Merge pull request #82 from laminar-protocol/update-subgraph

Update subgraph for latest version

Author: gorgos

artifacts/kovan/deployment.json

@@ -1,19 +1,19 @@
 {
   "baseToken": "0xbF7A7169562078c96f0eC1A8aFD6aE50f12e5A99",
   "cToken": "0x0A1e4D0B5c71B955c0a5993023fc48bA6E380496",
-  "moneyMarket": "0x4BAB551e94185fFB0A2C2539A1B3829e5A63E9ed",
-  "iToken": "0xf7D9c2F13db627cF292Dc01CFa4bD6A2D850cc62",
-  "oracle": "0x89F2e7a3726e1dBe7d12f386b13435A596A5Bec3",
-  "syntheticProtocol": "0x87078D357C8EedA62a8C142c81129010CA99FFbD",
-  "fEUR": "0x462201831F3E843608C3cB2cC7CF2cCdA01D7271",
-  "fJPY": "0xdE6C9Ee4F1592EE5164B9eeA3543754c4B51a91A",
-  "fXAU": "0x1a5d99cd0643D83a403913c8471Ca2757bcfcb40",
-  "fAAPL": "0xD827a54aCd970867Cab145ACF163Dce1c0Af5003",
-  "marginProtocol": "0xB3b9702C4844EaF2A7934970Ec90f1e97f325C7e",
-  "marginProtocolSafety": "0x557ab86BA06a67146E4C925DAaB52bD4A72550b2",
-  "marginPoolRegistry": "0x55cc881358AeA2Bd6a1Fa9B511b36951262eBfad",
-  "marginPool": "0xAAe87632fAE233Cba4e2175c15717924b88BEE8D",
-  "marginPool2": "0x08Bf04b6c0BaefEEeD1569Fdb7719b1fc5e9E0B1",
-  "syntheticPool": "0xb587B74502104cf1002d1F9cF4f7D7662E45A63D",
-  "syntheticPool2": "0x31e2d63BDbB1822422821b90C29c8716b1707246"
+  "moneyMarket": "0x35288f341bf85BA2E06bc46C4Ce3d458AD5C01ed",
+  "iToken": "0xdc779681bf0378f3c18fbBB2b0cd9F20571D95b1",
+  "oracle": "0xdf704B17aCc69B7E8422Ae3E4c99541a3A463e83",
+  "syntheticProtocol": "0x404462596052F74c682556b091B68df3F28e6d02",
+  "fEUR": "0xaD94B24bB61b03517EB166E64293301232113873",
+  "fJPY": "0x02958a524B2ffF8320Bfa0bA0d5368FBdd4C9e78",
+  "fXAU": "0xc58B8c214527143c681E4f52045c44C1bfbB866c",
+  "fAAPL": "0xa5711d6aB4Dd814Fa88513ef2198bB622Ab66178",
+  "marginProtocol": "0xedeB2c3332C88F582afd4c713306f46402eE293b",
+  "marginProtocolSafety": "0x6ac71C8FCa1501a3B86D97c87416D829fB84124a",
+  "marginPoolRegistry": "0x687476A8BA21317E9aD1058878D1b2AB6d01Fe42",
+  "marginPool": "0x4f3C118536090a88D7C046c1e9bACf129C9eBdF0",
+  "marginPool2": "0xa89925B31ED8259171c961633178cd0C0DfBa1fC",
+  "syntheticPool": "0x96a47968338458bd31Bdf7c33c627262B1597313",
+  "syntheticPool2": "0x99237c8054C8d3ffE99b59d701C01598C975f07C"
 }

contracts/impls/margin/MarginFlowProtocol.sol

@@ -59,16 +59,17 @@ contract MarginFlowProtocol is FlowProtocolBase {
      * @param baseToken The base token
      * @param quoteToken The quote token
      * @param leverage The leverage, e.g., 20x
-     * @param amount The quoteToken amount to open position
+     * @param leveragedDebitsInUsd The base token amount to open position
      * @param price The max/min price for opening, 0 means accept all.
      */
     event PositionOpened(
+        uint256 positionId,
         address indexed sender,
         address indexed liquidityPool,
         address indexed baseToken,
         address quoteToken,
         int256 leverage,
-        uint256 amount,
+        int256 leveragedDebitsInUsd,
         uint256 price
     );
 
