refactor: calculations

calc/account_fields.go

@@ -14,6 +14,33 @@ type TokenDetailsForCalcI interface {
 	GetLiqThreshold(ts uint64, cm, token string) *big.Int
 }
 
+type DebtDetails struct {
+	total          *big.Int
+	interest       *big.Int
+	borrowedAmount *big.Int
+}
+
+func NewDebtDetails(total, interest, borrowedAmount *big.Int) *DebtDetails {
+	return &DebtDetails{
+		total:          total,
+		interest:       interest,
+		borrowedAmount: borrowedAmount,
+	}
+}
+
+func (d DebtDetails) Total() *big.Int {
+	return d.total
+}
+func (d DebtDetails) Interest() *big.Int {
+	return d.interest
+}
+func (d DebtDetails) BorrowedAmount() *big.Int {
+	return d.borrowedAmount
+}
+func (d DebtDetails) BorrowedAmountWithInterest() *big.Int {
+	return new(big.Int).Add(d.borrowedAmount, d.interest)
+}
+
 type AccountForCalcI interface {
 	GetCM() string
 	GetBalances() core.DBBalanceFormat
@@ -30,7 +57,7 @@ type Calculator struct {
 func (c Calculator) CalcAccountFields(ts uint64, blockNum int64,
 	poolDetails PoolForCalcI,
 	account AccountForCalcI, feeInterest uint16,
-) (calHF, calBorrowWithInterestAndFees, calTotalValue, calThresholdValue, calBorrowWithInterest *big.Int) {
+) (calHF, calTotalValue, calThresholdValue *big.Int, debtDetails *DebtDetails) {
 	version := account.GetVersion()
 	if version.Eq(300) {
 		return c.CalcAccountFieldsv3(ts, blockNum, poolDetails, account, feeInterest)
@@ -53,9 +80,14 @@ func (c Calculator) CalcAccountFields(ts uint64, blockNum int64,
 		}
 	}
 
-	calBorrowWithInterest = new(big.Int).Quo(
+	calBorrowWithInterest := new(big.Int).Quo(
 		new(big.Int).Mul(poolDetails.GetCumIndexNow(), account.GetBorrowedAmount()),
 		account.GetCumulativeIndex())
+	debtDetails = &DebtDetails{
+		borrowedAmount: account.GetBorrowedAmount(),
+		total:          calBorrowWithInterest,
+		interest:       new(big.Int).Sub(calBorrowWithInterest, account.GetBorrowedAmount()),
+	}
 	//
 	calTotalValue = c.convertFromUSD(calTotalValueInUSD, underlyingToken, version, blockNum)
 	calThresholdValue = utils.GetInt64(
@@ -69,18 +101,15 @@ func (c Calculator) CalcAccountFields(ts uint64, blockNum int64,
 	if version.Eq(1) {
 		calHF = new(big.Int).Quo(
 			utils.GetInt64(calThresholdValue, -4),
-			calBorrowWithInterest,
+			debtDetails.Total(),
 		)
-		// set calBorrowWithInterestAndFees
-		calBorrowWithInterestAndFees = calBorrowWithInterest
 	} else if version.Eq(2) {
 		//https://github.com/Gearbox-protocol/core-v2/blob/da38b329f0c59e4a3dcedc993192bbc849d981f5/contracts/credit/CreditFacade.sol#L1206
-		interest := new(big.Int).Sub(calBorrowWithInterest, account.GetBorrowedAmount())
-		fees := utils.PercentMul(interest, big.NewInt(int64(feeInterest)))
-		calBorrowWithInterestAndFees = new(big.Int).Add(calBorrowWithInterest, fees)
+		fees := utils.PercentMul(debtDetails.Interest(), big.NewInt(int64(feeInterest)))
+		debtDetails.total = new(big.Int).Add(debtDetails.total, fees)
 		calHF = new(big.Int).Quo(
 			utils.GetInt64(calThresholdValue, -4),
-			calBorrowWithInterestAndFees,
+			debtDetails.Total(),
 		)
 	}
 	return

calc/account_fields_test.go

@@ -100,7 +100,7 @@ func TestCalcFields(t *testing.T) {
 	utils.ReadJsonAndSetInterface("../inputs/calc_account_fields.json", &input)
 	// //
 
