[TRA-466] add individual parameters of vaults (dydxprotocol#1828)

indexer/packages/v4-protos/src/codegen/dydxprotocol/vault/genesis.ts

@@ -1,5 +1,5 @@
 import { Params, ParamsSDKType } from "./params";
-import { VaultId, VaultIdSDKType, NumShares, NumSharesSDKType, OwnerShare, OwnerShareSDKType } from "./vault";
+import { VaultId, VaultIdSDKType, NumShares, NumSharesSDKType, OwnerShare, OwnerShareSDKType, VaultParams, VaultParamsSDKType } from "./vault";
 import * as _m0 from "protobufjs/minimal";
 import { DeepPartial } from "../../helpers";
 /** GenesisState defines `x/vault`'s genesis state. */
@@ -31,6 +31,9 @@ export interface Vault {
   /** The shares of each owner in the vault. */
 
   ownerShares: OwnerShare[];
+  /** The individual parameters of the vault. */
+
+  vaultParams?: VaultParams;
 }
 /** Vault defines the total shares and owner shares of a vault. */
 
@@ -43,6 +46,9 @@ export interface VaultSDKType {
   /** The shares of each owner in the vault. */
 
   owner_shares: OwnerShareSDKType[];
+  /** The individual parameters of the vault. */
+
+  vault_params?: VaultParamsSDKType;
 }
 
 function createBaseGenesisState(): GenesisState {
@@ -104,7 +110,8 @@ function createBaseVault(): Vault {
   return {
     vaultId: undefined,
     totalShares: undefined,
-    ownerShares: []
+    ownerShares: [],
+    vaultParams: undefined
   };
 }
 
@@ -122,6 +129,10 @@ export const Vault = {
       OwnerShare.encode(v!, writer.uint32(26).fork()).ldelim();
     }
 
+    if (message.vaultParams !== undefined) {
+      VaultParams.encode(message.vaultParams, writer.uint32(34).fork()).ldelim();
+    }
+
     return writer;
   },
 
@@ -146,6 +157,10 @@ export const Vault = {
           message.ownerShares.push(OwnerShare.decode(reader, reader.uint32()));
           break;
 
+        case 4:
+          message.vaultParams = VaultParams.decode(reader, reader.uint32());
+          break;
+
         default:
           reader.skipType(tag & 7);
           break;
@@ -160,6 +175,7 @@ export const Vault = {
     message.vaultId = object.vaultId !== undefined && object.vaultId !== null ? VaultId.fromPartial(object.vaultId) : undefined;
     message.totalShares = object.totalShares !== undefined && object.totalShares !== null ? NumShares.fromPartial(object.totalShares) : undefined;
     message.ownerShares = object.ownerShares?.map(e => OwnerShare.fromPartial(e)) || [];
+    message.vaultParams = object.vaultParams !== undefined && object.vaultParams !== null ? VaultParams.fromPartial(object.vaultParams) : undefined;
     return message;
   }
 

indexer/packages/v4-protos/src/codegen/dydxprotocol/vault/vault.ts

@@ -1,3 +1,4 @@
+import { MarketPrice, MarketPriceSDKType } from "../prices/market_price";
 import * as _m0 from "protobufjs/minimal";
 import { DeepPartial } from "../../helpers";
 /** VaultType represents different types of vaults. */
@@ -91,6 +92,18 @@ export interface OwnerShareSDKType {
   owner: string;
   shares?: NumSharesSDKType;
 }
+/** VaultParams is the individual parameters of a vault. */
+
+export interface VaultParams {
+  /** Lagged price that the vault quotes at. */
+  laggedPrice?: MarketPrice;
+}
+/** VaultParams is the individual parameters of a vault. */
+
+export interface VaultParamsSDKType {
+  /** Lagged price that the vault quotes at. */
+  lagged_price?: MarketPriceSDKType;
+}
 
 function createBaseVaultId(): VaultId {
   return {
@@ -245,4 +258,49 @@ export const OwnerShare = {
     return message;
   }
 
