f * lower_sqrt_price_f - leftovers_b as f64);
let d = b * b - 4.0 * a * c;
let mut lower_liquidation_sqrt_price = 0.0;
let mut upper_liquidation_sqrt_price = 0.0;
if d >= 0.0 && a > 0.0 {
lower_liquidation_sqrt_price = (-b - d.sqrt()) / (2.0 * a);
upper_liquidation_sqrt_price = (-b + d.sqrt()) / (2.0 * a);
if lower_liquidation_sqrt_price < 0.0 || lower_liquidation_sqrt_price < lower_sqrt_price_f {
lower_liquidation_sqrt_price = 0.0;
}
if upper_liquidation_sqrt_price < 0.0 || upper_liquidation_sqrt_price > upper_sqrt_price_f {
upper_liquidation_sqrt_price = 0.0;
}
}
Ok(LiquidationPrices {
lower: lower_liquidation_sqrt_price * lower_liquidation_sqrt_price,
upper: upper_liquidation_sqrt_price * upper_liquidation_sqrt_price,
})
}
fn calculate_liquidation_outside(
amount_a: u64,
amount_b: u64,
leftovers_a: u64,
leftovers_b: u64,
debt_a: u64,
debt_b: u64,
liquidation_threshold: u32,
) -> Result<f64, CoreError> {
let liquidation_threshold_f = liquidation_threshold as f64 / HUNDRED_PERCENT as f64;
if amount_a == 0 && amount_b == 0 {
Ok(0.0)
} else if amount_a > 0 && amount_b == 0 {
let numerator = debt_b as f64 - liquidation_threshold_f * leftovers_b as f64;
let denominator = liquidation_threshold_f * (amount_a as f64 + leftovers_a as f64) - debt_a as f64;
Ok(numerator / denominator)
} else if amount_a == 0 && amount_b > 0 {
let numerator = liquidation_threshold_f * (amount_b as f64 + leftovers_b as f64) - debt_b as f64;
let denominator = debt_a as f64 - liquidation_threshold_f * leftovers_a as f64;
if denominator == 0.0 {
return Ok(0.0);
}
Ok(numerator / denominator)
} else {
Err(INVALID_ARGUMENTS)
}
}
fn compute_liquidation_prices_outside(
lower_sqrt_price: u128,
upper_sqrt_price: u128,
liquidity: u128,
leftovers_a: u64,
leftovers_b: u64,
debt_a: u64,
debt_b: u64,
liquidation_threshold: u32,
) -> Result<LiquidationPrices, CoreError> {
let amount_a = get_amount_a_from_liquidity(liquidity, lower_sqrt_price, upper_sqrt_price, false).unwrap_or(u64::MAX);
let amount_b = get_amount_b_from_liquidity(liquidity, lower_sqrt_price, upper_sqrt_price, false).unwrap_or(u64::MAX);
let mut liquidation_price_for_a = calculate_liquidation_outside(amount_a, 0, leftovers_a, leftovers_b, debt_a, debt_b, liquidation_threshold)?;
let mut liquidation_price_for_b = calculate_liquidation_outside(0, amount_b, leftovers_a, leftovers_b, debt_a, debt_b, liquidation_threshold)?;
if liquidation_price_for_a < 0.0 || liquidation_price_for_a > (lower_sqrt_price as f64 / Q64_RESOLUTION).powf(2.0) {
liquidation_price_for_a = 0.0;
}
if liquidation_price_for_b < 0.0 || liquidation_price_for_b < (upper_sqrt_price as f64 / Q64_RESOLUTION).powf(2.0) {
liquidation_price_for_b = 0.0;
}
Ok(LiquidationPrices {
lower: liquidation_price_for_a,
upper: liquidation_price_for_b,
})
}
#[cfg_attr(feature = "wasm", wasm_expose)]
pub fn get_lp_position_liquidation_prices(
tick_lower_index: i32,
tick_upper_index: i32,
liquidity: u128,
leftovers_a: u64,
leftovers_b: u64,