-	calHF, calDebt, calTotalValue, calThresholdValue, _ := Calculator{Store: input.store}.CalcAccountFields(
+	calHF, calTotalValue, calThresholdValue, calDebtDetails := Calculator{Store: input.store}.CalcAccountFields(
 		0,
 		0,
 		input.PoolDetails,
@@ -110,8 +110,8 @@ func TestCalcFields(t *testing.T) {
 	if calHF.Cmp(utils.StringToInt("13225")) != 0 {
 		t.Fatalf("calculated HF(%d) is wrong", calHF)
 	}
-	if calDebt.Cmp(utils.StringToInt("8319356395")) != 0 {
-		t.Fatalf("calculated borrowedamount + interest(%d) is wrong", calDebt)
+	if calDebtDetails.Total().Cmp(utils.StringToInt("8319356395")) != 0 {
+		t.Fatalf("calculated borrowedamount + interest(%d) is wrong", calDebtDetails.Total())
 	}
 	if calTotalValue.Cmp(utils.StringToInt("12944049438")) != 0 {
 		t.Fatalf("calculated totalvalue(%d) is wrong", calTotalValue)
@@ -129,7 +129,7 @@ func TestCalcFieldsWithFeeInterest(t *testing.T) {
 	utils.ReadJsonAndSetInterface("../inputs/calc_account_fields_v2.json", &input)
 	// //
 
-	calHF, calDebt, calTotalValue, calThresholdValue, _ := Calculator{Store: input.store}.CalcAccountFields(
+	calHF, calTotalValue, calThresholdValue, calDebtDetails := Calculator{Store: input.store}.CalcAccountFields(
 		0,
 		0,
 		//
@@ -141,8 +141,8 @@ func TestCalcFieldsWithFeeInterest(t *testing.T) {
 	if calHF.Cmp(utils.StringToInt("2725195")) != 0 {
 		t.Fatalf("calculated HF(%d) is wrong", calHF)
 	}
-	if calDebt.Cmp(utils.StringToInt("5000008908519365762")) != 0 {
-		t.Fatalf("calculated borrowedamount + interest(%d) is wrong", calDebt)
+	if calDebtDetails.Total().Cmp(utils.StringToInt("5000008908519365762")) != 0 {
+		t.Fatalf("calculated borrowedamount + interest(%d) is wrong", calDebtDetails.Total())
 	}
 	if calTotalValue.Cmp(utils.StringToInt("1651636475399519415042")) != 0 {
 		t.Fatalf("calculated totalvalue(%d) is wrong", calTotalValue)

calc/account_fields_v3.go

@@ -29,9 +29,9 @@ func GetbaseInterest(poolCumIndexNow *big.Int, session AccountForCalcI) *big.Int
 // - whenever there is updateQuota, cumulative quota intereest and fees are stored in creditManager and cumulativeQuotaIndex for account is updated.
 // cumulative quota interest and quotafees increase on every updateQuota and decrase on decrease debt.
 
-func (c Calculator) CalcAccountFieldsv3(ts uint64, blockNum int64, poolDetails PoolForCalcI, session AccountForCalcI, feeInterest uint16) (calHF, calBorrowWithInterestAndFees, calTotalValue, calThresholdValue, calBorrowWithInterest *big.Int) {
+func (c Calculator) CalcAccountFieldsv3(ts uint64, blockNum int64, poolDetails PoolForCalcI, session AccountForCalcI, feeInterest uint16) (calHF, calTotalValue, calThresholdValue *big.Int, debtDetails *DebtDetails) {
 	version := core.NewVersion(300)
-	accruedFees, accruedInterest, borrowedAmount := c.getDebt(ts, poolDetails, session, feeInterest)
+	debtDetails = c.getDebtDetails(ts, poolDetails, session, feeInterest)
 
 	underlying := poolDetails.GetUnderlying()
 	// quotaedTokens := poolQuotaDetails.GetPoolQuotaDetails(underlying)
@@ -69,11 +69,8 @@ func (c Calculator) CalcAccountFieldsv3(ts uint64, blockNum int64, poolDetails P
 	//
 	calTotalValue = c.convertFromUSD(totalValueInUSD, underlying, version, blockNum)
 	calThresholdValue = c.convertFromUSD(tvwValueInUSD, underlying, version, blockNum)
-	// calBorrowWithInterestAndFees := totalDebt
-	calBorrowWithInterest = new(big.Int).Add(borrowedAmount, accruedInterest)
-	calBorrowWithInterestAndFees = new(big.Int).Add(calBorrowWithInterest, accruedFees)
 