+};
+
+function createBaseVaultParams(): VaultParams {
+  return {
+    laggedPrice: undefined
+  };
+}
+
+export const VaultParams = {
+  encode(message: VaultParams, writer: _m0.Writer = _m0.Writer.create()): _m0.Writer {
+    if (message.laggedPrice !== undefined) {
+      MarketPrice.encode(message.laggedPrice, writer.uint32(10).fork()).ldelim();
+    }
+
+    return writer;
+  },
+
+  decode(input: _m0.Reader | Uint8Array, length?: number): VaultParams {
+    const reader = input instanceof _m0.Reader ? input : new _m0.Reader(input);
+    let end = length === undefined ? reader.len : reader.pos + length;
+    const message = createBaseVaultParams();
+
+    while (reader.pos < end) {
+      const tag = reader.uint32();
+
+      switch (tag >>> 3) {
+        case 1:
+          message.laggedPrice = MarketPrice.decode(reader, reader.uint32());
+          break;
+
+        default:
+          reader.skipType(tag & 7);
+          break;
+      }
+    }
+
+    return message;
+  },
+
+  fromPartial(object: DeepPartial<VaultParams>): VaultParams {
+    const message = createBaseVaultParams();
+    message.laggedPrice = object.laggedPrice !== undefined && object.laggedPrice !== null ? MarketPrice.fromPartial(object.laggedPrice) : undefined;
+    return message;
+  }
+
 };

proto/dydxprotocol/vault/genesis.proto

@@ -23,4 +23,6 @@ message Vault {
   NumShares total_shares = 2;
   // The shares of each owner in the vault.
   repeated OwnerShare owner_shares = 3;
+  // The individual parameters of the vault.
+  VaultParams vault_params = 4;
 }

proto/dydxprotocol/vault/vault.proto

@@ -1,6 +1,7 @@
 syntax = "proto3";
 package dydxprotocol.vault;
 
+import "dydxprotocol/prices/market_price.proto";
 import "gogoproto/gogo.proto";
 import "cosmos_proto/cosmos.proto";
 
@@ -39,3 +40,9 @@ message OwnerShare {
   string owner = 1 [ (cosmos_proto.scalar) = "cosmos.AddressString" ];
   NumShares shares = 2;
 }
+
+// VaultParams is the individual parameters of a vault.
+message VaultParams {
+  // Lagged price that the vault quotes at.
+  dydxprotocol.prices.MarketPrice lagged_price = 1;
+}

protocol/x/vault/genesis.go

@@ -14,7 +14,7 @@ func InitGenesis(ctx sdk.Context, k keeper.Keeper, genState types.GenesisState)
 	if err := k.SetParams(ctx, genState.Params); err != nil {
 		panic(err)
 	}
-	// Set total shares and owner shares of each vault.
+	// Set total shares, owner shares, and vault params of each vault.
 	for _, vault := range genState.Vaults {
 		if err := k.SetTotalShares(ctx, *vault.VaultId, *vault.TotalShares); err != nil {
 			panic(err)
@@ -24,6 +24,11 @@ func InitGenesis(ctx sdk.Context, k keeper.Keeper, genState types.GenesisState)
 				panic(err)
 			}
 		}
+		if vault.VaultParams != nil {
+			if err := k.SetVaultParams(ctx, *vault.VaultId, *vault.VaultParams); err != nil {
+				panic(err)
+			}
+		}
 	}
 }
 

protocol/x/vault/keeper/params.go

@@ -1,6 +1,7 @@
 package keeper
 
 import (
+	"cosmossdk.io/store/prefix"
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	"github.com/dydxprotocol/v4-chain/protocol/x/vault/types"
 )
@@ -18,7 +19,7 @@ func (k Keeper) GetParams(
 }
 
