implement oracle-v2

centrifuge · Aug 31, 2023 · 5dfb4bd · 5dfb4bd
1 parent bc4a9d3
commit 5dfb4bd
Show file tree

Hide file tree

Showing 15 changed files with 522 additions and 245 deletions.
diff --git a/centrifuge-app/src/components/PageSummary.tsx b/centrifuge-app/src/components/PageSummary.tsx
@@ -8,27 +8,32 @@ type Props = {
     value: React.ReactNode
   }[]
   children?: React.ReactNode
+  title?: React.ReactNode
 }
 
-export const PageSummary: React.FC<Props> = ({ data, children }) => {
+export const PageSummary: React.FC<Props> = ({ data, children, title }) => {
   const theme = useTheme()
   return (
-    <Shelf
-      bg={theme.colors.backgroundSecondary}
-      gap="6"
-      pl={[2, 6]}
-      py="3"
-      style={{
-        boxShadow: `0 1px 0 ${theme.colors.borderSecondary}`,
-      }}
-    >
-      {data?.map(({ label, value }, index) => (
-        <Stack gap="4px" key={`${value}-${label}-${index}`}>
-          <Text variant="body3">{label}</Text>
-          <Text variant="heading3">{value}</Text>
-        </Stack>
-      ))}
-      {children}
-    </Shelf>
+    <Stack bg={theme.colors.backgroundSecondary} pl={3}>
+      {title}
+      <Shelf
+        gap="6"
+        pl={4}
+        py="3"
+        style={{
+          boxShadow: `0 1px 0 ${theme.colors.borderSecondary}`,
+        }}
+      >
+        {data?.map(({ label, value }, index) => (
+          <Stack gap="4px" key={`${value}-${label}-${index}`}>
+            <Text variant="body3" style={{ fontWeight: 500 }}>
+              {label}
+            </Text>
+            <Text variant="body2">{value}</Text>
+          </Stack>
+        ))}
+        {children}
+      </Shelf>
+    </Stack>
   )
 }
diff --git a/centrifuge-app/src/components/Report/AssetList.tsx b/centrifuge-app/src/components/Report/AssetList.tsx
@@ -20,7 +20,7 @@ const headers = [
   'Total repaid',
   'Financing date',
   'Maturity date',
-  'Financing fee',
+  'Interest rate',
   'Advance rate',
   'PD',
   'LGD',

diff --git a/centrifuge-app/src/components/Tooltips.tsx b/centrifuge-app/src/components/Tooltips.tsx
@@ -82,9 +82,9 @@ export const tooltipText = {
     label: 'Ongoing assets',
     body: 'Number of assets currently being financed in the pool and awaiting repayment.',
   },
-  averageFinancingFee: {
-    label: 'Average financing fee',
-    body: 'The average financing fee of the active assets in the pool.',
+  averageInterestRate: {
+    label: 'Average interest rate',
+    body: 'The average interest rate of the active assets in the pool.',
   },
   averageAmount: {
     label: 'Average amount',
@@ -134,9 +134,9 @@ export const tooltipText = {
     label: 'Advance rate',
     body: 'The advance rate is the percentage amount of the value of the collateral that an issuer can borrow from the pool against the NFT representing the collateral.',
   },
-  financingFee: {
-    label: 'Financing fee',
-    body: 'The financing fee is the rate at which the outstanding amount of an individual financing accrues interest. It is expressed as an "APR" (Annual Percentage Rate) and compounds interest every second.',
+  interestRate: {
+    label: 'Interest Rate',
+    body: 'The interest rate is the rate at which the outstanding amount of an individual financing accrues interest. It is expressed as an “APR” (Annual Percentage Rate) and compounds every second.',
   },
   probabilityOfDefault: {
     label: 'Prob of default',
@@ -242,6 +242,18 @@ export const tooltipText = {
     label: 'Extension period',
     body: 'Number of days the maturity can be extended without restrictions.',
   },
+  maxPriceVariation: {
+    label: 'Max price variation',
+    body: 'The maximum price variation defines the price difference between settlement and oracle price.',
+  },
+  isin: {
+    label: 'ISIN',
+    body: 'An International Securities Identification Number (ISIN) is a code that uniquely identifies a security globally for the purposes of facilitating clearing, reporting and settlement of trades.',
+  },
+  notionalValue: {
+    label: 'Notional value',
+    body: 'The notional value is the total value of the underlying asset.',
+  },
 }
 
