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feat(positions): positions losses and maintenance warnings (#2985)

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Matthew Russell 2023-03-06 08:01:31 -08:00 committed by GitHub
parent 56f48671cc
commit f54a629179
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9 changed files with 276 additions and 16 deletions
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4
libs/positions/src/lib/Positions.graphql
View File

@ -4,6 +4,8 @@ fragment PositionFields on Position {
unrealisedPNL
averageEntryPrice
updatedAt
positionStatus
lossSocializationAmount
market {
id
}
@ -30,6 +32,8 @@ subscription PositionsSubscription($partyId: ID!) {
averageEntryPrice
updatedAt
marketId
lossSocializationAmount
positionStatus
}
}

10
libs/positions/src/lib/__generated__/Positions.ts generated
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@ -3,21 +3,21 @@ import * as Types from '@vegaprotocol/types';
import { gql } from '@apollo/client';
import * as Apollo from '@apollo/client';
const defaultOptions = {} as const;
export type PositionFieldsFragment = { __typename?: 'Position', realisedPNL: string, openVolume: string, unrealisedPNL: string, averageEntryPrice: string, updatedAt?: any | null, market: { __typename?: 'Market', id: string } };
export type PositionFieldsFragment = { __typename?: 'Position', realisedPNL: string, openVolume: string, unrealisedPNL: string, averageEntryPrice: string, updatedAt?: any | null, positionStatus: Types.PositionStatus, lossSocializationAmount: string, market: { __typename?: 'Market', id: string } };
export type PositionsQueryVariables = Types.Exact<{
partyId: Types.Scalars['ID'];
}>;
export type PositionsQuery = { __typename?: 'Query', party?: { __typename?: 'Party', id: string, positionsConnection?: { __typename?: 'PositionConnection', edges?: Array<{ __typename?: 'PositionEdge', node: { __typename?: 'Position', realisedPNL: string, openVolume: string, unrealisedPNL: string, averageEntryPrice: string, updatedAt?: any | null, market: { __typename?: 'Market', id: string } } }> | null } | null } | null };
export type PositionsQuery = { __typename?: 'Query', party?: { __typename?: 'Party', id: string, positionsConnection?: { __typename?: 'PositionConnection', edges?: Array<{ __typename?: 'PositionEdge', node: { __typename?: 'Position', realisedPNL: string, openVolume: string, unrealisedPNL: string, averageEntryPrice: string, updatedAt?: any | null, positionStatus: Types.PositionStatus, lossSocializationAmount: string, market: { __typename?: 'Market', id: string } } }> | null } | null } | null };
export type PositionsSubscriptionSubscriptionVariables = Types.Exact<{
partyId: Types.Scalars['ID'];
}>;
export type PositionsSubscriptionSubscription = { __typename?: 'Subscription', positions: Array<{ __typename?: 'PositionUpdate', realisedPNL: string, openVolume: string, unrealisedPNL: string, averageEntryPrice: string, updatedAt?: any | null, marketId: string }> };
export type PositionsSubscriptionSubscription = { __typename?: 'Subscription', positions: Array<{ __typename?: 'PositionUpdate', realisedPNL: string, openVolume: string, unrealisedPNL: string, averageEntryPrice: string, updatedAt?: any | null, marketId: string, lossSocializationAmount: string, positionStatus: Types.PositionStatus }> };
export type MarginFieldsFragment = { __typename?: 'MarginLevels', maintenanceLevel: string, searchLevel: string, initialLevel: string, collateralReleaseLevel: string, asset: { __typename?: 'Asset', id: string }, market: { __typename?: 'Market', id: string } };
@ -42,6 +42,8 @@ export const PositionFieldsFragmentDoc = gql`
unrealisedPNL
averageEntryPrice
updatedAt
positionStatus
lossSocializationAmount
market {
id
}
@ -112,6 +114,8 @@ export const PositionsSubscriptionDocument = gql`
averageEntryPrice
updatedAt
marketId
lossSocializationAmount
positionStatus
}
}
`;

