Improve market queries (#182)

* Improve Market / Markets query. Add OI values.

* Generate schemas.

contracts/perps/src/query.rs

@@ -137,13 +137,19 @@ pub fn query_market(
     let base_denom_price =
         oracle.query_price(&deps.querier, &cfg.base_denom, ActionKind::Default)?.price;
     let denom_price = oracle.query_price(&deps.querier, &denom, ActionKind::Default)?.price;
+
+    let long_oi_value = ms.long_oi.checked_mul_floor(denom_price)?;
+    let short_oi_value = ms.short_oi.checked_mul_floor(denom_price)?;
+
     let curr_funding = ms.current_funding(current_time, denom_price, base_denom_price)?;
 
     Ok(MarketResponse {
         denom: denom.clone(),
         enabled: ms.enabled,
         long_oi: ms.long_oi,
+        long_oi_value,
         short_oi: ms.short_oi,
+        short_oi_value,
         current_funding_rate: curr_funding.last_funding_rate,
     })
 }
@@ -170,13 +176,19 @@ pub fn query_markets(
 
     paginate_map_query(&MARKET_STATES, deps.storage, start, Some(limit), |denom, ms| {
         let denom_price = oracle.query_price(&deps.querier, &denom, ActionKind::Default)?.price;
+
+        let long_oi_value = ms.long_oi.checked_mul_floor(denom_price)?;
+        let short_oi_value = ms.short_oi.checked_mul_floor(denom_price)?;
+
         let curr_funding = ms.current_funding(current_time, denom_price, base_denom_price)?;
 
         Ok(MarketResponse {
             denom: denom.clone(),
             enabled: ms.enabled,
             long_oi: ms.long_oi,
+            long_oi_value,
             short_oi: ms.short_oi,
+            short_oi_value,
             current_funding_rate: curr_funding.last_funding_rate,
         })
     })

contracts/perps/tests/tests/test_query.rs

@@ -44,7 +44,9 @@ fn query_market() {
         denom: denom1.to_string(),
         enabled: true,
         long_oi: Uint128::zero(),
+        long_oi_value: Uint128::zero(),
         short_oi: Uint128::zero(),
+        short_oi_value: Uint128::zero(),
         current_funding_rate: SignedDecimal::zero(),
     };
 
@@ -61,15 +63,37 @@ fn query_market() {
     )
     .unwrap();
 
+    // Open a LONG position
     let amount = Uint128::from(200u32);
     let size = Int128::try_from(amount).unwrap();
 
     mock.execute_perp_order(&credit_manager, "2", denom1, size, None, &[]).unwrap();
 
     let perp_market_state = mock.query_market(denom1);
 
+    let expected_long_oi_value =
+        amount.checked_mul_floor(Decimal::from_str(denom1_price).unwrap()).unwrap();
     let expected_perp_market_state = MarketResponse {
         long_oi: amount,
+        long_oi_value: expected_long_oi_value,
+        ..expected_perp_market_state
+    };
+
+    assert_eq!(perp_market_state, expected_perp_market_state);
+
+    // Open a SHORT position
+    let amount = Uint128::from(350u32);
+    let size = -Int128::try_from(amount).unwrap();
+
+    mock.execute_perp_order(&credit_manager, "3", denom1, size, None, &[]).unwrap();
+
+    let perp_market_state = mock.query_market(denom1);
+
+    let expected_short_oi_value =
+        amount.checked_mul_floor(Decimal::from_str(denom1_price).unwrap()).unwrap();
+    let expected_perp_market_state = MarketResponse {
+        short_oi: amount,
+        short_oi_value: expected_short_oi_value,
         ..expected_perp_market_state
     };
 
@@ -80,6 +104,7 @@ fn query_market() {
 fn query_markets() {
     let mut mock = MockEnv::new().build().unwrap();
     let owner = mock.owner.clone();
+    let credit_manager = mock.credit_manager.clone();
 
     // Setup the environment for 3 different perp markets
     let base_denom = "uusdc";
@@ -139,7 +164,9 @@ fn query_markets() {
         denom: base_denom.to_string(),
         enabled: true,
         long_oi: Uint128::zero(),
+        long_oi_value: Uint128::zero(),
         short_oi: Uint128::zero(),
+        short_oi_value: Uint128::zero(),
         current_funding_rate: SignedDecimal::zero(),
     };
 
@@ -148,13 +175,29 @@ fn query_markets() {
         ..expected_perp_market_state_base.clone()
     };
 
+    let long_amount = Uint128::from(200u32);
+    let long_oi_value =
+        long_amount.checked_mul_floor(Decimal::from_str(denom2_price).unwrap()).unwrap();
+    let size = Int128::try_from(long_amount).unwrap();
+    mock.execute_perp_order(&credit_manager, "2", denom2, size, None, &[]).unwrap();
+
     let expected_perp_market_state2 = MarketResponse {
         denom: denom2.to_string(),
+        long_oi: long_amount,
+        long_oi_value,
         ..expected_perp_market_state_base.clone()
     };
 
