From 52a298305b138633b422c191b3399df5ecee4e4a Mon Sep 17 00:00:00 2001
From: Lawrence Forman <me@merklejerk.com>
Date: Thu, 6 Feb 2020 11:36:37 -0500
Subject: [PATCH] `@0x/contracts-asset-proxy`: Add `getMarketMarginPremium()`
 to `IDydx`. `@0x/contracts-dev-utils`: Handle dydx market premiums.

---
 .../asset-proxy/contracts/src/interfaces/IDydx.sol     |  9 +++++++++
 .../asset-proxy/contracts/test/TestDydxBridge.sol      |  7 +++++++
 contracts/dev-utils/contracts/src/D18.sol              | 10 ++++++++++
 contracts/dev-utils/contracts/src/LibDydxBalance.sol   | 10 ++++++++++
 contracts/dev-utils/contracts/test/TestDydx.sol        |  9 +++++++++
 5 files changed, 45 insertions(+)

diff --git a/contracts/asset-proxy/contracts/src/interfaces/IDydx.sol b/contracts/asset-proxy/contracts/src/interfaces/IDydx.sol
index 8b353ad6ac..1ec67a2dfe 100644
--- a/contracts/asset-proxy/contracts/src/interfaces/IDydx.sol
+++ b/contracts/asset-proxy/contracts/src/interfaces/IDydx.sol
@@ -166,6 +166,15 @@ interface IDydx {
         view
         returns (Price memory price);
 
+    /// @dev Get the margin premium for a market. A margin premium makes it so that any positions that
+    ///      include the market require a higher collateralization to avoid being liquidated.
+    /// @param  marketId  The market to query
+    /// @return premium The market's margin premium
+    function getMarketMarginPremium(uint256 marketId)
+        external
+        view
+        returns (D256 memory premium);
+
     /// @dev Get the total supplied and total borrowed values of an account adjusted by the marginPremium
     ///      of each market. Supplied values are divided by (1 + marginPremium) for each market and
     ///      borrowed values are multiplied by (1 + marginPremium) for each market. Comparing these
diff --git a/contracts/asset-proxy/contracts/test/TestDydxBridge.sol b/contracts/asset-proxy/contracts/test/TestDydxBridge.sol
index ce3f4f8b78..d23425b865 100644
--- a/contracts/asset-proxy/contracts/test/TestDydxBridge.sol
+++ b/contracts/asset-proxy/contracts/test/TestDydxBridge.sol
@@ -210,6 +210,13 @@ contract TestDydxBridge is
         returns (Price memory price)
     {}
 
+    /// @dev Unsused
+    function getMarketMarginPremium(uint256 marketId)
+        external
+        view
+        returns (IDydx.D256 memory premium)
+    {}
+
     /// @dev Unused.
     function getAdjustedAccountValues(
         AccountInfo calldata account
diff --git a/contracts/dev-utils/contracts/src/D18.sol b/contracts/dev-utils/contracts/src/D18.sol
index f491976186..9334f3057e 100644
--- a/contracts/dev-utils/contracts/src/D18.sol
+++ b/contracts/dev-utils/contracts/src/D18.sol
@@ -57,6 +57,16 @@ library D18 {
         r = _add(int256(a), b);
     }
 
+    /// @dev Add two decimals.
+    function add(int256 a, uint256 b)
+        internal
+        pure
+        returns (int256 r)
+    {
+        require(int256(b) >= 0, "D18/DECIMAL_VALUE_TOO_BIG");
+        r = _add(a, int256(b));
+    }
+
     /// @dev Add two decimals.
     function add(uint256 a, uint256 b)
         internal
diff --git a/contracts/dev-utils/contracts/src/LibDydxBalance.sol b/contracts/dev-utils/contracts/src/LibDydxBalance.sol
index 20095ef30e..822bd20bf3 100644
--- a/contracts/dev-utils/contracts/src/LibDydxBalance.sol
+++ b/contracts/dev-utils/contracts/src/LibDydxBalance.sol
@@ -339,6 +339,16 @@ library LibDydxBalance {
         }
         // The action value is the action rate times the price.
         value = D18.mul(price, value);
+        // Scale by the market premium.
+        int256 marketPremium = D18.add(
+            D18.one(),
+            info.dydx.getMarketMarginPremium(action.marketId).value
+        );
+        if (action.actionType == IDydxBridge.BridgeActionType.Deposit) {
+            value = D18.div(value, marketPremium);
+        } else {
+            value = D18.mul(value, marketPremium);
+        }
     }
 
     /// @dev Returns the conversion rate for an action, expressed as units
diff --git a/contracts/dev-utils/contracts/test/TestDydx.sol b/contracts/dev-utils/contracts/test/TestDydx.sol
index be251af314..c2e771ca47 100644
--- a/contracts/dev-utils/contracts/test/TestDydx.sol
+++ b/contracts/dev-utils/contracts/test/TestDydx.sol
@@ -129,6 +129,15 @@ contract TestDydx {
         }
     }
 
+    function getMarketMarginPremium(uint256)
+        external
+        view
+        returns (IDydx.D256 memory premium)
+    {
+        // Return 0.
+        return premium;
+    }
+
     function getMarketPrice(
         uint256 marketId
     )