@spec get_leverage(Channel.t(), String.t()) ::
  {:ok, Kujira.Bow.Leverage.t()} | {:error, :not_found}

Fetches the Leverage contract and its current config from the chain

@spec get_pool(Channel.t(), String.t()) ::
  {:ok, Kujira.Bow.Pool.t()} | {:error, :not_found}

Fetches the Pool contract and its current config from the chain

@spec list_all_positions(GRPC.Channel.t(), Kujira.Bow.Leverage.t()) :: [
  Kujira.Bow.Leverage.Position.t()
]

Loads all positions via query_state_all, inheriting the same memoization

@spec list_leverage(GRPC.Channel.t(), [integer()]) ::
  {:ok, [Kujira.Bow.Leverage.t()]} | {:error, GRPC.RPCError.t()}

Fetches all Leverage markets

@spec list_pools(GRPC.Channel.t(), [integer()]) ::
  {:ok, [Kujira.Bow.Pool.t()]} | {:error, GRPC.RPCError.t()}

Fetches all Pools

@spec list_positions(GRPC.Channel.t(), Kujira.Bow.Leverage.t(), String.t()) :: [
  Kujira.Bow.Leverage.Position.t()
]

Loads all user positions

@spec load_orca_markets(Channel.t(), Kujira.Bow.Leverage.t(), integer() | nil) ::
  {:ok, {Kujira.Orca.Market.t(), Kujira.Orca.Market.t()}}
  | {:error, GRPC.RPCError.t()}

Loads the Leverage Market into a format that Orca can consume for health reporting. Default Memoization to 10 mins.

This returns a {base, quote} tuple that represents the risk on both sides of liquidation

The liquidation price of a position is dependent on the algorithm of the BOW pool.

The liquidation price of a leveraged position on an XYK pool is defined as (loan_b - (max_ltv size_b)) / ((max_ltv size_a) - loan_a)

This will demonstrate that the closer loan_b / loan_a is to size_b / size_a (and therefore the current price of the asset), the more extreme the price deviation required to reach max LTV. In some cases, eg when loan_b / loan_a == size_b / size_a, the value of the debt tracks the value of the collateral exactly, and as such the loan cannot be liquidated through price movement

Finally, the at-risk collateral amount is determined as the net collateral amount required to be sold at the liquidation price E.g. a position with 1000 KUJI and 500 USDC collateral, 100 KUJI and 500 USDC debt, has a liquidation price of 0.1923 At this price, we have ~ 1612 KUJI and 310 USDC as collateral. The USDC debt has a defecit of 190, which must be covered from the KUJI side of the collateral, so the at-risk collateral is 190 / 0.1923 ~= 988

@spec load_pool(Channel.t(), Kujira.Bow.Pool.Xyk.t()) ::
  {:ok, Kujira.Bow.Pool.Xyk.t()} | {:error, :not_found}

@spec load_pool(Channel.t(), Kujira.Bow.Pool.Stable.t()) ::
  {:ok, Kujira.Bow.Pool.Stable.t()} | {:error, :not_found}

@spec load_pool(Channel.t(), Kujira.Bow.Pool.Lsd.t()) ::
  {:ok, Kujira.Bow.Pool.Lsd.t()} | {:error, :not_found}

Loads the current pool status onto the pool