debt_a: u64,
debt_b: u64,
liquidation_threshold: u32,
) -> Result<LiquidationPrices, CoreError> {
if tick_lower_index >= tick_upper_index {
return Err("Incorrect position tick index order: the lower tick must be less then the upper tick.");
}
if liquidation_threshold >= HUNDRED_PERCENT {
return Err("Incorrect liquidation_threshold value.");
}
let lower_sqrt_price = tick_index_to_sqrt_price(tick_lower_index);
let upper_sqrt_price = tick_index_to_sqrt_price(tick_upper_index);
let liquidation_price_inside = compute_liquidation_prices_inside(
lower_sqrt_price,
upper_sqrt_price,
liquidity,
leftovers_a,
leftovers_b,
debt_a,
debt_b,
liquidation_threshold,
)?;
let liquidation_price_outside = compute_liquidation_prices_outside(
lower_sqrt_price,
upper_sqrt_price,
liquidity,
leftovers_a,
leftovers_b,
debt_a,
debt_b,
liquidation_threshold,
)?;
let lower_liquidation_price = if liquidation_price_inside.lower > 0.0 {
liquidation_price_inside.lower
} else {
liquidation_price_outside.lower
};
let upper_liquidation_price = if liquidation_price_inside.upper > 0.0 {
liquidation_price_inside.upper
} else {
liquidation_price_outside.upper
};
Ok(LiquidationPrices {
lower: lower_liquidation_price,
upper: upper_liquidation_price,
})
}
#[derive(Debug, Copy, Clone, PartialEq)]
#[cfg_attr(feature = "wasm", wasm_expose)]
pub struct IncreaseLpPositionQuoteArgs {
pub collateral_a: u64,
pub collateral_b: u64,
pub borrow_a: u64,
pub borrow_b: u64,
pub protocol_fee_rate: u16,
pub protocol_fee_rate_on_collateral: u16,
pub swap_fee_rate: u16,
pub sqrt_price: u128,
pub tick_lower_index: i32,
pub tick_upper_index: i32,
pub liquidation_threshold: u32,
}
#[derive(Debug, Copy, Clone, PartialEq)]
#[cfg_attr(feature = "wasm", wasm_expose)]
pub struct IncreaseLpPositionQuoteResult {
pub collateral_a: u64,
pub collateral_b: u64,
pub borrow_a: u64,
pub borrow_b: u64,
pub total_a: u64,
pub total_b: u64,
pub swap_input: u64,
pub swap_output: u64,
pub swap_a_to_b: bool,
pub protocol_fee_a: u64,
pub protocol_fee_b: u64,
pub liquidity: u128,
pub leverage: f64,
pub liquidation_lower_price: f64,
pub liquidation_upper_price: f64,
}
#[cfg_attr(feature = "wasm", wasm_expose)]
pub fn get_increase_lp_position_quote(args: IncreaseLpPositionQuoteArgs) -> Result<IncreaseLpPositionQuoteResult, CoreError> {
let mut collateral_a = args.collateral_a;
let mut collateral_b = args.collateral_b;
let mut borrow_a = args.borrow_a;
let mut borrow_b = args.borrow_b;
let sqrt_price = args.sqrt_price;
if args.tick_lower_index >= args.tick_upper_index {
return Err("Incorrect position tick index order: the lower tick must be less than the upper tick.");
}
if collateral_a == COMPUTED_AMOUNT && collateral_b == COMPUTED_AMOUNT {
return Err("Both collateral amounts can't be set to COMPUTED_AMOUNT");
}
let lower_sqrt_price = tick_index_to_sqrt_price(args.tick_lower_index);
let upper_sqrt_price = tick_index_to_sqrt_price(args.tick_upper_index);
if collateral_a == COMPUTED_AMOUNT {
