84 lines
3.3 KiB
Python
84 lines
3.3 KiB
Python
# # ⚠ Warning
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#
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# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT
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# LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN
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# NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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# WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
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# SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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#
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# [🥭 Mango Markets](https://mango.markets/) support is available at:
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# [Docs](https://docs.mango.markets/)
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# [Discord](https://discord.gg/67jySBhxrg)
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# [Twitter](https://twitter.com/mangomarkets)
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# [Github](https://github.com/blockworks-foundation)
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# [Email](mailto:hello@blockworks.foundation)
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import enum
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import logging
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import typing
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from decimal import Decimal
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from .balancesheet import BalanceSheet
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from .group import Group
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from .marginaccount import MarginAccount
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from .tokenvalue import TokenValue
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# # 🥭 LiquidatableState flag enum
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#
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# A margin account may have a combination of these flag values.
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#
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class LiquidatableState(enum.Flag):
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UNSET = 0
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RIPE = enum.auto()
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BEING_LIQUIDATED = enum.auto()
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LIQUIDATABLE = enum.auto()
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ABOVE_WATER = enum.auto()
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WORTHWHILE = enum.auto()
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# # 🥭 LiquidatableReport class
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#
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class LiquidatableReport:
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def __init__(self, group: Group, prices: typing.List[TokenValue], margin_account: MarginAccount, balance_sheet: BalanceSheet, balances: typing.List[TokenValue], state: LiquidatableState, worthwhile_threshold: Decimal):
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self.logger: logging.Logger = logging.getLogger(self.__class__.__name__)
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self.group: Group = group
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self.prices: typing.List[TokenValue] = prices
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self.margin_account: MarginAccount = margin_account
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self.balance_sheet: BalanceSheet = balance_sheet
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self.balances: typing.List[TokenValue] = balances
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self.state: LiquidatableState = state
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self.worthwhile_threshold: Decimal = worthwhile_threshold
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@staticmethod
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def build(group: Group, prices: typing.List[TokenValue], margin_account: MarginAccount, worthwhile_threshold: Decimal) -> "LiquidatableReport":
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balance_sheet = margin_account.get_balance_sheet_totals(group, prices)
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balances = margin_account.get_intrinsic_balances(group)
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state = LiquidatableState.UNSET
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if balance_sheet.collateral_ratio != Decimal(0):
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if balance_sheet.collateral_ratio <= group.init_coll_ratio:
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state |= LiquidatableState.RIPE
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if balance_sheet.collateral_ratio <= group.maint_coll_ratio:
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state |= LiquidatableState.LIQUIDATABLE
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if balance_sheet.collateral_ratio > Decimal(1):
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state |= LiquidatableState.ABOVE_WATER
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if balance_sheet.assets - balance_sheet.liabilities > worthwhile_threshold:
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state |= LiquidatableState.WORTHWHILE
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# If a liquidation is ongoing, their account may be above the `maint_coll_ratio` but still
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# be liquidatable until it reaches `init_coll_ratio`.
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if margin_account.being_liquidated:
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state |= LiquidatableState.BEING_LIQUIDATED
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state |= LiquidatableState.LIQUIDATABLE
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return LiquidatableReport(group, prices, margin_account, balance_sheet, balances, state, worthwhile_threshold)
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