13
libs/positions/src/lib/positions-data-providers.spec.ts
View File

@ -6,6 +6,7 @@ import type {
MarginFieldsFragment,
} from './__generated__/Positions';
import { getMetrics, rejoinPositionData } from './positions-data-providers';
import { PositionStatus } from '@vegaprotocol/types';
const accounts = [
{
@ -78,6 +79,8 @@ const positions: PositionFieldsFragment[] = [
__typename: 'Market',
id: '5e6035fe6a6df78c9ec44b333c231e63d357acef0a0620d2c243f5865d1dc0d8',
},
lossSocializationAmount: '0',
positionStatus: PositionStatus.POSITION_STATUS_UNSPECIFIED,
},
{
__typename: 'Position',
@ -90,6 +93,8 @@ const positions: PositionFieldsFragment[] = [
__typename: 'Market',
id: '10c4b1114d2f6fda239b73d018bca55888b6018f0ac70029972a17fea0a6a56e',
},
lossSocializationAmount: '100',
positionStatus: PositionStatus.POSITION_STATUS_ORDERS_CLOSED,
},
];
@ -225,6 +230,10 @@ describe('getMetrics && rejoinPositionData', () => {
expect(metrics[0].totalBalance).toEqual('926178496');
expect(metrics[0].unrealisedPNL).toEqual('43804770');
expect(metrics[0].updatedAt).toEqual('2022-07-28T14:53:54.725477Z');
expect(metrics[0].lossSocializationAmount).toEqual(
positions[0].lossSocializationAmount
);
expect(metrics[0].status).toEqual(positions[0].positionStatus);
expect(metrics[1].assetSymbol).toEqual('tDAI');
expect(metrics[1].averageEntryPrice).toEqual('840158');
@ -248,5 +257,9 @@ describe('getMetrics && rejoinPositionData', () => {
expect(metrics[1].totalBalance).toEqual('896098819');
expect(metrics[1].unrealisedPNL).toEqual('-9112700');
expect(metrics[1].updatedAt).toEqual('2022-07-28T15:09:34.441143Z');
expect(metrics[1].lossSocializationAmount).toEqual(
positions[1].lossSocializationAmount
);
expect(metrics[1].status).toEqual(positions[1].positionStatus);
});
});

11
libs/positions/src/lib/positions-data-providers.ts
View File

@ -24,6 +24,7 @@ import {
PositionsSubscriptionDocument,
} from './__generated__/Positions';
import { marginsDataProvider } from './margin-data-provider';
import type { PositionStatus } from '@vegaprotocol/types';
type PositionMarginLevel = Pick<
MarginFieldsFragment,
@ -38,6 +39,8 @@ interface PositionRejoined {
updatedAt?: string | null;
market: MarketMaybeWithData | null;
margins: PositionMarginLevel | null;
lossSocializationAmount: string | null;
status: PositionStatus;
}
export interface Position {
@ -62,6 +65,8 @@ export interface Position {
unrealisedPNL: string;
searchPrice: string | undefined;
updatedAt: string | null;
lossSocializationAmount: string;
status: PositionStatus;
}
export interface Data {
@ -178,6 +183,8 @@ export const getMetrics = (
? searchPrice.multipliedBy(10 ** marketDecimalPlaces).toFixed(0)
: undefined,
updatedAt: position.updatedAt || null,
lossSocializationAmount: position.lossSocializationAmount || '0',
status: position.status,
});
});
return metrics;
@ -201,6 +208,8 @@ export const update = (
openVolume: delta.openVolume,
averageEntryPrice: delta.averageEntryPrice,
updatedAt: delta.updatedAt,
lossSocializationAmount: delta.lossSocializationAmount,
positionStatus: delta.positionStatus,
};
} else {
draft.unshift({
@ -267,6 +276,8 @@ export const rejoinPositionData = (
market:
marketsData?.find((market) => market.id === node.market.id) || null,
margins: upgradeMarginsConnection(node.market.id, margins),
lossSocializationAmount: node.lossSocializationAmount,
status: node.positionStatus,
};
});
}