 export type TooltipsProps = {

diff --git a/centrifuge-app/src/pages/IssuerCreatePool/validate.ts b/centrifuge-app/src/pages/IssuerCreatePool/validate.ts
@@ -4,12 +4,14 @@ import {
   imageFile,
   integer,
   isin,
+  maturityDate,
   max,
   maxDecimals,
   maxFileSize,
   maxImageSize,
   maxLength,
   mimeType,
+  min,
   minLength,
   nonNegativeNumber,
   pattern,
@@ -49,6 +51,8 @@ export const validate = {
   minInvestment: combine(required(), nonNegativeNumber(), max(Number.MAX_SAFE_INTEGER)),
   interestRate: combine(required(), positiveNumber(), max(Number.MAX_SAFE_INTEGER)),
   minRiskBuffer: combine(required(), positiveNumber(), max(100)),
+  maxPriceVariation: combine(required(), min(0), max(10000)),
+  maturityDate: combine(required(), maturityDate()),
 
   // risk groups
   groupName: maxLength(30),

diff --git a/centrifuge-app/src/pages/IssuerPool/Assets/PricingInput.tsx b/centrifuge-app/src/pages/IssuerPool/Assets/PricingInput.tsx
@@ -30,16 +30,9 @@ export function PricingInput({ poolId }: { poolId: string }) {
       </Field>
       {values.pricing.valuationMethod === 'oracle' && (
         <>
-          {/* <FieldWithErrorMessage
-            as={NumberInput}
-            label={<Tooltips type="financingFee" variant="secondary" label="Max quantity*" />}
-            placeholder="0"
-            name="pricing.maxBorrowQuantity"
-            validate={validate.maxBorrowQuantity}
-          /> */}
           <FieldWithErrorMessage
             as={TextInput}
-            label={<Tooltips type="financingFee" variant="secondary" label="ISIN*" />}
+            label={<Tooltips type="isin" variant="secondary" label="ISIN*" />}
             placeholder="010101010000"
             name="pricing.Isin"
             validate={validate.Isin}
@@ -48,10 +41,9 @@ export function PricingInput({ poolId }: { poolId: string }) {
             {({ field, meta, form }: FieldProps) => (
               <CurrencyInput
                 {...field}
-                label="Notional*"
+                label={<Tooltips type="notionalValue" variant="secondary" label="Notional value*" />}
                 placeholder="0.00"
                 errorMessage={meta.touched ? meta.error : undefined}
-                currency={pool?.currency.symbol}
                 onChange={(value) => form.setFieldValue('pricing.notional', value)}
                 variant="small"
               />
@@ -94,9 +86,17 @@ export function PricingInput({ poolId }: { poolId: string }) {
           </Field>
         </>
       )}
+      <FieldWithErrorMessage
+        as={NumberInput}
+        label={<Tooltips type="interestRate" variant="secondary" label="Interest rate*" />}
+        placeholder="0.00"
+        rightElement="%"
+        name="pricing.interestRate"
+        validate={validate.interestRate}
+      />
       <FieldWithErrorMessage
         as={DateInput}
-        validate={required()}
+        validate={validate.maturityDate}
         name="pricing.maturityDate"
         label="Maturity date*"
         type="date"
@@ -107,21 +107,13 @@ export function PricingInput({ poolId }: { poolId: string }) {
       />
       <FieldWithErrorMessage
         as={NumberInput}
-        label={<Tooltips type="maturityExtensionDays" variant="secondary" label="Extension period*" />}
+        label={<Tooltips type="maxPriceVariation" variant="secondary" label="Max price variation*" />}
         placeholder={0}
-        rightElement="days"
-        name="pricing.maturityExtensionDays"
-        validate={validate.maturityExtensionDays}
-      />
-
-      <FieldWithErrorMessage
-        as={NumberInput}
-        label={<Tooltips type="financingFee" variant="secondary" label="Financing fee*" />}
-        placeholder="0.00"
         rightElement="%"
-        name="pricing.interestRate"
-        validate={validate.fee}
+        name="pricing.maxPriceVariation"
+        validate={validate.maxPriceVariation}
       />
+
       {(values.pricing.valuationMethod === 'discountedCashFlow' ||
         values.pricing.valuationMethod === 'outstandingDebt') && (
         <>