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fix e2e tests
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@atvanguard
atvanguard committed Sep 29, 2023
1 parent 48c6367 commit b226baf
Showing 1 changed file with 34 additions and 30 deletions.
64 changes: 34 additions & 30 deletions tests/orderbook/juror/getNotionalPositionAndMarginTests.js
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Original file line number Diff line number Diff line change
Expand Up @@ -79,8 +79,8 @@ describe('Testing getNotionalPositionAndMargin',async function () {
await placeOrderFromLimitOrderV2(oppositeShortOrder, alice)
await waitForOrdersToMatch()

makerFee = await getMakerFee()
takerFee = await getTakerFee()
makerFee = await getMakerFee()
takerFee = await getTakerFee()

resultCharlie = await juror.getNotionalPositionAndMargin(charlie.address, false, 0)
charlieOrder1Fee = makerFee.mul(charlieOrderSize.abs()).mul(charlieOrderPrice).div(_1e18).div(_1e6)
Expand All @@ -103,8 +103,6 @@ describe('Testing getNotionalPositionAndMargin',async function () {
//create position
let aliceOrder1 = getOrderV2(market, alice.address, aliceOrderSize, aliceOrderPrice, getRandomSalt())
let charlieOrder1 = getOrderV2(market, charlie.address, charlieOrderSize, charlieOrderPrice, getRandomSalt())
let oppositeAliceOrder1 = getOrderV2(market, alice.address, charlieOrderSize, charlieOrderPrice, getRandomSalt())
let oppositeCharlieOrder1 = getOrderV2(market, charlie.address, aliceOrderSize, aliceOrderPrice, getRandomSalt())
// increase position
let aliceOrder2Size = multiplySize(0.2)
let charlieOrder2Size = multiplySize(-0.2)
Expand All @@ -119,8 +117,8 @@ describe('Testing getNotionalPositionAndMargin',async function () {
let makerFee, takerFee

this.beforeAll(async function () {
makerFee = await getMakerFee()
takerFee = await getTakerFee()
makerFee = await getMakerFee()
takerFee = await getTakerFee()
await addMargin(alice, aliceInitialMargin)
await addMargin(charlie, charlieInitialMargin)
// charlie places a short order and alice places a long order
Expand All @@ -130,8 +128,6 @@ describe('Testing getNotionalPositionAndMargin',async function () {
})

this.afterAll(async function () {
let resultCharlie = await juror.getNotionalPositionAndMargin(charlie.address, false, 0)
let resultAlice = await juror.getNotionalPositionAndMargin(alice.address, false, 0)
// charlie places a long order and alice places a short order
charlieTotalSize = charlieOrder1.baseAssetQuantity.add(charlieOrder2Size).add(charlieOrder3Size)
aliceTotalSize = aliceOrder1.baseAssetQuantity.add(aliceOrder2Size).add(aliceOrder3Size)
Expand All @@ -152,15 +148,19 @@ describe('Testing getNotionalPositionAndMargin',async function () {
it('should return correct notional position and margin', async function () {
let resultCharlie = await juror.getNotionalPositionAndMargin(charlie.address, false, 0)
let charlieOrderFee = takerFee.mul(charlieOrderSize.abs()).mul(charlieOrderPrice).div(_1e18).div(_1e6)
let expectedCharlieMargin = charlieInitialMargin.sub(charlieOrderFee)
let expectedCharlieNotionalPosition = charlieOrderSize.abs().mul(charlieOrderPrice).div(_1e18)
// since there is no liquidity in the market, the optimal pnl will fall back to using underlying price
const amm = await utils.getAMMContract(market)
const underlyingPrice = await amm.getUnderlyingPrice()
let expectedCharlieNotionalPosition = charlieOrderSize.abs().mul(underlyingPrice).div(_1e18)
let uPnl = charlieOrderSize.abs().mul(charlieOrderPrice).div(_1e18).sub(expectedCharlieNotionalPosition) // short pos
let expectedCharlieMargin = charlieInitialMargin.sub(charlieOrderFee).add(uPnl)
expect(resultCharlie.notionalPosition.toString()).to.equal(expectedCharlieNotionalPosition.toString())
expect(resultCharlie.margin.toString()).to.equal(expectedCharlieMargin.toString())

