vega-frontend-monorepo/libs/positions/src/lib/positions-data-providers.spec.ts

import { AccountType, MarketTradingMode } from '@vegaprotocol/types';
import type { Account } from '@vegaprotocol/accounts';
import type { MarketWithData } from '@vegaprotocol/market-list';
import type { PositionsQuery, MarginsQuery } from './__generated__/Positions';
import { getMetrics, rejoinPositionData } from './positions-data-providers';

const accounts = [
  {
    __typename: 'AccountBalance',
    type: AccountType.ACCOUNT_TYPE_GENERAL,
    asset: {
      __typename: 'Asset',
      symbol: 'tDAI',
      id: '6d9d35f657589e40ddfb448b7ad4a7463b66efb307527fedd2aa7df1bbd5ea61',
      decimals: 5,
    },
    balance: '892824769',
    market: null,
  },
  {
    __typename: 'AccountBalance',
    type: AccountType.ACCOUNT_TYPE_MARGIN,
    asset: {
      __typename: 'Asset',
      symbol: 'tDAI',
      id: '6d9d35f657589e40ddfb448b7ad4a7463b66efb307527fedd2aa7df1bbd5ea61',
      decimals: 5,
    },
    balance: '33353727',
    market: {
      __typename: 'Market',
      id: '5e6035fe6a6df78c9ec44b333c231e63d357acef0a0620d2c243f5865d1dc0d8',
      tradableInstrument: {
        __typename: 'TradableInstrument',
        instrument: {
          __typename: 'Instrument',
          name: 'AAVEDAI Monthly (30 Jun 2022)',
        },
      },
    },
  },
  {
    __typename: 'AccountBalance',
    type: AccountType.ACCOUNT_TYPE_MARGIN,
    asset: {
      __typename: 'Asset',
      symbol: 'tDAI',
      id: '6d9d35f657589e40ddfb448b7ad4a7463b66efb307527fedd2aa7df1bbd5ea61',
      decimals: 5,
    },
    balance: '3274050',
    market: {
      __typename: 'Market',
      id: '10c4b1114d2f6fda239b73d018bca55888b6018f0ac70029972a17fea0a6a56e',
      tradableInstrument: {
        __typename: 'TradableInstrument',
        instrument: {
          __typename: 'Instrument',
          name: 'UNIDAI Monthly (30 Jun 2022)',
        },
      },
    },
  },
] as Account[];

const positions: PositionsQuery = {
  party: {
    __typename: 'Party',
    id: '02eceaba4df2bef76ea10caf728d8a099a2aa846cced25737cccaa9812342f65',
    positionsConnection: {
      __typename: 'PositionConnection',
      edges: [
        {
          __typename: 'PositionEdge',
          node: {
            __typename: 'Position',
            openVolume: '100',
            averageEntryPrice: '8993727',
            updatedAt: '2022-07-28T14:53:54.725477Z',
            realisedPNL: '0',
            unrealisedPNL: '43804770',
            market: {
              __typename: 'Market',
              id: '5e6035fe6a6df78c9ec44b333c231e63d357acef0a0620d2c243f5865d1dc0d8',
            },
          },
        },
        {
          __typename: 'PositionEdge',
          node: {
            __typename: 'Position',
            openVolume: '-100',
            realisedPNL: '0',
            unrealisedPNL: '-9112700',
            averageEntryPrice: '840158',
            updatedAt: '2022-07-28T15:09:34.441143Z',
            market: {
              __typename: 'Market',
              id: '10c4b1114d2f6fda239b73d018bca55888b6018f0ac70029972a17fea0a6a56e',
            },
          },
        },
      ],
    },
  },
};

const marketsData = [
  {
    __typename: 'Market',
    id: '5e6035fe6a6df78c9ec44b333c231e63d357acef0a0620d2c243f5865d1dc0d8',
    decimalPlaces: 5,
    tradingMode: MarketTradingMode.TRADING_MODE_MONITORING_AUCTION,
    positionDecimalPlaces: 0,
    tradableInstrument: {
      __typename: 'TradableInstrument',
      instrument: {
        __typename: 'Instrument',
        name: 'AAVEDAI Monthly (30 Jun 2022)',
        product: {
          settlementAsset: {
            symbol: 'tDAI',
          },
        },
      },
    },
    data: {
      __typename: 'MarketData',
      markPrice: '9431775',
      market: {
        __typename: 'Market',
        id: '5e6035fe6a6df78c9ec44b333c231e63d357acef0a0620d2c243f5865d1dc0d8',
      },
    },
  },
  {
    __typename: 'Market',
    id: '10c4b1114d2f6fda239b73d018bca55888b6018f0ac70029972a17fea0a6a56e',
    decimalPlaces: 5,
    tradingMode: MarketTradingMode.TRADING_MODE_CONTINUOUS,
    positionDecimalPlaces: 0,
    tradableInstrument: {
      __typename: 'TradableInstrument',
      instrument: {
        __typename: 'Instrument',
        name: 'UNIDAI Monthly (30 Jun 2022)',
        product: {
          settlementAsset: {
            symbol: 'tDAI',
          },
        },
      },
    },
    data: {
      __typename: 'MarketData',
      markPrice: '869762',
      market: {
        __typename: 'Market',
        id: '10c4b1114d2f6fda239b73d018bca55888b6018f0ac70029972a17fea0a6a56e',
      },
    },
  },
] as MarketWithData[];

