keeper

func (Keeper) AddPremiumSamples ¶

func (k Keeper) AddPremiumSamples(
	ctx sdk.Context,
	newSamples []types.FundingPremium,
) error

AddPremiumSamples adds a list of new premium samples to state.

func (Keeper) AddPremiumVotes ¶

func (k Keeper) AddPremiumVotes(
	ctx sdk.Context,
	newVotes []types.FundingPremium,
) error

AddPremiumVotes adds a list of new premium votes to state.

func (Keeper) AllPerpetuals ¶

func (k Keeper) AllPerpetuals(
	c context.Context,
	req *types.QueryAllPerpetualsRequest,
) (*types.QueryAllPerpetualsResponse, error)

func (Keeper) CreatePerpetual ¶

func (k Keeper) CreatePerpetual(
	ctx sdk.Context,
	id uint32,
	ticker string,
	marketId uint32,
	atomicResolution int32,
	defaultFundingPpm int32,
	liquidityTier uint32,
) (types.Perpetual, error)

CreatePerpetual creates a new perpetual in the store. Returns an error if any of the perpetual fields fail validation, or if the `marketId` does not exist.

func (Keeper) GetAddPremiumVotes ¶

func (k Keeper) GetAddPremiumVotes(
	ctx sdk.Context,
) (
	msgAddPremiumVotes *types.MsgAddPremiumVotes,
)

GetAddPremiumVotes returns the newest premiums for all perpetuals, if the current block is the start of a new funding-sample epoch. Otherwise, does nothing and returns an empty message. Does not make any changes to state.

func (Keeper) GetAllLiquidityTiers ¶

func (k Keeper) GetAllLiquidityTiers(ctx sdk.Context) (list []types.LiquidityTier)

`GetAllLiquidityTiers` returns all liquidity tiers, sorted by id.

func (Keeper) GetAllPerpetuals ¶

func (k Keeper) GetAllPerpetuals(ctx sdk.Context) (list []types.Perpetual)

GetAllPerpetuals returns all perpetuals, sorted by perpetual Id.

func (Keeper) GetIndexerEventManager ¶

func (k Keeper) GetIndexerEventManager() indexer_manager.IndexerEventManager

func (Keeper) GetLiquidityTier ¶

func (k Keeper) GetLiquidityTier(ctx sdk.Context, id uint32) (
	liquidityTier types.LiquidityTier,
	err error,
)

`GetLiquidityTier` gets a liquidity tier given its id.

func (Keeper) GetMarginRequirements ¶

func (k Keeper) GetMarginRequirements(
	ctx sdk.Context,
	id uint32,
	bigQuantums *big.Int,
) (
	bigInitialMarginQuoteQuantums *big.Int,
	bigMaintenanceMarginQuoteQuantums *big.Int,
	err error,
)

GetMarginRequirements returns initial and maintenance margin requirements in quote quantums, given the position size in base quantums.

Margin requirements are a function of the absolute value of the open notional of the position as well as the parameters of the relevant `LiquidityTier` of the perpetual. Initial margin requirement is determined by multiplying `InitialMarginPpm` by `marginAdjustmentPpm`, then limited to a maximum of 100%. `marginAdjustmentPpm“ is given by the equation `sqrt(notionalValue / liquidityTier.BasePositionNotional)` limited to a minimum of 100%. `notionalValue` is determined by multiplying the size of the position by the oracle price of the position. Maintenance margin requirement is then simply a fraction (`maintenanceFractionPpm`) of initial margin requirement.

Returns an error if a perpetual with `id`, `perpetual.Params.MarketId`, or `perpetual.Params.LiquidityTier` does not exist.

Note that this function is getting called very frequently; metrics in this function should be sampled to reduce CPU time.

func (Keeper) GetNetCollateral ¶

func (k Keeper) GetNetCollateral(
	ctx sdk.Context,
	id uint32,
	bigQuantums *big.Int,
) (
	bigNetCollateralQuoteQuantums *big.Int,
	err error,
)

GetNetCollateral returns the net collateral in quote quantums. The net collateral is equal to the net open notional, which can be represented by the following equation: `quantums / 10^baseAtomicResolution * marketPrice * 10^marketExponent * 10^quoteAtomicResolution`. Note that longs are positive, and shorts are negative. Returns an error if a perpetual with `id` does not exist or if the `perpetual.Params.MarketId` does not exist.

func (Keeper) GetNetNotional ¶

func (k Keeper) GetNetNotional(
	ctx sdk.Context,
	id uint32,
	bigQuantums *big.Int,
) (
	bigNetNotionalQuoteQuantums *big.Int,
	err error,
)

GetNetNotional returns the net notional in quote quantums, which can be represented by the following equation: `quantums / 10^baseAtomicResolution * marketPrice * 10^marketExponent * 10^quoteAtomicResolution`. Note that longs are positive, and shorts are negative. Returns an error if a perpetual with `id` does not exist or if the `perpetual.Params.MarketId` does not exist.