let resultAlice = await juror.getNotionalPositionAndMargin(alice.address, false, 0)
let aliceOrderFee = takerFee.mul(aliceOrderSize).mul(aliceOrderPrice).div(_1e18).div(_1e6)
let expectedAliceMargin = aliceInitialMargin.sub(aliceOrderFee)
let expectedAliceNotionalPosition = aliceOrderSize.mul(aliceOrderPrice).div(_1e18)
let expectedAliceNotionalPosition = aliceOrderSize.abs().mul(underlyingPrice).div(_1e18)
let expectedAliceMargin = aliceInitialMargin.sub(aliceOrderFee).sub(uPnl) // - charlie's uPnL
expect(resultAlice.notionalPosition.toString()).to.equal(expectedAliceNotionalPosition.toString())
expect(resultAlice.margin.toString()).to.equal(expectedAliceMargin.toString())
})
Expand All @@ -176,20 +176,23 @@ describe('Testing getNotionalPositionAndMargin',async function () {
let resultCharlie = await juror.getNotionalPositionAndMargin(charlie.address, false, 0)
let charlieOrder1Fee = makerFee.mul(charlieOrderSize.abs()).mul(charlieOrderPrice).div(_1e18).div(_1e6)
let charlieOrder2Fee = takerFee.mul(charlieOrder2Size.abs()).mul(charlieOrderPrice).div(_1e18).div(_1e6)
let expectedCharlieMargin = charlieInitialMargin.sub(charlieOrder1Fee).sub(charlieOrder2Fee)
let charlieOrder1Notional = charlieOrderSize.mul(charlieOrderPrice).div(_1e18).abs()
let charlieOrder2Notional = charlieOrder2Size.mul(charlieOrderPrice).div(_1e18).abs()
let expectedCharlieNotionalPosition = charlieOrder1Notional.add(charlieOrder2Notional)

const amm = await utils.getAMMContract(market)
const underlyingPrice = await amm.getUnderlyingPrice()
let { openNotional, size } = await amm.positions(charlie.address)
let expectedCharlieNotionalPosition = size.abs().mul(underlyingPrice).div(_1e18)
let uPnl = expectedCharlieNotionalPosition.sub(openNotional).mul(size.isNegative() ? -1 : 1)

let expectedCharlieMargin = charlieInitialMargin.sub(charlieOrder1Fee).sub(charlieOrder2Fee).add(uPnl)
expect(resultCharlie.notionalPosition.toString()).to.equal(expectedCharlieNotionalPosition.toString())
expect(resultCharlie.margin.toString()).to.equal(expectedCharlieMargin.toString())

