[Perpetual]: Fix estimatedPnL (#882)

* fix

* clean up

* fix

* show liability

* remove unecessary field

* fix

* fix

* fix

* return coin

* fix test

* fix

* fix all tests

proto/elys/perpetual/query.proto

@@ -123,10 +123,7 @@ message MtpAndPrice {
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false
   ];
-  string pnl = 3 [
-    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
-    (gogoproto.nullable) = false
-  ];
+  cosmos.base.v1beta1.Coin  pnl = 3 [(gogoproto.nullable) = false];
   string effective_leverage = 4 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false

x/perpetual/client/cli/query_mtp_test.go

@@ -4,6 +4,9 @@ import (
 	"bytes"
 	"context"
 	"fmt"
+	"io"
+	"testing"
+
 	abci "github.com/cometbft/cometbft/abci/types"
 	"github.com/cometbft/cometbft/crypto/ed25519"
 	"github.com/cosmos/cosmos-sdk/client"
@@ -19,8 +22,6 @@ import (
 	"github.com/elys-network/elys/x/perpetual/client/cli"
 	"github.com/elys-network/elys/x/perpetual/types"
 	"github.com/stretchr/testify/require"
-	"io"
-	"testing"
 )
 
 func networkWithMTPObjects(t *testing.T, n int) (*network.Network, []*types.MtpAndPrice) {
@@ -57,7 +58,7 @@ func networkWithMTPObjects(t *testing.T, n int) (*network.Network, []*types.MtpA
 				StopLossPrice:                 sdk.NewDec(0),
 			},
 			TradingAssetPrice: sdk.ZeroDec(),
-			Pnl:               sdk.ZeroInt(),
+			Pnl:               sdk.NewCoin("USDC", sdk.NewInt(0)),
 			LiquidationPrice:  sdk.ZeroDec(),
 			Fees: &types.Fees{
 				TotalFeesBaseCurrency:            sdk.NewInt(0),

x/perpetual/keeper/mtp.go

@@ -7,7 +7,6 @@ import (
 	"github.com/cosmos/cosmos-sdk/store/prefix"
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	"github.com/cosmos/cosmos-sdk/types/query"
-	ammtypes "github.com/elys-network/elys/x/amm/types"
 	ptypes "github.com/elys-network/elys/x/parameter/types"
 	"github.com/elys-network/elys/x/perpetual/types"
 	"google.golang.org/grpc/codes"
@@ -118,9 +117,8 @@ func (k Keeper) GetMTPData(ctx sdk.Context, pagination *query.PageRequest, addre
 	}
 
 	entry, found := k.assetProfileKeeper.GetEntry(ctx, ptypes.BaseCurrency)
-	realTime := true
 	if !found {
-		realTime = false
+		return nil, nil, status.Error(codes.NotFound, "base currency not found")
 	}
 	baseCurrency := entry.Denom
 
@@ -132,7 +130,7 @@ func (k Keeper) GetMTPData(ctx sdk.Context, pagination *query.PageRequest, addre
 			return nil
 		}
 
-		mtpAndPrice, err := k.fillMTPData(ctx, mtp, ammPoolId, realTime, baseCurrency)
+		mtpAndPrice, err := k.fillMTPData(ctx, mtp, baseCurrency)
 		if err != nil {
 			return err
 		}
@@ -148,33 +146,30 @@ func (k Keeper) GetMTPData(ctx sdk.Context, pagination *query.PageRequest, addre
 	return mtps, pageRes, nil
 }
 
-func (k Keeper) fillMTPData(ctx sdk.Context, mtp types.MTP, ammPoolId *uint64, realTime bool, baseCurrency string) (*types.MtpAndPrice, error) {
-	var ammPool ammtypes.Pool
-	var poolFound bool
-	if ammPoolId != nil {
-		ammPool, poolFound = k.amm.GetPool(ctx, *ammPoolId)
-	} else {
-		ammPool, poolFound = k.amm.GetPool(ctx, mtp.AmmPoolId)
+func (k Keeper) fillMTPData(ctx sdk.Context, mtp types.MTP, baseCurrency string) (*types.MtpAndPrice, error) {
+	ammPool, found := k.amm.GetPool(ctx, mtp.AmmPoolId)
+	if !found {
+		return &types.MtpAndPrice{}, fmt.Errorf("amm pool %d not found", mtp.AmmPoolId)
 	}
-	if !poolFound {
-		realTime = false
+
+	pool, found := k.GetPool(ctx, mtp.AmmPoolId)
+	if !found {
+		return &types.MtpAndPrice{}, fmt.Errorf("perpetual pool %d not found", mtp.AmmPoolId)
 	}
 
