Margin consolidation (#192)

* fix: conflict with main

* chore: update same asset position checker

* chore: multiple assets per position close, handle interest

* chore: update open consolidate long to manage assets

* fix: go mod that breaks build

* fix: unit tests in close long, short and open long

* fix: nullify for mtp position initialization and compare

* fix: remove nullify in preparing mtp testdata

* refactor: additional short logic + test fix

* fix: unit margin unit test failure

---------

Co-authored-by: Cosmic Vagabond <121588426+cosmic-vagabond@users.noreply.github.com>

go.mod

@@ -167,7 +167,7 @@ require (
 	go.etcd.io/bbolt v1.3.7 // indirect
 	go.opencensus.io v0.24.0 // indirect
 	golang.org/x/crypto v0.11.0 // indirect
-	golang.org/x/exp v0.0.0-20230515195305-f3d0a9c9a5cc // indirect
+	golang.org/x/exp v0.0.0-20230515195305-f3d0a9c9a5cc
 	golang.org/x/net v0.12.0 // indirect
 	golang.org/x/oauth2 v0.8.0 // indirect
 	golang.org/x/sys v0.10.0 // indirect

proto/elys/margin/tx.proto

@@ -31,6 +31,8 @@ message MsgOpenResponse {}
 message MsgClose {
   string creator = 1;
   uint64 id      = 2;
+  string collateralAsset = 3;
+  string custodyAsset = 4;
 }
 
 message MsgCloseResponse {}

proto/elys/margin/types.proto

@@ -14,33 +14,33 @@ enum Position {
 
 message MTP {
   string address = 1;
-  string collateral_asset = 2;
-  string collateral_amount = 3 [
+  repeated string collateral_assets = 2;
+  repeated string collateral_amounts = 3 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
     (gogoproto.nullable) = false
   ];
   string liabilities = 4 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
     (gogoproto.nullable) = false
   ];
-  string interest_paid_collateral = 5 [
+  repeated string interest_paid_collaterals = 5 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
     (gogoproto.nullable) = false
   ];
-  string interest_paid_custody = 6 [
+  repeated string interest_paid_custodys = 6 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
     (gogoproto.nullable) = false
   ];
-  string interest_unpaid_collateral = 7 [
+  repeated string interest_unpaid_collaterals = 7 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
     (gogoproto.nullable) = false
   ];
-  string custody_asset = 8;
-  string custody_amount = 9 [
+  repeated string custody_assets = 8;
+  repeated string custody_amounts = 9 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
     (gogoproto.nullable) = false
   ];
-  string leverage = 10 [
+  repeated string leverages = 10 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false
   ];
@@ -51,6 +51,14 @@ message MTP {
   Position position = 12;
   uint64 id = 13;
   uint64 amm_pool_id = 14;
+  string consolidate_leverage = 15 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+    (gogoproto.nullable) = false
+  ];
+  string sum_collateral = 16 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.nullable) = false
+  ];
 }
 
 message WhiteList { 

x/margin/client/cli/query_mtp_test.go

@@ -15,7 +15,6 @@ import (
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	simapp "github.com/elys-network/elys/app"
 	"github.com/elys-network/elys/testutil/network"
-	"github.com/elys-network/elys/testutil/nullify"
 	"github.com/elys-network/elys/x/margin/client/cli"
 	"github.com/elys-network/elys/x/margin/types"
 	paramtypes "github.com/elys-network/elys/x/parameter/types"
@@ -37,22 +36,24 @@ func networkWithMTPObjects(t *testing.T, n int) (*network.Network, []*types.MTP)
 	cfg := network.DefaultConfig()
 	for i := 0; i < n; i++ {
 		mtp := types.MTP{
-			Address:                  addr[i].String(),
-			CollateralAsset:          paramtypes.USDC,
-			CollateralAmount:         sdk.NewInt(0),
-			Liabilities:              sdk.NewInt(0),
-			InterestPaidCollateral:   sdk.NewInt(0),
-			InterestPaidCustody:      sdk.NewInt(0),
-			InterestUnpaidCollateral: sdk.NewInt(0),
-			CustodyAsset:             "ATOM",
-			CustodyAmount:            sdk.NewInt(0),
-			Leverage:                 sdk.NewDec(0),
-			MtpHealth:                sdk.NewDec(0),
-			Position:                 types.Position_LONG,
-			Id:                       (uint64)(i + 1),
-			AmmPoolId:                (uint64)(i + 1),
+			Address:                   addr[i].String(),
+			CollateralAssets:          []string{paramtypes.USDC},
+			CollateralAmounts:         []sdk.Int{sdk.NewInt(0)},
+			Liabilities:               sdk.NewInt(0),
+			InterestPaidCollaterals:   []sdk.Int{sdk.NewInt(0)},
+			InterestPaidCustodys:      []sdk.Int{sdk.NewInt(0)},
+			InterestUnpaidCollaterals: []sdk.Int{sdk.NewInt(0)},
+			CustodyAssets:             []string{"ATOM"},
+			CustodyAmounts:            []sdk.Int{sdk.NewInt(0)},
+			Leverages:                 []sdk.Dec{sdk.NewDec(0)},
+			MtpHealth:                 sdk.NewDec(0),
+			Position:                  types.Position_LONG,
+			Id:                        (uint64)(i + 1),
+			AmmPoolId:                 (uint64)(i + 1),
+			ConsolidateLeverage:       sdk.ZeroDec(),
+			SumCollateral:             sdk.ZeroInt(),
 		}
-		nullify.Fill(&mtp)
+
 		mtps = append(mtps, &mtp)
 		state.MtpList = append(state.MtpList, mtp)
 	}
@@ -115,8 +116,8 @@ func TestShowMTP(t *testing.T) {
 				require.NoError(t, net.Config.Codec.UnmarshalJSON(out.Bytes(), &resp))
 				require.NotNil(t, resp.Mtp)
 				require.Equal(t,
-					nullify.Fill(&tc.obj),
-					nullify.Fill(resp.Mtp),
+					tc.obj,
+					resp.Mtp,
 				)
 			}
 		})

