[Feature] Adding a delta-neutral mechanism to ensure the stability of Qube Stablecoins

.gitignore

@@ -1,2 +1,3 @@
 qubed
-tmp-swagger-gen
+tmp-swagger-gen
+.DS_Store

app/app.go

@@ -172,6 +172,10 @@ import (
 	ibchookerkeeper "github.com/QuadrateOrg/core/x/ibchooker/keeper"
 	ibchookertypes "github.com/QuadrateOrg/core/x/ibchooker/types"
 
+	perpetualmodule "github.com/QuadrateOrg/core/x/perpetual"
+	perpetualmodulekeeper "github.com/QuadrateOrg/core/x/perpetual/keeper"
+	perpetualmoduletypes "github.com/QuadrateOrg/core/x/perpetual/types"
+
 	gmpmiddleware "github.com/QuadrateOrg/core/x/gmp"
 
 	// unnamed import of statik for swagger UI support
@@ -279,6 +283,7 @@ var (
 		oraclemodule.AppModuleBasic{},
 		stablemodule.AppModuleBasic{},
 		growmodule.AppModuleBasic{},
+		perpetualmodule.AppModuleBasic{},
 		dexmodule.AppModuleBasic{},
 		epochs.AppModuleBasic{},
 		liquidstakeibc.AppModuleBasic{},
@@ -304,11 +309,14 @@ var (
 		liquidstakeibctypes.ModuleName:                {authtypes.Minter, authtypes.Burner},
 		liquidstakeibctypes.DepositModuleAccount:      nil,
 		liquidstakeibctypes.UndelegationModuleAccount: {authtypes.Burner},
+		perpetualmoduletypes.ModuleName:               {authtypes.Minter, authtypes.Burner},
+		stablemoduletypes.SystemModuleAccount:         {authtypes.Minter, authtypes.Burner},
 	}
 
 	receiveAllowedMAcc = map[string]bool{
 		liquidstakeibctypes.DepositModuleAccount:      true,
 		liquidstakeibctypes.UndelegationModuleAccount: true,
+		stablemoduletypes.SystemModuleAccount:         true,
 	}
 )
 
@@ -363,6 +371,7 @@ type QuadrateApp struct { // nolint: golint
 	ICAControllerKeeper   icacontrollerkeeper.Keeper
 	InterchainQueryKeeper interchainquerykeeper.Keeper
 	TransferHooksKeeper   ibchookerkeeper.Keeper
+	PerpetualKeeper       perpetualmodulekeeper.Keeper
 
 	// make scoped keepers public for test purposes
 	ScopedIBCKeeper            capabilitykeeper.ScopedKeeper
@@ -428,7 +437,7 @@ func NewQuadrateApp(
 		stablemoduletypes.StoreKey, growmoduletypes.StoreKey,
 		dexmoduletypes.StoreKey, epochstypes.StoreKey,
 		liquidstakeibctypes.StoreKey, interchainquerytypes.StoreKey,
-		icacontrollertypes.StoreKey,
+		icacontrollertypes.StoreKey, perpetualmoduletypes.StoreKey,
 	)
 	tkeys := sdk.NewTransientStoreKeys(paramstypes.TStoreKey)
 	memKeys := sdk.NewMemoryStoreKeys(capabilitytypes.MemStoreKey)
@@ -586,6 +595,24 @@ func NewQuadrateApp(
 	)
 	oracleModule := oraclemodule.NewAppModule(appCodec, app.OracleKeeper, app.AccountKeeper, app.BankKeeper)
 
