merge conflict

protocol/x/perpetuals/keeper/perpetual.go

@@ -27,11 +27,7 @@ import (
 	"github.com/dydxprotocol/v4-chain/protocol/lib/log"
 	"github.com/dydxprotocol/v4-chain/protocol/lib/metrics"
 	epochstypes "github.com/dydxprotocol/v4-chain/protocol/x/epochs/types"
-<<<<<<< HEAD
-=======
-	"github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/funding"
 	perplib "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/lib"
->>>>>>> 87a919e6 ([chore] Move `perpetuals/keeper` helper functions to `perpetuals/lib` (#1678))
 	"github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/types"
 	pricestypes "github.com/dydxprotocol/v4-chain/protocol/x/prices/types"
 	gometrics "github.com/hashicorp/go-metrics"
@@ -969,61 +965,6 @@ func (k Keeper) GetMarginRequirements(
 	return bigInitialMarginQuoteQuantums, bigMaintenanceMarginQuoteQuantums, nil
 }
 
-<<<<<<< HEAD
-// GetMarginRequirementsInQuoteQuantums returns initial and maintenance margin requirements
-// in quote quantums, given the position size in base quantums.
-//
-// Note that this is a stateless function.
-func GetMarginRequirementsInQuoteQuantums(
-	perpetual types.Perpetual,
-	marketPrice pricestypes.MarketPrice,
-	liquidityTier types.LiquidityTier,
-	bigQuantums *big.Int,
-) (
-	bigInitialMarginQuoteQuantums *big.Int,
-	bigMaintenanceMarginQuoteQuantums *big.Int,
-) {
-	// Always consider the magnitude of the position regardless of whether it is long/short.
-	bigAbsQuantums := new(big.Int).Set(bigQuantums).Abs(bigQuantums)
-
-	// Calculate the notional value of the position in quote quantums.
-	bigQuoteQuantums := lib.BaseToQuoteQuantums(
-		bigAbsQuantums,
-		perpetual.Params.AtomicResolution,
-		marketPrice.Price,
-		marketPrice.Exponent,
-	)
-	// Calculate the perpetual's open interest in quote quantums.
-	openInterestQuoteQuantums := lib.BaseToQuoteQuantums(
-		perpetual.OpenInterest.BigInt(), // OpenInterest is represented as base quantums.
-		perpetual.Params.AtomicResolution,
-		marketPrice.Price,
-		marketPrice.Exponent,
-	)
-
-	// Initial margin requirement quote quantums = size in quote quantums * initial margin PPM.
-	bigBaseInitialMarginQuoteQuantums := liquidityTier.GetInitialMarginQuoteQuantums(
-		bigQuoteQuantums,
-		big.NewInt(0), // pass in 0 as open interest to get base IMR.
-	)
-	// Maintenance margin requirement quote quantums = IM in quote quantums * maintenance fraction PPM.
-	bigMaintenanceMarginQuoteQuantums = lib.BigRatRound(
-		lib.BigRatMulPpm(
-			new(big.Rat).SetInt(bigBaseInitialMarginQuoteQuantums),
-			liquidityTier.MaintenanceFractionPpm,
-		),
-		true,
-	)
-
-	bigInitialMarginQuoteQuantums = liquidityTier.GetInitialMarginQuoteQuantums(
-		bigQuoteQuantums,
-		openInterestQuoteQuantums, // pass in current OI to get scaled IMR.
-	)
-	return bigInitialMarginQuoteQuantums, bigMaintenanceMarginQuoteQuantums
-}
-
-=======
->>>>>>> 87a919e6 ([chore] Move `perpetuals/keeper` helper functions to `perpetuals/lib` (#1678))
 // GetSettlementPpm returns the net settlement amount ppm (in quote quantums) given
 // the perpetual Id and position size (in base quantums).
 // When handling rounding, always round positive settlement amount to zero, and
@@ -1058,38 +999,6 @@ func (k Keeper) GetSettlementPpm(
 	return bigNetSettlementPpm, newFundingIndex, nil
 }
 
-<<<<<<< HEAD
-// GetSettlementPpm returns the net settlement amount ppm (in quote quantums) given
-// the perpetual and position size (in base quantums).
-//
-// Note that this function is a stateless utility function.
-func GetSettlementPpmWithPerpetual(
-	perpetual types.Perpetual,
-	quantums *big.Int,
-	index *big.Int,
-) (
-	bigNetSettlementPpm *big.Int,
-	newFundingIndex *big.Int,
-) {
-	indexDelta := new(big.Int).Sub(perpetual.FundingIndex.BigInt(), index)
-
-	// if indexDelta is zero, then net settlement is zero.
-	if indexDelta.Sign() == 0 {
-		return big.NewInt(0), perpetual.FundingIndex.BigInt()
-	}
-
-	bigNetSettlementPpm = new(big.Int).Mul(indexDelta, quantums)
-
-	// `bigNetSettlementPpm` carries sign. `indexDelta`` is the increase in `fundingIndex`, so if
-	// the position is long (positive), the net settlement should be short (negative), and vice versa.
-	// Thus, always negate `bigNetSettlementPpm` here.
-	bigNetSettlementPpm = bigNetSettlementPpm.Neg(bigNetSettlementPpm)
-
-	return bigNetSettlementPpm, perpetual.FundingIndex.BigInt()
-}
-
-=======
->>>>>>> 87a919e6 ([chore] Move `perpetuals/keeper` helper functions to `perpetuals/lib` (#1678))
 // GetPremiumSamples reads premium samples from the current `funding-tick` epoch,
 // stored in a `PremiumStore` struct.
 func (k Keeper) GetPremiumSamples(ctx sdk.Context) (