103
libs/positions/src/lib/positions-table.spec.tsx
View File

@ -1,8 +1,11 @@
import type { RenderResult } from '@testing-library/react';
import { act, render, screen } from '@testing-library/react';
import PositionsTable from './positions-table';
import { act, render, screen, within } from '@testing-library/react';
import userEvent from '@testing-library/user-event';
import PositionsTable, { OpenVolumeCell, PNLCell } from './positions-table';
import type { Position } from './positions-data-providers';
import * as Schema from '@vegaprotocol/types';
import { PositionStatus, PositionStatusMapping } from '@vegaprotocol/types';
import type { ICellRendererParams } from 'ag-grid-community';
const singleRow: Position = {
marketName: 'ETH/BTC (31 july 2022)',
@ -26,6 +29,8 @@ const singleRow: Position = {
searchPrice: '0',
updatedAt: '2022-07-27T15:02:58.400Z',
marginAccountBalance: '12345600',
status: PositionStatus.POSITION_STATUS_UNSPECIFIED,
lossSocializationAmount: '0',
};
const singleRowData = [singleRow];
@ -219,3 +224,97 @@ it('do not display close button if openVolume is zero', async () => {
const cells = screen.getAllByRole('gridcell');
expect(cells[12].textContent).toEqual('');
});
describe('PNLCell', () => {
const props = {
data: undefined,
valueFormatted: '100',
};
it('renders a dash if no data', () => {
render(<PNLCell {...(props as ICellRendererParams)} />);
expect(screen.getByText('-')).toBeInTheDocument();
});
it('renders value if no loss socialisation has occurred', () => {
const props = {
data: {
...singleRow,
lossSocialisationAmount: '0',
},
valueFormatted: '100',
};
render(<PNLCell {...(props as ICellRendererParams)} />);
expect(screen.getByText(props.valueFormatted)).toBeInTheDocument();
expect(screen.queryByRole('img')).not.toBeInTheDocument();
});
it('renders value with warning tooltip if loss socialisation occurred', async () => {
const props = {
data: {
...singleRow,
lossSocializationAmount: '500',
decimals: 2,
},
valueFormatted: '100',
};
render(<PNLCell {...(props as ICellRendererParams)} />);
const content = screen.getByText(props.valueFormatted);
expect(content).toBeInTheDocument();
expect(screen.getByRole('img')).toBeInTheDocument();
await userEvent.hover(content);
const tooltip = await screen.findByRole('tooltip');
expect(tooltip).toBeInTheDocument();
expect(
// using within as radix renders tooltip content twice
within(tooltip).getByText('Lifetime loss socialisation deductions: 5.00')
).toBeInTheDocument();
});
});
describe('OpenVolumeCell', () => {
const props = {
data: undefined,
valueFormatted: '100',
};
it('renders a dash if no data', () => {
render(<OpenVolumeCell {...(props as ICellRendererParams)} />);
expect(screen.getByText('-')).toBeInTheDocument();
});
it('renders value if no status is normal', () => {
const props = {
data: {
...singleRow,
status: PositionStatus.POSITION_STATUS_UNSPECIFIED,
},
valueFormatted: '100',
};
render(<OpenVolumeCell {...(props as ICellRendererParams)} />);
expect(screen.getByText(props.valueFormatted)).toBeInTheDocument();
expect(screen.queryByRole('img')).not.toBeInTheDocument();
});
it('renders status with warning tooltip if not normal', async () => {
const props = {
data: {
...singleRow,
status: PositionStatus.POSITION_STATUS_ORDERS_CLOSED,
},
valueFormatted: '100',
};
render(<OpenVolumeCell {...(props as ICellRendererParams)} />);
const content = screen.getByText(props.valueFormatted);
expect(content).toBeInTheDocument();
expect(screen.getByRole('img')).toBeInTheDocument();
await userEvent.hover(content);
const tooltip = await screen.findByRole('tooltip');
expect(tooltip).toBeInTheDocument();
expect(
// using within as radix renders tooltip content twice
within(tooltip).getByText(
`Status: ${PositionStatusMapping[props.data.status]}`
)
).toBeInTheDocument();
});
});

