review/safer code

hubble-exchange · Sep 30, 2023 · 19117d0 · 19117d0
1 parent b226baf
commit 19117d0
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Showing 2 changed files with 20 additions and 8 deletions.
diff --git a/plugin/evm/orderbook/hubbleutils/margin_math.go b/plugin/evm/orderbook/hubbleutils/margin_math.go
@@ -62,7 +62,7 @@ func GetOptimalPnl(hState *HubbleState, position *Position, margin *big.Int, mar
 	}
 
 	// based on last price
-	notionalPosition, unrealizedPnl, lastPriceBasedMF := GetPositionMetadata(
+	notionalPosition, unrealizedPnl, midPriceBasedMF := GetPositionMetadata(
 		hState.MidPrices[market],
 		position.OpenNotional,
 		position.Size,
@@ -77,8 +77,8 @@ func GetOptimalPnl(hState *HubbleState, position *Position, margin *big.Int, mar
 		margin,
 	)
 
-	if (marginMode == Maintenance_Margin && oracleBasedMF.Cmp(lastPriceBasedMF) == 1) || // for liquidations
-		(marginMode == Min_Allowable_Margin && oracleBasedMF.Cmp(lastPriceBasedMF) == -1) { // for increasing leverage
+	if (marginMode == Maintenance_Margin && oracleBasedMF.Cmp(midPriceBasedMF) == 1) || // for liquidations
+		(marginMode == Min_Allowable_Margin && oracleBasedMF.Cmp(midPriceBasedMF) == -1) { // for increasing leverage
 		return oracleBasedNotional, oracleBasedUnrealizedPnl
 	}
 	return notionalPosition, unrealizedPnl

diff --git a/plugin/evm/orderbook/liquidations.go b/plugin/evm/orderbook/liquidations.go
@@ -19,7 +19,7 @@ type LiquidablePosition struct {
 }
 
 func (liq LiquidablePosition) GetUnfilledSize() *big.Int {
-	return big.NewInt(0).Sub(liq.Size, liq.FilledSize)
+	return new(big.Int).Sub(liq.Size, liq.FilledSize)
 }
 
 func calcMarginFraction(trader *Trader, hState *hu.HubbleState) *big.Int {
@@ -45,6 +45,13 @@ func getNormalisedMargin(trader *Trader, assets []hu.Collateral) *big.Int {
 
 func getMargins(trader *Trader, numAssets int) []*big.Int {
 	margin := make([]*big.Int, numAssets)
+	if trader.Margin.Deposited == nil {
+		return margin
+	}
+	numAssets_ := len(trader.Margin.Deposited)
+	if numAssets_ < numAssets {
+		numAssets = numAssets_
+	}
 	for i := 0; i < numAssets; i++ {
 		margin[i] = trader.Margin.Deposited[Collateral(i)]
 	}
@@ -54,7 +61,7 @@ func getMargins(trader *Trader, numAssets int) []*big.Int {
 func getTotalFunding(trader *Trader, markets []Market) *big.Int {
 	totalPendingFunding := big.NewInt(0)
 	for _, market := range markets {
-		if trader.Positions[market] != nil {
+		if trader.Positions[market] != nil && trader.Positions[market].UnrealisedFunding != nil && trader.Positions[market].UnrealisedFunding.Sign() != 0 {
 			totalPendingFunding.Add(totalPendingFunding, trader.Positions[market].UnrealisedFunding)
 		}
 	}
@@ -63,11 +70,11 @@ func getTotalFunding(trader *Trader, markets []Market) *big.Int {
 
 type MarginMode = hu.MarginMode
 
-func getTotalNotionalPositionAndUnrealizedPnl(trader *Trader, margin *big.Int, marginMode MarginMode, oraclePrices map[Market]*big.Int, lastPrices map[Market]*big.Int, markets []Market) (*big.Int, *big.Int) {
+func getTotalNotionalPositionAndUnrealizedPnl(trader *Trader, margin *big.Int, marginMode MarginMode, oraclePrices map[Market]*big.Int, midPrices map[Market]*big.Int, markets []Market) (*big.Int, *big.Int) {
 	return hu.GetTotalNotionalPositionAndUnrealizedPnl(
 		&hu.HubbleState{
 			OraclePrices:  oraclePrices,
-			MidPrices:    lastPrices,
+			MidPrices:     midPrices,
 			ActiveMarkets: markets,
 		},
 		&hu.UserState{
@@ -89,7 +96,12 @@ func prettifyScaledBigInt(number *big.Int, precision int8) string {
 func translatePositions(positions map[int]*Position) map[int]*hu.Position {
 	huPositions := make(map[int]*hu.Position)
 	for key, value := range positions {
-		huPositions[key] = &value.Position
+		if value != nil {
+			huPositions[key] = &hu.Position{
+				Size:         new(big.Int).Set(value.Size),
+				OpenNotional: new(big.Int).Set(value.OpenNotional),
+			}
+		}
 	}
 	return huPositions
 }