Merge pull request #15 from overlay-market/arthurka/bac-89-add-fundin…

…g-payment-for-unwinds-and-liquidates-entities

feat: add `fundingPayment` to `Unwind` and `Liquidate` entities

generated/schema.ts

@@ -1758,6 +1758,19 @@ export class Unwind extends Entity {
     this.set("feeAmount", Value.fromBigInt(value));
   }
 
+  get fundingPayment(): BigInt {
+    let value = this.get("fundingPayment");
+    if (!value || value.kind == ValueKind.NULL) {
+      throw new Error("Cannot return null for a required field.");
+    } else {
+      return value.toBigInt();
+    }
+  }
+
+  set fundingPayment(value: BigInt) {
+    this.set("fundingPayment", Value.fromBigInt(value));
+  }
+
   get size(): BigInt {
     let value = this.get("size");
     if (!value || value.kind == ValueKind.NULL) {
@@ -1941,6 +1954,19 @@ export class Liquidate extends Entity {
     this.set("fractionOfPosition", Value.fromBigInt(value));
   }
 
+  get fundingPayment(): BigInt {
+    let value = this.get("fundingPayment");
+    if (!value || value.kind == ValueKind.NULL) {
+      throw new Error("Cannot return null for a required field.");
+    } else {
+      return value.toBigInt();
+    }
+  }
+
+  set fundingPayment(value: BigInt) {
+    this.set("fundingPayment", Value.fromBigInt(value));
+  }
+
   get size(): BigInt {
     let value = this.get("size");
     if (!value || value.kind == ValueKind.NULL) {

schema.graphql

@@ -244,6 +244,8 @@ type Unwind @entity {
   pnl: BigInt!
   # Fee amount of this unwind
   feeAmount: BigInt!
+  # funding payment of this unwind
+  fundingPayment: BigInt!
   # fraction of initial collateral of this unwind
   size: BigInt!
   # volume = transferAmount + (initialDebt * fractionOfPosition) 
@@ -271,6 +273,8 @@ type Liquidate @entity {
   position: Position!
   # fraction of the original position
   fractionOfPosition: BigInt!
+  # funding payment of this liquidation
+  fundingPayment: BigInt!
   # liquidate size = initialCollateral * fractionOfPosition
   size: BigInt!
   # current position oi

src/mapping.ts

@@ -409,10 +409,14 @@ export function handleUnwind(event: UnwindEvent): void {
   // position.currentOi = stateContract.oi(marketAddress, senderAddress, positionId)
   position.currentDebt = position.currentDebt.times(ONE_18DEC_BI.minus(unwind.fraction)).div(ONE_18DEC_BI)
 
+  let oiUnwound: BigInt; // used later for fundingPayment calculations
+
   if (position.isLong) {
+    oiUnwound = market.oiLong.minus(event.params.oiAfterUnwind)
     market.oiLong = event.params.oiAfterUnwind
     market.oiLongShares = event.params.oiSharesAfterUnwind
   } else {
+    oiUnwound = market.oiShort.minus(event.params.oiAfterUnwind)
     market.oiShort = event.params.oiAfterUnwind
     market.oiShortShares = event.params.oiSharesAfterUnwind
   }
@@ -444,6 +448,16 @@ export function handleUnwind(event: UnwindEvent): void {
           .div(ONE_18DEC_BI)
       )
 
+  // funding = exitPrice * (oiUnwound - oiInitial * fractionUnwound)
+  // oiUnwound = oiBeforeUnwind - oiAfterUnwind
+
+  const fundingPayment = event.params.price.times(
+    oiUnwound.minus(
+      position.initialOi.times(fractionOfPosition)
+    )
+  )
+  unwind.fundingPayment = fundingPayment
+
   sender.numberOfUnwinds = sender.numberOfUnwinds.plus(ONE_BI)
   sender.realizedPnl = sender.realizedPnl.plus(pnl)
   if (event.params.fraction == ONE_18DEC_BI) {
@@ -649,10 +663,14 @@ export function handleLiquidate(event: LiquidateEvent): void {
   position.isLiquidated = true
   position.fractionUnwound = ONE_18DEC_BI
 
+  let oiUnwound: BigInt; // used later for fundingPayment calculations
+
   if (position.isLong) {
+    oiUnwound = market.oiLong.minus(event.params.oiAfterLiquidate)
     market.oiLong = event.params.oiAfterLiquidate
     market.oiLongShares = event.params.oiSharesAfterLiquidate
   } else {
+    oiUnwound = market.oiShort.minus(event.params.oiAfterLiquidate)
     market.oiShort = event.params.oiAfterLiquidate
     market.oiShortShares = event.params.oiSharesAfterLiquidate
   }
@@ -663,6 +681,12 @@ export function handleLiquidate(event: LiquidateEvent): void {
   let transaction = loadTransaction(event)
   let liquidate = new Liquidate(position.id) as Liquidate
 
+  // funding = exitPrice * (oiUnwound - oiInitial * fractionUnwound)
+  // oiUnwound = oiBeforeUnwind - oiAfterUnwind
+  const fundingPayment = event.params.price.times(
+    oiUnwound.minus(fractionOfPosition)
+  )
+  liquidate.fundingPayment = fundingPayment
   liquidate.position = position.id
   liquidate.owner = owner.id
   liquidate.sender = sender.id