x/margin/keeper/calc_mtp_consolidate_collateral.go

@@ -0,0 +1,34 @@
+package keeper
+
+import (
+	sdk "github.com/cosmos/cosmos-sdk/types"
+	"github.com/elys-network/elys/x/margin/types"
+	ptypes "github.com/elys-network/elys/x/parameter/types"
+)
+
+func (k Keeper) CalcMTPConsolidateCollateral(ctx sdk.Context, mtp *types.MTP) error {
+	consolidateCollateral := sdk.ZeroInt()
+	for i, asset := range mtp.CollateralAssets {
+		if asset == ptypes.USDC {
+			consolidateCollateral = consolidateCollateral.Add(mtp.CollateralAmounts[i])
+		} else {
+			// swap into usdc
+			_, ammPool, _, err := k.OpenChecker.PreparePools(ctx, asset)
+			if err != nil {
+				return err
+			}
+
+			collateralAmtIn := sdk.NewCoin(asset, mtp.CollateralAmounts[i])
+			C, err := k.EstimateSwapGivenOut(ctx, collateralAmtIn, ptypes.USDC, ammPool)
+			if err != nil {
+				return err
+			}
+
+			consolidateCollateral = consolidateCollateral.Add(C)
+		}
+	}
+
+	mtp.SumCollateral = consolidateCollateral
+
+	return nil
+}

x/margin/keeper/calc_mtp_consolidate_leverage.go

@@ -0,0 +1,15 @@
+package keeper
+
+import (
+	sdk "github.com/cosmos/cosmos-sdk/types"
+	"github.com/elys-network/elys/x/margin/types"
+)
+
+func (k Keeper) CalcMTPConsolidateLiability(ctx sdk.Context, mtp *types.MTP) {
+	if mtp.SumCollateral.IsZero() {
+		return
+	}
+
+	leverage := mtp.Liabilities.Quo(mtp.SumCollateral)
+	mtp.ConsolidateLeverage = sdk.NewDecFromInt(leverage)
+}

x/margin/keeper/calc_mtp_interest_liabilities.go

@@ -4,15 +4,33 @@ import (
 	"math/big"
 
 	sdk "github.com/cosmos/cosmos-sdk/types"
+	ammtypes "github.com/elys-network/elys/x/amm/types"
 	"github.com/elys-network/elys/x/margin/types"
+	ptypes "github.com/elys-network/elys/x/parameter/types"
 )
 
-func (k Keeper) CalcMTPInterestLiabilities(mtp *types.MTP, interestRate sdk.Dec, epochPosition, epochLength int64) sdk.Int {
+func (k Keeper) CalcMTPInterestLiabilities(ctx sdk.Context, mtp *types.MTP, interestRate sdk.Dec, epochPosition, epochLength int64, ammPool ammtypes.Pool, collateralAsset string) sdk.Int {
 	var interestRational, liabilitiesRational, rate, epochPositionRational, epochLengthRational big.Rat
 
 	rate.SetFloat64(interestRate.MustFloat64())
 
