PositionRiskAccountingLib

Git Source

Functions

_vpiClawbackUsdc

function _vpiClawbackUsdc(
    int256 vpiAccrued
) private pure returns (uint256);

computeLpBackedNotionalUsdc

function computeLpBackedNotionalUsdc(
    uint256 size,
    uint256 price,
    uint256 reachableCollateralUsdc
) internal pure returns (uint256 lpBackedNotionalUsdc);

computePendingCarryUsdc

function computePendingCarryUsdc(
    uint256 lpBackedNotionalUsdc,
    uint256 baseCarryBps,
    uint256 timeDelta
) internal pure returns (uint256 carryUsdc);

buildPositionRiskState

function buildPositionRiskState(
    CfdTypes.Position memory pos,
    uint256 price,
    uint256 capPrice,
    uint256 reachableCollateralUsdc,
    uint256 requiredBps
) internal pure returns (PositionRiskState memory state);

buildPositionRiskStateWithCarry

function buildPositionRiskStateWithCarry(
    CfdTypes.Position memory pos,
    uint256 price,
    uint256 capPrice,
    uint256 pendingCarryUsdc,
    uint256 reachableCollateralUsdc,
    uint256 requiredBps
) internal pure returns (PositionRiskState memory state);

Structs

PositionRiskState

struct PositionRiskState {
    int256 unrealizedPnlUsdc;
    int256 equityUsdc;
    uint256 currentNotionalUsdc;
    uint256 maintenanceMarginUsdc;
    bool liquidatable;
}