Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Add current equity as a pnl tick. #2335

Merged
merged 1 commit into from
Sep 25, 2024
Merged

Add current equity as a pnl tick. #2335

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
118 changes: 73 additions & 45 deletions indexer/services/comlink/__tests__/controllers/api/v4/vault-controller.test.ts
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -18,17 +18,22 @@ import request from 'supertest';
import { getFixedRepresentation, sendRequest } from '../../../helpers/helpers';
import config from '../../../../src/config';
import { DateTime } from 'luxon';
import Big from 'big.js';

describe('vault-controller#V4', () => {
const experimentVaultsPrevVal: string = config.EXPERIMENT_VAULTS;
const experimentVaultMarketsPrevVal: string = config.EXPERIMENT_VAULT_MARKETS;
const latestBlockHeight: string = '25';
const currentBlockHeight: string = '7';
const twoHourBlockHeight: string = '5';
const twoDayBlockHeight: string = '3';
const currentTime: DateTime = DateTime.utc().startOf('day').minus({ hour: 5 });
const latestTime: DateTime = currentTime.plus({ second: 5 });
const twoHoursAgo: DateTime = currentTime.minus({ hour: 2 });
const twoDaysAgo: DateTime = currentTime.minus({ day: 2 });
const initialFundingIndex: string = '10000';
const vault1Equity: number = 159500;
const vault2Equity: number = 10000;

beforeAll(async () => {
await dbHelpers.migrate();
Expand Down Expand Up @@ -61,8 +66,33 @@ describe('vault-controller#V4', () => {
time: currentTime.toISO(),
blockHeight: currentBlockHeight,
}),
BlockTable.create({
...testConstants.defaultBlock,
time: latestTime.toISO(),
blockHeight: latestBlockHeight,
}),
]);
await SubaccountTable.create(testConstants.vaultSubaccount);
await Promise.all([
PerpetualPositionTable.create(
testConstants.defaultPerpetualPosition,
),
AssetPositionTable.upsert(testConstants.defaultAssetPosition),
AssetPositionTable.upsert({
...testConstants.defaultAssetPosition,
subaccountId: testConstants.vaultSubaccountId,
}),
FundingIndexUpdatesTable.create({
...testConstants.defaultFundingIndexUpdate,
fundingIndex: initialFundingIndex,
effectiveAtHeight: testConstants.createdHeight,
}),
FundingIndexUpdatesTable.create({
...testConstants.defaultFundingIndexUpdate,
eventId: testConstants.defaultTendermintEventId2,
effectiveAtHeight: twoDayBlockHeight,
}),
]);
});

afterEach(async () => {
Expand Down Expand Up @@ -93,17 +123,25 @@ describe('vault-controller#V4', () => {
expectedTicksIndex: number[],
) => {
const createdPnlTicks: PnlTicksFromDatabase[] = await createPnlTicks();
const finalTick: PnlTicksFromDatabase = {
...createdPnlTicks[expectedTicksIndex[expectedTicksIndex.length - 1]],
equity: Big(vault1Equity).toFixed(),
blockHeight: latestBlockHeight,
blockTime: latestTime.toISO(),
createdAt: latestTime.toISO(),
};
Comment on lines +126 to +132
Copy link
Contributor

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

🛠️ Refactor suggestion

Refactor repetitive finalTick object construction

The construction of finalTick objects is repeated across multiple test cases with similar logic. Consider refactoring this code into a helper function to reduce duplication and improve maintainability.

For example, you could create a helper function like:

function createFinalTick(
  baseTick: PnlTicksFromDatabase,
  equity: Big,
  blockHeight: string,
  blockTime: DateTime,
): PnlTicksFromDatabase {
  return {
    ...baseTick,
    equity: equity.toFixed(),
    blockHeight,
    blockTime: blockTime.toISO(),
    createdAt: blockTime.toISO(),
  };
}

Then use it in your tests to create finalTick instances:

const finalTick = createFinalTick(
  createdPnlTicks[expectedIndex],
  Big(vault1Equity),
  latestBlockHeight,
  latestTime,
);

This refactoring will make your tests cleaner and more maintainable.

Also applies to: 178-184, 223-229, 268-281


const response: request.Response = await sendRequest({
type: RequestMethod.GET,
path: `/v4/vault/v1/megavault/historicalPnl${queryParam}`,
});

expect(response.body.megavaultPnl).toHaveLength(expectedTicksIndex.length + 1);
expect(response.body.megavaultPnl).toEqual(
expect.arrayContaining(
expectedTicksIndex.map((index: number) => {
return expect.objectContaining(createdPnlTicks[index]);
}),
}).concat([finalTick]),
),
);
});
Expand All @@ -127,7 +165,6 @@ describe('vault-controller#V4', () => {
].join(',');

const createdPnlTicks: PnlTicksFromDatabase[] = await createPnlTicks();

const response: request.Response = await sendRequest({
type: RequestMethod.GET,
path: `/v4/vault/v1/megavault/historicalPnl${queryParam}`,
Expand All @@ -138,7 +175,15 @@ describe('vault-controller#V4', () => {
totalPnl: (parseFloat(testConstants.defaultPnlTick.totalPnl) * 2).toString(),
netTransfers: (parseFloat(testConstants.defaultPnlTick.netTransfers) * 2).toString(),
};
const finalTick: PnlTicksFromDatabase = {
...expectedPnlTickBase,
equity: Big(vault1Equity).add(vault2Equity).toFixed(),
blockHeight: latestBlockHeight,
blockTime: latestTime.toISO(),
createdAt: latestTime.toISO(),
};