Note that this function is getting called very frequently; metrics in this function should be sampled to reduce CPU time.

func (Keeper) GetNotionalInBaseQuantums ¶

func (k Keeper) GetNotionalInBaseQuantums(
	ctx sdk.Context,
	id uint32,
	bigQuoteQuantums *big.Int,
) (
	bigBaseQuantums *big.Int,
	err error,
)

GetNotionalInBaseQuantums returns the net notional in base quantums, which can be represented by the following equation: `quoteQuantums * 10^baseAtomicResolution / (marketPrice * 10^marketExponent * 10^quoteAtomicResolution)`. Note that longs are positive, and shorts are negative. Returns an error if a perpetual with `id` does not exist or if the `perpetual.Params.MarketId` does not exist.

func (Keeper) GetParams ¶

func (k Keeper) GetParams(
	ctx sdk.Context,
) (params types.Params)

=== PARAMETERS FUNCTIONS ===

`GetParams` returns perpetuals module parameters as a `Params` object from store.

func (Keeper) GetPerpetual ¶

func (k Keeper) GetPerpetual(
	ctx sdk.Context,
	id uint32,
) (val types.Perpetual, err error)

GetPerpetual returns a perpetual from its id.

func (Keeper) GetPerpetualAndMarketPrice ¶

func (k Keeper) GetPerpetualAndMarketPrice(
	ctx sdk.Context,
	perpetualId uint32,
) (types.Perpetual, pricestypes.MarketPrice, error)

GetPerpetualAndMarketPrice retrieves a Perpetual by its id and its corresponding MarketPrice.

Note that this function is getting called very frequently; metrics in this function should be sampled to reduce CPU time.

func (Keeper) GetPremiumSamples ¶

func (k Keeper) GetPremiumSamples(ctx sdk.Context) (
	premiumStore types.PremiumStore,
)

GetPremiumSamples reads premium samples from the current `funding-tick` epoch, stored in a `PremiumStore` struct.

func (Keeper) GetPremiumVotes ¶

func (k Keeper) GetPremiumVotes(ctx sdk.Context) (
	premiumStore types.PremiumStore,
)

GetPremiumVotes premium sample votes from the current `funding-sample` epoch, stored in a `PremiumStore` struct.

func (Keeper) GetRemoveSampleTailsFunc ¶

func (k Keeper) GetRemoveSampleTailsFunc(
	ctx sdk.Context,
	tailRemovalRatePpm uint32,
) func(input []int32) (output []int32)

GetRemoveSampleTailsFunc returns a function that sorts the input samples (in place) and returns the sub-slice from the original slice, which removes `tailRemovalRatePpm` from top and bottom from the samples. Note the returned sub-slice is not a copy but references a sub-sequence of the original slice.

func (Keeper) GetSettlementPpm ¶ added in v0.3.0

func (k Keeper) GetSettlementPpm(
	ctx sdk.Context,
	perpetualId uint32,
	quantums *big.Int,
	index *big.Int,
) (
	bigNetSettlementPpm *big.Int,
	newFundingIndex *big.Int,
	err error,
)

GetSettlementPpm returns the net settlement amount ppm (in quote quantums) given the perpetual Id and position size (in base quantums). When handling rounding, always round positive settlement amount to zero, and negative amount to negative infinity. This ensures total amount of value does not increase after settlement. Example: For a round of funding payments, accounts A, B are to receive 102.5 quote quantums; account C is to pay 205 quote quantums. After settlement, accounts A, B are credited 102 quote quantum each; account C is debited 205 quote quantums.

func (Keeper) HasAuthority ¶ added in v0.3.0

func (k Keeper) HasAuthority(authority string) bool

func (Keeper) HasLiquidityTier ¶ added in v0.3.0

func (k Keeper) HasLiquidityTier(
	ctx sdk.Context,
	id uint32,
) (found bool)

HasLiquidityTier checks if a liquidity tier exists in the store.

func (Keeper) HasPerpetual ¶

func (k Keeper) HasPerpetual(
	ctx sdk.Context,
	id uint32,
) (found bool)

HasPerpetual checks if a perpetual exists in the store.

func (Keeper) InitializeForGenesis ¶

func (k Keeper) InitializeForGenesis(ctx sdk.Context)

func (Keeper) IsPositionUpdatable ¶ added in v0.3.0

func (k Keeper) IsPositionUpdatable(
	ctx sdk.Context,
	perpetualId uint32,
) (
	updatable bool,
	err error,
)

IsPositionUpdatable returns whether position of a perptual is updatable. A perpetual is not updatable if it satisfies:

