Check Leverage On Order Placement

indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/query.ts

@@ -299,18 +299,18 @@ export interface QueryLeverageResponseSDKType {
 export interface ClobPairLeverageInfo {
   /** The clob pair ID. */
   clobPairId: number;
-  /** The leverage amount. */
+  /** The user selected imf. */
 
-  leverage: number;
+  customImfPpm: number;
 }
 /** ClobPairLeverageInfo represents the leverage setting for a single clob pair. */
 
 export interface ClobPairLeverageInfoSDKType {
   /** The clob pair ID. */
   clob_pair_id: number;
-  /** The leverage amount. */
+  /** The user selected imf. */
 
-  leverage: number;
+  custom_imf_ppm: number;
 }
 /**
  * StreamOrderbookUpdatesRequest is a request message for the
@@ -1459,7 +1459,7 @@ export const QueryLeverageResponse = {
 function createBaseClobPairLeverageInfo(): ClobPairLeverageInfo {
   return {
     clobPairId: 0,
-    leverage: 0
+    customImfPpm: 0
   };
 }
 
@@ -1469,8 +1469,8 @@ export const ClobPairLeverageInfo = {
       writer.uint32(8).uint32(message.clobPairId);
     }
 
-    if (message.leverage !== 0) {
-      writer.uint32(16).uint32(message.leverage);
+    if (message.customImfPpm !== 0) {
+      writer.uint32(16).uint32(message.customImfPpm);
     }
 
     return writer;
@@ -1490,7 +1490,7 @@ export const ClobPairLeverageInfo = {
           break;
 
         case 2:
-          message.leverage = reader.uint32();
+          message.customImfPpm = reader.uint32();
           break;
 
         default:
@@ -1505,7 +1505,7 @@ export const ClobPairLeverageInfo = {
   fromPartial(object: DeepPartial<ClobPairLeverageInfo>): ClobPairLeverageInfo {
     const message = createBaseClobPairLeverageInfo();
     message.clobPairId = object.clobPairId ?? 0;
-    message.leverage = object.leverage ?? 0;
+    message.customImfPpm = object.customImfPpm ?? 0;
     return message;
   }
 

indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/tx.ts

@@ -387,18 +387,18 @@ export interface MsgUpdateLiquidationsConfigResponseSDKType {}
 export interface LeverageEntry {
   /** The clob pair ID. */
   clobPairId: number;
-  /** The leverage amount. */
+  /** The user selected imf. */
 
-  leverage: number;
+  customImfPpm: number;
 }
 /** LeverageEntry represents a single clob pair leverage setting. */
 
 export interface LeverageEntrySDKType {
   /** The clob pair ID. */
   clob_pair_id: number;
-  /** The leverage amount. */
+  /** The user selected imf. */
 
-  leverage: number;
+  custom_imf_ppm: number;
 }
 /**
  * MsgUpdateLeverage is a request type used for updating leverage for
@@ -1388,7 +1388,7 @@ export const MsgUpdateLiquidationsConfigResponse = {
 function createBaseLeverageEntry(): LeverageEntry {
   return {
     clobPairId: 0,
-    leverage: 0
+    customImfPpm: 0
   };
 }
 
@@ -1398,8 +1398,8 @@ export const LeverageEntry = {
       writer.uint32(8).uint32(message.clobPairId);
     }
 
-    if (message.leverage !== 0) {
-      writer.uint32(16).uint32(message.leverage);
+    if (message.customImfPpm !== 0) {
+      writer.uint32(16).uint32(message.customImfPpm);
     }
 
     return writer;
@@ -1419,7 +1419,7 @@ export const LeverageEntry = {
           break;
 
         case 2:
-          message.leverage = reader.uint32();
+          message.customImfPpm = reader.uint32();
           break;
 