const margins: MarginsQuery = {
  party: {
    id: '02eceaba4df2bef76ea10caf728d8a099a2aa846cced25737cccaa9812342f65',
    marginsConnection: {
      edges: [
        {
          __typename: 'MarginEdge',
          node: {
            __typename: 'MarginLevels',
            maintenanceLevel: '0',
            searchLevel: '0',
            initialLevel: '0',
            collateralReleaseLevel: '0',
            market: {
              __typename: 'Market',
              id: '5e6035fe6a6df78c9ec44b333c231e63d357acef0a0620d2c243f5865d1dc0d8',
            },
            asset: {
              __typename: 'Asset',
              id: 'tDAI-id',
            },
          },
        },
        {
          __typename: 'MarginEdge',
          node: {
            __typename: 'MarginLevels',
            maintenanceLevel: '0',
            searchLevel: '0',
            initialLevel: '0',
            collateralReleaseLevel: '0',
            market: {
              __typename: 'Market',
              id: '10c4b1114d2f6fda239b73d018bca55888b6018f0ac70029972a17fea0a6a56e',
            },
            asset: {
              __typename: 'Asset',
              id: 'tDAI-id',
            },
          },
        },
      ],
      __typename: 'MarginConnection',
    },
    __typename: 'Party',
  },
};

describe('getMetrics && rejoinPositionData', () => {
  it('returns positions metrics', () => {
    const positionsRejoined = rejoinPositionData(
      positions.party,
      marketsData,
      margins.party
    );
    const metrics = getMetrics(positionsRejoined, accounts || null);
    expect(metrics.length).toEqual(2);
  });

  it('calculates metrics', () => {
    const positionsRejoined = rejoinPositionData(
      positions.party,
      marketsData,
      margins.party
    );
    const metrics = getMetrics(positionsRejoined, accounts || null);

    expect(metrics[0].assetSymbol).toEqual('tDAI');
    expect(metrics[0].averageEntryPrice).toEqual('8993727');
    expect(metrics[0].capitalUtilisation).toEqual(4);
    expect(metrics[0].currentLeverage).toBeCloseTo(1.02);
    expect(metrics[0].marketDecimalPlaces).toEqual(5);
    expect(metrics[0].positionDecimalPlaces).toEqual(0);
    expect(metrics[0].decimals).toEqual(5);
    expect(metrics[0].liquidationPrice).toEqual('169990');
    expect(metrics[0].lowMarginLevel).toEqual(false);
    expect(metrics[0].markPrice).toEqual('9431775');
    expect(metrics[0].marketId).toEqual(
      '5e6035fe6a6df78c9ec44b333c231e63d357acef0a0620d2c243f5865d1dc0d8'
    );
    expect(metrics[0].marketName).toEqual('AAVEDAI Monthly (30 Jun 2022)');
    expect(metrics[0].marketTradingMode).toEqual(
      'TRADING_MODE_MONITORING_AUCTION'
    );
    expect(metrics[0].notional).toEqual('943177500');
    expect(metrics[0].openVolume).toEqual('100');
    expect(metrics[0].realisedPNL).toEqual('0');
    expect(metrics[0].searchPrice).toEqual('9098238');
    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[1].assetSymbol).toEqual('tDAI');
    expect(metrics[1].averageEntryPrice).toEqual('840158');
    expect(metrics[1].capitalUtilisation).toEqual(0);
    expect(metrics[1].currentLeverage).toBeCloseTo(0.097);
    expect(metrics[1].marketDecimalPlaces).toEqual(5);
    expect(metrics[1].positionDecimalPlaces).toEqual(0);
    expect(metrics[1].decimals).toEqual(5);
    expect(metrics[1].liquidationPrice).toEqual('9830750');
    expect(metrics[1].lowMarginLevel).toEqual(false);
    expect(metrics[1].markPrice).toEqual('869762');
    expect(metrics[1].marketId).toEqual(
      '10c4b1114d2f6fda239b73d018bca55888b6018f0ac70029972a17fea0a6a56e'
    );
    expect(metrics[1].marketName).toEqual('UNIDAI Monthly (30 Jun 2022)');
    expect(metrics[1].marketTradingMode).toEqual('TRADING_MODE_CONTINUOUS');
    expect(metrics[1].notional).toEqual('86976200');
    expect(metrics[1].openVolume).toEqual('-100');
    expect(metrics[1].realisedPNL).toEqual('0');
    expect(metrics[1].searchPrice).toEqual('902503');
    expect(metrics[1].totalBalance).toEqual('896098819');
    expect(metrics[1].unrealisedPNL).toEqual('-9112700');
    expect(metrics[1].updatedAt).toEqual('2022-07-28T15:09:34.441143Z');
  });
});