if sqrt_price <= lower_sqrt_price {
return Err("sqrtPrice must be greater than lower_sqrt_price if collateral A is computed.");
} else if sqrt_price < upper_sqrt_price {
let liquidity = get_liquidity_from_amount_b(collateral_b + borrow_b, lower_sqrt_price, sqrt_price)?;
let amount_a = get_amount_a_from_liquidity(liquidity, sqrt_price, upper_sqrt_price, false)?;
collateral_a = ((amount_a as u128 * collateral_b as u128) / (collateral_b as u128 + borrow_b as u128)) as u64;
borrow_a = amount_a - collateral_a;
} else {
collateral_a = 0;
borrow_a = 0;
}
} else if collateral_b == COMPUTED_AMOUNT {
if sqrt_price <= lower_sqrt_price {
collateral_b = 0;
borrow_b = 0;
} else if sqrt_price < upper_sqrt_price {
let liquidity = get_liquidity_from_amount_a(collateral_a + borrow_a, sqrt_price, upper_sqrt_price)?;
let amount_b = get_amount_b_from_liquidity(liquidity, lower_sqrt_price, sqrt_price, false)?;
collateral_b = ((amount_b as u128 * collateral_a as u128) / (collateral_a as u128 + borrow_a as u128)) as u64;
borrow_b = amount_b - collateral_b;
} else {
return Err("sqrtPrice must be less than upper_sqrt_price if collateral B is computed.");
}
}
let protocol_fee_a = calculate_tuna_protocol_fee(collateral_a, borrow_a, args.protocol_fee_rate_on_collateral, args.protocol_fee_rate);
let provided_a = collateral_a + borrow_a - protocol_fee_a;
let protocol_fee_b = calculate_tuna_protocol_fee(collateral_b, borrow_b, args.protocol_fee_rate_on_collateral, args.protocol_fee_rate);
let provided_b = collateral_b + borrow_b - protocol_fee_b;
let mut swap_input = 0;
let mut swap_output = 0;
let mut swap_a_to_b = false;
let mut total_a = provided_a;
let mut total_b = provided_b;
if args.collateral_a != COMPUTED_AMOUNT && args.collateral_b != COMPUTED_AMOUNT {
let position_ratio = position_ratio_x64(sqrt_price.into(), args.tick_lower_index, args.tick_upper_index);
let ratio_a = position_ratio.ratio_a as f64 / Q64_RESOLUTION;
let ratio_b = position_ratio.ratio_b as f64 / Q64_RESOLUTION;
let price = (sqrt_price as f64 / Q64_RESOLUTION).powf(2.0);
let mut total = (provided_a as f64 * price + provided_b as f64) as u64;
total_a = (total as f64 * ratio_a / price) as u64;
total_b = (total as f64 * ratio_b) as u64;
let mut fee_a = 0;
let mut fee_b = 0;
if total_a < provided_a {
swap_input = provided_a - total_a;
fee_a = swap_input - try_apply_swap_fee(swap_input, args.swap_fee_rate)?;
swap_output = ((swap_input - fee_a) as f64 * price) as u64;
swap_a_to_b = true;
} else if total_b < provided_b {
swap_input = provided_b - total_b;
fee_b = swap_input - try_apply_swap_fee(swap_input, args.swap_fee_rate)?;
swap_output = ((swap_input - fee_b) as f64 / price) as u64;
swap_a_to_b = false;
}
total = ((provided_a - fee_a) as f64 * price) as u64 + provided_b - fee_b;
total_a = ((total as f64 * ratio_a) / price) as u64;
total_b = (total as f64 * ratio_b) as u64;
}
let liquidity = get_liquidity_from_amounts(sqrt_price, lower_sqrt_price, upper_sqrt_price, total_a, total_b)?;