 // SetParams updates `Params` in state.
-// Returns an error iff validation fails.
+// Returns an error if validation fails.
 func (k Keeper) SetParams(
 	ctx sdk.Context,
 	params types.Params,
@@ -33,3 +34,40 @@ func (k Keeper) SetParams(
 
 	return nil
 }
+
+// GetVaultParams returns `VaultParams` in state for a given vault.
+func (k Keeper) GetVaultParams(
+	ctx sdk.Context,
+	vaultId types.VaultId,
+) (
+	vaultParams types.VaultParams,
+	exists bool,
+) {
+	store := prefix.NewStore(ctx.KVStore(k.storeKey), []byte(types.VaultParamsKeyPrefix))
+
+	b := store.Get(vaultId.ToStateKey())
+	if b == nil {
+		return vaultParams, false
+	}
+
+	k.cdc.MustUnmarshal(b, &vaultParams)
+	return vaultParams, true
+}
+
+// SetVaultParams sets `VaultParams` in state for a given vault.
+// Returns an error if validation fails.
+func (k Keeper) SetVaultParams(
+	ctx sdk.Context,
+	vaultId types.VaultId,
+	vaultParams types.VaultParams,
+) error {
+	if err := vaultParams.Validate(); err != nil {
+		return err
+	}
+
+	b := k.cdc.MustMarshal(&vaultParams)
+	store := prefix.NewStore(ctx.KVStore(k.storeKey), []byte(types.VaultParamsKeyPrefix))
+	store.Set(vaultId.ToStateKey(), b)
+
+	return nil
+}

protocol/x/vault/keeper/params_test.go

@@ -5,6 +5,8 @@ import (
 
 	"github.com/dydxprotocol/v4-chain/protocol/dtypes"
 	testapp "github.com/dydxprotocol/v4-chain/protocol/testutil/app"
+	"github.com/dydxprotocol/v4-chain/protocol/testutil/constants"
+	pricestypes "github.com/dydxprotocol/v4-chain/protocol/x/prices/types"
 	"github.com/dydxprotocol/v4-chain/protocol/x/vault/types"
 	"github.com/stretchr/testify/require"
 )
@@ -46,3 +48,33 @@ func TestGetSetParams(t *testing.T) {
 	require.Error(t, err)
 	require.Equal(t, newParams, k.GetParams(ctx))
 }
+
+func TestGetSetVaultParams(t *testing.T) {
+	tApp := testapp.NewTestAppBuilder(t).Build()
+	ctx := tApp.InitChain()
+	k := tApp.App.VaultKeeper
+
+	// Get non-existent vault params.
+	_, exists := k.GetVaultParams(ctx, constants.Vault_Clob_0)
+	require.False(t, exists)
+
+	// Set vault params of vault clob 0.
+	vaultClob0Params := types.VaultParams{
+		LaggedPrice: &pricestypes.MarketPrice{
+			Id:       uint32(0),
+			Exponent: -5,
+			Price:    123_456_789,
+		},
+	}
+	err := k.SetVaultParams(ctx, constants.Vault_Clob_0, vaultClob0Params)
+	require.NoError(t, err)
+
+	// Get vault params of vault clob 0.
+	params, exists := k.GetVaultParams(ctx, constants.Vault_Clob_0)
+	require.True(t, exists)
+	require.Equal(t, vaultClob0Params, params)
+
+	// Get vault params of vault clob 1.
+	_, exists = k.GetVaultParams(ctx, constants.Vault_Clob_1)
+	require.False(t, exists)
+}

protocol/x/vault/keeper/vault.go

@@ -100,7 +100,8 @@ func (k Keeper) DecommissionVault(
 	}
 }
 
-// GetAllVaults returns all vaults with their total shares and owner shares.
+// GetAllVaults returns all vaults with their total shares, owner shares, and individual params.
+// Note: This function is only used for exporting module state.
 func (k Keeper) GetAllVaults(ctx sdk.Context) []*types.Vault {
 	vaults := []*types.Vault{}
 	totalSharesIterator := k.getTotalSharesIterator(ctx)
@@ -116,10 +117,13 @@ func (k Keeper) GetAllVaults(ctx sdk.Context) []*types.Vault {
 
 		allOwnerShares := k.GetAllOwnerShares(ctx, *vaultId)
 
+		vaultParams, _ := k.GetVaultParams(ctx, *vaultId)
+
 		vaults = append(vaults, &types.Vault{
 			VaultId:     vaultId,
 			TotalShares: &totalShares,
 			OwnerShares: allOwnerShares,
+			VaultParams: &vaultParams,
 		})
 	}
 	return vaults