library MarginalFunctionality {

    // We have the following approach: when liability is created we store
    // timestamp and size of liability. If the subsequent trade will deepen
    // this liability or won't fully cover it timestamp will not change.
    // However once outstandingAmount is covered we check whether balance on
    // that asset is positive or not. If not, liability still in the place but
    // time counter is dropped and timestamp set to `now`.
    struct Liability {
        address asset;
        uint64 timestamp;
        uint192 outstandingAmount;
    }

    enum PositionState {
        POSITIVE,
        NEGATIVE, // weighted position below 0
        OVERDUE,  // liability is not returned for too long
        NOPRICE,  // some assets has no price or expired
        INCORRECT // some of the basic requirements are not met: too many liabilities, no locked stake, etc
    }

    struct Position {
        PositionState state;
        int256 weightedPosition; // sum of weighted collateral minus liabilities
        int256 totalPosition; // sum of unweighted (total) collateral minus liabilities
        int256 totalLiabilities; // total liabilities value
    }

    // Constants from Exchange contract used for calculations
    struct UsedConstants {
        address user;
        address _oracleAddress;
        address _orionTokenAddress;
        uint64 positionOverdue;
        uint64 priceOverdue;
        uint8 stakeRisk;
        uint8 liquidationPremium;
    }


    /**
     * @dev method to multiply numbers with uint8 based percent numbers
     */
    function uint8Percent(int192 _a, uint8 b) internal pure returns (int192 c) {
        int a = int256(_a);
        int d = 255;
        c = int192((a>65536) ? (a/d)*b : a*b/d );
    }

    /**
     * @dev method to fetch asset prices in ORN tokens
     */
    function getAssetPrice(address asset, address oracle) internal view returns (uint64 price, uint64 timestamp) {
        PriceOracleInterface.PriceDataOut memory assetPriceData = PriceOracleInterface(oracle).assetPrices(asset);
        (price, timestamp) = (assetPriceData.price, assetPriceData.timestamp);
    }

    /**
     * @dev method to calc weighted and absolute collateral value
     * @notice it only count for assets in collateralAssets list, all other
               assets will add 0 to position.
     * @return outdated whether any price is outdated
     * @return weightedPosition in ORN
     * @return totalPosition in ORN
     */
    function calcAssets(
        address[] storage collateralAssets,
        mapping(address => mapping(address => int192)) storage assetBalances,
        mapping(address => uint8) storage assetRisks,
        address user,
        address orionTokenAddress,
        address oracleAddress,
        uint64 priceOverdue
    ) internal view returns (bool outdated, int192 weightedPosition, int192 totalPosition) {
        uint256 collateralAssetsLength = collateralAssets.length;
        for(uint256 i = 0; i < collateralAssetsLength; i++) {
            address asset = collateralAssets[i];
            if(assetBalances[user][asset]<0)
                continue; // will be calculated in calcLiabilities
            (uint64 price, uint64 timestamp) = (1e8, 0xfffffff000000000);

            if(asset != orionTokenAddress) {
                (price, timestamp) = getAssetPrice(asset, oracleAddress);
            }

            // balance: i192, price u64 => balance*price fits i256
            // since generally balance <= N*maxInt112 (where N is number operations with it),
            // assetValue <= N*maxInt112*maxUInt64/1e8.
            // That is if N<= 2**17 *1e8 = 1.3e13  we can neglect overflows here

            uint8 specificRisk = assetRisks[asset];
            int192 balance = assetBalances[user][asset];
            int256 _assetValue = int256(balance)*price/1e8;
            int192 assetValue = int192(_assetValue);

            // Overflows logic holds here as well, except that N is the number of
            // operations for all assets

            if(assetValue>0) {
                weightedPosition += uint8Percent(assetValue, specificRisk);
                totalPosition += assetValue;
                outdated = outdated || ((timestamp + priceOverdue) < block.timestamp);
            }

        }

        return (outdated, weightedPosition, totalPosition);
    }

    /**
     * @dev method to calc liabilities
     * @return outdated whether any price is outdated
     * @return overdue whether any liability is overdue
     * @return weightedPosition weightedLiability == totalLiability in ORN
     * @return totalPosition totalLiability in ORN
     */
    function calcLiabilities(
        mapping(address => Liability[]) storage liabilities,
        mapping(address => mapping(address => int192)) storage assetBalances,
        address user,
        address oracleAddress,
        uint64 positionOverdue,
        uint64 priceOverdue
    ) internal view returns  (bool outdated, bool overdue, int192 weightedPosition, int192 totalPosition) {
        uint256 liabilitiesLength = liabilities[user].length;

        for(uint256 i = 0; i < liabilitiesLength; i++) {
            Liability storage liability = liabilities[user][i];
            int192 balance = assetBalances[user][liability.asset];
            (uint64 price, uint64 timestamp) = getAssetPrice(liability.asset, oracleAddress);
            // balance: i192, price u64 => balance*price fits i256
            // since generally balance <= N*maxInt112 (where N is number operations with it),
            // assetValue <= N*maxInt112*maxUInt64/1e8.
            // That is if N<= 2**17 *1e8 = 1.3e13  we can neglect overflows here

