Skip to content

fix(perps): calculate weighted ROE percentage for aggregated account states cp-7.60.0 #23090

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
merged 1 commit into from
Nov 21, 2025
+443 −8
Merged

fix(perps): calculate weighted ROE percentage for aggregated account states cp-7.60.0 #23090

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
22 changes: 15 additions & 7 deletions app/components/UI/Perps/services/HyperLiquidSubscriptionService.ts
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -31,6 +31,7 @@ import {
adaptAccountStateFromSDK,
parseAssetName,
} from '../utils/hyperLiquidAdapter';
import { calculateWeightedReturnOnEquity } from '../utils/accountUtils';
import type { HyperLiquidClientService } from './HyperLiquidClientService';
import type { HyperLiquidWalletService } from './HyperLiquidWalletService';
import type { CaipAccountId } from '@metamask/utils';
Expand Down Expand Up @@ -476,6 +477,12 @@ export class HyperLiquidSubscriptionService {
let totalMarginUsed = 0;
let totalUnrealizedPnl = 0;

// Collect account states for weighted ROE calculation
const accountStatesForROE: {
unrealizedPnl: string;
returnOnEquity: string;
}[] = [];

// Aggregate all cached account states
Array.from(this.dexAccountCache.entries()).forEach(
([currentDex, state]) => {
Expand All @@ -488,20 +495,21 @@ export class HyperLiquidSubscriptionService {
totalBalance += parseFloat(state.totalBalance);
totalMarginUsed += parseFloat(state.marginUsed);
totalUnrealizedPnl += parseFloat(state.unrealizedPnl);

// Collect data for weighted ROE calculation
accountStatesForROE.push({
unrealizedPnl: state.unrealizedPnl,
returnOnEquity: state.returnOnEquity,
});
},
);

// Use first DEX's account state as base and override aggregated values
const firstDexAccount =
this.dexAccountCache.values().next().value || ({} as AccountState);

// Calculate returnOnEquity across all DEXs (same formula as HyperLiquidProvider.getAccountState)
let returnOnEquity = '0';
if (totalMarginUsed > 0) {
returnOnEquity = ((totalUnrealizedPnl / totalMarginUsed) * 100).toFixed(
1,
);
}
// Calculate weighted returnOnEquity across all DEXs
const returnOnEquity = calculateWeightedReturnOnEquity(accountStatesForROE);

return {
...firstDexAccount,
Expand Down
Loading
Loading