         default:
@@ -1434,7 +1434,7 @@ export const LeverageEntry = {
   fromPartial(object: DeepPartial<LeverageEntry>): LeverageEntry {
     const message = createBaseLeverageEntry();
     message.clobPairId = object.clobPairId ?? 0;
-    message.leverage = object.leverage ?? 0;
+    message.customImfPpm = object.customImfPpm ?? 0;
     return message;
   }
 

indexer/packages/v4-protos/src/codegen/dydxprotocol/subaccounts/leverage.ts

@@ -0,0 +1,138 @@
+import * as _m0 from "protobufjs/minimal";
+import { DeepPartial } from "../../helpers";
+/**
+ * PerpetualLeverageEntry represents a single perpetual leverage setting for
+ * internal storage
+ */
+
+export interface PerpetualLeverageEntry {
+  /** The perpetual ID (internal storage format) */
+  perpetualId: number;
+  /** The user selected IMF in parts per million */
+
+  customImfPpm: number;
+}
+/**
+ * PerpetualLeverageEntry represents a single perpetual leverage setting for
+ * internal storage
+ */
+
+export interface PerpetualLeverageEntrySDKType {
+  /** The perpetual ID (internal storage format) */
+  perpetual_id: number;
+  /** The user selected IMF in parts per million */
+
+  custom_imf_ppm: number;
+}
+/** LeverageData represents the leverage settings for a subaccount */
+
+export interface LeverageData {
+  /** List of leverage entries for this subaccount */
+  entries: PerpetualLeverageEntry[];
+}
+/** LeverageData represents the leverage settings for a subaccount */
+
+export interface LeverageDataSDKType {
+  /** List of leverage entries for this subaccount */
+  entries: PerpetualLeverageEntrySDKType[];
+}
+
+function createBasePerpetualLeverageEntry(): PerpetualLeverageEntry {
+  return {
+    perpetualId: 0,
+    customImfPpm: 0
+  };
+}
+
+export const PerpetualLeverageEntry = {
+  encode(message: PerpetualLeverageEntry, writer: _m0.Writer = _m0.Writer.create()): _m0.Writer {
+    if (message.perpetualId !== 0) {
+      writer.uint32(8).uint32(message.perpetualId);
+    }
+
+    if (message.customImfPpm !== 0) {
+      writer.uint32(16).uint32(message.customImfPpm);
+    }
+
+    return writer;
+  },
+
+  decode(input: _m0.Reader | Uint8Array, length?: number): PerpetualLeverageEntry {
+    const reader = input instanceof _m0.Reader ? input : new _m0.Reader(input);
+    let end = length === undefined ? reader.len : reader.pos + length;
+    const message = createBasePerpetualLeverageEntry();
+
+    while (reader.pos < end) {
+      const tag = reader.uint32();
+
+      switch (tag >>> 3) {
+        case 1:
+          message.perpetualId = reader.uint32();
+          break;
+
+        case 2:
+          message.customImfPpm = reader.uint32();
+          break;
+
+        default:
+          reader.skipType(tag & 7);
+          break;
+      }
+    }
+
+    return message;
+  },
+
+  fromPartial(object: DeepPartial<PerpetualLeverageEntry>): PerpetualLeverageEntry {
+    const message = createBasePerpetualLeverageEntry();
+    message.perpetualId = object.perpetualId ?? 0;
+    message.customImfPpm = object.customImfPpm ?? 0;
+    return message;
+  }
+
+};
+
+function createBaseLeverageData(): LeverageData {
+  return {
+    entries: []
+  };
+}
+
+export const LeverageData = {
+  encode(message: LeverageData, writer: _m0.Writer = _m0.Writer.create()): _m0.Writer {
+    for (const v of message.entries) {
+      PerpetualLeverageEntry.encode(v!, writer.uint32(10).fork()).ldelim();
+    }
+
+    return writer;
+  },
+
+  decode(input: _m0.Reader | Uint8Array, length?: number): LeverageData {
+    const reader = input instanceof _m0.Reader ? input : new _m0.Reader(input);
+    let end = length === undefined ? reader.len : reader.pos + length;
+    const message = createBaseLeverageData();
+
+    while (reader.pos < end) {
+      const tag = reader.uint32();
+
+      switch (tag >>> 3) {
+        case 1:
+          message.entries.push(PerpetualLeverageEntry.decode(reader, reader.uint32()));
+          break;
+
+        default:
+          reader.skipType(tag & 7);
+          break;
+      }
+    }
+
+    return message;
+  },
+
+  fromPartial(object: DeepPartial<LeverageData>): LeverageData {
+    const message = createBaseLeverageData();
+    message.entries = object.entries?.map(e => PerpetualLeverageEntry.fromPartial(e)) || [];
+    return message;
+  }
+
+};

