Fix dtl and percentages (#112)

Author: Schwartz10

econ/fi.go

@@ -1,10 +1,10 @@
 package econ
 
 import (
-	"math"
 	"math/big"
 
 	"github.com/glifio/go-pools/constants"
+	"github.com/glifio/go-pools/util"
 )
 
 func NewBaseFi(
@@ -200,16 +200,12 @@ func (bfi *BaseFi) LiquidationValue() *big.Int {
 	return new(big.Int).Sub(bfi.Balance, bfi.TerminationFee)
 }
 
-func (bfi *BaseFi) RecoveryRate() float64 {
+func (bfi *BaseFi) RecoveryRate() *big.Float {
 	if bfi.Balance.Cmp(big.NewInt(0)) == 0 {
-		return 0
+		return big.NewFloat(0)
 	}
 
-	rr, _ := new(big.Float).Quo(
-		new(big.Float).SetInt(bfi.LiquidationValue()),
-		new(big.Float).SetInt(bfi.Balance)).Float64()
-
-	return rr
+	return computePerc(bfi.LiquidationValue(), bfi.Balance)
 }
 
 // MaxBorrowAndSeal = margin / (1 - max borrow DTL) - margin
@@ -294,30 +290,32 @@ func (afi *AgentFi) LeverageRatio() *big.Float {
 		return new(big.Float).SetInf(true)
 	}
 
-	return new(big.Float).Quo(
-		new(big.Float).SetInt(afi.LiquidationValue()),
-		new(big.Float).SetInt(afi.Margin()))
+	return computePerc(afi.LiquidationValue(), afi.Margin())
 }
 
-func (afi *AgentFi) DTL() float64 {
+func (afi *AgentFi) DTL() *big.Float {
 	// if debt is zero then DTL is 0
 	if afi.Debt().Cmp(big.NewInt(0)) == 0 {
-		return 0
+		return big.NewFloat(0)
 	}
 	lv := afi.LiquidationValue()
 	// if liquidation value is zero and debt is non zero then DTL is infinite
 	if lv.Cmp(big.NewInt(0)) == 0 {
 		// return positive infinite float
-		return math.Inf(1)
+		return new(big.Float).SetInf(true)
 	}
-	dtl, _ := new(big.Float).Quo(
-		new(big.Float).SetInt(afi.Debt()),
-		new(big.Float).SetInt(afi.LiquidationValue()),
-	).Float64()
 
-	return dtl
+	return computePerc(afi.Debt(), afi.LiquidationValue())
 }
 
 func (l *Liability) Debt() *big.Int {
 	return new(big.Int).Add(l.Principal, l.Interest)
 }
+
+func computePerc(numerator, denominator *big.Int) *big.Float {
+	if denominator.Cmp(big.NewInt(0)) == 0 {
+		return new(big.Float).SetInf(true)
+	}
+
+	return util.ToFIL(util.DivWad(numerator, denominator))
+}

econ/terminate_test.go

@@ -480,6 +480,7 @@ type agentFiTest struct {
 	withdrawLimit        *big.Int
 	marginCall           *big.Int
 	leverageRatio        float64
+	dtl                  float64
 }
 
 var agentTests = []struct {
@@ -513,6 +514,7 @@ var agentTests = []struct {
 		withdrawLimit:        bigFromStr("8911457546764252091903"),
 		marginCall:           bigFromStr("1272158912732776255650271"),
 		leverageRatio:        0.5743316423053819,
+		dtl:                  0.574289111476492565,
 	}},
 	// agent 27
 	{"agent no miners", "0xDBa96B0FDbc87C7eEb641Ee37EAFC55B355079E4", BLOCK_HEIGHT, agentFiTest{
@@ -525,6 +527,7 @@ var agentTests = []struct {
 		withdrawLimit:        big.NewInt(0),
 		marginCall:           big.NewInt(0),
 		leverageRatio:        0,
+		dtl:                  0,
 	}},
 	// agent 2
 	{"agent single miner", "0xf0F1ceCCF78D411EeD9Ca190ca7F157140cCB2d3", BLOCK_HEIGHT, agentFiTest{
@@ -551,6 +554,7 @@ var agentTests = []struct {
 		withdrawLimit:        bigFromStr("57665444302030819344"),
 		marginCall:           bigFromStr("2359669285522428148"),
 		leverageRatio:        0.016656085317377764,
+		dtl:                  0.016608593934123496,
 	}},
 	// agent 91
 	{"agent miner with fee debt", "0xFF65F5f3D309fEA7aA2d4cB2727E918FAb0aE7F7", BLOCK_HEIGHT, agentFiTest{
@@ -577,6 +581,7 @@ var agentTests = []struct {
 		withdrawLimit:        bigFromStr("0"),
 		marginCall:           bigFromStr("0"),
 		leverageRatio:        0,
+		dtl:                  0,
 	}},
 	{"agent with balance no miners", "0xf0F1ceCCF78D411EeD9Ca190ca7F157140cCB2d3", big.NewInt(4238800), agentFiTest{
 		AgentFi: &AgentFi{
@@ -602,6 +607,7 @@ var agentTests = []struct {
 		withdrawLimit:        bigFromStr("3454284493328524959"),
 		marginCall:           bigFromStr("0"),
 		leverageRatio:        0,
+		dtl:                  0,
 	}},
 	{"agent with balance no miners with principal", "0xf0F1ceCCF78D411EeD9Ca190ca7F157140cCB2d3", big.NewInt(4238810), agentFiTest{
 		AgentFi: &AgentFi{
@@ -627,6 +633,7 @@ var agentTests = []struct {
 		withdrawLimit:        bigFromStr("3120950589218935919"),
 		marginCall:           bigFromStr("1176471091861402094"),
 		leverageRatio:        0.22450304410954403,
+		dtl:                  0.224502948003829978,
 	}},
 }
 
@@ -662,6 +669,18 @@ func TestEstimateTermationFeeAgent(t *testing.T) {
 	}
 }
 
+func TestComputePerc(t *testing.T) {
+	lv := bigFromStr("871702482492442116952350")
+	p := bigFromStr("343733044178305628615912")
+	i := bigFromStr("28202982363374106229")
+
+	perc := computePerc(new(big.Int).Add(p, i), lv)
+	exp := big.NewFloat(0.394356164017979036)
+	if perc.Cmp(exp) != 0 {
+		t.Fatalf("Expected perc: %v, actual: %v", exp, perc)
+	}
+}
+
 func assertAgentFiEqual(t *testing.T, expected *agentFiTest, actual *AgentFi) {
 	if expected.AvailableBalance.Cmp(actual.AvailableBalance) != 0 {
 		t.Fatalf("Expected available balance: %v, actual: %v", expected.AvailableBalance, actual.AvailableBalance)
@@ -709,8 +728,9 @@ func assertAgentFiEqual(t *testing.T, expected *agentFiTest, actual *AgentFi) {
 	if expected.marginCall.Cmp(actual.MarginCall()) != 0 {
 		t.Fatalf("Expected margin call: %v, actual: %v", expected.marginCall, actual.MarginCall())
 	}
-	if expected.leverageRatio != actual.DTL() {
-		t.Fatalf("Expected leverage ratio: %v, actual: %v", expected.leverageRatio, actual.DTL())
+	dtl, _ := actual.DTL().Float64()
+	if expected.leverageRatio != dtl {
+		t.Fatalf("Expected leverage ratio: %v, actual: %v", expected.leverageRatio, dtl)
 	}
 }