• Perpetual has zero oracle price. Since new oracle prices are created at zero by default and valid oracle priceupdates are non-zero, this indicates the absence of a valid oracle price update.

func (Keeper) Logger ¶

func (k Keeper) Logger(ctx sdk.Context) log.Logger

func (Keeper) MaybeProcessNewFundingSampleEpoch ¶

func (k Keeper) MaybeProcessNewFundingSampleEpoch(
	ctx sdk.Context,
)

MaybeProcessNewFundingSampleEpoch summarizes premium votes stored in application states into new funding samples, if the current block is the start of a new `funding-sample` epoch. Otherwise, does nothing.

func (Keeper) MaybeProcessNewFundingTickEpoch ¶

func (k Keeper) MaybeProcessNewFundingTickEpoch(ctx sdk.Context)

MaybeProcessNewFundingTickEpoch processes funding ticks if the current block is the start of a new funding-tick epoch. Otherwise, do nothing.

func (Keeper) ModifyFundingIndex ¶

func (k Keeper) ModifyFundingIndex(
	ctx sdk.Context,
	perpetualId uint32,
	bigFundingIndexDelta *big.Int,
) (
	err error,
)

func (Keeper) ModifyPerpetual ¶

func (k Keeper) ModifyPerpetual(
	ctx sdk.Context,
	id uint32,
	ticker string,
	marketId uint32,
	defaultFundingPpm int32,
	liquidityTier uint32,
) (types.Perpetual, error)

func (Keeper) Params ¶ added in v1.0.1

func (k Keeper) Params(
	c context.Context,
	req *types.QueryParamsRequest,
) (*types.QueryParamsResponse, error)

func (Keeper) PerformStatefulPremiumVotesValidation ¶

func (k Keeper) PerformStatefulPremiumVotesValidation(
	ctx sdk.Context,
	msg *types.MsgAddPremiumVotes,
) (
	err error,
)

PerformStatefulPremiumVotesValidation performs stateful validation on `MsgAddPremiumVotes`. For each vote, it checks that: - The perpetual Id is valid. - The premium vote value is correctly clamped. This function throws an error if the associated clob pair cannot be found or is not active.

func (Keeper) Perpetual ¶

func (k Keeper) Perpetual(c context.Context, req *types.QueryPerpetualRequest) (*types.QueryPerpetualResponse, error)

func (Keeper) PremiumSamples ¶ added in v1.0.1

func (k Keeper) PremiumSamples(
	c context.Context,
	req *types.QueryPremiumSamplesRequest,
) (*types.QueryPremiumSamplesResponse, error)

func (Keeper) PremiumVotes ¶ added in v1.0.1

func (k Keeper) PremiumVotes(
	c context.Context,
	req *types.QueryPremiumVotesRequest,
) (*types.QueryPremiumVotesResponse, error)

func (*Keeper) SetClobKeeper ¶

func (k *Keeper) SetClobKeeper(getter types.PerpetualsClobKeeper)

SetClobKeeper sets the `PerpetualsClobKeeper` reference, which is a Clob Keeper, for this Perpetuals Keeper. This method is called after the Perpetuals Keeper struct is initialized. This reference is set with an explicit method call rather than during `NewKeeper` due to the bidirectional dependency between the Perpetuals Keeper and the Clob Keeper.

func (Keeper) SetEmptyPremiumSamples ¶

func (k Keeper) SetEmptyPremiumSamples(
	ctx sdk.Context,
)

SetEmptyPremiumSamples initializes empty premium samples for all perpetuals

func (Keeper) SetEmptyPremiumVotes ¶

func (k Keeper) SetEmptyPremiumVotes(
	ctx sdk.Context,
)

SetEmptyPremiumSamples initializes empty premium sample votes for all perpetuals

func (Keeper) SetLiquidityTier ¶ added in v0.3.0

func (k Keeper) SetLiquidityTier(
	ctx sdk.Context,
	id uint32,
	name string,
	initialMarginPpm uint32,
	maintenanceFractionPpm uint32,
	basePositionNotional uint64,
	impactNotional uint64,
) (
	liquidityTier types.LiquidityTier,
	err error,
)

`SetLiquidityTier` sets a liquidity tier in the store (i.e. updates if `id` exists and creates otherwise). Returns an error if any of its fields fails validation.

func (Keeper) SetParams ¶ added in v0.3.0

func (k Keeper) SetParams(ctx sdk.Context, params types.Params) error

`SetParams` sets perpetuals module parameters in store.

func (Keeper) SetPremiumSamples ¶

func (k Keeper) SetPremiumSamples(
	ctx sdk.Context,
	premiumStore types.PremiumStore,
)

func (Keeper) SetPremiumVotes ¶

func (k Keeper) SetPremiumVotes(
	ctx sdk.Context,
	premiumStore types.PremiumStore,
)