let liquidation_prices = get_lp_position_liquidation_prices(
args.tick_lower_index,
args.tick_upper_index,
liquidity,
0,
0,
borrow_a,
borrow_b,
args.liquidation_threshold,
)?;
let leverage = compute_leverage(total_a, total_b, borrow_a, borrow_b, sqrt_price)?;
Ok(IncreaseLpPositionQuoteResult {
collateral_a,
collateral_b,
borrow_a,
borrow_b,
total_a,
total_b,
swap_input,
swap_output,
swap_a_to_b,
protocol_fee_a,
protocol_fee_b,
liquidity,
leverage,
liquidation_lower_price: liquidation_prices.lower,
liquidation_upper_price: liquidation_prices.upper,
})
}
#[derive(Debug, Copy, Clone, PartialEq)]
#[cfg_attr(feature = "wasm", wasm_expose)]
pub struct RepayLpPositionDebtQuoteArgs {
pub liquidity: u128,
pub debt_a: u64,
pub debt_b: u64,
pub leftovers_a: u64,
pub leftovers_b: u64,
pub tick_lower_index: i32,
pub tick_upper_index: i32,
pub repay_a: u64,
pub repay_b: u64,
pub sqrt_price: u128,
pub liquidation_threshold: u32,
}
#[derive(Debug, Copy, Clone, PartialEq)]
#[cfg_attr(feature = "wasm", wasm_expose)]
pub struct RepayLpPositionDebtQuoteResult {
pub debt_a: u64,
pub debt_b: u64,
pub leverage: f64,
pub liquidation_lower_price: f64,
pub liquidation_upper_price: f64,
}
#[cfg_attr(feature = "wasm", wasm_expose)]
pub fn get_repay_lp_position_debt_quote(args: RepayLpPositionDebtQuoteArgs) -> Result<RepayLpPositionDebtQuoteResult, CoreError> {
let mut debt_a = args.debt_a;
let mut debt_b = args.debt_b;
let repay_a = args.repay_a;
let repay_b = args.repay_b;
if args.liquidity == 0 {
return Err("Position liquidity can't be zero.");
}
if debt_a < repay_a {
return Err("Position debt A is less than the repaid amount.");
}
if debt_b < repay_b {
return Err("Position debt b is less than the repaid amount.");
}
debt_a -= repay_a;
debt_b -= repay_b;
let liquidation_prices = get_lp_position_liquidation_prices(
args.tick_lower_index,
args.tick_upper_index,
args.liquidity,
args.leftovers_a,
args.leftovers_b,
debt_a,
debt_b,
args.liquidation_threshold,
)?;
let lower_sqrt_price = tick_index_to_sqrt_price(args.tick_lower_index);
let upper_sqrt_price = tick_index_to_sqrt_price(args.tick_upper_index);
let total = get_amounts_from_liquidity(args.liquidity, args.sqrt_price, lower_sqrt_price, upper_sqrt_price, false)?;
let leverage = compute_leverage(total.a + args.leftovers_a, total.b + args.leftovers_b, debt_a, debt_b, args.sqrt_price)?;
Ok(RepayLpPositionDebtQuoteResult {
debt_a,
debt_b,
leverage,
liquidation_lower_price: liquidation_prices.lower,
liquidation_upper_price: liquidation_prices.upper,
})
}
#[cfg_attr(feature = "wasm", wasm_expose)]
pub fn compute_leverage(total_a: u64, total_b: u64, debt_a: u64, debt_b: u64, sqrt_price: u128) -> Result<f64, CoreError> {
let price = sqrt_price_x64_to_price_x64(sqrt_price)?;
let total = U64F64::from(total_a)
.checked_mul(price)
.ok_or(ARITHMETIC_OVERFLOW)?
.to_num::<u64>()
.checked_add(total_b)
.ok_or(ARITHMETIC_OVERFLOW)?;
let debt = U64F64::from(debt_a)
.checked_mul(price)
.ok_or(ARITHMETIC_OVERFLOW)?