let resultAlice = await juror.getNotionalPositionAndMargin(alice.address, false, 0)
let aliceOrder1Fee = takerFee.mul(aliceOrderSize).mul(aliceOrderPrice).div(_1e18).div(_1e6)
let aliceOrder2Fee = makerFee.mul(aliceOrder2Size).mul(aliceOrderPrice).div(_1e18).div(_1e6)
let expectedAliceMargin = aliceInitialMargin.sub(aliceOrder1Fee).sub(aliceOrder2Fee)
let aliceOrder1Notional = aliceOrderSize.mul(aliceOrderPrice).div(_1e18)
let aliceOrder2Notional = aliceOrder2Size.mul(aliceOrderPrice).div(_1e18)
let expectedAliceNotionalPosition = aliceOrder1Notional.add(aliceOrder2Notional)
;({ openNotional, size } = await amm.positions(charlie.address))
let expectedAliceNotionalPosition = size.abs().mul(underlyingPrice).div(_1e18)
let expectedAliceMargin = aliceInitialMargin.sub(aliceOrder1Fee).sub(aliceOrder2Fee).sub(uPnl)
expect(resultAlice.notionalPosition.toString()).to.equal(expectedAliceNotionalPosition.toString())
expect(resultAlice.margin.toString()).to.equal(expectedAliceMargin.toString())
})
Expand All @@ -205,23 +208,24 @@ describe('Testing getNotionalPositionAndMargin',async function () {
let charlieOrder1Fee = makerFee.mul(charlieOrderSize.abs()).mul(charlieOrderPrice).div(_1e18).div(_1e6)
let charlieOrder2Fee = takerFee.mul(charlieOrder2Size.abs()).mul(charlieOrderPrice).div(_1e18).div(_1e6)
let charlieOrder3Fee = makerFee.mul(charlieOrder3Size.abs()).mul(charlieOrderPrice).div(_1e18).div(_1e6)
let expectedCharlieMargin = charlieInitialMargin.sub(charlieOrder1Fee).sub(charlieOrder2Fee).sub(charlieOrder3Fee)
let charlieOrder1Notional = charlieOrderSize.mul(charlieOrderPrice).div(_1e18)
let charlieOrder2Notional = charlieOrder2Size.mul(charlieOrderPrice).div(_1e18)
let charlieOrder3Notional = charlieOrder3Size.mul(charlieOrderPrice).div(_1e18)
let expectedCharlieNotionalPosition = charlieOrder1Notional.add(charlieOrder2Notional).add(charlieOrder3Notional).abs()

const amm = await utils.getAMMContract(market)
const underlyingPrice = await amm.getUnderlyingPrice()
let { openNotional, size } = await amm.positions(charlie.address)
let expectedCharlieNotionalPosition = size.abs().mul(underlyingPrice).div(_1e18)
let uPnl = expectedCharlieNotionalPosition.sub(openNotional).mul(size.isNegative() ? -1 : 1)
let expectedCharlieMargin = charlieInitialMargin.sub(charlieOrder1Fee).sub(charlieOrder2Fee).sub(charlieOrder3Fee).add(uPnl)

expect(resultCharlie.notionalPosition.toString()).to.equal(expectedCharlieNotionalPosition.toString())
expect(resultCharlie.margin.toString()).to.equal(expectedCharlieMargin.toString())

let resultAlice = await juror.getNotionalPositionAndMargin(alice.address, false, 0)
let aliceOrder1Fee = takerFee.mul(aliceOrderSize.abs()).mul(aliceOrderPrice).div(_1e18).div(_1e6)
let aliceOrder2Fee = makerFee.mul(aliceOrder2Size.abs()).mul(aliceOrderPrice).div(_1e18).div(_1e6)
let aliceOrder3Fee = takerFee.mul(aliceOrder3Size.abs()).mul(aliceOrderPrice).div(_1e18).div(_1e6)
let expectedAliceMargin = aliceInitialMargin.sub(aliceOrder1Fee).sub(aliceOrder2Fee).sub(aliceOrder3Fee)
let aliceOrder1Notional = aliceOrderSize.mul(aliceOrderPrice).div(_1e18)
let aliceOrder2Notional = aliceOrder2Size.mul(aliceOrderPrice).div(_1e18)
let aliceOrder3Notional = aliceOrder3Size.mul(aliceOrderPrice).div(_1e18)
let expectedAliceNotionalPosition = aliceOrder1Notional.add(aliceOrder2Notional).add(aliceOrder3Notional).abs()
;({ openNotional, size } = await amm.positions(charlie.address))
let expectedAliceNotionalPosition = size.abs().mul(underlyingPrice).div(_1e18)
let expectedAliceMargin = aliceInitialMargin.sub(aliceOrder1Fee).sub(aliceOrder2Fee).sub(aliceOrder3Fee).sub(uPnl)
expect(resultAlice.notionalPosition.toString()).to.equal(expectedAliceNotionalPosition.toString())
expect(resultAlice.margin.toString()).to.equal(expectedAliceMargin.toString())
})
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