this version with tvl passed QA

Hey @dhruv-chauhan

I think there is some confusion between working of kwenta and gmx

In gmx the collateral is deposited when we are opening the position, and when we close the position we receive the collateral back in our account

But this is not the case with kwenta - we first deposit collateral i.e. sUSD for all markets and then we open any position, and on close just the collateral value is increased, which can be withdrawn by the user in a different transaction

And there are no liquidity pools in Kwenta like GMX

So, I think instead of "deposit()" and "withdraw()" in "handleMarginTransferred" we should use collateral in and out, and not use these functions in "handlePositionModified"

And "deposit()" & "withdraw()" function should be removed as they are for liquidity pools

What do you think?

If I understand correctly,

1. User deposits sUSD as liquidity to a sTOKENPERP [handleMarginTransferred]
2. Opens a position with part of deposited sUSD as collateral [handlePositionModified]
   ...
3. Closes position, gets back collateral [handlePositionModified]
4. Exits market, withdraws liquidity [handleMarginTransferred]

So imo,
deposit/withdraw of liquidity in handleMarginTransferred and,
collateralIn/collateralOut of trading collateral in handlePositionModified works fine as currently implemented.

@ishraq8 can overrule

he case with kwenta - we first deposit collateral i.e. sUSD for all markets and then we open any position, and on close just the collateral value is increased, which can be withdrawn by the user in a different transaction

This makes sense. sUSD becomes the collateral instead of other input tokens.

This makes sense. sUSD becomes the collateral instead of other input tokens.

Yes, sUSD is used as collateral but what I wanted to say is there is no withdrawal or deposit of collateral at time of positionModified that got me into some confusion

But I think what @dhruv-chauhan said makes sense and fixed the issues according to his solution

Data looks good and passed QA.

looks like the longpositioncount and shortpositioncount makes sense long is preferred positions. The short and long open interest seem similar in value which is where matching really matters.

Cumulative inflow will always be greater than outflow as the protocol relies on higher inflow. if it is reveresed it indicates there is a bankrun or unhealthy protocol (kwenta is quite healthy).

** Needs to be fixed,

• (usageMetricsDailySnapshots) dailyActiveLiquidators > cumulativeUniqueLiquidators query

Hey @amritkumarj, if you could just fix cumulativeUniqueLiquidators/dailyActiveLiquidators calculations, we'd be ready to merge the PR!

Fixed it in the new commit

This issue is also present in gmx - query