-	calHF = new(big.Int).Quo(utils.GetInt64(calThresholdValue, -4), calBorrowWithInterestAndFees)
+	calHF = new(big.Int).Quo(utils.GetInt64(calThresholdValue, -4), debtDetails.Total())
 	return
 }
 
@@ -85,7 +82,7 @@ func minBigInt(a, b *big.Int) *big.Int {
 	}
 }
 
-func (c Calculator) getDebt(ts uint64, poolDetails PoolForCalcI, session AccountForCalcI, feeInterest uint16) (*big.Int, *big.Int, *big.Int) {
+func (c Calculator) getDebtDetails(ts uint64, poolDetails PoolForCalcI, session AccountForCalcI, feeInterest uint16) *DebtDetails {
 	borrowedAmount := session.GetBorrowedAmount()
 	baseInterestSinceUpdate := GetbaseInterest(poolDetails.GetCumIndexNow(), session)
 
@@ -105,7 +102,11 @@ func (c Calculator) getDebt(ts uint64, poolDetails PoolForCalcI, session Account
 
 	accruedInterest := new(big.Int).Add(cumQuotaInterest, totalNewInterest)
 
-	return accruedFees, accruedInterest, borrowedAmount
+	return &DebtDetails{
+		total:          utils.BigIntAdd3(accruedFees, accruedInterest, borrowedAmount),
+		interest:       accruedInterest,
+		borrowedAmount: borrowedAmount,
+	}
 }
 
 func calcExtraQuotaInterest(ts uint64, poolQuotas map[string]*schemas_v3.QuotaDetails, session AccountForCalcI) *big.Int {

calc/close_amount.go

@@ -8,16 +8,16 @@ import (
 	"github.com/Gearbox-protocol/sdk-go/utils"
 )
 
-func CalCloseAmount(params *schemas.Parameters, version core.VersionType, totalValue *big.Int, closureStatus int, borrowedAmountWithInterest, borrowedAmount *big.Int) (amountToPool, remainingFunds, profit, loss *big.Int) {
+func CalCloseAmount(params *schemas.Parameters, version core.VersionType, totalValue *big.Int, closureStatus int, debtDetails *DebtDetails) (amountToPool, remainingFunds, profit, loss *big.Int) {
 	if version.Eq(1) {
-		return calCloseAmountV1(params, totalValue, schemas.IsStatusLiquidated(closureStatus), borrowedAmountWithInterest, borrowedAmount)
-	} else if version.Eq(2) {
-		amountToPool, remainingFunds, profit, loss = calCloseAmountV2(params, totalValue, closureStatus, borrowedAmountWithInterest, borrowedAmount)
+		return calCloseAmountV1(params, totalValue, schemas.IsStatusLiquidated(closureStatus), debtDetails)
+	} else if version.Eq(2) || version.Eq(300) {
+		amountToPool, remainingFunds, profit, loss = calCloseAmountV2(params, totalValue, closureStatus, debtDetails)
 	}
 	return
 }
 
-func calCloseAmountV1(params *schemas.Parameters, totalValue *big.Int, isLiquidated bool, borrowedAmountWithInterest, borrowedAmount *big.Int) (amountToPool, remainingFunds, profit, loss *big.Int) {
+func calCloseAmountV1(params *schemas.Parameters, totalValue *big.Int, isLiquidated bool, debtDetails *DebtDetails) (amountToPool, remainingFunds, profit, loss *big.Int) {
 	loss = big.NewInt(0)
 	profit = big.NewInt(0)
 	remainingFunds = new(big.Int)
@@ -27,6 +27,7 @@ func calCloseAmountV1(params *schemas.Parameters, totalValue *big.Int, isLiquida
 	} else {
 		totalFunds = totalValue
 	}
+	borrowedAmountWithInterest := debtDetails.BorrowedAmountWithInterest()
 	// borrow amt is greater than total funds
 	if totalFunds.Cmp(borrowedAmountWithInterest) < 0 {
 		amountToPool = new(big.Int).Sub(totalFunds, big.NewInt(1))
@@ -36,7 +37,7 @@ func calCloseAmountV1(params *schemas.Parameters, totalValue *big.Int, isLiquida
 			amountToPool = utils.PercentMulByUInt16(totalFunds, params.FeeLiquidation)
 			amountToPool = new(big.Int).Add(borrowedAmountWithInterest, amountToPool)
 		} else {
-			interestAmt := new(big.Int).Sub(borrowedAmountWithInterest, borrowedAmount)
+			interestAmt := debtDetails.Interest()
 			fee := utils.PercentMulByUInt16(interestAmt, params.FeeInterest)
 			amountToPool = new(big.Int).Add(borrowedAmountWithInterest, fee)
 		}
@@ -53,16 +54,12 @@ func calCloseAmountV1(params *schemas.Parameters, totalValue *big.Int, isLiquida
 }
 