.to_num::<u64>()
.checked_add(debt_b)
.ok_or(ARITHMETIC_OVERFLOW)?;
if total == 0 {
return Ok(1.0);
}
if debt >= total {
return Err("The debt is greater than the total size");
}
let leverage = total as f64 / (total - debt) as f64;
Ok(leverage)
}
#[cfg(all(test, not(feature = "wasm")))]
mod tests {
use crate::{
get_increase_lp_position_quote, get_lp_position_liquidation_prices, get_repay_lp_position_debt_quote, IncreaseLpPositionQuoteArgs,
IncreaseLpPositionQuoteResult, LiquidationPrices, RepayLpPositionDebtQuoteArgs, COMPUTED_AMOUNT, HUNDRED_PERCENT,
};
use fusionamm_core::{
get_liquidity_from_amount_b, price_to_sqrt_price, price_to_tick_index, tick_index_to_sqrt_price, MAX_TICK_INDEX, MIN_TICK_INDEX,
};
use once_cell::sync::Lazy;
pub static TICK_LOWER_INDEX: Lazy<i32> = Lazy::new(|| price_to_tick_index(180.736, 6, 6));
pub static TICK_UPPER_INDEX: Lazy<i32> = Lazy::new(|| price_to_tick_index(225.66, 6, 6));
pub static SQRT_PRICE: Lazy<u128> = Lazy::new(|| price_to_sqrt_price(213.41, 6, 6));
pub static LIQUIDITY: Lazy<u128> =
Lazy::new(|| get_liquidity_from_amount_b(10000_000_000, tick_index_to_sqrt_price(*TICK_LOWER_INDEX), *SQRT_PRICE).unwrap());
#[test]
fn test_liquidation_price_outside_range_lower() {
assert_eq!(
get_lp_position_liquidation_prices(
*TICK_LOWER_INDEX,
*TICK_UPPER_INDEX,
*LIQUIDITY,
0, 0, 0, 9807_000_000, HUNDRED_PERCENT * 83 / 100 ),
Ok(LiquidationPrices {
lower: 176.12815046153585,
upper: 0.0
})
);
}
#[test]
fn test_liquidation_price_outside_range_upper() {
assert_eq!(
get_lp_position_liquidation_prices(
*TICK_LOWER_INDEX,
*TICK_UPPER_INDEX,
*LIQUIDITY,
0, 0, 20_000_000, 0, HUNDRED_PERCENT * 83 / 100 ),
Ok(LiquidationPrices {
lower: 0.0,
upper: 562.219410388
})
);
}
#[test]
fn test_liquidation_price_outside_range_lower_and_upper() {
assert_eq!(
get_lp_position_liquidation_prices(
*TICK_LOWER_INDEX,
*TICK_UPPER_INDEX,
*LIQUIDITY,
0, 0, 10_000_000, 5000_000_000, HUNDRED_PERCENT * 83 / 100 ),
Ok(LiquidationPrices {
lower: 109.45458168998225,
upper: 624.4388207760001
})
);
}
#[test]
fn test_liquidation_price_inside_range_lower() {
assert_eq!(
get_lp_position_liquidation_prices(
*TICK_LOWER_INDEX,
*TICK_UPPER_INDEX,
*LIQUIDITY,
0, 0, 0, 11000_000_000, HUNDRED_PERCENT * 83 / 100 ),
Ok(LiquidationPrices {
lower: 204.60489065334323,
upper: 0.0
})
);
}
#[test]
fn test_liquidation_price_inside_range_upper() {
assert_eq!(
get_lp_position_liquidation_prices(
*TICK_LOWER_INDEX,
*TICK_UPPER_INDEX,
*LIQUIDITY,
0, 0, 51_000_000, 0, HUNDRED_PERCENT * 83 / 100 ),
Ok(LiquidationPrices {
lower: 0.0,
upper: 220.16318077637644
})
);
}
#[test]
fn test_liquidation_price_inside_range_lower_and_upper() {
assert_eq!(
get_lp_position_liquidation_prices(
*TICK_LOWER_INDEX,
*TICK_UPPER_INDEX,
*LIQUIDITY,
0, 0, 11_500_000, 8700_000_000, HUNDRED_PERCENT * 83 / 100 ),
Ok(LiquidationPrices {
lower: 210.75514596082337,
upper: 219.48595430071575
})
);
}
#[test]
fn test_lp_increase_quote_collateral_a_and_b_provided() {
assert_eq!(
get_increase_lp_position_quote(IncreaseLpPositionQuoteArgs {
collateral_a: 1000000,
