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Fix average settlement price calculations #2113

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merged 4 commits into from
May 6, 2024
Merged

Fix average settlement price calculations #2113

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0e6d3f8
Fix avg settlement price
sophialittlejohn May 3, 2024
0d447f6
Refactor columns
sophialittlejohn May 3, 2024
ffb5e50
Remove log
sophialittlejohn May 3, 2024
298af9d
Merge branch 'main' into asset-details
sophialittlejohn May 6, 2024
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18 changes: 10 additions & 8 deletions centrifuge-app/src/pages/Loan/HoldingsValues.tsx
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Original file line number Diff line number Diff line change
@@ -1,5 +1,6 @@
import { AssetTransaction, CurrencyBalance, External#Info, Pool } from '@centrifuge/centrifuge-js'
import Decimal from 'decimal.js-light'
import React from 'react'
import { LabelValueStack } from '../../components/LabelValueStack'
import { Dec } from '../../utils/Decimal'
import { formatBalance } from '../../utils/formatting'
Expand All @@ -25,7 +26,7 @@ export function HoldingsValues({ pool, transactions, currentFace, # }: Pro
return sum
}, Dec(0)) || Dec(0)

const getAverageSettlePrice = () => {
const averageSettlePrice = React.useMemo(() => {
if (!transactions?.length) return Dec(0)

const weightedSum = transactions.reduce((sum, trx) => {
Expand All @@ -39,12 +40,17 @@ export function HoldingsValues({ pool, transactions, currentFace, # }: Pro
}, Dec(0))

const sumOfAmounts = transactions.reduce(
(sum, trx) => sum.add(trx.amount ? new CurrencyBalance(trx.amount, pool.currency.decimals).toDecimal() : Dec(0)),
(sum, trx) =>
sum.add(
trx.settlementPrice && trx.amount
? new CurrencyBalance(trx.amount, pool.currency.decimals).toDecimal()
: Dec(0)
),
Dec(0)
)

return weightedSum.div(sumOfAmounts)
}
}, [transactions])

return (
<>
Expand All @@ -55,11 +61,7 @@ export function HoldingsValues({ pool, transactions, currentFace, # }: Pro
<LabelValueStack label="Net spent" value={`${formatBalance(netSpent, pool.currency.symbol, 2, 2)}`} />
<LabelValueStack
label="Average settle price"
value={
getAverageSettlePrice().isZero()
? '-'
: `${formatBalance(getAverageSettlePrice(), pool.currency.symbol, 2, 2)}`
}
value={averageSettlePrice.isZero() ? '-' : `${formatBalance(averageSettlePrice, pool.currency.symbol, 2, 2)}`}
/>
<LabelValueStack label="Notional" value={`${formatBalance(#.notional, pool.currency.symbol, 2, 2)}`} />
<LabelValueStack label="Quantity" value={`${formatBalance(#.outstandingQuantity, undefined, 2, 0)}`} />
Expand Down
125 changes: 63 additions & 62 deletions centrifuge-app/src/pages/Loan/TransactionTable.tsx
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Original file line number Diff line number Diff line change
Expand Up @@ -104,74 +104,75 @@ export const TransactionTable = ({ transactions, currency, loanType, decimals, p
return `${type[0]}${type.slice(1).toLowerCase()}`
}

let columns: Column[] = [
{
align: 'left',
header: 'Type',
cell: (row: Row) => <StatusChip status={getStatusChipType(row.type)}>{getStatusText(row.type)}</StatusChip>,
},
{
align: 'left',
header: 'Transaction date',
cell: (row: Row) => (
<Tooltip
title="Transaction date"
body={formatDate(row.transactionDate, { hour: 'numeric', minute: 'numeric', second: 'numeric' })}
>
{formatDate(row.transactionDate)}
</Tooltip>
),
},
]

if (poolType === 'publicCredit') {
columns = [
...columns,
const columns = useMemo(() => {
return [
{
align: 'left',
header: `Face flow (${currency})`,
cell: (row: Row) =>
row.faceFlow ? `${row.type === 'REPAID' ? '-' : ''}${formatBalance(row.faceFlow, undefined, 2, 2)}` : '-',
header: 'Type',
cell: (row: Row) => <StatusChip status={getStatusChipType(row.type)}>{getStatusText(row.type)}</StatusChip>,
},
{
align: 'left',
header: 'Quantity',
cell: (row: Row) => (row.quantity ? formatBalance(row.quantity, undefined, 2, 0) : '-'),
header: 'Transaction date',
cell: (row: Row) => (
<Tooltip
title="Transaction date"
body={formatDate(row.transactionDate, { hour: 'numeric', minute: 'numeric', second: 'numeric' })}
>
{formatDate(row.transactionDate)}
</Tooltip>
),
},
{
align: 'left',
header: `Settle price (${currency})`,
cell: (row: Row) => (row.settlePrice ? formatBalance(row.settlePrice, undefined, 6, 2) : '-'),
},
{
align: 'left',
header: `Net cash flow (${currency})`,
cell: (row: Row) =>
row.amount ? `${row.type === 'BORROWED' ? '-' : ''}${formatBalance(row.amount, undefined, 2, 2)}` : '-',
},
{
align: 'left',
header: `Position (${currency})`,
cell: (row: Row) => (row.type === 'CREATED' ? '-' : formatBalance(row.position, undefined, 2, 2)),
},
]
} else {
columns = [
...columns,
{
align: 'left',
header: `Amount (${currency})`,
cell: (row: Row) =>
row.amount ? `${row.type === 'REPAID' ? '-' : ''}${formatBalance(row.amount, undefined, 2, 2)}` : '-',
},
{
align: 'left',
header: `Principal (${currency})`,
cell: (row: Row) =>
row.position ? `${row.type === 'REPAID' ? '-' : ''}${formatBalance(row.position, undefined, 2, 2)}` : '-',
},
]
}
...(poolType === 'publicCredit'
? [
{
align: 'left',
header: `Face flow (${currency})`,
cell: (row: Row) =>
row.faceFlow
? `${row.type === 'REPAID' ? '-' : ''}${formatBalance(row.faceFlow, undefined, 2, 2)}`
: '-',
},
{
align: 'left',
header: 'Quantity',
cell: (row: Row) => (row.quantity ? formatBalance(row.quantity, undefined, 2, 0) : '-'),
},
{
align: 'left',
header: `Settle price (${currency})`,
cell: (row: Row) => (row.settlePrice ? formatBalance(row.settlePrice, undefined, 6, 2) : '-'),
},
{
align: 'left',
header: `Net cash flow (${currency})`,
cell: (row: Row) =>
row.amount ? `${row.type === 'BORROWED' ? '-' : ''}${formatBalance(row.amount, undefined, 2, 2)}` : '-',
},
{
align: 'left',
header: `Position (${currency})`,
cell: (row: Row) => (row.type === 'CREATED' ? '-' : formatBalance(row.position, undefined, 2, 2)),
},
]
: [
{
align: 'left',
header: `Amount (${currency})`,
cell: (row: Row) =>
row.amount ? `${row.type === 'REPAID' ? '-' : ''}${formatBalance(row.amount, undefined, 2, 2)}` : '-',
},
{
align: 'left',
header: `Principal (${currency})`,
cell: (row: Row) =>
row.position
? `${row.type === 'REPAID' ? '-' : ''}${formatBalance(row.position, undefined, 2, 2)}`
: '-',
},
]),
] as Column[]
}, [])

return <DataTable data={assetTransactions.reverse()} columns={columns} />
}
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