fix(tests): Small fixes for BasisTradingModule audit changes

contracts/protocol/modules/v2/PerpV2LeverageModuleV2.sol

@@ -47,6 +47,7 @@ import { PreciseUnitMath } from "../../../lib/PreciseUnitMath.sol";
 import { AddressArrayUtils } from "../../../lib/AddressArrayUtils.sol";
 import { UnitConversionUtils } from "../../../lib/UnitConversionUtils.sol";
 
+
 /**
  * @title PerpV2LeverageModuleV2
  * @author Set Protocol
@@ -1053,25 +1054,28 @@ contract PerpV2LeverageModuleV2 is ModuleBaseV2, ReentrancyGuard, Ownable, SetTo
     }
 
     /**
-     * @dev Sets the external position unit based on PerpV2 account value.
+     * @dev Sets the external position unit based on PerpV2 Vault collateral balance. If there more than 1
+     * position unit of USDC of account value (allowing for PRECISE UNIT rounding errors) adds the component
+     * and/or the external position to the SetToken. Else, untracks the component and/or removes external
+     * position from the SetToken. Refer to PositionV2#editExternalPosition for detailed flow.
+     *
+     * NOTE: Setting external position unit to the collateral balance is acceptable because, as noted above, the
+     * external position unit is only updated on an as-needed basis during issuance, redemption, deposit and
+     * withdraw. It does not reflect the current value of the Set's perpetual position. The true current value can
+     * be calculated from getPositionNotionalInfo.
      *
      * @param _setToken     Instance of SetToken
      */
     function _updateExternalPositionUnit(ISetToken _setToken) internal {
-        int256 accountValueUnit = perpClearingHouse.getAccountValue(address(_setToken))
+        int256 collateralValueUnit = perpVault.getBalance(address(_setToken))
+            .toPreciseUnitsFromDecimals(collateralDecimals)
             .preciseDiv(_setToken.totalSupply().toInt256())
             .fromPreciseUnitToDecimals(collateralDecimals);
 
-        // Set the external position unit based on PerpV2 Account value; If there is more than 1 position unit of USDC of account
-        // value (to tolerate PRECISE_UNIT math rounding errors), add the component and/or the external position to the SetToken.
-        // Else, untrack the component and/or remove external position from the SetToken. Refer to PositionV2#editExternalPosition for detailed flow.
-        // Setting external posiiton unit to 1 or 0 is acceptable because, As noted above, the external position unit is only updated on an as-needed
-        // basis during issuance, redemption, deposit and withdraw. It does not reflect the current value of the Set's perpetual position.
-        // The current value can be calculated from getPositionNotionalInfo.
         _setToken.editExternalPosition(
             address(collateralToken),
             address(this),
-            accountValueUnit > 1 ? 1 : 0,
+            collateralValueUnit,
             ""
         );
     }

test/integration/perpV2BasisTradingSlippageIssuance.spec.ts

@@ -254,7 +254,7 @@ describe("PerpV2BasisTradingSlippageIssuance", () => {
         setToken.address,
         {
           feeRecipient: owner.address,
-          performanceFeePercentage: ether(.0),
+          performanceFeePercentage: ether(.1),
           maxPerformanceFeePercentage: ether(.2)
         }
       );
@@ -294,6 +294,7 @@ describe("PerpV2BasisTradingSlippageIssuance", () => {
           baseToken,
           2,
           ether(.02),
+          true,
           true
         );
 
@@ -508,6 +509,7 @@ describe("PerpV2BasisTradingSlippageIssuance", () => {
           baseToken,
           2,
           ether(.02),
+          true,
           true
         );
 
@@ -855,6 +857,7 @@ describe("PerpV2BasisTradingSlippageIssuance", () => {
             baseToken,
             6,
             ether(.02),
+            true,
             true
           );
 
@@ -909,7 +912,12 @@ describe("PerpV2BasisTradingSlippageIssuance", () => {
 
       describe("when liquidation results in negative account value", () => {
         beforeEach(async () => {
+          // Move oracle price down, wait one day
+          await perpSetup.setBaseTokenOraclePrice(vETH, usdcUnits(10.5));
+          await increaseTimeAsync(ONE_DAY_IN_SECONDS);
+
           // Calculated leverage = ~8.5X = 8_654_438_822_995_683_587
+          // Lever again to track funding as `settled`
           await leverUp(
             setToken,
             perpBasisTradingModule,
@@ -918,9 +926,13 @@ describe("PerpV2BasisTradingSlippageIssuance", () => {
             baseToken,
             6,
             ether(.02),
+            true,
             true
           );
 
