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Calculate coordinator position PNL correctly #2325

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merged 1 commit into from
Mar 26, 2024
Merged

Calculate coordinator position PNL correctly #2325

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4 changes: 2 additions & 2 deletions coordinator/src/db/positions.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -266,13 +266,13 @@ impl Position {
pub fn set_position_to_closed_with_pnl(
conn: &mut PgConnection,
id: i32,
pnl: i64,
trader_realized_pnl_sat: i64,
) -> QueryResult<crate::position::models::Position> {
let position: Position = diesel::update(positions::table)
.filter(positions::id.eq(id))
.set((
positions::position_state.eq(PositionState::Closed),
positions::trader_realized_pnl_sat.eq(Some(pnl)),
positions::trader_realized_pnl_sat.eq(Some(trader_realized_pnl_sat)),
positions::update_timestamp.eq(OffsetDateTime::now_utc()),
))
.get_result(conn)?;
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14 changes: 10 additions & 4 deletions coordinator/src/dlc_protocol.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -355,8 +355,10 @@ impl DlcProtocolExecutor {
"Finalize closing position",
);

let pnl = {
let (initial_margin_long, initial_margin_short) = match trade_params.direction {
let trader_realized_pnl_sat = {
let trader_position_direction = position.trader_direction;

let (initial_margin_long, initial_margin_short) = match trader_position_direction {
Direction::Long => (position.trader_margin, position.coordinator_margin),
Direction::Short => (position.coordinator_margin, position.trader_margin),
};
Expand All @@ -365,7 +367,7 @@ impl DlcProtocolExecutor {
Decimal::from_f32(position.average_entry_price).expect("to fit into decimal"),
Decimal::from_f32(trade_params.average_price).expect("to fit into decimal"),
trade_params.quantity,
trade_params.direction,
trader_position_direction,
initial_margin_long as u64,
initial_margin_short as u64,
) {
Expand All @@ -377,7 +379,11 @@ impl DlcProtocolExecutor {
}
};

db::positions::Position::set_position_to_closed_with_pnl(conn, position.id, pnl)?;
db::positions::Position::set_position_to_closed_with_pnl(
conn,
position.id,
trader_realized_pnl_sat,
)?;

let coordinator_margin = calculate_margin(
Decimal::try_from(trade_params.average_price).expect("to fit into decimal"),
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