-	pnl := math.ZeroInt()
-	liquidationPrice := sdk.ZeroDec()
-	if realTime {
-		mtpHealth, err := k.GetMTPHealth(ctx, mtp, ammPool, baseCurrency)
-		if err == nil {
-			mtp.MtpHealth = mtpHealth
-		}
+	// Update interest first and then calculate health
+	k.UpdateMTPBorrowInterestUnpaidLiability(ctx, &mtp)
+	k.UpdateFundingFee(ctx, &mtp, &pool, ammPool)
 
-		k.UpdateMTPBorrowInterestUnpaidLiability(ctx, &mtp)
-		pnl, err = k.GetEstimatedPnL(ctx, mtp, baseCurrency, false)
-		if err != nil {
-			return nil, err
-		}
-		liquidationPrice = k.GetLiquidationPrice(ctx, mtp)
+	mtpHealth, err := k.GetMTPHealth(ctx, mtp, ammPool, baseCurrency)
+	if err == nil {
+		mtp.MtpHealth = mtpHealth
 	}
+	pnl, err := k.GetEstimatedPnL(ctx, mtp, baseCurrency, false)
+	if err != nil {
+		return nil, err
+	}
+	liquidationPrice := k.GetLiquidationPrice(ctx, mtp)
 
 	tradingAssetPrice, err := k.GetAssetPrice(ctx, mtp.TradingAsset)
 	if err != nil {
@@ -198,10 +193,13 @@ func (k Keeper) fillMTPData(ctx sdk.Context, mtp types.MTP, ammPoolId *uint64, r
 		return nil, err
 	}
 
+	// Show updated liability
+	mtp.Liabilities = mtp.Liabilities.Add(mtp.BorrowInterestUnpaidLiability)
+
 	return &types.MtpAndPrice{
 		Mtp:               &mtp,
 		TradingAssetPrice: tradingAssetPrice,
-		Pnl:               pnl,
+		Pnl:               sdk.NewCoin(baseCurrency, pnl),
 		LiquidationPrice:  liquidationPrice,
 		EffectiveLeverage: effectiveLeverage,
 		Fees: &types.Fees{
@@ -313,21 +311,6 @@ func (k Keeper) DeleteToPay(ctx sdk.Context, address sdk.AccAddress, id uint64)
 
 func (k Keeper) GetEstimatedPnL(ctx sdk.Context, mtp types.MTP, baseCurrency string, useTakeProfitPrice bool) (math.Int, error) {
 	// P&L = Custody (in USD) - Total Liability ( in USD) - Collateral ( in USD)
-
-	// Funding rate payment consideration
-	// get funding rate
-	fundingRate, _ := k.GetFundingRate(ctx, mtp.LastFundingCalcBlock, mtp.LastFundingCalcTime, mtp.AmmPoolId)
-	var fundingAmount sdk.Int
-	// if funding rate is zero, return
-	if fundingRate.IsZero() {
-		fundingAmount = sdk.ZeroInt()
-	} else if (fundingRate.IsNegative() && mtp.Position == types.Position_LONG) || (fundingRate.IsPositive() && mtp.Position == types.Position_SHORT) {
-		fundingAmount = sdk.ZeroInt()
-	} else {
-		// Calculate the take amount in custody asset
-		fundingAmount = types.CalcTakeAmount(mtp.Custody, fundingRate)
-	}
-
 	// Liability should include margin interest and funding fee accrued.
 	collateralAmt := mtp.Collateral
 
@@ -343,12 +326,12 @@ func (k Keeper) GetEstimatedPnL(ctx sdk.Context, mtp types.MTP, baseCurrency str
 	}
 