+	app.DexKeeper = *dexmodulekeeper.NewKeeper(
+		appCodec,
+		keys[dexmoduletypes.StoreKey],
+		keys[dexmoduletypes.MemStoreKey],
+		app.GetSubspace(dexmoduletypes.ModuleName),
+		app.BankKeeper,
+	)
+	dexModule := dexmodule.NewAppModule(appCodec, app.DexKeeper, app.BankKeeper)
+
+	app.PerpetualKeeper = *perpetualmodulekeeper.NewKeeper(
+		appCodec,
+		keys[perpetualmoduletypes.StoreKey],
+		keys[perpetualmoduletypes.MemStoreKey],
+		app.GetSubspace(perpetualmoduletypes.ModuleName),
+		app.BankKeeper,
+		app.OracleKeeper,
+	)
+
 	app.StableKeeper = *stablemodulekeeper.NewKeeper(
 		appCodec,
 		keys[stablemoduletypes.StoreKey],
@@ -596,6 +623,9 @@ func NewQuadrateApp(
 		scopedStableKeeper,
 		app.BankKeeper,
 		app.OracleKeeper,
+		app.DexKeeper,
+		app.PerpetualKeeper,
+		app.AccountKeeper,
 	)
 	stableModule := stablemodule.NewAppModule(appCodec, app.StableKeeper, app.AccountKeeper, app.BankKeeper, app.OracleKeeper)
 	stableIBCModule := stablemodule.NewIBCModule(app.StableKeeper)
@@ -610,15 +640,6 @@ func NewQuadrateApp(
 		app.StableKeeper,
 	)
 
-	app.DexKeeper = *dexmodulekeeper.NewKeeper(
-		appCodec,
-		keys[dexmoduletypes.StoreKey],
-		keys[dexmoduletypes.MemStoreKey],
-		app.GetSubspace(dexmoduletypes.ModuleName),
-		app.BankKeeper,
-	)
-	dexModule := dexmodule.NewAppModule(appCodec, app.DexKeeper, app.BankKeeper)
-
 	// Create swap middleware keeper
 	app.SwapKeeper = swapkeeper.NewKeeper(
 		appCodec,
@@ -852,6 +873,7 @@ func NewQuadrateApp(
 		ica.NewAppModule(&app.ICAControllerKeeper, &app.ICAHostKeeper),
 		liquidstakeibc.NewAppModule(app.LiquidStakeIBCKeeper),
 		interchainquery.NewAppModule(appCodec, app.InterchainQueryKeeper),
+		perpetualmodule.NewAppModule(appCodec, app.PerpetualKeeper, app.AccountKeeper, app.BankKeeper),
 	)
 
 	// During begin block slashing happens after distr.BeginBlocker so that
@@ -892,6 +914,7 @@ func NewQuadrateApp(
 		liquidstakeibctypes.ModuleName,
 		interchainquerytypes.ModuleName,
 		ibchookertypes.ModuleName,
+		perpetualmoduletypes.ModuleName,
 	)
 
 	app.mm.SetOrderEndBlockers(
@@ -926,6 +949,7 @@ func NewQuadrateApp(
 		liquidstakeibctypes.ModuleName,
 		interchainquerytypes.ModuleName,
 		ibchookertypes.ModuleName,
+		perpetualmoduletypes.ModuleName,
 	)
 
 	app.mm.SetOrderInitGenesis(
@@ -960,6 +984,7 @@ func NewQuadrateApp(
 		liquidstakeibctypes.ModuleName,
 		interchainquerytypes.ModuleName,
 		ibchookertypes.ModuleName,
+		perpetualmoduletypes.ModuleName,
 	)
 
 	app.mm.RegisterInvariants(&app.CrisisKeeper)
@@ -1172,6 +1197,7 @@ func initParamsKeeper(appCodec codec.BinaryCodec, legacyAmino *codec.LegacyAmino
 	paramsKeeper.Subspace(growmoduletypes.ModuleName)
 	paramsKeeper.Subspace(dexmoduletypes.ModuleName)
 	paramsKeeper.Subspace(icacontrollertypes.SubModuleName)
+	paramsKeeper.Subspace(perpetualmoduletypes.ModuleName)
 	return paramsKeeper
 }
 

proto/buf.lock

@@ -4,7 +4,7 @@ deps:
   - remote: buf.build
     owner: cosmos
     repository: cosmos-proto
-    commit: 1935555c206d4afb9e94615dfd0fad31
+    commit: 04467658e59e44bbb22fe568206e1f70
   - remote: buf.build
     owner: cosmos
     repository: cosmos-sdk
@@ -16,7 +16,7 @@ deps:
   - remote: buf.build
     owner: googleapis
     repository: googleapis
-    commit: 7a6bc1e3207144b38e9066861e1de0ff
+    commit: 4ed3bc159a8b4ac68fe253218760d035
   - remote: buf.build
     owner: johnletey
     repository: ibc