+    let short_amount = Uint128::from(420u32);
+    let short_oi_value =
+        short_amount.checked_mul_floor(Decimal::from_str(denom3_price).unwrap()).unwrap();
+    let size = -Int128::try_from(short_amount).unwrap();
+    mock.execute_perp_order(&credit_manager, "3", denom3, size, None, &[]).unwrap();
+
     let expected_perp_market_state3 = MarketResponse {
         denom: denom3.to_string(),
+        short_oi: short_amount,
+        short_oi_value,
         ..expected_perp_market_state_base.clone()
     };
 

packages/types/src/perps.rs

@@ -325,10 +325,25 @@ pub struct AccountingResponse {
 #[cw_serde]
 #[derive(Default)]
 pub struct MarketResponse {
+    /// Denomination of the asset
     pub denom: String,
+
+    /// Enabled status of the market
     pub enabled: bool,
+
+    /// Total LONG open interest in utokens
     pub long_oi: Uint128,
+
+    /// Total LONG open interest in oracle base currency (uusd)
+    pub long_oi_value: Uint128,
+
+    /// Total SHORT open interest in utokens
     pub short_oi: Uint128,
+
+    /// Total SHORT open interest in oracle base currency (uusd)
+    pub short_oi_value: Uint128,
+
+    /// Current funding rate
     pub current_funding_rate: SignedDecimal,
 }
 

schemas/mars-perps/mars-perps.json

@@ -1120,23 +1120,58 @@
         "denom",
         "enabled",
         "long_oi",
-        "short_oi"
+        "long_oi_value",
+        "short_oi",
+        "short_oi_value"
       ],
       "properties": {
         "current_funding_rate": {
-          "$ref": "#/definitions/SignedDecimal"
+          "description": "Current funding rate",
+          "allOf": [
+            {
+              "$ref": "#/definitions/SignedDecimal"
+            }
+          ]
         },
         "denom": {
+          "description": "Denomination of the asset",
           "type": "string"
         },
         "enabled": {
+          "description": "Enabled status of the market",
           "type": "boolean"
         },
         "long_oi": {
-          "$ref": "#/definitions/Uint128"
+          "description": "Total LONG open interest in utokens",
+          "allOf": [
+            {
+              "$ref": "#/definitions/Uint128"
+            }
+          ]
+        },
+        "long_oi_value": {
+          "description": "Total LONG open interest in oracle base currency (uusd)",
+          "allOf": [
+            {
+              "$ref": "#/definitions/Uint128"
+            }
+          ]
         },
         "short_oi": {
-          "$ref": "#/definitions/Uint128"
+          "description": "Total SHORT open interest in utokens",
+          "allOf": [
+            {
+              "$ref": "#/definitions/Uint128"
+            }
+          ]
+        },
+        "short_oi_value": {
+          "description": "Total SHORT open interest in oracle base currency (uusd)",
+          "allOf": [
+            {
+              "$ref": "#/definitions/Uint128"
+            }
+          ]
         }
       },
       "additionalProperties": false,
@@ -1546,23 +1581,58 @@
             "denom",
             "enabled",
             "long_oi",
-            "short_oi"
+            "long_oi_value",
+            "short_oi",
+            "short_oi_value"
           ],
           "properties": {
             "current_funding_rate": {
-              "$ref": "#/definitions/SignedDecimal"
+              "description": "Current funding rate",
+              "allOf": [
+                {
+                  "$ref": "#/definitions/SignedDecimal"
+                }
+              ]
             },
             "denom": {
+              "description": "Denomination of the asset",
               "type": "string"
             },
             "enabled": {
+              "description": "Enabled status of the market",
               "type": "boolean"
             },
             "long_oi": {
-              "$ref": "#/definitions/Uint128"
+              "description": "Total LONG open interest in utokens",
+              "allOf": [
+                {
+                  "$ref": "#/definitions/Uint128"
+                }
+              ]
+            },
+            "long_oi_value": {
+              "description": "Total LONG open interest in oracle base currency (uusd)",
+              "allOf": [
+                {
+                  "$ref": "#/definitions/Uint128"
+                }
+              ]
             },
             "short_oi": {
-              "$ref": "#/definitions/Uint128"
+              "description": "Total SHORT open interest in utokens",
+              "allOf": [
+                {
+                  "$ref": "#/definitions/Uint128"
+                }
+              ]
+            },
+            "short_oi_value": {
+              "description": "Total SHORT open interest in oracle base currency (uusd)",
+              "allOf": [
+                {
+                  "$ref": "#/definitions/Uint128"
+                }
+              ]
             }
           },
           "additionalProperties": false

scripts/types/generated/mars-perps/MarsPerps.types.ts

@@ -210,7 +210,9 @@ export interface MarketResponse {
   denom: string
   enabled: boolean
   long_oi: Uint128
+  long_oi_value: Uint128
   short_oi: Uint128
+  short_oi_value: Uint128
 }
 export interface AccountingResponse {
   accounting: Accounting