@@ -78,15 +79,17 @@ contract MarginFlowProtocol is FlowProtocolBase {
      * @param liquidityPool The MarginLiquidityPool
      * @param baseToken The base token
      * @param quoteToken The quote token
+     * @param realizedPl The realized profit or loss after closing
      * @param positionId The position id
      * @param price The max/min price for closing, 0 means accept all.
      */
     event PositionClosed(
+        uint256 positionId,
         address indexed sender,
         address indexed liquidityPool,
         address indexed baseToken,
         address quoteToken,
-        uint256 positionId,
+        int256 realizedPl,
         uint256 price
     );
 
@@ -314,16 +317,6 @@ contract MarginFlowProtocol is FlowProtocolBase {
             _leveragedHeld,
             debitsPrice
         );
-
-        emit PositionOpened(
-            msg.sender,
-            address(_pool),
-            _base,
-            _quote,
-            _leverage,
-            _leveragedHeld,
-            debitsPrice.value
-        );
     }
 
     /**
@@ -368,11 +361,12 @@ contract MarginFlowProtocol is FlowProtocolBase {
         _removePositionFromLists(position);
 
         emit PositionClosed(
+            _positionId,
             msg.sender,
             address(position.pool),
             address(position.pair.base),
             address(position.pair.quote),
-            _positionId,
+            balanceDelta,
             marketPrice.value
         );
     }
@@ -612,6 +606,17 @@ contract MarginFlowProtocol is FlowProtocolBase {
         positionsById[positionId] = position;
         positionsByPoolAndTrader[_pool][msg.sender].push(position);
         positionsByPool[_pool].push(position);
+
+        emit PositionOpened(
+            positionId,
+            msg.sender,
+            address(_pool),
+            _pair.base,
+            _pair.quote,
+            _leverage,
+            int256(leveragedHeldInUsd).mul(debitSignum),
+            _debitsPrice.value
+        );
     }
 
     function _removePositionFromLists(Position memory _position) internal {

contracts/impls/margin/MarginFlowProtocolSafety.sol

@@ -180,7 +180,7 @@ contract MarginFlowProtocolSafety is Initializable, UpgradeOwnable, UpgradeReent
         (
             Percentage.Percent memory enp,
             Percentage.Percent memory ell
-        ) = _getEnpAndEll(_pool);
+        ) = getEnpAndEll(_pool);
         bool isSafe = enp.value > liquidityPoolENPMarginThreshold &&
             ell.value > liquidityPoolELLMarginThreshold;
 
@@ -197,7 +197,7 @@ contract MarginFlowProtocolSafety is Initializable, UpgradeOwnable, UpgradeReent
         address _trader
     ) external nonReentrant poolIsVerified(_pool) {
         require(!marginProtocol.traderIsMarginCalled(_pool, _trader), "TM1");
-        require(!_isTraderSafe(_pool, _trader), "TM2");
+        require(!isTraderSafe(_pool, _trader), "TM2");
 
         marginProtocol.setTraderIsMarginCalled(_pool, _trader, true);
         marginProtocol.moneyMarket().baseToken().safeTransfer(
@@ -219,7 +219,7 @@ contract MarginFlowProtocolSafety is Initializable, UpgradeOwnable, UpgradeReent
         poolIsVerified(_pool)
     {
         require(marginProtocol.traderIsMarginCalled(_pool, _trader), "TS1");
-        require(_isTraderSafe(_pool, _trader), "TS2");
+        require(isTraderSafe(_pool, _trader), "TS2");
 