130
libs/positions/src/lib/positions-table.tsx
View File

@ -1,6 +1,6 @@
import classNames from 'classnames';
import { forwardRef } from 'react';
import type { CSSProperties } from 'react';
import type { CSSProperties, ReactNode } from 'react';
import type { CellRendererSelectorResult } from 'ag-grid-community';
import type {
VegaValueFormatterParams,
@ -15,6 +15,15 @@ import {
signedNumberCssClass,
signedNumberCssClassRules,
} from '@vegaprotocol/datagrid';
import {
ButtonLink,
Tooltip,
TooltipCellComponent,
Link,
ExternalLink,
Icon,
ProgressBarCell,
} from '@vegaprotocol/ui-toolkit';
import {
volumePrefix,
toBigNum,
@ -27,13 +36,9 @@ import { AgGridColumn } from 'ag-grid-react';
import type { AgGridReact } from 'ag-grid-react';
import type { Position } from './positions-data-providers';
import * as Schema from '@vegaprotocol/types';
import {
ButtonLink,
Link,
ProgressBarCell,
TooltipCellComponent,
} from '@vegaprotocol/ui-toolkit';
import { getRowId } from './use-positions-data';
import { PositionStatus, PositionStatusMapping } from '@vegaprotocol/types';
import { useEnvironment } from '@vegaprotocol/environment';
interface Props extends TypedDataAgGrid<Position> {
onClose?: (data: Position) => void;
@ -167,6 +172,7 @@ export const PositionsTable = forwardRef<AgGridReact, Props>(
)
);
}}
cellRenderer={OpenVolumeCell}
/>
<AgGridColumn
headerName={t('Mark price')}
@ -311,7 +317,6 @@ export const PositionsTable = forwardRef<AgGridReact, Props>(
}}
valueFormatter={({
data,
node,
}: VegaValueFormatterParams<Position, 'marginAccountBalance'>):
| string
| undefined => {
@ -329,7 +334,7 @@ export const PositionsTable = forwardRef<AgGridReact, Props>(
field="realisedPNL"
type="rightAligned"
cellClassRules={signedNumberCssClassRules}
cellClass="text-right font-mono"
cellClass="font-mono text-right"
filter="agNumberColumnFilter"
valueGetter={({
data,
@ -348,13 +353,14 @@ export const PositionsTable = forwardRef<AgGridReact, Props>(
headerTooltip={t(
'Profit or loss is realised whenever your position is reduced to zero and the margin is released back to your collateral balance. P&L excludes any fees paid.'
)}
cellRenderer={PNLCell}
/>
<AgGridColumn
headerName={t('Unrealised PNL')}
field="unrealisedPNL"
type="rightAligned"
cellClassRules={signedNumberCssClassRules}
cellClass="text-right font-mono"
cellClass="font-mono text-right"
filter="agNumberColumnFilter"
valueGetter={({
data,
@ -373,6 +379,7 @@ export const PositionsTable = forwardRef<AgGridReact, Props>(
headerTooltip={t(
'Unrealised profit is the current profit on your open position. Margin is still allocated to your position.'
)}
cellRenderer={PNLCell}
/>
<AgGridColumn
headerName={t('Updated')}
@ -409,3 +416,106 @@ export const PositionsTable = forwardRef<AgGridReact, Props>(
);
export default PositionsTable;
export const PNLCell = ({
valueFormatted,
data,
}: VegaICellRendererParams<Position, 'realisedPNL'>) => {
const { VEGA_DOCS_URL } = useEnvironment();
if (!data) {
return <>-</>;
}
const losses = parseInt(data?.lossSocializationAmount ?? '0');
if (losses <= 0) {
// eslint-disable-next-line react/jsx-no-useless-fragment
return <>{valueFormatted}</>;
}
const lossesFormatted = addDecimalsFormatNumber(
data.lossSocializationAmount,
data.decimals
);
return (
<WarningCell
tooltipContent={
<>
<p className="mb-2">
{t('Lifetime loss socialisation deductions: %s', lossesFormatted)}
</p>
{VEGA_DOCS_URL && (
<ExternalLink href={VEGA_DOCS_URL}>
{t('Read more about loss socialisation')}
</ExternalLink>
)}
</>
}
>
{valueFormatted}
</WarningCell>
);
};
export const OpenVolumeCell = ({
valueFormatted,
data,
}: VegaICellRendererParams<Position, 'openVolume'>) => {
const { VEGA_DOCS_URL } = useEnvironment();
if (!data) {
return <>-</>;
}
if (data.status === PositionStatus.POSITION_STATUS_UNSPECIFIED) {
// eslint-disable-next-line react/jsx-no-useless-fragment
return <>{valueFormatted}</>;
}
return (
<WarningCell
tooltipContent={
<>
<p className="mb-2">
{t('Your position was affected by market conditions')}
</p>
<p className="mb-2">
{t(
'Status: %s',
PositionStatusMapping[
PositionStatus.POSITION_STATUS_ORDERS_CLOSED
]
)}
</p>
{VEGA_DOCS_URL && (
<ExternalLink href={VEGA_DOCS_URL}>
{t('Read more about position resolution')}
</ExternalLink>
)}
</>
}
>
{valueFormatted}
</WarningCell>
);
};
const WarningCell = ({
children,
tooltipContent,
}: {
children: ReactNode;
tooltipContent: ReactNode;
}) => {
return (
<Tooltip description={tooltipContent}>
<div className="w-full flex items-center justify-between underline decoration-dashed underline-offest-2">
<span className="text-black dark:text-white mr-1">
<Icon name="warning-sign" size={3} />
</span>
<span className="text-ellipsis overflow-hidden">{children}</span>
</div>
</Tooltip>
);
};