indexer/packages/v4-protos/src/codegen/gogoproto/bundle.ts

@@ -1,3 +1,3 @@
-import * as _132 from "./gogo";
-export const gogoproto = { ..._132
+import * as _133 from "./gogo";
+export const gogoproto = { ..._133
 };

indexer/packages/v4-protos/src/codegen/google/bundle.ts

@@ -1,16 +1,16 @@
-import * as _133 from "./api/annotations";
-import * as _134 from "./api/http";
-import * as _135 from "./protobuf/descriptor";
-import * as _136 from "./protobuf/duration";
-import * as _137 from "./protobuf/timestamp";
-import * as _138 from "./protobuf/any";
+import * as _134 from "./api/annotations";
+import * as _135 from "./api/http";
+import * as _136 from "./protobuf/descriptor";
+import * as _137 from "./protobuf/duration";
+import * as _138 from "./protobuf/timestamp";
+import * as _139 from "./protobuf/any";
 export namespace google {
-  export const api = { ..._133,
-    ..._134
+  export const api = { ..._134,
+    ..._135
   };
-  export const protobuf = { ..._135,
-    ..._136,
+  export const protobuf = { ..._136,
     ..._137,
-    ..._138
+    ..._138,
+    ..._139
   };
 }

proto/dydxprotocol/clob/query.proto

@@ -199,8 +199,8 @@ message QueryLeverageResponse {
 message ClobPairLeverageInfo {
   // The clob pair ID.
   uint32 clob_pair_id = 1;
-  // The leverage amount.
-  uint32 leverage = 2;
+  // The user selected imf.
+  uint32 custom_imf_ppm = 2;
 }
 
 // StreamOrderbookUpdatesRequest is a request message for the

proto/dydxprotocol/clob/tx.proto

@@ -219,8 +219,8 @@ message MsgUpdateLiquidationsConfigResponse {}
 message LeverageEntry {
   // The clob pair ID.
   uint32 clob_pair_id = 1;
-  // The leverage amount.
-  uint32 leverage = 2;
+  // The user selected imf.
+  uint32 custom_imf_ppm = 2;
 }
 
 // MsgUpdateLeverage is a request type used for updating leverage for

proto/dydxprotocol/subaccounts/leverage.proto

@@ -0,0 +1,19 @@
+syntax = "proto3";
+package dydxprotocol.subaccounts;
+
+option go_package = "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types";
+
+// PerpetualLeverageEntry represents a single perpetual leverage setting for
+// internal storage
+message PerpetualLeverageEntry {
+  // The perpetual ID (internal storage format)
+  uint32 perpetual_id = 1;
+  // The user selected IMF in parts per million
+  uint32 custom_imf_ppm = 2;
+}
+
+// LeverageData represents the leverage settings for a subaccount
+message LeverageData {
+  // List of leverage entries for this subaccount
+  repeated PerpetualLeverageEntry entries = 1;
+}

protocol/daemons/liquidation/client/sub_task_runner.go

@@ -341,6 +341,7 @@ func (c *Client) CheckSubaccountCollateralization(
 	risk, err := salib.GetRiskForSubaccount(
 		settledSubaccount,
 		perpInfos,
+		nil, // No leverage needed for liquidation calculations
 	)
 
 	return risk.IsLiquidatable(), risk.NC.Sign() < 0, nil