 // https://github.com/Gearbox-protocol/core-v2/blob/da38b329f0c59e4a3dcedc993192bbc849d981f5/contracts/credit/CreditManager.sol#L1238
-func calCloseAmountV2(params *schemas.Parameters, totalValue *big.Int, closureStatus int, borrowedAmountWithInterest, borrowedAmount *big.Int) (amountToPool, remainingFunds, profit, loss *big.Int) {
+func calCloseAmountV2(params *schemas.Parameters, totalValue *big.Int, closureStatus int, debtDetails *DebtDetails) (amountToPool, remainingFunds, profit, loss *big.Int) {
 	loss = big.NewInt(0)
 	profit = big.NewInt(0)
 	remainingFunds = new(big.Int)
 
-	amountToPool = utils.PercentMulByUInt16(
-		new(big.Int).Sub(borrowedAmountWithInterest, borrowedAmount),
-		params.FeeInterest,
-	)
-	amountToPool = new(big.Int).Add(amountToPool, borrowedAmountWithInterest)
+	amountToPool = debtDetails.Total()
 
 	if schemas.IsStatusLiquidated(closureStatus) {
 		var totalFunds *big.Int
@@ -89,13 +86,14 @@ func calCloseAmountV2(params *schemas.Parameters, totalValue *big.Int, closureSt
 			amountToPool = totalFunds
 		}
 
+		borrowedAmountWithInterest := debtDetails.BorrowedAmountWithInterest()
 		if totalFunds.Cmp(borrowedAmountWithInterest) >= 0 {
 			profit = new(big.Int).Sub(amountToPool, borrowedAmountWithInterest)
 		} else {
 			loss = new(big.Int).Sub(borrowedAmountWithInterest, amountToPool)
 		}
 	} else {
-		profit = new(big.Int).Sub(amountToPool, borrowedAmountWithInterest)
+		profit = new(big.Int).Sub(amountToPool, debtDetails.BorrowedAmountWithInterest())
 		// reminaingFunds is totalValue - debt
 		remainingFunds = new(big.Int).Sub(totalValue, amountToPool)
 	}

calc/close_amount_test.go

@@ -18,8 +18,11 @@ func TestCalcCloseAmount(t *testing.T) {
 		core.NewVersion(2),
 		utils.StringToInt("2003445408514560318103"),
 		schemas.Liquidated,
-		utils.StringToInt("2000036753743938235"),
-		utils.StringToInt("1999999990917566710"),
+		&DebtDetails{
+			total:          utils.StringToInt("2000037121372201950"),
+			interest:       utils.StringToInt("36762826371525"),
+			borrowedAmount: utils.StringToInt("1999999990917566710"),
+		},
 	)
 	expectedAmounToPool := utils.StringToInt("42068945291663408312")
 	expectedRemainingFunds := utils.StringToInt("1861204192797168893884")

