From 457c2cc625b8fbf05b5eba3ae16c8ba1ea93ecc8 Mon Sep 17 00:00:00 2001
From: filipzeta <103913117+filipzeta@users.noreply.github.com>
Date: Thu, 27 Jul 2023 13:50:10 +1000
Subject: [PATCH] Clean up some risk calculations (#255)

---
 CHANGELOG.md       |  1 +
 src/exchange.ts    |  8 --------
 src/risk-utils.ts  | 17 +++++++++++++----
 src/subexchange.ts | 24 ------------------------
 4 files changed, 14 insertions(+), 36 deletions(-)

diff --git a/CHANGELOG.md b/CHANGELOG.md
index d25307ef8..f70f4bf9d 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -7,6 +7,7 @@ Version changes are pinned to SDK releases.
 
 ## [1.5.0] 2023-07-25
 
+- Clean up some risk calculations under the hood. ([#255](https://github.com/zetamarkets/sdk/pull/255))
 - Add fee to TradeEventV3. ([#253](https://github.com/zetamarkets/sdk/pull/253))
 - Add header to event queue fetch. ([#250](https://github.com/zetamarkets/sdk/pull/250))
 
diff --git a/src/exchange.ts b/src/exchange.ts
index 59285028f..b9f6a4669 100644
--- a/src/exchange.ts
+++ b/src/exchange.ts
@@ -950,10 +950,6 @@ export class Exchange {
     await this.getSubExchange(asset).updatePricingParameters(args);
   }
 
-  public getMarginParams(asset: Asset) {
-    return this.getSubExchange(asset).marginParams;
-  }
-
   public async updateMarginParameters(
     asset: Asset,
     args: instructions.UpdateMarginParametersArgs
@@ -1089,10 +1085,6 @@ export class Exchange {
     }
   }
 
-  public updateMarginParams(asset: Asset) {
-    this.getSubExchange(asset).updateMarginParams();
-  }
-
   public async halt(asset: Asset) {
     await this.getSubExchange(asset).halt();
   }
diff --git a/src/risk-utils.ts b/src/risk-utils.ts
index 0bc63189b..9bb7161e2 100644
--- a/src/risk-utils.ts
+++ b/src/risk-utils.ts
@@ -7,7 +7,7 @@ import {
   MarginAccount,
   ProductLedger,
 } from "./program-types";
-import { getProductLedger } from "./utils";
+import { getProductLedger, convertNativeBNToDecimal } from "./utils";
 
 export function collectRiskMaps(
   imMap: Map<Asset, Number>,
@@ -107,10 +107,19 @@ export function calculateFutureMargin(
   asset: Asset,
   spotPrice: number
 ): types.MarginRequirement {
-  let subExchange = Exchange.getSubExchange(asset);
-  let initial = spotPrice * subExchange.marginParams.futureMarginInitial;
+  let assetIndex = assets.assetToIndex(asset);
+  let initial =
+    spotPrice *
+    convertNativeBNToDecimal(
+      Exchange.pricing.marginParameters[assetIndex].futureMarginInitial,
+      constants.MARGIN_PRECISION
+    );
   let maintenance =
-    spotPrice * subExchange.marginParams.futureMarginMaintenance;
+    spotPrice *
+    convertNativeBNToDecimal(
+      Exchange.pricing.marginParameters[assetIndex].futureMarginMaintenance,
+      constants.MARGIN_PRECISION
+    );
   return {
     initialLong: initial,
     initialShort: initial,
diff --git a/src/subexchange.ts b/src/subexchange.ts
index a850a30bf..97f8d6a7e 100644
--- a/src/subexchange.ts
+++ b/src/subexchange.ts
@@ -94,11 +94,6 @@ export class SubExchange {
   }
   private _perpSyncQueueAddress: PublicKey;
 
-  public get marginParams(): types.MarginParams {
-    return this._marginParams;
-  }
-  private _marginParams: types.MarginParams;
-
   public get halted(): boolean {
     return Exchange.state.haltStates[assetToIndex(this._asset)].halted;
   }
@@ -151,7 +146,6 @@ export class SubExchange {
     }
 
     this._perpSyncQueue = fetchedAccs[0] as PerpSyncQueue;
-    this.updateMarginParams();
 
     this._markets = await ZetaGroupMarkets.load(
       asset,
@@ -609,24 +603,6 @@ export class SubExchange {
     await utils.processTransaction(Exchange.provider, tx);
   }
 
-  public updateMarginParams() {
-    if (Exchange.pricing === undefined) {
-      return;
-    }
-    this._marginParams = {
-      futureMarginInitial: utils.convertNativeBNToDecimal(
-        Exchange.pricing.marginParameters[assetToIndex(this._asset)]
-          .futureMarginInitial,
-        constants.MARGIN_PRECISION
-      ),
-      futureMarginMaintenance: utils.convertNativeBNToDecimal(
-        Exchange.pricing.marginParameters[assetToIndex(this._asset)]
-          .futureMarginMaintenance,
-        constants.MARGIN_PRECISION
-      ),
-    };
-  }
-
   /**
    * Halt zeta group functionality.
    */