         marginProtocol.setTraderIsMarginCalled(_pool, _trader, false);
         marginProtocol.moneyMarket().baseToken().safeTransferFrom(
@@ -285,7 +285,7 @@ contract MarginFlowProtocolSafety is Initializable, UpgradeOwnable, UpgradeReent
         MarginLiquidityPoolInterface _pool,
         address _trader
     ) external nonReentrant poolIsVerified(_pool) {
-        Percentage.SignedPercent memory marginLevel = _getMarginLevel(
+        Percentage.SignedPercent memory marginLevel = getMarginLevel(
             _pool,
             _trader
         );
@@ -330,7 +330,7 @@ contract MarginFlowProtocolSafety is Initializable, UpgradeOwnable, UpgradeReent
         (
             Percentage.Percent memory enp,
             Percentage.Percent memory ell
-        ) = _getEnpAndEll(_pool);
+        ) = getEnpAndEll(_pool);
         require(
             enp.value <= liquidityPoolENPLiquidateThreshold ||
                 ell.value <= liquidityPoolELLLiquidateThreshold,
@@ -379,11 +379,8 @@ contract MarginFlowProtocolSafety is Initializable, UpgradeOwnable, UpgradeReent
     // Ensure a trader is safe, based on equity delta, opened positions or plus a new one to open.
     //
     // Return true if ensured safe or false if not.
-    function _isTraderSafe(MarginLiquidityPoolInterface _pool, address _trader)
-        internal
-        returns (bool)
-    {
-        Percentage.SignedPercent memory marginLevel = _getMarginLevel(
+    function isTraderSafe(MarginLiquidityPoolInterface _pool, address _trader) public returns (bool) {
+        Percentage.SignedPercent memory marginLevel = getMarginLevel(
             _pool,
             _trader
         );
@@ -394,12 +391,9 @@ contract MarginFlowProtocolSafety is Initializable, UpgradeOwnable, UpgradeReent
     }
 
     // Margin level of a given user.
-    function _getMarginLevel(
-        MarginLiquidityPoolInterface _pool,
-        address _trader
-    ) internal returns (Percentage.SignedPercent memory) {
+    function getMarginLevel(MarginLiquidityPoolInterface _pool, address _trader) public returns (Percentage.SignedPercent memory) {
         int256 equity = marginProtocol.getEquityOfTrader(_pool, _trader);
-        uint256 leveragedDebitsInUsd = _getLeveragedDebitsOfTrader(
+        uint256 leveragedDebitsInUsd = getLeveragedDebitsOfTrader(
             _pool,
             _trader
         );
@@ -419,11 +413,8 @@ contract MarginFlowProtocolSafety is Initializable, UpgradeOwnable, UpgradeReent
     //
     // ENP - Equity to Net Position ratio of a liquidity pool.
     // ELL - Equity to Longest Leg ratio of a liquidity pool.
-    function _getEnpAndEll(MarginLiquidityPoolInterface _pool)
-        internal
-        returns (Percentage.Percent memory, Percentage.Percent memory)
-    {
-        int256 equity = _getEquityOfPool(_pool);
+    function getEnpAndEll(MarginLiquidityPoolInterface _pool) public returns (Percentage.Percent memory, Percentage.Percent memory) {
+        int256 equity = getEquityOfPool(_pool);
 
         if (equity < 0) {
             return (Percentage.Percent(0), Percentage.Percent(0));
@@ -465,53 +456,7 @@ contract MarginFlowProtocolSafety is Initializable, UpgradeOwnable, UpgradeReent
         return (enp, ell);
     }
 