collateral_b: 1000000,
borrow_a: 2000000,
borrow_b: 2000000,
tick_lower_index: price_to_tick_index(1.0, 1, 1),
sqrt_price: price_to_sqrt_price(2.0, 1, 1),
tick_upper_index: price_to_tick_index(4.0, 1, 1),
protocol_fee_rate: (HUNDRED_PERCENT / 100) as u16,
protocol_fee_rate_on_collateral: (HUNDRED_PERCENT / 100) as u16,
swap_fee_rate: 10000, liquidation_threshold: HUNDRED_PERCENT * 83 / 100,
}),
Ok(IncreaseLpPositionQuoteResult {
collateral_a: 1000000,
collateral_b: 1000000,
borrow_a: 2000000,
borrow_b: 2000000,
total_a: 2223701,
total_b: 4447744,
swap_input: 742586,
swap_output: 1470320,
swap_a_to_b: true,
protocol_fee_a: 30000,
protocol_fee_b: 30000,
liquidity: 10737803,
leverage: 3.0724343435529677,
liquidation_lower_price: 0.8143170288470588,
liquidation_upper_price: 3.4020457909456225,
})
);
}
#[test]
fn test_lp_increase_quote_collateral_a_provided() {
assert_eq!(
get_increase_lp_position_quote(IncreaseLpPositionQuoteArgs {
collateral_a: 10000000,
collateral_b: 0,
borrow_a: 0,
borrow_b: 0,
tick_lower_index: price_to_tick_index(0.25, 6, 9),
sqrt_price: price_to_sqrt_price(0.5, 6, 9),
tick_upper_index: price_to_tick_index(1.0, 6, 9),
protocol_fee_rate: (HUNDRED_PERCENT / 100) as u16,
protocol_fee_rate_on_collateral: (HUNDRED_PERCENT / 100) as u16,
swap_fee_rate: 10000, liquidation_threshold: HUNDRED_PERCENT * 83 / 100,
}),
Ok(IncreaseLpPositionQuoteResult {
collateral_a: 10000000,
collateral_b: 0,
borrow_a: 0,
borrow_b: 0,
total_a: 4925137,
total_b: 2462680451,
swap_input: 4950113,
swap_output: 2450305500,
swap_a_to_b: true,
protocol_fee_a: 100000,
protocol_fee_b: 0,
liquidity: 376005629,
leverage: 1.0,
liquidation_lower_price: 0.0,
liquidation_upper_price: 0.0,
})
);
}
#[test]
fn test_lp_increase_quote_collateral_a_provided_b_computed() {
assert_eq!(
get_increase_lp_position_quote(IncreaseLpPositionQuoteArgs {
collateral_a: 10000000,
collateral_b: COMPUTED_AMOUNT,
borrow_a: 2000000,
borrow_b: COMPUTED_AMOUNT,
tick_lower_index: price_to_tick_index(1.0, 1, 1),
sqrt_price: price_to_sqrt_price(3.0, 1, 1),
tick_upper_index: price_to_tick_index(4.0, 1, 1),
protocol_fee_rate: 0,
protocol_fee_rate_on_collateral: 0,
swap_fee_rate: 0,
liquidation_threshold: HUNDRED_PERCENT * 83 / 100,
}),
Ok(IncreaseLpPositionQuoteResult {
collateral_a: 10000000,
collateral_b: 94660495,
borrow_a: 2000000,
borrow_b: 18932100,
total_a: 12000000,
total_b: 113592595,
swap_input: 0,
swap_output: 0,
swap_a_to_b: false,
protocol_fee_a: 0,
protocol_fee_b: 0,
liquidity: 155170370,
leverage: 1.2,
liquidation_lower_price: 0.30342990360419136,
liquidation_upper_price: 54.925553349999994
})
);
}
#[test]
fn test_lp_increase_quote_collateral_a_provided_b_computed_no_leverage() {
assert_eq!(
get_increase_lp_position_quote(IncreaseLpPositionQuoteArgs {
collateral_a: 30000000000,
collateral_b: COMPUTED_AMOUNT,
borrow_a: 0,
borrow_b: 0,
tick_lower_index: price_to_tick_index(1.0, 1, 1),
sqrt_price: price_to_sqrt_price(3.0, 1, 1),
tick_upper_index: price_to_tick_index(4.0, 1, 1),
protocol_fee_rate: 0,
protocol_fee_rate_on_collateral: 0,
