feat: add historic pricing info to leverage queries

CHANGELOG.md

@@ -65,6 +65,7 @@ Ref: https://keepachangelog.com/en/1.0.0/
 - [1685](https://github.com/umee-network/umee/pull/1685) Add medians param to Token registry.
 - [1683](https://github.com/umee-network/umee/pull/1683) Add MaxBorrow query and allow returning all denoms from MaxWithdraw.
 - [1690](https://github.com/umee-network/umee/pull/1690) Add MaxBorrow message type.
+- [1711](https://github.com/umee-network/umee/pull/1711) Add historic pricing information to leverage MarketSummary and AccountSummary queries.
 
 ## [v3.3.0](https://github.com/umee-network/umee/releases/tag/v3.3.0) - 2022-12-20
 

proto/umee/leverage/v1/query.proto

@@ -182,6 +182,11 @@ message QueryMarketSummaryResponse {
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
     (gogoproto.nullable)   = false
   ];
+  // Oracle Historic Price is the historic USD value of a token. Historic price is defined as the median of the last N historic median prices from the oracle module, with N being this token's HistoricMedians in the leverage registry. Current price is used if required medians is zero. Price is nil when the oracle is down or insufficient historic medians are available.
+  string oracle_historic_price = 19 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+    (gogoproto.nullable)   = true
+  ];
 }
 
 // QueryAccountBalances defines the request structure for the AccountBalances gRPC service handler.
@@ -240,6 +245,18 @@ message QueryAccountSummaryResponse {
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable)   = false
   ];
+  // Historic Borrowed Value is the sum of the USD value of all tokens the account has borrowed,
+  // including interest owed, using historic prices.
+  string historic_borrowed_value = 6 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+    (gogoproto.nullable)   = false
+  ];
+  // Historic Borrow Limit is the maximum Borrowed Value the account is allowed to reach through direct borrowing,
+  // using historic prices.
+  string historic_borrow_limit = 7 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+    (gogoproto.nullable)   = false
+  ];
 }
 
 // QueryLiquidationTargets defines the request structure for the LiquidationTargets gRPC service handler.

swagger/swagger.yaml

@@ -152,6 +152,20 @@ paths:
                 description: >-
                   Liquidation Threshold is the Borrowed Value at which the
                   account becomes eligible for liquidation.
+              historic_borrowed_value:
+                type: string
+                description: >-
+                  Historic Borrowed Value is the sum of the USD value of all
+                  tokens the account has borrowed,
+
+                  including interest owed, using historic prices.
+              historic_borrow_limit:
+                type: string
+                description: >-
+                  Historic Borrow Limit is the maximum Borrowed Value the
+                  account is allowed to reach through direct borrowing,
+
+                  using historic prices.
             description: >-
               QueryAccountSummaryResponse defines the response structure for the
               AccountSummary gRPC service handler.
@@ -439,6 +453,16 @@ paths:
                   applied to convert to symbol denom. A negative availability
                   means safety limits have been exceeded and additional
                   collateral cannot be created until more liquidity is present.
+              oracle_historic_price:
+                type: string
+                description: >-
+                  Oracle Historic Price is the historic USD value of a token.
+                  Historic price is defined as the median of the last N historic
+                  median prices from the oracle module, with N being this
+                  token's HistoricMedians in the leverage registry. Current
+                  price is used if required medians is zero. Price is nil when
+                  the oracle is down or insufficient historic medians are
+                  available.
             description: >-
               QueryMarketSummaryResponse defines the response structure for the
               MarketSummary gRPC service handler.
@@ -2020,6 +2044,20 @@ definitions:
         description: >-
           Liquidation Threshold is the Borrowed Value at which the account
           becomes eligible for liquidation.
+      historic_borrowed_value:
+        type: string
+        description: >-
+          Historic Borrowed Value is the sum of the USD value of all tokens the
+          account has borrowed,
+
+          including interest owed, using historic prices.
+      historic_borrow_limit:
+        type: string
+        description: >-
+          Historic Borrow Limit is the maximum Borrowed Value the account is
+          allowed to reach through direct borrowing,
+
+          using historic prices.
     description: >-
       QueryAccountSummaryResponse defines the response structure for the
       AccountSummary gRPC service handler.
@@ -2194,6 +2232,15 @@ definitions:
           negative availability means safety limits have been exceeded and
           additional collateral cannot be created until more liquidity is
           present.
+      oracle_historic_price:
+        type: string
+        description: >-
+          Oracle Historic Price is the historic USD value of a token. Historic
+          price is defined as the median of the last N historic median prices
+          from the oracle module, with N being this token's HistoricMedians in
+          the leverage registry. Current price is used if required medians is
+          zero. Price is nil when the oracle is down or insufficient historic
+          medians are available.
     description: >-
       QueryMarketSummaryResponse defines the response structure for the
       MarketSummary gRPC service handler.

