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

libs/positions/src/lib/Positions.graphql

@@ -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
   }
 }
 

libs/positions/src/lib/__generated__/Positions.ts

@@ -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
   }
 }
     `;

libs/positions/src/lib/positions-data-providers.spec.ts

@@ -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);
   });
 });

libs/positions/src/lib/positions-data-providers.ts

@@ -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,
       };
     });
   }

libs/positions/src/lib/positions-table.spec.tsx

@@ -1,8 +1,11 @@
 import type { RenderResult } from '@testing-library/react';
-import { act, render, screen } from '@testing-library/react';
+import { act, render, screen, within } from '@testing-library/react';
-import PositionsTable from './positions-table';
+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();
+  });
+});

libs/positions/src/lib/positions-table.tsx

@@ -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>
+  );
+};

libs/positions/src/lib/positions.mock.ts

@@ -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,
   },
 ];
 

libs/positions/src/setup-tests.ts

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

libs/types/src/global-types-mappings.ts

@@ -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',
+};