+          // Freeze funding changes
+          await perpSetup.clearingHouseConfig.setMaxFundingRate(ZERO);
+
           // Move oracle price down to 5 USDC to enable liquidation
           await perpSetup.setBaseTokenOraclePrice(vETH, usdcUnits(5.0));
 

test/integration/perpV2LeverageV2SlippageIssuance.spec.ts

@@ -34,7 +34,7 @@ import {
 } from "@utils/test/index";
 import { PerpV2Fixture, SystemFixture } from "@utils/fixtures";
 import { BigNumber } from "ethers";
-import { ONE, ADDRESS_ZERO, ZERO, MAX_UINT_256, ZERO_BYTES } from "@utils/constants";
+import { ADDRESS_ZERO, ZERO, MAX_UINT_256, ZERO_BYTES } from "@utils/constants";
 
 const expect = getWaffleExpect();
 
@@ -373,7 +373,7 @@ describe("PerpV2LeverageSlippageIssuance", () => {
           );
 
           expect(defaultPositionUnit).eq(ZERO);
-          expect(externalPositionUnit).eq(ONE);
+          expect(externalPositionUnit).eq(depositQuantityUnit);
         });
       });
 

test/protocol/modules/v2/perpV2BasisTradingModule.spec.ts

@@ -779,7 +779,8 @@ describe("PerpV2BasisTradingModule", () => {
         const externalPositionUnit = await subjectSetToken.getExternalPositionRealUnit(usdc.address, perpBasisTradingModule.address);
         const expectedExternalPositionUnit = await calculateExternalPositionUnit(
           subjectSetToken,
-          perpSetup
+          perpSetup,
+          perpBasisTradingModule
         );
         expect(externalPositionUnit).eq(expectedExternalPositionUnit);
       });
@@ -870,7 +871,8 @@ describe("PerpV2BasisTradingModule", () => {
           const externalPositionUnit = await subjectSetToken.getExternalPositionRealUnit(usdc.address, perpBasisTradingModule.address);
           const expectedExternalPositionUnit = await calculateExternalPositionUnit(
             subjectSetToken,
-            perpSetup
+            perpSetup,
+            perpBasisTradingModule
           );
           expect(externalPositionUnit).eq(expectedExternalPositionUnit);
         });
@@ -1020,7 +1022,8 @@ describe("PerpV2BasisTradingModule", () => {
       const externalPositionUnit = await setToken.getExternalPositionRealUnit(usdc.address, perpBasisTradingModule.address);
       const expectedExternalPositionUnit = await calculateExternalPositionUnit(
         setToken,
-        perpSetup
+        perpSetup,
+        perpBasisTradingModule
       );
       expect(externalPositionUnit).eq(expectedExternalPositionUnit);
     });

test/protocol/modules/v2/perpV2LeverageModuleV2.spec.ts

@@ -1205,7 +1205,8 @@ describe("PerpV2LeverageModuleV2", () => {
         const externalPositionUnit = await subjectSetToken.getExternalPositionRealUnit(usdc.address, perpLeverageModule.address);
         const expectedExternalPositionUnit = await calculateExternalPositionUnit(
           subjectSetToken,
-          perpSetup
+          perpSetup,
+          perpLeverageModule,
         );
         expect(externalPositionUnit).eq(expectedExternalPositionUnit);
       });
@@ -1261,7 +1262,8 @@ describe("PerpV2LeverageModuleV2", () => {
             const externalPositionUnit = await subjectSetToken.getExternalPositionRealUnit(usdc.address, perpLeverageModule.address);
             const expectedExternalPositionUnit = await calculateExternalPositionUnit(
               subjectSetToken,
-              perpSetup
+              perpSetup,
+              perpLeverageModule
             );
 
             // Deposit notional amount = specified position unit * totalSupply = 1 * 2 = $2
@@ -1344,7 +1346,8 @@ describe("PerpV2LeverageModuleV2", () => {
             const externalPositionUnit = await subjectSetToken.getExternalPositionRealUnit(usdc.address, perpLeverageModule.address);
             const expectedExternalPositionUnit = await calculateExternalPositionUnit(
               subjectSetToken,
-              perpSetup
+              perpSetup,
+              perpLeverageModule
             );
 