-    // Force closure position to liquidate liquidity pool based on opened positions.
-    function _liquidityPoolClosePosition(
-        MarginLiquidityPoolInterface _pool,
-        uint256 _id,
-        MarginFlowProtocol.TradingPair memory _pair,
-        int256 _leverage,
-        int256 _leveragedHeld
-    ) internal returns (uint256) {
-        Percentage.Percent memory price = marginProtocol.getPrice(
-            _pair.base,
-            _pair.quote
-        );
-        uint256 spread = _leverage > 0
-            ? marginProtocol.getBidSpread(
-                _pool,
-                address(_pair.base),
-                address(_pair.quote)
-            )
-            : marginProtocol.getAskSpread(
-                _pool,
-                address(_pair.base),
-                address(_pair.quote)
-            );
-
-        uint256 leveragedHeldAbs = _leveragedHeld >= 0
-            ? uint256(_leveragedHeld)
-            : uint256(-_leveragedHeld);
-        uint256 spreadProfit = leveragedHeldAbs.mul(spread.mulPercent(price));
-        uint256 spreadProfitInUsd = uint256(
-            marginProtocol.getUsdValue(_pair.base, int256(spreadProfit))
-        );
-
-        uint256 penalty = spreadProfitInUsd;
-        uint256 subAmount = spreadProfitInUsd.add(penalty);
-
-        marginProtocol.closePosition(_id, 0);
-
-        uint256 realized = Math.min(_pool.getLiquidity(), subAmount);
-        _pool.withdrawLiquidity(realized);
-
-        return realized;
-    }
-
-    function _getLeveragedDebitsOfTrader(
-        MarginLiquidityPoolInterface _pool,
-        address _trader
-    ) internal view returns (uint256) {
+    function getLeveragedDebitsOfTrader(MarginLiquidityPoolInterface _pool, address _trader) public view returns (uint256) {
         uint256 accumulatedLeveragedDebits = uint256(0);
         uint256 positionsLength = marginProtocol
             .getPositionsByPoolAndTraderLength(_pool, _trader);
@@ -531,10 +476,7 @@ contract MarginFlowProtocolSafety is Initializable, UpgradeOwnable, UpgradeReent
     }
 
     // equityOfPool = liquidity - (allUnrealizedPl + allAccumulatedSwapRate)
-    function _getEquityOfPool(MarginLiquidityPoolInterface _pool)
-        internal
-        returns (int256)
-    {
+    function getEquityOfPool(MarginLiquidityPoolInterface _pool) public returns (int256) {
         uint256 liquidity = marginProtocol.moneyMarket().convertAmountToBase(
             marginProtocol.moneyMarket().iToken().balanceOf(address(_pool))
         );
@@ -563,4 +505,47 @@ contract MarginFlowProtocolSafety is Initializable, UpgradeOwnable, UpgradeReent
 
         return int256(liquidity).sub(unrealizedPlAndRate);
     }
+
+    // Force closure position to liquidate liquidity pool based on opened positions.
+    function _liquidityPoolClosePosition(
+        MarginLiquidityPoolInterface _pool,
+        uint256 _id,
+        MarginFlowProtocol.TradingPair memory _pair,
+        int256 _leverage,
+        int256 _leveragedHeld
+    ) internal returns (uint256) {
+        Percentage.Percent memory price = marginProtocol.getPrice(
+            _pair.base,
+            _pair.quote
+        );
+        uint256 spread = _leverage > 0
+            ? marginProtocol.getBidSpread(
+                _pool,
+                address(_pair.base),
+                address(_pair.quote)
+            )
+            : marginProtocol.getAskSpread(
+                _pool,
+                address(_pair.base),
+                address(_pair.quote)
+            );
+
+        uint256 leveragedHeldAbs = _leveragedHeld >= 0
+            ? uint256(_leveragedHeld)
+            : uint256(-_leveragedHeld);
+        uint256 spreadProfit = leveragedHeldAbs.mul(spread.mulPercent(price));
+        uint256 spreadProfitInUsd = uint256(
+            marginProtocol.getUsdValue(_pair.base, int256(spreadProfit))
+        );
+
+        uint256 penalty = spreadProfitInUsd;
+        uint256 subAmount = spreadProfitInUsd.add(penalty);
+
+        marginProtocol.closePosition(_id, 0);
+
+        uint256 realized = Math.min(_pool.getLiquidity(), subAmount);
+        _pool.withdrawLiquidity(realized);
+
+        return realized;
+    }
 }

contracts/mocks/margin/TestMarginFlowProtocolSafety.sol

@@ -204,6 +204,9 @@ module.exports = (artifacts: Truffle.Artifacts, web3: Web3) => {
     await oracle.addPriceFeeder(priceFeeder);
     await oracle.addPriceFeeder('0x481c00e62cC701925a676BC713E0E71C692aC46d'); // kovan oracle server
     await oracle.setExpireIn(172800); // 2 days for now
+    await oracle.feedPrice(baseToken.address, web3.utils.toWei('1'), {
+      from: priceFeeder,
+    });
     await oracle.feedPrice(fEUR.address, web3.utils.toWei('1.2'), {
       from: priceFeeder,
     });