x/leverage/client/tests/tests.go

@@ -95,10 +95,11 @@ func (s *IntegrationTestSuite) TestLeverageScenario() {
 			false,
 			&types.QueryMarketSummaryResponse{},
 			&types.QueryMarketSummaryResponse{
-				SymbolDenom:        "UMEE",
-				Exponent:           6,
-				OraclePrice:        &oracleSymbolPrice,
-				UTokenExchangeRate: sdk.OneDec(),
+				SymbolDenom:         "UMEE",
+				Exponent:            6,
+				OraclePrice:         &oracleSymbolPrice,
+				OracleHistoricPrice: &oracleSymbolPrice,
+				UTokenExchangeRate:  sdk.OneDec(),
 				// Borrow rate * (1.52 - ReserveFactor - OracleRewardFactor)
 				// 1.52 * (1 - 0.2 - 0.01) = 1.2008
 				Supply_APY: sdk.MustNewDecFromStr("1.2008"),
@@ -292,6 +293,10 @@ func (s *IntegrationTestSuite) TestLeverageScenario() {
 				BorrowedValue: sdk.MustNewDecFromStr("0.00858671"),
 				// (1001 / 1000000) * 34.21 * 0.25 = 0.0085610525
 				BorrowLimit: sdk.MustNewDecFromStr("0.0085610525"),
+				// (251 / 1000000) * 34.21 = 0.00858671
+				HistoricBorrowedValue: sdk.MustNewDecFromStr("0.00858671"),
+				// (1001 / 1000000) * 34.21 * 0.25 = 0.0085610525
+				HistoricBorrowLimit: sdk.MustNewDecFromStr("0.0085610525"),
 				// (1001 / 1000000) * 0.25 * 34.21 = 0.0085610525
 				LiquidationThreshold: sdk.MustNewDecFromStr("0.0085610525"),
 			},

x/leverage/keeper/grpc_query.go

@@ -134,10 +134,13 @@ func (q Querier) MarketSummary(
 		AvailableCollateralize: availableCollateralize,
 	}
 
-	// Oracle price in response will be nil if it is unavailable
+	// Oracle prices in response will be nil if it is unavailable
 	if oraclePrice, _, oracleErr := q.Keeper.TokenDefaultDenomPrice(ctx, req.Denom, false); oracleErr == nil {
 		resp.OraclePrice = &oraclePrice
 	}
+	if historicPrice, _, historicErr := q.Keeper.TokenDefaultDenomPrice(ctx, req.Denom, true); historicErr == nil {
+		resp.OracleHistoricPrice = &historicPrice
+	}
 
 	return &resp, nil
 }
@@ -220,12 +223,18 @@ func (q Querier) AccountSummary(
 		return nil, err
 	}
 
+	// must still return current values if historic prices are down - they will display as zero
+	historicBorrowedValue, _ := q.Keeper.TotalTokenValue(ctx, borrowed, true)
+	historicBorrowLimit, _ := q.Keeper.CalculateBorrowLimit(ctx, collateral, true)
+
 	return &types.QueryAccountSummaryResponse{
-		SuppliedValue:        suppliedValue,
-		CollateralValue:      collateralValue,
-		BorrowedValue:        borrowedValue,
-		BorrowLimit:          borrowLimit,
-		LiquidationThreshold: liquidationThreshold,
+		SuppliedValue:         suppliedValue,
+		CollateralValue:       collateralValue,
+		BorrowedValue:         borrowedValue,
+		BorrowLimit:           borrowLimit,
+		LiquidationThreshold:  liquidationThreshold,
+		HistoricBorrowedValue: historicBorrowedValue,
+		HistoricBorrowLimit:   historicBorrowLimit,
 	}, nil
 }
 

x/leverage/keeper/grpc_query_test.go

@@ -42,6 +42,7 @@ func (s *IntegrationTestSuite) TestQuerier_MarketSummary() {
 		SymbolDenom:            "UMEE",
 		Exponent:               6,
 		OraclePrice:            &oracleSymbolPrice,
+		OracleHistoricPrice:    &oracleSymbolPrice,
 		UTokenExchangeRate:     sdk.OneDec(),
 		Supply_APY:             sdk.MustNewDecFromStr("1.2008"),
 		Borrow_APY:             sdk.MustNewDecFromStr("1.52"),
@@ -109,6 +110,10 @@ func (s *IntegrationTestSuite) TestQuerier_AccountSummary() {
 		BorrowedValue: sdk.ZeroDec(),
 		// (1000) * 4.21 * 0.25 = 1052.5
 		BorrowLimit: sdk.MustNewDecFromStr("1052.5"),
+		// Nothing borrowed
+		HistoricBorrowedValue: sdk.ZeroDec(),
+		// (1000) * 4.21 * 0.25 = 1052.5
+		HistoricBorrowLimit: sdk.MustNewDecFromStr("1052.5"),
 		// (1000) * 4.21 * 0.25 = 1052.5
 		LiquidationThreshold: sdk.MustNewDecFromStr("1052.5"),
 	}