swap_fee_rate: 0,
liquidation_threshold: HUNDRED_PERCENT * 83 / 100,
}),
Ok(IncreaseLpPositionQuoteResult {
collateral_a: 30000000000,
collateral_b: 283981489799,
borrow_a: 0,
borrow_b: 0,
total_a: 30000000000,
total_b: 283981489799,
swap_input: 0,
swap_output: 0,
swap_a_to_b: false,
protocol_fee_a: 0,
protocol_fee_b: 0,
liquidity: 387925929269,
leverage: 1.0,
liquidation_lower_price: 0.0,
liquidation_upper_price: 0.0
})
);
}
#[test]
fn test_lp_increase_quote_collateral_a_computed_b_provided() {
assert_eq!(
get_increase_lp_position_quote(IncreaseLpPositionQuoteArgs {
collateral_a: COMPUTED_AMOUNT,
collateral_b: 1000000,
borrow_a: COMPUTED_AMOUNT,
borrow_b: 2000000,
tick_lower_index: price_to_tick_index(1.0, 1, 1),
sqrt_price: price_to_sqrt_price(3.0, 1, 1),
tick_upper_index: price_to_tick_index(4.0, 1, 1),
protocol_fee_rate: 0,
protocol_fee_rate_on_collateral: 0,
swap_fee_rate: 0,
liquidation_threshold: HUNDRED_PERCENT * 83 / 100,
}),
Ok(IncreaseLpPositionQuoteResult {
collateral_a: 105640,
collateral_b: 1000000,
borrow_a: 211282,
borrow_b: 2000000,
total_a: 316922,
total_b: 3000000,
swap_input: 0,
swap_output: 0,
swap_a_to_b: false,
protocol_fee_a: 0,
protocol_fee_b: 0,
liquidity: 4098075,
leverage: 3.000003796737843,
liquidation_lower_price: 1.4306915613018771,
liquidation_upper_price: 6.63182675287057
})
);
}
#[test]
fn test_lp_increase_quote_collateral_a_computed_b_provided_no_leverage() {
assert_eq!(
get_increase_lp_position_quote(IncreaseLpPositionQuoteArgs {
collateral_a: COMPUTED_AMOUNT,
collateral_b: 30000000000,
borrow_a: 0,
borrow_b: 0,
tick_lower_index: price_to_tick_index(1.0, 1, 1),
sqrt_price: price_to_sqrt_price(3.0, 1, 1),
tick_upper_index: price_to_tick_index(4.0, 1, 1),
protocol_fee_rate: 0,
protocol_fee_rate_on_collateral: 0,
swap_fee_rate: 0,
liquidation_threshold: HUNDRED_PERCENT * 83 / 100,
}),
Ok(IncreaseLpPositionQuoteResult {
collateral_a: 3169220644,
collateral_b: 30000000000,
borrow_a: 0,
borrow_b: 0,
total_a: 3169220644,
total_b: 30000000000,
swap_input: 0,
swap_output: 0,
swap_a_to_b: false,
protocol_fee_a: 0,
protocol_fee_b: 0,
liquidity: 40980762112,
leverage: 1.0,
liquidation_lower_price: 0.0,
liquidation_upper_price: 0.0
})
);
}
#[test]
fn test_lp_increase_quote_collateral_a_computed_b_provided_no_leverage_full_range() {
assert_eq!(
get_increase_lp_position_quote(IncreaseLpPositionQuoteArgs {
collateral_a: COMPUTED_AMOUNT,
collateral_b: 30000000000,
borrow_a: 0,
borrow_b: 0,
tick_lower_index: MIN_TICK_INDEX,
sqrt_price: price_to_sqrt_price(3.0, 1, 1),
tick_upper_index: MAX_TICK_INDEX,
protocol_fee_rate: 0,
protocol_fee_rate_on_collateral: 0,
swap_fee_rate: 0,
liquidation_threshold: HUNDRED_PERCENT * 83 / 100,
}),
Ok(IncreaseLpPositionQuoteResult {
collateral_a: 9999999997,
collateral_b: 30000000000,
borrow_a: 0,
borrow_b: 0,
total_a: 9999999997,
total_b: 30000000000,
swap_input: 0,
swap_output: 0,
swap_a_to_b: false,
protocol_fee_a: 0,
protocol_fee_b: 0,
liquidity: 17320508077,
leverage: 1.0,
liquidation_lower_price: 0.0,
liquidation_upper_price: 0.0
})
);
}
#[test]
