update fcn naming

drift-labs · Nov 15, 2022 · a3d1684 · a3d1684
1 parent fec4426
commit a3d1684
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Showing 4 changed files with 96 additions and 64 deletions.
diff --git a/examples/view.py b/examples/view.py
@@ -31,17 +31,49 @@ async def main(
     chu = ClearingHouseUser(ch, authority=authority, subaccount_id=subaccount, use_cache=True)
     await chu.set_cache()
 
+    user = await chu.get_user()
+    print('subaccount name:', bytes(user.name))
+
+    from driftpy.constants.numeric_constants import QUOTE_PRECISION
+    spot_collateral = await chu.get_spot_market_asset_value(
+        None,
+        include_open_orders=True,
+    )
+    print('spot collat:', spot_collateral/QUOTE_PRECISION)
+
+    pnl = await chu.get_unrealized_pnl(False)
+    print('pnl:', pnl/QUOTE_PRECISION)
+
     total_collateral = await chu.get_total_collateral()
     print('total collateral:', total_collateral)
-    print('leverage:', await chu.get_leverage())
+
+    perp_liability = await chu.get_total_perp_positon(
+        None, 0, True
+    )
+    spot_liability = await chu.get_spot_market_liability(
+        None, None, 0, True
+    )
+    print(
+        'perp_liability', perp_liability, 
+        'spot_liability', spot_liability
+    )
+
+    total_liability = await chu.get_margin_requirement(None)
+    total_asset_value = await chu.get_total_collateral()
+    print(
+        'total_liab', total_liability, 
+        'total_asset', total_asset_value
+    )
+    print('leverage:', (await chu.get_leverage()) / 10_000)
+
 
     user = await chu.get_user()
     print('perp positions:')
     for position in user.perp_positions:
         if not is_available(position):
             print('>', position) 
 
-    print(time.time() - s)    
+    print('time taken:', time.time() - s)    
     print('done! :)')
 
 if __name__ == '__main__':

diff --git a/src/driftpy/clearing_house_user.py b/src/driftpy/clearing_house_user.py
@@ -387,7 +387,7 @@ async def get_unrealized_pnl(
             market = await self.get_perp_market(position.market_index)
 
             oracle_data = await self.get_perp_oracle_data(market)
-            position_unrealized_pnl = calculate_position_pnl(
+            position_unrealized_pnl = calculate_position_pnl_with_oracle(
                 market, position, oracle_data, with_funding
             )
 

diff --git a/src/driftpy/math/market.py b/src/driftpy/math/market.py
@@ -9,7 +9,7 @@
 import copy
 from solana.publickey import PublicKey
 import numpy as np
-from driftpy.math.positions import calculate_base_asset_value, calculate_position_pnl
+# from driftpy.math.positions import calculate_base_asset_value, calculate_position_pnl
 from driftpy.constants.numeric_constants import (
     AMM_RESERVE_PRECISION,
     AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO,

diff --git a/src/driftpy/math/positions.py b/src/driftpy/math/positions.py
@@ -61,7 +61,7 @@ def calculate_position_funding_pnl(market: PerpMarket, perp_position: PerpPositi
     return funding_rate_pnl
 
 
-def calculate_position_pnl(
+def calculate_position_pnl_with_oracle(
     market: PerpMarket,
     perp_position: PerpPosition,
     oracle_data,
@@ -103,83 +103,83 @@ def is_available(position: PerpPosition):
     )
 
 
-# def calculate_base_asset_value(market: PerpMarket, user_position: PerpPosition) -> int:
-#     if user_position.base_asset_amount == 0:
-#         return 0
+def calculate_base_asset_value(market: PerpMarket, user_position: PerpPosition) -> int:
+    if user_position.base_asset_amount == 0:
+        return 0
 
-#     direction_to_close = (
-#         PositionDirection.SHORT
-#         if user_position.base_asset_amount > 0
-#         else PositionDirection.LONG
-#     )
+    direction_to_close = (
+        PositionDirection.SHORT
+        if user_position.base_asset_amount > 0
+        else PositionDirection.LONG
+    )
 
