rename short_base_volume to long_exposure

lib/agent0/agent0/hyperdrive/state/hyperdrive_market_state.py

@@ -51,7 +51,7 @@ class HyperdriveMarketState(BaseMarketState):
         The average maturity time of short positions.
     long_base_volume: FixedPoint
         The amount of base paid by outstanding longs.
-    short_base_volume: FixedPoint
+    long_exposure: FixedPoint
         The amount of base paid to outstanding shorts.
     checkpoints: dict[FixedPoint, elfpy.markets.hyperdrive.checkpoint.Checkpoint]
         Time delimited checkpoints
@@ -91,7 +91,7 @@ class HyperdriveMarketState(BaseMarketState):
     long_average_maturity_time: FixedPoint = FixedPoint(0)
     short_average_maturity_time: FixedPoint = FixedPoint(0)
     long_base_volume: FixedPoint = FixedPoint(0)
-    short_base_volume: FixedPoint = FixedPoint(0)
+    long_exposure: FixedPoint = FixedPoint(0)
     checkpoint_duration: FixedPoint = FixedPoint("1.0").div_up(FixedPoint("365.0"))
     checkpoint_duration_days: FixedPoint = FixedPoint("1.0")
     total_supply_longs: dict[FixedPoint, FixedPoint] = field(default_factory=dict)
@@ -116,7 +116,7 @@ def apply_delta(self, delta: HyperdriveMarketState) -> None:
         self.long_average_maturity_time += delta.long_average_maturity_time
         self.short_average_maturity_time += delta.short_average_maturity_time
         self.long_base_volume += delta.long_base_volume
-        self.short_base_volume += delta.short_base_volume
+        self.long_exposure += delta.long_exposure
         # tracking shares after closing positions
         self.total_supply_withdraw_shares += delta.total_supply_withdraw_shares
         self.withdraw_shares_ready_to_withdraw += delta.withdraw_shares_ready_to_withdraw

lib/chainsync/chainsync/dashboard/extract_data_logs.py

@@ -47,7 +47,7 @@ def get_combined_data(txn_data, pool_info_data):
         "sharePrice": "share_price",
         "shareReserves": "share_reserves",
         "shortAverageMaturityTime": "short_average_maturity_time",
-        "shortBaseVolume": "short_base_volume",
+        "longExposure": "long_exposure",
         "shortsOutstanding": "shorts_outstanding",
         "timestamp": "block_timestamp",
         "transactionHash": "transaction_hash",

lib/chainsync/chainsync/db/hyperdrive/interface.py

@@ -308,7 +308,7 @@ def get_checkpoint_info(
     This includes
     - `sharePrice` : The share price of the first transaction in the checkpoint.
     - `longSharePrice` : The weighted average of the share prices that all longs in the checkpoint were opened at.
-    - `shortBaseVolume` : The aggregate amount of base committed by LPs to pay for bonds sold short in the checkpoint.
+    - `longExposure` : The aggregate amount of base committed by LPs to pay for bonds sold short in the checkpoint.
 
     Arguments
     ---------

lib/chainsync/chainsync/db/hyperdrive/schema.py

@@ -53,7 +53,7 @@ class CheckpointInfo(Base):
     timestamp: Mapped[datetime] = mapped_column(DateTime)
     sharePrice: Mapped[Union[Decimal, None]] = mapped_column(FIXED_NUMERIC, default=None)
     longSharePrice: Mapped[Union[Decimal, None]] = mapped_column(FIXED_NUMERIC, default=None)
-    shortBaseVolume: Mapped[Union[Decimal, None]] = mapped_column(FIXED_NUMERIC, default=None)
+    longExposure: Mapped[Union[Decimal, None]] = mapped_column(FIXED_NUMERIC, default=None)
 