core/schemas/debt.go

@@ -9,11 +9,10 @@ import (
 type CommonDebtFields struct {
 	BlockNumber int64 `gorm:"column:block_num" json:"blockNum"`
 	//
-	CalHealthFactor           *core.BigInt `gorm:"column:cal_health_factor" json:"calHealthFactor"`
-	CalTotalValueBI           *core.BigInt `gorm:"column:cal_total_value_bi" json:"calTotalValue"`
-	CalDebtBI                 *core.BigInt `gorm:"column:cal_borrowed_amt_with_interest_bi" json:"calBorrowedAmountPlusInterest"`
-	CalBorrowedWithInterestBI *core.BigInt `gorm:"-" json:"-"`
-	CalThresholdValueBI       *core.BigInt `gorm:"column:cal_threshold_value_bi" json:"calThresholdValue"`
+	CalHealthFactor     *core.BigInt `gorm:"column:cal_health_factor" json:"calHealthFactor"`
+	CalTotalValueBI     *core.BigInt `gorm:"column:cal_total_value_bi" json:"calTotalValue"`
+	CalDebtBI           *core.BigInt `gorm:"column:cal_borrowed_amt_with_interest_bi" json:"calBorrowedAmountPlusInterest"`
+	CalThresholdValueBI *core.BigInt `gorm:"column:cal_threshold_value_bi" json:"calThresholdValue"`
 	// these usd fields uses price at block collateral was updated, so collateralInUSD doesn't change if there is no change in collateral but change in price of collateral assets. As a result, profitInUSD too might not change.
 	ProfitInUSD            float64 `gorm:"column:profit_usd" json:"profitUSD"`
 	CollateralInUSD        float64 `gorm:"column:collateral_usd" json:"collateralUSD"`

pkg/dc/dc_calls.go

@@ -81,12 +81,12 @@ type CMCallData struct {
 }
 
 type CreditAccountCallData struct {
-	Addr                       common.Address `json:"address"`
-	Borrower                   common.Address `json:"borrower"`
-	CreditManager              common.Address `json:"creditManager"`
-	Underlying                 common.Address `json:"underlyingToken"`
-	BorrowedAmount             *core.BigInt   `json:"borrowedAmount"` // DC_CHANGED
-	BorrowedAmountPlusInterest *core.BigInt   `json:"borrowedAmountPlusInterest"`
+	Addr           common.Address `json:"address"`
+	Borrower       common.Address `json:"borrower"`
+	CreditManager  common.Address `json:"creditManager"`
+	Underlying     common.Address `json:"underlyingToken"`
+	BorrowedAmount *core.BigInt   `json:"borrowedAmount"` // DC_CHANGED
+	Debt           *core.BigInt   `json:"debt"`
 	// TODO:"totalBorrowedWithInterst" is removed
 	CumulativeIndexAtOpen   *core.BigInt `json:"cumulativeIndexAtOpen"`
 	CumulativeQuotaInterest *core.BigInt `json:"cumulativeQuotaInterest,omitempty"`
@@ -111,7 +111,7 @@ type QuotaFeeCalc struct {
 }
 
 func (data QuotaFeeCalc) GetQuotaFees(feeInterest uint16) *big.Int {
-	if !data.Version.Eq(3) {
+	if !data.Version.Eq(300) {
 		return new(big.Int)
 	}
 	interestFees := new(big.Int).Quo(

pkg/dc/dcv1.go

@@ -101,17 +101,20 @@ func getCreditAccountDatav1(client core.ClientI, cfAddrv1 common.Address, blockN
 		Underlying:    data.UnderlyingToken,
 		// CreditFacade
 		// Underlying
-		BorrowedAmount:             (*core.BigInt)(data.BorrowedAmount),
-		BorrowedAmountPlusInterest: (*core.BigInt)(data.BorrowedAmountPlusInterest),
+		BorrowedAmount: (*core.BigInt)(data.BorrowedAmount),
+		Debt:           (*core.BigInt)(data.BorrowedAmountPlusInterest),
 		//:                  data.BorrowedAmountPlusInterest,
 		CumulativeIndexAtOpen: (*core.BigInt)(data.CumulativeIndexAtOpen),
 		// CumulativeIndexLastUpdate: nil,
 		CumulativeQuotaInterest: new(core.BigInt), // D_BY_US
 		//
 		QuotaFeeCalc: QuotaFeeCalc{
-			AccruedInterest: (*core.BigInt)(new(big.Int)),
-			AccruedFees:     (*core.BigInt)(new(big.Int)),
-			Version:         core.NewVersion(1),
+			AccruedInterest: (*core.BigInt)(new(big.Int).Sub(
+				data.BorrowedAmountPlusInterest,
+				data.BorrowedAmount,
+			)),
+			AccruedFees: (*core.BigInt)(new(big.Int)),
+			Version:     core.NewVersion(1),
 		},
 		// TotalDebtUSD
 		TotalValue: (*core.BigInt)(data.TotalValue),

