🐛 auditor: fix due maturity penalties

exactly · Nov 21, 2024 · 16d8b3b · 16d8b3b
1 parent 1c2ccdc
commit 16d8b3b
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Showing 2 changed files with 25 additions and 5 deletions.
diff --git a/src/auditor/accountLiquidity.ts b/src/auditor/accountLiquidity.ts
@@ -30,9 +30,9 @@ export default function accountLiquidity(
     for (const { position, maturity } of fixedBorrowPositions) {
       const positionAssets = position.principal + position.fee;
       totalDebt += positionAssets;
-      if (timestamp > maturity) totalDebt += mulWad(positionAssets, BigInt(timestamp) - maturity * penaltyRate);
+      if (timestamp > maturity) totalDebt += mulWad(positionAssets, (BigInt(timestamp) - maturity) * penaltyRate);
     }
-    adjDebt += divWadUp(mulDivUp(totalDebt, usdPrice, baseUnit), adjustFactor);
+    adjDebt += adjustDebt(totalDebt, usdPrice, baseUnit, adjustFactor);
   }
 
   return { adjCollateral, adjDebt };
@@ -47,6 +47,10 @@ export function adjustCollateral(
   return mulWad(mulDiv(floatingDepositAssets, usdPrice, baseUnit), adjustFactor);
 }
 
+export function adjustDebt(debt: bigint, usdPrice: bigint, baseUnit: bigint, adjustFactor: bigint): bigint {
+  return divWadUp(mulDivUp(debt, usdPrice, baseUnit), adjustFactor);
+}
+
 export function normalizeCollateral(
   adjustedCollateral: bigint,
   usdPrice: bigint,

diff --git a/test/auditor.test.ts b/test/auditor.test.ts
@@ -3,7 +3,7 @@ import { describe, expect, inject, it } from "vitest";
 
 import { previewerAbi } from "./generated/contracts.js";
 import anvilClient from "./utils/anvilClient.js";
-import accountLiquidity, { normalizeCollateral, normalizeDebt } from "../src/auditor/accountLiquidity.js";
+import accountLiquidity, { adjustDebt, normalizeCollateral, normalizeDebt } from "../src/auditor/accountLiquidity.js";
 import borrowLimit from "../src/auditor/borrowLimit.js";
 import healthFactor from "../src/auditor/healthFactor.js";
 import withdrawLimit from "../src/auditor/withdrawLimit.js";
@@ -30,6 +30,10 @@ describe("with static data", () => {
           maturity: BigInt(MATURITY_INTERVAL),
           position: { principal: parseUnits("990", 6), fee: parseUnits("10", 6) },
         },
+        {
+          maturity: BigInt(MATURITY_INTERVAL * 2),
+          position: { principal: parseUnits("990", 6), fee: parseUnits("10", 6) },
+        },
       ],
       penaltyRate: parseUnits("0.000000052083333333", 18),
     },
@@ -43,7 +47,7 @@ describe("with static data", () => {
       floatingDepositAssets: parseUnits("1", 18),
       fixedBorrowPositions: [
         {
-          maturity: BigInt(MATURITY_INTERVAL),
+          maturity: BigInt(MATURITY_INTERVAL * 2),
           position: { principal: parseUnits("0.9", 18), fee: parseUnits("0.1", 18) },
         },
       ],
@@ -58,7 +62,7 @@ describe("with static data", () => {
         mulDiv(parseUnits("10000", 6), parseUnits("0.91", 18), usdcBaseUnit) +
         mulDiv(mulWad(parseUnits("1", 18), parseUnits("2500", 18)), parseUnits("0.86", 18), WAD),
       debt:
-        divWadUp(parseUnits("2000", 18), parseUnits("0.91", 18)) +
+        divWadUp(parseUnits("3000", 18), parseUnits("0.91", 18)) +
         divWadUp(parseUnits("5000", 18), parseUnits("0.86", 18)),
     };
   }
@@ -71,6 +75,18 @@ describe("with static data", () => {
     expect(adjDebt).toBe(debt);
   });
 
+  it("account liquidity with due maturity", () => {
+    let { debt } = exactlyAccountLiquidity();
+    const dueTime = 420;
+    const { adjDebt } = accountLiquidity(exactly, MATURITY_INTERVAL + dueTime);
+    const { penaltyRate, fixedBorrowPositions, usdPrice, decimals, adjustFactor } = exactly[0];
+    const positionAssets = fixedBorrowPositions[0].position.principal + fixedBorrowPositions[0].position.fee;
+    const penalties = mulWad(positionAssets, BigInt(dueTime) * penaltyRate);
+    debt += adjustDebt(penalties, usdPrice, 10n ** BigInt(decimals), adjustFactor);
+
+    expect(adjDebt).toBe(debt);
+  });
+
   it("health factor", () => {
     const { collateral, debt } = exactlyAccountLiquidity();