 
 class PoolInfo(Base):
@@ -75,7 +75,7 @@ class PoolInfo(Base):
     longAverageMaturityTime: Mapped[Union[Decimal, None]] = mapped_column(FIXED_NUMERIC, default=None)
     shortsOutstanding: Mapped[Union[Decimal, None]] = mapped_column(FIXED_NUMERIC, default=None)
     shortAverageMaturityTime: Mapped[Union[Decimal, None]] = mapped_column(FIXED_NUMERIC, default=None)
-    shortBaseVolume: Mapped[Union[Decimal, None]] = mapped_column(FIXED_NUMERIC, default=None)
+    longExposure: Mapped[Union[Decimal, None]] = mapped_column(FIXED_NUMERIC, default=None)
     withdrawalSharesReadyToWithdraw: Mapped[Union[Decimal, None]] = mapped_column(FIXED_NUMERIC, default=None)
     withdrawalSharesProceeds: Mapped[Union[Decimal, None]] = mapped_column(FIXED_NUMERIC, default=None)
     totalSupplyWithdrawalShares: Mapped[Union[Decimal, None]] = mapped_column(FIXED_NUMERIC, default=None)

lib/elfpy/elfpy/markets/hyperdrive/checkpoint.py

@@ -23,7 +23,7 @@ def __setitem__(self, key, value):
     share_price: FixedPoint = FixedPoint(0)
     long_share_price: FixedPoint = FixedPoint(0)
     long_base_volume: FixedPoint = FixedPoint(0)
-    short_base_volume: FixedPoint = FixedPoint(0)
+    long_exposure: FixedPoint = FixedPoint(0)
 
 
 # all values zeroed

lib/elfpy/elfpy/markets/hyperdrive/hyperdrive_market.py

@@ -6,8 +6,6 @@
 from dataclasses import dataclass, field
 from typing import TYPE_CHECKING
 
-from fixedpointmath import FixedPoint
-
 import elfpy
 import elfpy.errors.errors as errors
 import elfpy.markets.hyperdrive.hyperdrive_actions as hyperdrive_actions
@@ -16,6 +14,7 @@
 import elfpy.utils.price as price_utils
 from elfpy.markets.base import BaseMarket, BaseMarketState
 from elfpy.wallet.wallet_deltas import WalletDeltas
+from fixedpointmath import FixedPoint
 
 from .checkpoint import Checkpoint
 from .hyperdrive_actions import HyperdriveMarketAction, MarketActionType
@@ -71,7 +70,7 @@ class HyperdriveMarketState(BaseMarketState):
         The average maturity time of short positions.
     long_base_volume: FixedPoint
         The amount of base paid by outstanding longs.
-    short_base_volume: FixedPoint
+    long_exposure: FixedPoint
         The amount of base paid to outstanding shorts.
     checkpoints: dict[FixedPoint, elfpy.markets.hyperdrive.checkpoint.Checkpoint]
         Time delimited checkpoints
@@ -115,7 +114,7 @@ def __setitem__(self, key, value):
     long_average_maturity_time: FixedPoint = FixedPoint(0)
     short_average_maturity_time: FixedPoint = FixedPoint(0)
     long_base_volume: FixedPoint = FixedPoint(0)
-    short_base_volume: FixedPoint = FixedPoint(0)
+    long_exposure: FixedPoint = FixedPoint(0)
     checkpoints: dict[FixedPoint, Checkpoint] = field(default_factory=dict)
     checkpoint_duration: FixedPoint = FixedPoint("1.0").div_up(FixedPoint("365.0"))
     checkpoint_duration_days: FixedPoint = FixedPoint("1.0")
@@ -141,7 +140,7 @@ def apply_delta(self, delta: HyperdriveMarketDeltas) -> None:
         self.long_average_maturity_time += delta.long_average_maturity_time
         self.short_average_maturity_time += delta.short_average_maturity_time
         self.long_base_volume += delta.long_base_volume
-        self.short_base_volume += delta.short_base_volume
+        self.long_exposure += delta.long_exposure
         # tracking shares after closing positions
         self.total_supply_withdraw_shares += delta.total_supply_withdraw_shares
         self.withdraw_shares_ready_to_withdraw += delta.withdraw_shares_ready_to_withdraw
@@ -151,7 +150,7 @@ def apply_delta(self, delta: HyperdriveMarketDeltas) -> None:
         for mint_time, delta_checkpoint in delta.long_checkpoints.items():
             self.checkpoints.get(mint_time, Checkpoint()).long_base_volume += delta_checkpoint
         for mint_time, delta_checkpoint in delta.short_checkpoints.items():
-            self.checkpoints.get(mint_time, Checkpoint()).short_base_volume += delta_checkpoint
+            self.checkpoints.get(mint_time, Checkpoint()).long_exposure += delta_checkpoint
         for mint_time, delta_supply in delta.total_supply_longs.items():
             self.total_supply_longs[mint_time] = self.total_supply_longs.get(mint_time, FixedPoint(0)) + delta_supply
         for mint_time, delta_supply in delta.total_supply_shorts.items():