             // Deposit amount = $1 * 2 (two deposits)
@@ -1438,7 +1441,8 @@ describe("PerpV2LeverageModuleV2", () => {
             const externalPositionUnit = await subjectSetToken.getExternalPositionRealUnit(usdc.address, perpLeverageModule.address);
             const expectedExternalPositionUnit = await calculateExternalPositionUnit(
               subjectSetToken,
-              perpSetup
+              perpSetup,
+              perpLeverageModule
             );
 
             // Deposit amount = $1 * 2 (two deposits)
@@ -1579,7 +1583,8 @@ describe("PerpV2LeverageModuleV2", () => {
         const externalPositionUnit = await subjectSetToken.getExternalPositionRealUnit(usdc.address, perpLeverageModule.address);
         const expectedExternalPositionUnit = await calculateExternalPositionUnit(
           subjectSetToken,
-          perpSetup
+          perpSetup,
+          perpLeverageModule
         );
         expect(externalPositionUnit).eq(expectedExternalPositionUnit);
       });
@@ -1657,7 +1662,8 @@ describe("PerpV2LeverageModuleV2", () => {
           const externalPositionUnit = await subjectSetToken.getExternalPositionRealUnit(usdc.address, perpLeverageModule.address);
           const expectedExternalPositionUnit = await calculateExternalPositionUnit(
             subjectSetToken,
-            perpSetup
+            perpSetup,
+            perpLeverageModule
           );
           expect(externalPositionUnit).eq(expectedExternalPositionUnit);
         });

utils/common/perpV2Utils.ts

@@ -8,7 +8,7 @@ import {
   preciseMul
 } from "../index";
 
-import { ONE, TWO, ZERO, ONE_DAY_IN_SECONDS } from "../constants";
+import { TWO, ZERO, ONE_DAY_IN_SECONDS } from "../constants";
 import { PerpV2BasisTradingModule, PerpV2LeverageModuleV2, SetToken } from "../contracts";
 import { PerpV2Fixture } from "../fixtures";
 
@@ -27,7 +27,8 @@ export async function leverUp(
   baseToken: Address,
   leverageRatio: number,
   slippagePercentage: BigNumber,
-  isLong: boolean
+  isLong: boolean,
+  trackFunding?: boolean,
 ): Promise<BigNumber>{
   const spotPrice = await fixture.getSpotPrice(baseToken);
   const totalSupply = await setToken.totalSupply();
@@ -50,12 +51,21 @@ export async function leverUp(
     totalSupply
   );
 
-  await module.connect(owner.wallet).trade(
-    setToken.address,
-    baseToken,
-    baseTradeQuantityUnit,
-    receiveQuoteQuantityUnit
-  );
+  if (trackFunding) {
+    await (module as PerpV2BasisTradingModule).connect(owner.wallet).tradeAndTrackFunding(
+      setToken.address,
+      baseToken,
+      baseTradeQuantityUnit,
+      receiveQuoteQuantityUnit
+    );
+  } else {
+    await module.connect(owner.wallet).trade(
+      setToken.address,
+      baseToken,
+      baseTradeQuantityUnit,
+      receiveQuoteQuantityUnit
+    );
+  }
 
   return baseTradeQuantityUnit;
 }
@@ -180,10 +190,10 @@ export async function calculateUSDCTransferOutPreciseUnits(
 export async function calculateExternalPositionUnit(
   setToken: SetToken,
   fixture: PerpV2Fixture,
+  module: PerpV2LeverageModuleV2 | PerpV2BasisTradingModule
 ): Promise<BigNumber> {
-  const totalPositionValue = await fixture.clearingHouse.getAccountValue(setToken.address);
-  // return toUSDCDecimals(preciseDiv(totalPositionValue, await setToken.totalSupply()));
-  return totalPositionValue.gt(ZERO) ? ONE : ZERO;
+  const accountInfo = await module.getAccountInfo(setToken.address);
+  return toUSDCDecimals(preciseDiv(accountInfo.collateralBalance, await setToken.totalSupply()));
 }
 
 // On every interaction with perpV2, it settles funding for a trader into owed realized pnl