pkg/dc/dcv2.go

@@ -61,20 +61,26 @@ func getCMDatav2(values dcv2.CreditManagerData) CMCallData {
 }
 func getAccountDatav2(values dcv2.CreditAccountData) CreditAccountCallData {
 	return CreditAccountCallData{
-		Addr:                       values.Addr,
-		Borrower:                   values.Borrower,
-		CreditManager:              values.CreditManager,
-		Underlying:                 values.Underlying,
-		BorrowedAmount:             (*core.BigInt)(values.BorrowedAmount),
-		BorrowedAmountPlusInterest: (*core.BigInt)(values.BorrowedAmountPlusInterest),
+		Addr:           values.Addr,
+		Borrower:       values.Borrower,
+		CreditManager:  values.CreditManager,
+		Underlying:     values.Underlying,
+		BorrowedAmount: (*core.BigInt)(values.BorrowedAmount),
+		Debt:           (*core.BigInt)(values.BorrowedAmountPlusInterestAndFees),
 		// (*core.BigInt)(values.BorrowedAmountPlusInterest),
 		CumulativeIndexAtOpen:   (*core.BigInt)(values.CumulativeIndexAtOpen),
 		CumulativeQuotaInterest: new(core.BigInt), // D_BY_US
 		//
 		QuotaFeeCalc: QuotaFeeCalc{
-			Version:         core.NewVersion(int16(values.Version)),
-			AccruedInterest: new(core.BigInt),
-			AccruedFees:     new(core.BigInt),
+			Version: core.NewVersion(int16(values.Version)),
+			AccruedInterest: (*core.BigInt)(new(big.Int).Sub(
+				values.BorrowedAmountPlusInterest,
+				values.BorrowedAmount,
+			)),
+			AccruedFees: (*core.BigInt)(new(big.Int).Sub(
+				values.BorrowedAmountPlusInterestAndFees,
+				values.BorrowedAmountPlusInterest,
+			)),
 		},
 		//
 		TotalValue:     (*core.BigInt)(values.TotalValue),

pkg/dc/dcv3.go

@@ -3,6 +3,7 @@ package dc
 import (
 	dcv3 "github.com/Gearbox-protocol/sdk-go/artifacts/dataCompressorv3"
 	"github.com/Gearbox-protocol/sdk-go/core"
+	"github.com/Gearbox-protocol/sdk-go/utils"
 )
 
 func getPoolDatav3(values dcv3.PoolData) PoolCallData {
@@ -44,12 +45,12 @@ func getCMDatav3(values dcv3.CreditManagerData) CMCallData {
 }
 func getAccountDatav3(values dcv3.CreditAccountData) CreditAccountCallData {
 	return CreditAccountCallData{
-		Addr:                       values.Addr,
-		Borrower:                   values.Borrower,
-		CreditManager:              values.CreditManager,
-		Underlying:                 values.Underlying,
-		BorrowedAmount:             (*core.BigInt)(values.Debt),
-		BorrowedAmountPlusInterest: nil, // DC_CHANGED
+		Addr:           values.Addr,
+		Borrower:       values.Borrower,
+		CreditManager:  values.CreditManager,
+		Underlying:     values.Underlying,
+		BorrowedAmount: (*core.BigInt)(values.Debt),
+		Debt:           (*core.BigInt)(utils.BigIntAdd3(values.Debt, values.AccruedFees, values.AccruedInterest)), // DC_CHANGED
 
 		CumulativeIndexAtOpen:   (*core.BigInt)(values.CumulativeIndexLastUpdate),
 		CumulativeQuotaInterest: (*core.BigInt)(values.CumulativeQuotaInterest),

utils/bigint.go

@@ -172,3 +172,7 @@ func DiffMoreThanFraction(oldValue, newValue *big.Int, diff *big.Float) bool {
 func BytesToUInt16(data []byte) uint16 {
 	return uint16(new(big.Int).SetBytes(data).Int64())
 }
+
+func BigIntAdd3(a, b, c *big.Int) *big.Int {
+	return new(big.Int).Add(a, new(big.Int).Add(b, c))
+}