proto/core/perpetual/v1beta1/genesis.proto

@@ -0,0 +1,11 @@
+syntax = "proto3";
+package core.perpetual.v1beta1;
+
+import "gogoproto/gogo.proto";
+import "core/perpetual/v1beta1/params.proto";
+option go_package = "github.com/QuadrateOrg/core/x/perpetual/types";
+
+// GenesisState defines the perpetual module's genesis state.
+message GenesisState {
+        Params params = 1 [(gogoproto.nullable) = false];
+}

proto/core/perpetual/v1beta1/params.proto

@@ -0,0 +1,13 @@
+syntax = "proto3";
+package core.perpetual.v1beta1;
+
+import "gogoproto/gogo.proto";
+import "core/perpetual/v1beta1/perpetual.proto";
+
+option go_package = "github.com/QuadrateOrg/core/x/perpetual/types";
+
+// Params defines the parameters for the module.
+message Params {
+        option (gogoproto.goproto_stringer) = false;
+        repeated Vault vaults = 1;
+}

proto/core/perpetual/v1beta1/perpetual.proto

@@ -0,0 +1,57 @@
+syntax = "proto3";
+package core.perpetual.v1beta1;
+
+import "gogoproto/gogo.proto";
+import "cosmos/bank/v1beta1/bank.proto";
+
+option go_package = "github.com/QuadrateOrg/core/x/perpetual/types";
+
+enum PerpetualTradeType {
+        PERPETUAL_LONG_POSITION = 0;
+        PERPETUAL_SHORT_POSITION = 1;
+}
+
+message TradePosition {
+        uint64 id = 1;
+        string trade_position_id = 2;
+        string creator = 3;
+        PerpetualTradeType trade_type = 4;
+        string leverage = 5 [(gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec", (gogoproto.nullable) = false];
+        string trading_asset = 6;
+        string collateral_amount = 7 [
+                (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+                (gogoproto.nullable) = false
+        ];
+        string collateral_denom = 8;
+        string return_amount = 9 [
+                (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+                (gogoproto.nullable) = false
+        ];
+        string return_denom = 10;
+        string profit_amount = 11 [
+                (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+                (gogoproto.nullable) = false
+        ];
+}
+
+message Vault {
+        uint64 id = 1;
+        string vault_id = 2;
+        cosmos.bank.v1beta1.Metadata amountXMetadata = 3 [ (gogoproto.moretags) = "yaml:\"amountXMetadata\"", (gogoproto.nullable)   = false ];
+        cosmos.bank.v1beta1.Metadata amountYMetadata = 4 [ (gogoproto.moretags) = "yaml:\"amountYMetadata\"", (gogoproto.nullable)   = false ];
+        string x = 5 [
+                (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+                (gogoproto.nullable) = false
+        ];
+        string y = 6 [
+                (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+                (gogoproto.nullable) = false
+        ];
+        string k = 7 [
+                (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+                (gogoproto.nullable) = false
+        ];
+        string OracleAssetId = 8;
+        repeated string long_position_id = 9; 
+        repeated string short_position_id = 10; 
+}

proto/core/perpetual/v1beta1/query.proto

@@ -0,0 +1,63 @@
+syntax = "proto3";
+package core.perpetual.v1beta1;
+
+import "gogoproto/gogo.proto";
+import "core/perpetual/v1beta1/params.proto";
+import "google/api/annotations.proto";
+import "core/perpetual/v1beta1/perpetual.proto";
+option go_package = "github.com/QuadrateOrg/core/x/perpetual/types";
+
+// Query defines the gRPC querier service.
+service Query {
+        rpc Params(QueryParamsRequest) returns (QueryParamsResponse) {
+                option (google.api.http).get = "/core/perpetual/v1beta1/params";
+        }
+
+        rpc PositionById(QueryPositionByIdRequest) returns (QueryPositionByIdResponse) {
+                option (google.api.http).get = "/core/perpetual/v1beta1/position/{id}";
+        }
+
+        rpc VaultById(QueryVaultByIdRequest) returns (QueryVaultByIdResponse) {
+                option (google.api.http).get = "/core/perpetual/v1beta1/vault/{id}";
+        }
+
+        rpc AllPositions(QueryEmpty) returns (QueryAllPositionsResponse) {
+                option (google.api.http).get = "/core/perpetual/v1beta1/positions";
+        }
+
+        rpc AllVaults(QueryEmpty) returns (QueryAllVaultsResponse) {
+                option (google.api.http).get = "/core/perpetual/v1beta1/vaults";
+        }
+}
+
+message QueryParamsRequest {}
+
+message QueryParamsResponse {
+        Params params = 1;
+}
+
+message QueryPositionByIdRequest {
+        string id = 1;
+}
+
+message QueryPositionByIdResponse {
+        TradePosition position = 1;
+}
+
+message QueryVaultByIdRequest {
+        string id = 1;
+}
+
+message QueryVaultByIdResponse {
+        Vault vault = 1;
+}
+
+message QueryEmpty {}
+
+message QueryAllPositionsResponse {
+        repeated TradePosition positions = 1;
+}
+
+message QueryAllVaultsResponse {
+        repeated Vault vaults = 1;
+}