-	liabilitiesRational.SetInt(mtp.Liabilities.BigInt().Add(mtp.Liabilities.BigInt(), mtp.InterestUnpaidCollateral.BigInt()))
+	collateralIndex, _ := k.GetMTPAssetIndex(mtp, collateralAsset, "")
+	unpaidCollaterals := sdk.ZeroInt()
+	// Calculate collateral interests in usdc
+	if mtp.CollateralAssets[collateralIndex] == ptypes.USDC {
+		unpaidCollaterals = unpaidCollaterals.Add(mtp.InterestUnpaidCollaterals[collateralIndex])
+	} else {
+		// Liability is in usdc, so convert it to usdc
+		unpaidCollateralIn := sdk.NewCoin(mtp.CollateralAssets[collateralIndex], mtp.InterestUnpaidCollaterals[collateralIndex])
+		C, err := k.EstimateSwapGivenOut(ctx, unpaidCollateralIn, ptypes.USDC, ammPool)
+		if err != nil {
+			return sdk.ZeroInt()
+		}
+
+		unpaidCollaterals = unpaidCollaterals.Add(C)
+	}
+
+	liabilitiesRational.SetInt(mtp.Liabilities.BigInt().Add(mtp.Liabilities.BigInt(), unpaidCollaterals.BigInt()))
 	interestRational.Mul(&rate, &liabilitiesRational)
 
 	if epochPosition > 0 { // prorate interest if within epoch
@@ -24,7 +42,7 @@ func (k Keeper) CalcMTPInterestLiabilities(mtp *types.MTP, interestRate sdk.Dec,
 
 	interestNew := interestRational.Num().Quo(interestRational.Num(), interestRational.Denom())
 
-	interestNewInt := sdk.NewIntFromBigInt(interestNew.Add(interestNew, mtp.InterestUnpaidCollateral.BigInt()))
+	interestNewInt := sdk.NewIntFromBigInt(interestNew.Add(interestNew, unpaidCollaterals.BigInt()))
 	// round up to lowest digit if interest too low and rate not 0
 	if interestNewInt.IsZero() && !interestRate.IsZero() {
 		interestNewInt = sdk.NewInt(1)

x/margin/keeper/check_same_asset_position.go

@@ -0,0 +1,17 @@
+package keeper
+
+import (
+	sdk "github.com/cosmos/cosmos-sdk/types"
+	"github.com/elys-network/elys/x/margin/types"
+)
+
+func (k Keeper) CheckSamePosition(ctx sdk.Context, msg *types.MsgOpen) *types.MTP {
+	mtps := k.GetAllMTPs(ctx)
+	for _, mtp := range mtps {
+		if mtp.Address == msg.Creator && mtp.Position == msg.Position {
+			return &mtp
+		}
+	}
+
+	return nil
+}

x/margin/keeper/check_same_asset_position_test.go

@@ -0,0 +1,36 @@
+package keeper_test
+
+import (
+	"testing"
+
+	tmproto "github.com/cometbft/cometbft/proto/tendermint/types"
+	sdk "github.com/cosmos/cosmos-sdk/types"
+	simapp "github.com/elys-network/elys/app"
+	"github.com/elys-network/elys/x/margin/types"
+	ptypes "github.com/elys-network/elys/x/parameter/types"
+	"github.com/stretchr/testify/assert"
+)
+
+func TestCheckSameAssets_NewPosition(t *testing.T) {
+	app := simapp.InitElysTestApp(true)
+	ctx := app.BaseApp.NewContext(true, tmproto.Header{})
+
+	k := app.MarginKeeper
+
+	mtp := types.NewMTP("creator", ptypes.USDC, ptypes.ATOM, types.Position_LONG, sdk.NewDec(5), 1)
+	k.SetMTP(ctx, mtp)
+
+	msg := &types.MsgOpen{
+		Creator:          "creator",
+		CollateralAsset:  ptypes.ATOM,
+		CollateralAmount: sdk.NewInt(100),
+		BorrowAsset:      ptypes.ATOM,
+		Position:         types.Position_SHORT,
+		Leverage:         sdk.NewDec(1),
+	}
+
+	mtp = k.CheckSamePosition(ctx, msg)
+
+	// Expect no error
+	assert.Nil(t, mtp)
+}