lib/elfpy/elfpy/markets/hyperdrive/hyperdrive_market_deltas.py

@@ -3,10 +3,9 @@
 
 from dataclasses import dataclass, field
 
-from fixedpointmath import FixedPoint
-
 import elfpy.types as types
 from elfpy.markets.base import BaseMarketDeltas
+from fixedpointmath import FixedPoint
 
 
 @types.freezable(frozen=True, no_new_attribs=True)
@@ -25,7 +24,7 @@ class HyperdriveMarketDeltas(BaseMarketDeltas):
     long_average_maturity_time: FixedPoint = FixedPoint(0)
     short_average_maturity_time: FixedPoint = FixedPoint(0)
     long_base_volume: FixedPoint = FixedPoint(0)
-    short_base_volume: FixedPoint = FixedPoint(0)
+    long_exposure: FixedPoint = FixedPoint(0)
     total_supply_withdraw_shares: FixedPoint = FixedPoint(0)
     withdraw_shares_ready_to_withdraw: FixedPoint = FixedPoint(0)
     withdraw_capital: FixedPoint = FixedPoint(0)

lib/elfpy/tests/pricing_models/test_calc_max_long_short.py

@@ -54,7 +54,7 @@ def test_calculate_max_long(self):
             longAverageMaturityTime 0
             shortsOutstanding 0
             shortAverageMaturityTime 0
-            shortBaseVolume 0
+            longExposure 0
             withdrawalSharesReadyToWithdraw 0
 
         # Expected result
@@ -71,7 +71,7 @@ def test_calculate_max_long(self):
             longAverageMaturityTime 126144000000000000000000000
             shortsOutstanding 0
             shortAverageMaturityTime 0
-            shortBaseVolume 0
+            longExposure 0
             withdrawalSharesReadyToWithdraw 0
             withdrawalSharesProceeds 0
         """
@@ -147,7 +147,7 @@ def test_calculate_max_short(self):
         #     longAverageMaturityTime 0
         #     shortsOutstanding 0
         #     shortAverageMaturityTime 0
-        #     shortBaseVolume 0
+        #     longExposure 0
         #     withdrawalSharesReadyToWithdraw 0
         #     withdrawalSharesProceeds 0
 

lib/ethpy/ethpy/hyperdrive/interface.py

@@ -86,7 +86,7 @@ def get_hyperdrive_checkpoint_info(
         "timestamp": datetime.fromtimestamp(current_block_timestamp),
         "sharePrice": FixedPoint(scaled_value=checkpoint_data["sharePrice"]),
         "longSharePrice": FixedPoint(scaled_value=checkpoint_data["longSharePrice"]),
-        "shortBaseVolume": FixedPoint(scaled_value=checkpoint_data["shortBaseVolume"]),
+        "longExposure": FixedPoint(scaled_value=checkpoint_data["longExposure"]),
     }
 
 
@@ -153,7 +153,7 @@ def get_hyperdrive_market(web3: Web3, hyperdrive_contract: Contract) -> Hyperdri
         share_reserves=FixedPoint(pool_info["shareReserves"]),
         minimum_share_reserves=FixedPoint(pool_config["minimumShareReserves"]),
         short_average_maturity_time=FixedPoint(pool_info["shortAverageMaturityTime"]),
-        short_base_volume=FixedPoint(pool_info["shortBaseVolume"]),
+        long_exposure=FixedPoint(pool_info["longExposure"]),
         shorts_outstanding=FixedPoint(pool_info["shortsOutstanding"]),
         # TODO: We don't have checkpoint information, so the next two fields are indexed by 0
         total_supply_longs={FixedPoint(0): FixedPoint(pool_info["longsOutstanding"])},