fix: optimize collateral price check in compute_collateral_usd method

MrRoudyk · Dec 14, 2024 · dde76ef · dde76ef
1 parent 3b3d240
commit dde76ef
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Showing 4 changed files with 36 additions and 17 deletions.
diff --git a/apps/legacy_app/src/helpers.py b/apps/legacy_app/src/helpers.py
@@ -159,6 +159,10 @@ def get_prices(token_decimals: dict[str, int]) -> dict[str, float]:
             # Remove duplicates.
             token_info = [dict(y) for y in {tuple(x.items()) for x in token_info}]
 
+            if not token_info:
+                logging.error("Token %s not found in response.", token)
+                continue
+
             # Perform sanity checks.
             assert len(token_info) == 1
             assert decimals == token_info[0]["decimals"]

diff --git a/apps/legacy_app/src/state.py b/apps/legacy_app/src/state.py
@@ -48,16 +48,15 @@ def set_loan_entities(self, loan_entities: pandas.DataFrame) -> None:
         # Fill up `self.loan_entities` with `loan_entities`.
         for _, loan_entity in loan_entities.iterrows():
             user = loan_entity["user"]
-            for collateral_token, collateral_amount in json.loads(
-                loan_entity["collateral"].decode("utf-8")
-            ).items():
+            for collateral_token, collateral_amount in loan_entity[
+                "collateral"
+            ].items():
                 if collateral_amount:
-                    self.loan_entities[user].collateral[
-                        collateral_token
-                    ] = decimal.Decimal(str(collateral_amount))
-            for debt_token, debt_amount in json.loads(
-                loan_entity["debt"].decode("utf-8")
-            ).items():
+                    self.loan_entities[user].collateral[collateral_token] = (
+                        decimal.Decimal(str(collateral_amount))
+                    )
+
+            for debt_token, debt_amount in loan_entity["debt"].items():
                 if debt_amount:
                     self.loan_entities[user].debt[debt_token] = decimal.Decimal(
                         str(debt_amount)

diff --git a/apps/legacy_app/src/types.py b/apps/legacy_app/src/types.py
@@ -328,8 +328,14 @@ def compute_collateral_usd(
                 else 1.0
             )
             * float(collateral_interest_rate_model[token])
-            * prices[collateral_token_parameters[token].underlying_address]
+            * prices[underlying_address]
             for token, token_amount in self.collateral.items()
+            if (
+                underlying_address := collateral_token_parameters[
+                    token
+                ].underlying_address
+            )
+            in prices
         )
 
     def compute_debt_usd(
@@ -344,8 +350,10 @@ def compute_debt_usd(
             / (10 ** debt_token_parameters[token].decimals)
             / (debt_token_parameters[token].debt_factor if risk_adjusted else 1.0)
             * float(debt_interest_rate_model[token])
-            * prices[debt_token_parameters[token].underlying_address]
+            * prices[underlying_address]
             for token, token_amount in self.debt.items()
+            if (underlying_address := debt_token_parameters[token].underlying_address)
+            in prices
         )
 
     @abc.abstractmethod

diff --git a/apps/shared/loan_entity.py b/apps/shared/loan_entity.py
@@ -50,9 +50,15 @@ def compute_collateral_usd(
                 if risk_adjusted
                 else 1.0
             )
-            * float(collateral_interest_rate_model[token])
-            * prices[collateral_token_parameters[token].underlying_address]
-            for token, token_amount in self.collateral.items()
+            * float(collateral_interest_rate_model.get(token, 1.0))
+            * prices[underlying_address]
+            for token, token_amount in self.collateral.values.items()
+            if (
+                underlying_address := collateral_token_parameters[
+                    token
+                ].underlying_address
+            )
+            in prices
         )
 
     def compute_debt_usd(
@@ -74,9 +80,11 @@ def compute_debt_usd(
             float(token_amount)
             / (10 ** debt_token_parameters[token].decimals)
             / (debt_token_parameters[token].debt_factor if risk_adjusted else 1.0)
-            * float(debt_interest_rate_model[token])
-            * prices[debt_token_parameters[token].underlying_address]
-            for token, token_amount in self.debt.items()
+            * float(debt_interest_rate_model.get(token, 1.0))
+            * prices[underlying_address]
+            for token, token_amount in self.debt.values.items()
+            if (underlying_address := debt_token_parameters[token].underlying_address)
+            in prices
         )
 
     @abstractmethod