x/margin/keeper/close.go

@@ -35,16 +35,16 @@ func (k Keeper) Close(ctx sdk.Context, msg *types.MsgClose) (*types.MsgCloseResp
 		sdk.NewAttribute("id", strconv.FormatInt(int64(closedMtp.Id), 10)),
 		sdk.NewAttribute("position", closedMtp.Position.String()),
 		sdk.NewAttribute("address", closedMtp.Address),
-		sdk.NewAttribute("collateral_asset", closedMtp.CollateralAsset),
-		sdk.NewAttribute("collateral_amount", closedMtp.CollateralAmount.String()),
-		sdk.NewAttribute("custody_asset", closedMtp.CustodyAsset),
-		sdk.NewAttribute("custody_amount", closedMtp.CustodyAmount.String()),
+		sdk.NewAttribute("collateral_asset", closedMtp.CollateralAssets[0]),
+		sdk.NewAttribute("collateral_amount", closedMtp.CollateralAmounts[0].String()),
+		sdk.NewAttribute("custody_asset", closedMtp.CustodyAssets[0]),
+		sdk.NewAttribute("custody_amount", closedMtp.CustodyAmounts[0].String()),
 		sdk.NewAttribute("repay_amount", repayAmount.String()),
-		sdk.NewAttribute("leverage", closedMtp.Leverage.String()),
+		sdk.NewAttribute("leverage", closedMtp.Leverages[0].String()),
 		sdk.NewAttribute("liabilities", closedMtp.Liabilities.String()),
-		sdk.NewAttribute("interest_paid_collateral", mtp.InterestPaidCollateral.String()),
-		sdk.NewAttribute("interest_paid_custody", mtp.InterestPaidCustody.String()),
-		sdk.NewAttribute("interest_unpaid_collateral", closedMtp.InterestUnpaidCollateral.String()),
+		sdk.NewAttribute("interest_paid_collateral", mtp.InterestPaidCollaterals[0].String()),
+		sdk.NewAttribute("interest_paid_custody", mtp.InterestPaidCustodys[0].String()),
+		sdk.NewAttribute("interest_unpaid_collateral", closedMtp.InterestUnpaidCollaterals[0].String()),
 		sdk.NewAttribute("health", closedMtp.MtpHealth.String()),
 	))
 

x/margin/keeper/close_long.go

@@ -19,32 +19,41 @@ func (k Keeper) CloseLong(ctx sdk.Context, msg *types.MsgClose) (*types.MTP, sdk
 		return nil, sdk.ZeroInt(), sdkerrors.Wrap(types.ErrInvalidBorrowingAsset, "invalid pool id")
 	}
 
-	// Retrieve AmmPool
-	ammPool, err := k.CloseLongChecker.GetAmmPool(ctx, mtp.AmmPoolId, mtp.CustodyAsset)
-	if err != nil {
-		return nil, sdk.ZeroInt(), err
-	}
-
-	// Handle Interest if within epoch position
-	if err := k.CloseLongChecker.HandleInterest(ctx, &mtp, &pool, ammPool); err != nil {
-		return nil, sdk.ZeroInt(), err
-	}
-
-	// Take out custody
-	err = k.CloseLongChecker.TakeOutCustody(ctx, mtp, &pool)
-	if err != nil {
-		return nil, sdk.ZeroInt(), err
-	}
-
-	// Estimate swap and repay
-	repayAmount, err := k.CloseLongChecker.EstimateAndRepay(ctx, mtp, pool, ammPool)
-	if err != nil {
-		return nil, sdk.ZeroInt(), err
-	}
-
-	// Hooks after margin position closed
-	if k.hooks != nil {
-		k.hooks.AfterMarginPositionClosed(ctx, ammPool, pool)
+	repayAmount := sdk.ZeroInt()
+	for _, custodyAsset := range mtp.CustodyAssets {
+		// Retrieve AmmPool
+		ammPool, err := k.CloseLongChecker.GetAmmPool(ctx, mtp.AmmPoolId, custodyAsset)
+		if err != nil {
+			return nil, sdk.ZeroInt(), err
+		}
+
+		for _, collateralAsset := range mtp.CollateralAssets {
+			// Handle Interest if within epoch position
+			if err := k.CloseLongChecker.HandleInterest(ctx, &mtp, &pool, ammPool, collateralAsset, custodyAsset); err != nil {
+				return nil, sdk.ZeroInt(), err
+			}
+		}
+
+		// Take out custody
+		err = k.CloseLongChecker.TakeOutCustody(ctx, mtp, &pool, custodyAsset)
+		if err != nil {
+			return nil, sdk.ZeroInt(), err
+		}
+
+		for _, collateralAsset := range mtp.CollateralAssets {
+			// Estimate swap and repay
+			repayAmt, err := k.CloseLongChecker.EstimateAndRepay(ctx, mtp, pool, ammPool, collateralAsset, custodyAsset)
+			if err != nil {
+				return nil, sdk.ZeroInt(), err
+			}
+
+			repayAmount = repayAmount.Add(repayAmt)
+		}
+
+		// Hooks after margin position closed
+		if k.hooks != nil {
+			k.hooks.AfterMarginPositionClosed(ctx, ammPool, pool)
+		}
 	}
 
 	return &mtp, repayAmount, nil