9
libs/positions/src/lib/positions.mock.ts
View File

@ -1,3 +1,4 @@
import { PositionStatus } from '@vegaprotocol/types';
import merge from 'lodash/merge';
import type { PartialDeep } from 'type-fest';
import type {
@ -58,6 +59,8 @@ const positionFields: PositionFieldsFragment[] = [
id: 'market-0',
__typename: 'Market',
},
lossSocializationAmount: '0',
positionStatus: PositionStatus.POSITION_STATUS_UNSPECIFIED,
},
{
__typename: 'Position',
@ -70,8 +73,11 @@ const positionFields: PositionFieldsFragment[] = [
id: 'market-1',
__typename: 'Market',
},
lossSocializationAmount: '0',
positionStatus: PositionStatus.POSITION_STATUS_UNSPECIFIED,
},
{
__typename: 'Position',
realisedPNL: '230000',
openVolume: '1',
unrealisedPNL: '-22519',
@ -81,7 +87,8 @@ const positionFields: PositionFieldsFragment[] = [
id: 'market-2',
__typename: 'Market',
},
__typename: 'Position',
lossSocializationAmount: '0',
positionStatus: PositionStatus.POSITION_STATUS_UNSPECIFIED,
},
];

3
libs/positions/src/setup-tests.ts
View File

@ -1 +1,4 @@
import '@testing-library/jest-dom';
import ResizeObserver from 'resize-observer-polyfill';
global.ResizeObserver = ResizeObserver;

9
libs/types/src/global-types-mappings.ts
View File

@ -12,6 +12,7 @@ import type {
OrderStatus,
OrderTimeInForce,
OrderType,
PositionStatus,
ProposalRejectionReason,
ProposalState,
Side,
@ -445,3 +446,11 @@ export const DispatchMetricLabels: DispatchMetricLabel = {
DISPATCH_METRIC_MAKER_FEES_RECEIVED: 'Price maker fees earned',
DISPATCH_METRIC_MARKET_VALUE: 'Total market Value',
};
export const PositionStatusMapping: {
[T in PositionStatus]: string;
} = {
POSITION_STATUS_CLOSED_OUT: 'Closed by network',
POSITION_STATUS_ORDERS_CLOSED: 'Maintained by network',
POSITION_STATUS_UNSPECIFIED: 'Normal',
};