fix: linear pricing

pallets/loans/src/entities/loans.rs

@@ -31,6 +31,7 @@ use crate::{
 		BorrowLoanError, BorrowRestrictions, CloseLoanError, CreateLoanError, LoanRestrictions,
 		MutationError, RepaidAmount, RepayLoanError, RepayRestrictions, RepaymentSchedule,
 	},
+	PriceOf,
 };
 
 /// Loan information.
@@ -290,7 +291,7 @@ impl<T: Config> ActiveLoan<T> {
 	pub fn present_value_by<Rates>(
 		&self,
 		rates: &Rates,
-		prices: &BTreeMap<T::PriceId, T::Balance>,
+		prices: &BTreeMap<T::PriceId, PriceOf<T>>,
 	) -> Result<T::Balance, DispatchError>
 	where
 		Rates: RateCollection<T::Rate, T::Balance, T::Balance>,

pallets/loans/src/entities/pricing/external.rs

@@ -14,6 +14,7 @@ use sp_std::collections::btree_map::BTreeMap;
 use crate::{
 	entities::interest::ActiveInterestRate,
 	pallet::{Config, Error},
+	PriceOf,
 };
 
 #[derive(Encode, Decode, Clone, PartialEq, Eq, TypeInfo, RuntimeDebugNoBound, MaxEncodedLen)]
@@ -150,9 +151,14 @@ impl<T: Config> ExternalActivePricing<T> {
 		}
 	}
 
-	fn linear_accrual_price(&self, maturity: Seconds) -> Result<T::Balance, DispatchError> {
+	fn linear_accrual_price(
+		&self,
+		maturity: Seconds,
+		price: T::Balance,
+		price_last_updated: Seconds,
+	) -> Result<T::Balance, DispatchError> {
 		Ok(cfg_utils::math::y_coord_in_rect(
-			(self.settlement_price_updated, self.latest_settlement_price),
+			(price_last_updated, price),
 			(maturity, self.info.notional),
 			T::Time::now(),
 		)?)
@@ -163,10 +169,26 @@ impl<T: Config> ExternalActivePricing<T> {
 		pool_id: T::PoolId,
 		maturity: Seconds,
 	) -> Result<T::Balance, DispatchError> {
-		Ok(match T::PriceRegistry::get(&self.info.price_id, &pool_id) {
-			Ok(data) => data.0,
-			Err(_) => self.linear_accrual_price(maturity)?,
-		})
+		self.current_price_inner(
+			maturity,
+			T::PriceRegistry::get(&self.info.price_id, &pool_id).ok(),
+		)
+	}
+
+	fn current_price_inner(
+		&self,
+		maturity: Seconds,
+		oracle: Option<PriceOf<T>>,
+	) -> Result<T::Balance, DispatchError> {
+		if let Some((oracle_price, oracle_provided_at)) = oracle {
+			self.linear_accrual_price(maturity, oracle_price, oracle_provided_at.into_seconds())
+		} else {
+			self.linear_accrual_price(
+				maturity,
+				self.latest_settlement_price,
+				self.settlement_price_updated,
+			)
+		}
 	}
 
 	pub fn outstanding_principal(
@@ -197,13 +219,10 @@ impl<T: Config> ExternalActivePricing<T> {
 
 	pub fn present_value_cached(
 		&self,
-		cache: &BTreeMap<T::PriceId, T::Balance>,
+		cache: &BTreeMap<T::PriceId, PriceOf<T>>,
 		maturity: Seconds,
 	) -> Result<T::Balance, DispatchError> {
-		let price = match cache.get(&self.info.price_id) {
-			Some(data) => *data,
-			None => self.linear_accrual_price(maturity)?,
-		};
+		let price = self.current_price_inner(maturity, cache.get(&self.info.price_id).copied())?;
 		Ok(self.outstanding_quantity.ensure_mul_int(price)?)
 	}
 

pallets/loans/src/lib.rs

@@ -116,7 +116,7 @@ pub mod pallet {
 
 	pub type PortfolioInfoOf<T> = Vec<(<T as Config>::LoanId, ActiveLoanInfo<T>)>;
 	pub type AssetOf<T> = (<T as Config>::CollectionId, <T as Config>::ItemId);
-	pub type PriceOf<T> = (<T as Config>::Balance, <T as Config>::Moment);
+	pub type PriceOf<T> = (<T as Config>::Balance, Seconds);
 
 	const STORAGE_VERSION: StorageVersion = StorageVersion::new(3);
 
@@ -1050,15 +1050,15 @@ pub mod pallet {
 
 		pub fn registered_prices(
 			pool_id: T::PoolId,
-		) -> Result<BTreeMap<T::PriceId, T::Balance>, DispatchError> {
+		) -> Result<BTreeMap<T::PriceId, PriceOf<T>>, DispatchError> {
 			let collection = T::PriceRegistry::collection(&pool_id)?;
 			Ok(ActiveLoans::<T>::get(pool_id)
 				.iter()
 				.filter_map(|(_, loan)| loan.price_id())
 				.filter_map(|price_id| {
 					collection
 						.get(&price_id)
-						.map(|price| (price_id, price.0))
+						.map(|price| (price_id, (price.0, price.1.into_seconds())))
 						.ok()
 				})
 				.collect::<BTreeMap<_, _>>())
@@ -1071,7 +1071,10 @@ pub mod pallet {
 			let rates = T::InterestAccrual::rates();
 			let prices = match input_prices {
 				PriceCollectionInput::Empty => BTreeMap::default(),
-				PriceCollectionInput::Custom(prices) => prices.into(),
+				PriceCollectionInput::Custom(prices) => {
+					let now = T::Time::now();
+					prices.map(|(_, price)| (price, now)).into()
+				}
 				PriceCollectionInput::FromRegistry => Self::registered_prices(pool_id)?,
 			};
 

runtime/common/src/lib.rs

@@ -29,6 +29,7 @@ pub mod xcm;
 
 use cfg_primitives::Balance;
 use cfg_types::{fee_keys::FeeKey, pools::PoolNav, tokens::CurrencyId};
+use frame_support::BoundedBTreeMap;
 use orml_traits::GetByKey;
 use pallet_loans::entities::input::PriceCollectionInput;
 use pallet_pool_system::Nav;
@@ -37,7 +38,7 @@ use sp_runtime::{
 	traits::{Get, Zero},
 	DispatchError,
 };
-use sp_std::marker::PhantomData;
+use sp_std::{collections::btree_map::BTreeMap, marker::PhantomData};
 
 parameter_types! {
 	/// The native currency identifier of our currency id enum
@@ -103,9 +104,23 @@ where
 {
 	let input_prices: PriceCollectionInput<T> =
 		if let Ok(prices) = pallet_loans::Pallet::<T>::registered_prices(pool_id) {
-			PriceCollectionInput::Custom(prices.try_into().map_err(|_| {
-				DispatchError::Other("Map expected to fit as it is coming from loans itself.")
-			})?)
+			PriceCollectionInput::Custom(
+				BoundedBTreeMap::<
+					T::PriceId,
+					<T as pallet_pool_system::Config>::Balance,
+					T::MaxActiveLoansPerPool,
+				>::try_from(
+					prices
+						.into_iter()
+						.map(|(price_id, (price, _))| (price_id, price))
+						.collect::<BTreeMap<_, _>>(),
+				)
+				.map_err(|_| {
+					DispatchError::Other(
+						"Collection is overwheight. Should be at most MaxActiveLoansPerPool large.",
+					)
+				})?,
+			)
 		} else {
 			PriceCollectionInput::Empty
 		};