 	// in long it's in trading asset ,if short position, custody asset is already in base currency
-	custodyAmtAfterFunding := mtp.Custody.Sub(fundingAmount)
+	custodyAmtAfterFunding := mtp.Custody
 
 	totalLiabilities := mtp.Liabilities.Add(mtp.BorrowInterestUnpaidLiability)
 
 	// Calculate estimated PnL
-	estimatedPnL := sdk.ZeroInt()
+	var estimatedPnL sdk.Int
 
 	if mtp.Position == types.Position_SHORT {
 		// Estimated PnL for short position:

x/perpetual/keeper/mtp_borrow_interest.go

@@ -27,7 +27,6 @@ func (k Keeper) UpdateMTPBorrowInterestUnpaidLiability(ctx sdk.Context, mtp *typ
 	mtp.BorrowInterestUnpaidLiability = mtp.BorrowInterestUnpaidLiability.Add(borrowInterestPaymentInt)
 	mtp.LastInterestCalcBlock = uint64(ctx.BlockHeight())
 	mtp.LastInterestCalcTime = uint64(ctx.BlockTime().Unix())
-	return
 }
 
 // SettleMTPBorrowInterestUnpaidLiability  This does not update BorrowInterestUnpaidLiability, it should be done through UpdateMTPBorrowInterestUnpaidLiability beforehand

x/perpetual/keeper/pool.go

@@ -131,7 +131,10 @@ func (k Keeper) GetBorrowInterestRate(ctx sdk.Context, startBlock, startTime uin
 			Quo(sdk.NewDec(numberOfBlocks)).
 			Quo(blocksPerYear)
 
-		return sdk.MaxDec(finalInterestRate.Mul(takeProfitBorrowFactor), k.GetParams(ctx).BorrowInterestRateMin)
+		return sdk.MaxDec(
+			finalInterestRate.Mul(takeProfitBorrowFactor),
+			k.GetParams(ctx).BorrowInterestRateMin.Mul(sdk.NewDec(ctx.BlockTime().Unix()-int64(startTime))).Quo(blocksPerYear),
+		)
 	}
 
 	if !store.Has(startBlockKey) && store.Has(currentBlockKey) {
@@ -157,7 +160,10 @@ func (k Keeper) GetBorrowInterestRate(ctx sdk.Context, startBlock, startTime uin
 				Quo(sdk.NewDec(numberOfBlocks)).
 				Quo(blocksPerYear)
 
-			return sdk.MaxDec(finalInterestRate.Mul(takeProfitBorrowFactor), k.GetParams(ctx).BorrowInterestRateMin)
+			return sdk.MaxDec(
+				finalInterestRate.Mul(takeProfitBorrowFactor),
+				k.GetParams(ctx).BorrowInterestRateMin.Mul(sdk.NewDec(ctx.BlockTime().Unix()-int64(startTime))).Quo(blocksPerYear),
+			)
 		}
 	}
 	pool, found := k.GetPool(ctx, poolId)

x/perpetual/keeper/query_mtp.go

@@ -27,13 +27,12 @@ func (k Keeper) MTP(goCtx context.Context, req *types.MTPRequest) (*types.MTPRes
 	}
 
 	entry, found := k.assetProfileKeeper.GetEntry(ctx, ptypes.BaseCurrency)
-	realTime := true
 	if !found {
-		realTime = false
+		return &types.MTPResponse{}, status.Error(codes.NotFound, "base currency not found")
 	}
 	baseCurrency := entry.Denom
 
-	mtpAndPrice, err := k.fillMTPData(ctx, mtp, nil, realTime, baseCurrency)
+	mtpAndPrice, err := k.fillMTPData(ctx, mtp, baseCurrency)
 	if err != nil {
 		return &types.MTPResponse{}, err
 	}