expect(response.body.megavaultPnl).toHaveLength(expectedTicksIndex.length + 1);
expect(response.body.megavaultPnl).toEqual(
expect.arrayContaining(
expectedTicksIndex.map((index: number) => {
Expand All @@ -148,7 +193,7 @@ describe('vault-controller#V4', () => {
blockHeight: createdPnlTicks[index].blockHeight,
blockTime: createdPnlTicks[index].blockTime,
});
}),
}).concat([expect.objectContaining(finalTick)]),
),
);
});
Expand All @@ -175,20 +220,27 @@ describe('vault-controller#V4', () => {
expectedTicksIndex: number[],
) => {
const createdPnlTicks: PnlTicksFromDatabase[] = await createPnlTicks();
const finalTick: PnlTicksFromDatabase = {
...createdPnlTicks[expectedTicksIndex[expectedTicksIndex.length - 1]],
equity: Big(vault1Equity).toFixed(),
blockHeight: latestBlockHeight,
blockTime: latestTime.toISO(),
createdAt: latestTime.toISO(),
};

const response: request.Response = await sendRequest({
type: RequestMethod.GET,
path: `/v4/vault/v1/vaults/historicalPnl${queryParam}`,
});

expect(response.body.vaultsPnl).toHaveLength(1);

expect(response.body.vaultsPnl[0].historicalPnl).toHaveLength(expectedTicksIndex.length + 1);
expect(response.body.vaultsPnl[0]).toEqual({
ticker: testConstants.defaultPerpetualMarket.ticker,
historicalPnl: expect.arrayContaining(
expectedTicksIndex.map((index: number) => {
return expect.objectContaining(createdPnlTicks[index]);
}),
}).concat(finalTick),
),
});
});
Expand All @@ -213,6 +265,20 @@ describe('vault-controller#V4', () => {
].join(',');

const createdPnlTicks: PnlTicksFromDatabase[] = await createPnlTicks();
const finalTick1: PnlTicksFromDatabase = {
...createdPnlTicks[expectedTicksIndex1[expectedTicksIndex1.length - 1]],
equity: Big(vault1Equity).toFixed(),
blockHeight: latestBlockHeight,
blockTime: latestTime.toISO(),
createdAt: latestTime.toISO(),
};
const finalTick2: PnlTicksFromDatabase = {
...createdPnlTicks[expectedTicksIndex2[expectedTicksIndex2.length - 1]],
equity: Big(vault2Equity).toFixed(),
blockHeight: latestBlockHeight,
blockTime: latestTime.toISO(),
createdAt: latestTime.toISO(),
};

const response: request.Response = await sendRequest({
type: RequestMethod.GET,
Expand All @@ -223,14 +289,14 @@ describe('vault-controller#V4', () => {
ticker: testConstants.defaultPerpetualMarket.ticker,
historicalPnl: expectedTicksIndex1.map((index: number) => {
return createdPnlTicks[index];
}),
}).concat(finalTick1),
};

const expectedVaultPnl2: VaultHistoricalPnl = {
ticker: testConstants.defaultPerpetualMarket2.ticker,
historicalPnl: expectedTicksIndex2.map((index: number) => {
return createdPnlTicks[index];
}),
}).concat(finalTick2),
};

expect(response.body.vaultsPnl).toEqual(
Expand Down Expand Up @@ -260,23 +326,6 @@ describe('vault-controller#V4', () => {
});

it('Get /megavault/positions with 1 vault subaccount', async () => {
await Promise.all([
PerpetualPositionTable.create(
testConstants.defaultPerpetualPosition,
),
AssetPositionTable.upsert(testConstants.defaultAssetPosition),
FundingIndexUpdatesTable.create({
...testConstants.defaultFundingIndexUpdate,
fundingIndex: initialFundingIndex,
effectiveAtHeight: testConstants.createdHeight,
}),
FundingIndexUpdatesTable.create({
...testConstants.defaultFundingIndexUpdate,
eventId: testConstants.defaultTendermintEventId2,
effectiveAtHeight: twoDayBlockHeight,
}),
]);

const response: request.Response = await sendRequest({
type: RequestMethod.GET,
path: '/v4/vault/v1/megavault/positions',
Expand Down Expand Up @@ -334,27 +383,6 @@ describe('vault-controller#V4', () => {
testConstants.defaultPerpetualMarket2.clobPairId,
].join(',');

await Promise.all([
PerpetualPositionTable.create(
testConstants.defaultPerpetualPosition,
),
AssetPositionTable.upsert(testConstants.defaultAssetPosition),
AssetPositionTable.upsert({
...testConstants.defaultAssetPosition,
subaccountId: testConstants.vaultSubaccountId,
}),
FundingIndexUpdatesTable.create({
...testConstants.defaultFundingIndexUpdate,
fundingIndex: initialFundingIndex,
effectiveAtHeight: testConstants.createdHeight,
}),
FundingIndexUpdatesTable.create({
...testConstants.defaultFundingIndexUpdate,
eventId: testConstants.defaultTendermintEventId2,
effectiveAtHeight: twoDayBlockHeight,
}),
]);

const response: request.Response = await sendRequest({
type: RequestMethod.GET,
path: '/v4/vault/v1/megavault/positions',
Expand Down
Loading
Loading