-#     new_quote_asset_reserve, _ = calculate_amm_reserves_after_swap(
-#         market.amm,
-#         AssetType.BASE,
-#         abs(user_position.base_asset_amount),
-#         get_swap_direction(AssetType.BASE, direction_to_close),
-#     )
+    new_quote_asset_reserve, _ = calculate_amm_reserves_after_swap(
+        market.amm,
+        AssetType.BASE,
+        abs(user_position.base_asset_amount),
+        get_swap_direction(AssetType.BASE, direction_to_close),
+    )
 
-#     result = None
-#     if direction_to_close == PositionDirection.SHORT:
-#         result = (
-#             (market.amm.quote_asset_reserve - new_quote_asset_reserve)
-#             * market.amm.peg_multiplier
-#         ) / AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO
-#     else:
-#         # PositionDirection.LONG:
-#         result = (
-#             (
-#                 (new_quote_asset_reserve - market.amm.quote_asset_reserve)
-#                 * market.amm.peg_multiplier
-#             )
-#             / AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO
-#         ) + 1.0
+    result = None
+    if direction_to_close == PositionDirection.SHORT:
+        result = (
+            (market.amm.quote_asset_reserve - new_quote_asset_reserve)
+            * market.amm.peg_multiplier
+        ) / AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO
+    else:
+        # PositionDirection.LONG:
+        result = (
+            (
+                (new_quote_asset_reserve - market.amm.quote_asset_reserve)
+                * market.amm.peg_multiplier
+            )
+            / AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO
+        ) + 1.0
 
-#     return result
+    return result
 
 
-# def calculate_position_pnl(
-#     market: PerpMarket, market_position: PerpPosition, with_funding=False
-# ):
-#     pnl = 0.0
+def calculate_position_pnl(
+    market: PerpMarket, market_position: PerpPosition, with_funding=False
+):
+    pnl = 0.0
 
-#     if market_position.base_asset_amount == 0:
-#         return pnl
+    if market_position.base_asset_amount == 0:
+        return pnl
 
-#     base_asset_value = calculate_base_asset_value(market, market_position)
+    base_asset_value = calculate_base_asset_value(market, market_position)
 
-#     if market_position.base_asset_amount > 0:
-#         pnl = base_asset_value - market_position.quote_asset_amount
-#     else:
-#         pnl = market_position.quote_asset_amount - base_asset_value
+    if market_position.base_asset_amount > 0:
+        pnl = base_asset_value - market_position.quote_asset_amount
+    else:
+        pnl = market_position.quote_asset_amount - base_asset_value
 
-#     if with_funding:
-#         funding_rate_pnl = 0.0
-#         pnl += funding_rate_pnl / float(PRICE_TO_QUOTE_PRECISION_RATIO)
+    if with_funding:
+        funding_rate_pnl = 0.0
+        pnl += funding_rate_pnl / float(PRICE_TO_QUOTE_PRECISION_RATIO)
 
-#     return pnl
+    return pnl
 
 
-# def calculate_position_funding_pnl(market: PerpMarket, market_position: PerpPosition):
-#     funding_pnl = 0.0
+def calculate_position_funding_pnl(market: PerpMarket, market_position: PerpPosition):
+    funding_pnl = 0.0
 
-#     if market_position.base_asset_amount == 0:
-#         return funding_pnl
+    if market_position.base_asset_amount == 0:
+        return funding_pnl
 
-#     amm_cum_funding_rate = (
-#         market.amm.cumulative_funding_rate_long
-#         if market_position.base_asset_amount > 0
-#         else market.amm.cumulative_funding_rate_short
-#     )
+    amm_cum_funding_rate = (
+        market.amm.cumulative_funding_rate_long
+        if market_position.base_asset_amount > 0
+        else market.amm.cumulative_funding_rate_short
+    )
 
-#     funding_pnl = (
-#         market_position.last_cumulative_funding_rate - amm_cum_funding_rate
-#     ) * market_position.base_asset_amount
+    funding_pnl = (
+        market_position.last_cumulative_funding_rate - amm_cum_funding_rate
+    ) * market_position.base_asset_amount
 
-#     funding_pnl /= float(AMM_RESERVE_PRECISION * FUNDING_RATE_BUFFER)
+    funding_pnl /= float(AMM_RESERVE_PRECISION * FUNDING_RATE_BUFFER)
 
-#     return funding_pnl
+    return funding_pnl
 
 
 def calculate_entry_price(market_position: PerpPosition):