x/perpetual/keeper/query_open_estimation.go

@@ -2,6 +2,7 @@ package keeper
 
 import (
 	"context"
+
 	errorsmod "cosmossdk.io/errors"
 	"cosmossdk.io/math"
 	sdk "github.com/cosmos/cosmos-sdk/types"
@@ -182,7 +183,7 @@ func (k Keeper) HandleOpenEstimation(ctx sdk.Context, req *types.QueryOpenEstima
 		OpenPrice:          mtp.OpenPrice,
 		TakeProfitPrice:    req.TakeProfitPrice,
 		LiquidationPrice:   liquidationPrice,
-		EstimatedPnl:       sdk.Coin{mtp.CustodyAsset, estimatedPnLAmount},
+		EstimatedPnl:       sdk.NewCoin(baseCurrency, estimatedPnLAmount),
 		AvailableLiquidity: availableLiquidity,
 		Slippage:           slippage,
 		PriceImpact:        priceImpact,

x/perpetual/keeper/query_open_estimation_test.go

@@ -1,12 +1,13 @@
 package keeper_test
 
 import (
+	"testing"
+
 	"cosmossdk.io/math"
 	authtypes "github.com/cosmos/cosmos-sdk/x/auth/types"
 	govtypes "github.com/cosmos/cosmos-sdk/x/gov/types"
 	leveragelpmodulekeeper "github.com/elys-network/elys/x/leveragelp/keeper"
 	leveragelpmoduletypes "github.com/elys-network/elys/x/leveragelp/types"
-	"testing"
 
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	ammtypes "github.com/elys-network/elys/x/amm/types"
@@ -125,7 +126,7 @@ func TestOpenEstimation_Long5XAtom100Usdc(t *testing.T) {
 		OpenPrice:          sdk.MustNewDecFromStr("5.017911485225627730"),
 		TakeProfitPrice:    tradingAssetPrice.MulInt64(3),
 		LiquidationPrice:   sdk.MustNewDecFromStr("3.823170655410002080"),
-		EstimatedPnl:       sdk.NewCoin(ptypes.ATOM, sdk.NewInt(994_645_735)),
+		EstimatedPnl:       sdk.NewCoin(ptypes.BaseCurrency, sdk.NewInt(994_645_735)),
 		AvailableLiquidity: sdk.NewCoin(ptypes.ATOM, sdk.NewInt(600000000000)),
 		Slippage:           sdk.MustNewDecFromStr("0.002572074655759760"),
 		BorrowInterestRate: sdk.MustNewDecFromStr("0.000000000000000000"),
@@ -247,7 +248,7 @@ func TestOpenEstimation_Long5XAtom10Atom(t *testing.T) {
 		OpenPrice:          sdk.MustNewDecFromStr("5.014308340000000000"),
 		TakeProfitPrice:    tradingAssetPrice.MulInt64(3),
 		LiquidationPrice:   sdk.MustNewDecFromStr("3.824815447619047619"),
-		EstimatedPnl:       sdk.NewCoin(ptypes.ATOM, sdk.NewInt(399_197_189)),
+		EstimatedPnl:       sdk.NewCoin(ptypes.BaseCurrency, sdk.NewInt(399_197_189)),
 		InterestAmount:     sdk.NewCoin(ptypes.BaseCurrency, math.NewInt(0)), // Need to increase block height to have non zero value
 		AvailableLiquidity: sdk.NewCoin(ptypes.ATOM, sdk.NewInt(10000000000)),
 		Slippage:           sdk.MustNewDecFromStr("0.003001007041215876"),
@@ -375,7 +376,7 @@ func TestOpenEstimation_Long10XAtom1000Usdc(t *testing.T) {
 		TakeProfitPrice:    tradingAssetPrice.MulInt64(3),
 		LiquidationPrice:   sdk.MustNewDecFromStr("3.958928731787454040"),
 		InterestAmount:     sdk.NewCoin(ptypes.BaseCurrency, math.NewInt(0)), // Need to increase block height to have non zero value
-		EstimatedPnl:       sdk.NewCoin(ptypes.ATOM, sdk.NewInt(18_514_207_234)),
+		EstimatedPnl:       sdk.NewCoin(ptypes.BaseCurrency, sdk.NewInt(18_514_207_234)),
 		AvailableLiquidity: sdk.NewCoin(ptypes.ATOM, sdk.NewInt(600_000_000000)),
 		Slippage:           sdk.MustNewDecFromStr("0.048575000399137173"),
 		BorrowInterestRate: sdk.MustNewDecFromStr("0.000000000000000000"),