fn test_lp_increase_quote_one_sided_collateral_a_provided_b_computed() {
assert_eq!(
get_increase_lp_position_quote(IncreaseLpPositionQuoteArgs {
collateral_a: 10000000,
collateral_b: COMPUTED_AMOUNT,
borrow_a: 2000000,
borrow_b: COMPUTED_AMOUNT,
tick_lower_index: price_to_tick_index(1.0, 1, 1),
sqrt_price: price_to_sqrt_price(0.5, 1, 1),
tick_upper_index: price_to_tick_index(4.0, 1, 1),
protocol_fee_rate: 0,
protocol_fee_rate_on_collateral: 0,
swap_fee_rate: 0,
liquidation_threshold: HUNDRED_PERCENT * 83 / 100,
}),
Ok(IncreaseLpPositionQuoteResult {
collateral_a: 10000000,
collateral_b: 0,
borrow_a: 2000000,
borrow_b: 0,
total_a: 12000000,
total_b: 0,
swap_input: 0,
swap_output: 0,
swap_a_to_b: false,
protocol_fee_a: 0,
protocol_fee_b: 0,
liquidity: 24000764,
leverage: 1.2,
liquidation_lower_price: 0.0,
liquidation_upper_price: 9.959682525
})
);
}
#[test]
fn test_lp_increase_quote_one_sided_collateral_a_computed_b_provided() {
assert_eq!(
get_increase_lp_position_quote(IncreaseLpPositionQuoteArgs {
collateral_a: COMPUTED_AMOUNT,
collateral_b: 1000000,
borrow_a: COMPUTED_AMOUNT,
borrow_b: 2000000,
tick_lower_index: price_to_tick_index(1.0, 1, 1),
sqrt_price: price_to_sqrt_price(5.0, 1, 1),
tick_upper_index: price_to_tick_index(4.0, 1, 1),
protocol_fee_rate: 0,
protocol_fee_rate_on_collateral: 0,
swap_fee_rate: 0,
liquidation_threshold: HUNDRED_PERCENT * 83 / 100,
}),
Ok(IncreaseLpPositionQuoteResult {
collateral_a: 0,
collateral_b: 1000000,
borrow_a: 0,
borrow_b: 2000000,
total_a: 0,
total_b: 3000000,
swap_input: 0,
swap_output: 0,
swap_a_to_b: false,
protocol_fee_a: 0,
protocol_fee_b: 0,
liquidity: 3000191,
leverage: 3.0,
liquidation_lower_price: 1.8840617719481452,
liquidation_upper_price: 0.0
})
);
}
#[test]
fn test_lp_increase_quote_verify_liquidation_prices() {
let quote = get_increase_lp_position_quote(IncreaseLpPositionQuoteArgs {
collateral_a: 0,
collateral_b: 1000_000_000,
borrow_a: 3_000_000,
borrow_b: 100_000_000,
tick_lower_index: price_to_tick_index(180.736, 6, 6),
sqrt_price: price_to_sqrt_price(213.41, 6, 6),
tick_upper_index: price_to_tick_index(225.66, 6, 6),
protocol_fee_rate: 500,
protocol_fee_rate_on_collateral: 500,
swap_fee_rate: 40,
liquidation_threshold: HUNDRED_PERCENT * 83 / 100,
})
.unwrap();
assert_eq!(quote.liquidation_lower_price, 23.805241869982023);
assert_eq!(quote.liquidation_upper_price, 451.38033819333333);
}
#[test]
fn test_repay_debt_quote() {
let quote = get_repay_lp_position_debt_quote(RepayLpPositionDebtQuoteArgs {
repay_a: 1_000_000,
repay_b: 30_000_000,
liquidity: 1109671058,
debt_a: 3_000_000,
debt_b: 100_000_000,
leftovers_a: 2,
leftovers_b: 15,
tick_lower_index: price_to_tick_index(180.736, 6, 6),
sqrt_price: price_to_sqrt_price(213.41, 6, 6),
tick_upper_index: price_to_tick_index(225.66, 6, 6),
liquidation_threshold: HUNDRED_PERCENT * 83 / 100,
})
.unwrap();
assert_eq!(quote.debt_a, 2_000_000);
assert_eq!(quote.debt_b, 70_000_000);
assert_eq!(quote.liquidation_lower_price, 13.459576327110664);
assert_eq!(quote.liquidation_upper_price, 692.0710879340029);
}
}