proto/core/perpetual/v1beta1/tx.proto

@@ -0,0 +1,34 @@
+syntax = "proto3";
+package core.perpetual.v1beta1;
+
+import "gogoproto/gogo.proto";
+import "core/perpetual/v1beta1/perpetual.proto";
+
+option go_package = "github.com/QuadrateOrg/core/x/perpetual/types";
+
+// Msg defines the Msg service.
+service Msg {
+        rpc Open(MsgOpen) returns (MsgOpenResponse);
+        rpc Close(MsgClose) returns (MsgCloseResponse);
+}
+
+message MsgOpen {
+        string creator = 1;
+        PerpetualTradeType trade_type = 2;
+        string leverage = 3 [(gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec", (gogoproto.nullable) = false];
+        string trading_asset = 4;
+        string collateral = 5;
+}
+
+message MsgOpenResponse {}
+
+message MsgClose {
+        string creator = 1;
+        string id = 2;
+        string amount = 3 [
+                (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+                (gogoproto.nullable) = false
+        ];
+}
+
+message MsgCloseResponse {}

proto/core/stable/v1beta1/pair.proto

@@ -1,27 +1,30 @@
 syntax = "proto3";
 package core.stable.v1beta1;
 import "gogoproto/gogo.proto";
-
-
 import "cosmos/bank/v1beta1/bank.proto";
 option go_package = "github.com/QuadrateOrg/core/x/stable/types";
 
 message Pair {
         uint64 id = 1;
         string pairId = 2;
         cosmos.bank.v1beta1.Metadata amountInMetadata = 3 [ (gogoproto.moretags) = "yaml:\"amountInMetadata\"", (gogoproto.nullable)   = false ];
-        cosmos.bank.v1beta1.Metadata amountOutMetadata = 4 [ (gogoproto.moretags) = "yaml:\"amountOutMetadata\"", (gogoproto.nullable)   = false ];
-        string qm = 5 [
+        cosmos.bank.v1beta1.Metadata tokenStakeMetadata = 4 [ (gogoproto.moretags) = "yaml:\"tokenStakeMetadata\"", (gogoproto.nullable)   = false ];
+        cosmos.bank.v1beta1.Metadata tokenYMetadata = 5 [ (gogoproto.moretags) = "yaml:\"tokenYMetadata\"", (gogoproto.nullable)   = false ];
+        cosmos.bank.v1beta1.Metadata amountOutMetadata = 6 [ (gogoproto.moretags) = "yaml:\"amountOutMetadata\"", (gogoproto.nullable)   = false ];
+        string qm = 7 [
                 (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
                 (gogoproto.moretags) = "yaml:\"qm\"",
                 (gogoproto.nullable) = false
         ];
-        string ar = 6 [
+        string ar = 8 [
                 (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
                 (gogoproto.moretags) = "yaml:\"ar\"",
                 (gogoproto.nullable) = false
         ];
-        string minAmountIn = 7;
-        string minAmountOut = 8;
-        string model = 9;
+        string oracleAssetId = 9;
+        string perpetualOracleAssetId = 10;
+        string stakePriceOracleId = 11;
+        string minAmountIn = 12;
+        string minAmountOut = 13;
+        string model = 14;
 }