            int192 liabilityValue = int192(int256(balance) * price / 1e8);
            weightedPosition += liabilityValue; //already negative since balance is negative
            totalPosition += liabilityValue;
            overdue = overdue || ((liability.timestamp + positionOverdue) < block.timestamp);
            outdated = outdated || ((timestamp + priceOverdue) < block.timestamp);
        }

        return (outdated, overdue, weightedPosition, totalPosition);
    }

    /**
     * @dev method to calc Position
     * @return result position structure
     */
    function calcPosition(
        address[] storage collateralAssets,
        mapping(address => Liability[]) storage liabilities,
        mapping(address => mapping(address => int192)) storage assetBalances,
        mapping(address => uint8) storage assetRisks,
        UsedConstants memory constants
    ) public view returns (Position memory result) {

        (bool outdatedPrice, int192 weightedPosition, int192 totalPosition) =
        calcAssets(
            collateralAssets,
            assetBalances,
            assetRisks,
            constants.user,
            constants._orionTokenAddress,
            constants._oracleAddress,
            constants.priceOverdue
        );

        (bool _outdatedPrice, bool overdue, int192 _weightedPosition, int192 _totalPosition) =
        calcLiabilities(
            liabilities,
            assetBalances,
            constants.user,
            constants._oracleAddress,
            constants.positionOverdue,
            constants.priceOverdue
        );

        weightedPosition += _weightedPosition;
        totalPosition += _totalPosition;
        outdatedPrice = outdatedPrice || _outdatedPrice;
        if(_totalPosition<0) {
            result.totalLiabilities = _totalPosition;
        }
        if(weightedPosition<0) {
            result.state = PositionState.NEGATIVE;
        }
        if(outdatedPrice) {
            result.state = PositionState.NOPRICE;
        }
        if(overdue) {
            result.state = PositionState.OVERDUE;
        }
        result.weightedPosition = weightedPosition;
        result.totalPosition = totalPosition;
    }

    /**
     * @dev method removes liability
     */
    function removeLiability(
        address user,
        address asset,
        mapping(address => Liability[]) storage liabilities
    ) public {
        uint256 length = liabilities[user].length;

        for (uint256 i = 0; i < length; i++) {
            if (liabilities[user][i].asset == asset) {
                if (length>1) {
                    liabilities[user][i] = liabilities[user][length - 1];
                }
                liabilities[user].pop();
                break;
            }
        }
    }

    /**
     * @dev method update liability
     * @notice implement logic for outstandingAmount (see Liability description)
     */
    function updateLiability(address user,
        address asset,
        mapping(address => Liability[]) storage liabilities,
        uint112 depositAmount,
        int192 currentBalance
    ) internal {
        if(currentBalance>=0) {
            removeLiability(user,asset,liabilities);
        } else {
            uint256 i;
            uint256 liabilitiesLength=liabilities[user].length;
            for(; i<liabilitiesLength-1; i++) {
                if(liabilities[user][i].asset == asset)
                    break;
            }
            Liability storage liability = liabilities[user][i];
            if(depositAmount>=liability.outstandingAmount) {
                liability.outstandingAmount = uint192(-currentBalance);
                liability.timestamp = uint64(block.timestamp);
            } else {
                liability.outstandingAmount -= depositAmount;
            }
        }
    }


    /**
     * @dev partially liquidate, that is cover some asset liability to get
            ORN from misbehavior broker
     */
    function partiallyLiquidate(address[] storage collateralAssets,
        mapping(address => Liability[]) storage liabilities,
        mapping(address => mapping(address => int192)) storage assetBalances,
        mapping(address => uint8) storage assetRisks,
        UsedConstants memory constants,
        address redeemedAsset,
        uint112 amount) public {
        //Note: constants.user - is broker who will be liquidated
        Position memory initialPosition = calcPosition(collateralAssets,
            liabilities,
            assetBalances,
            assetRisks,
            constants);
        require(initialPosition.state == PositionState.NEGATIVE ||
            initialPosition.state == PositionState.OVERDUE  , "E7");
        address liquidator = msg.sender;
        require(assetBalances[liquidator][redeemedAsset]>=amount,"E8");
        require(assetBalances[constants.user][redeemedAsset]<0,"E15");
        assetBalances[liquidator][redeemedAsset] -= amount;
        assetBalances[constants.user][redeemedAsset] += amount;

        if(assetBalances[constants.user][redeemedAsset] >= 0)
            removeLiability(constants.user, redeemedAsset, liabilities);

        (uint64 price, uint64 timestamp) = getAssetPrice(redeemedAsset, constants._oracleAddress);
        require((timestamp + constants.priceOverdue) > block.timestamp, "E9"); //Price is outdated

        reimburseLiquidator(
            amount,
            price,
            liquidator,
            assetBalances,
            constants.liquidationPremium,
            constants.user,
            constants._orionTokenAddress
        );

        Position memory finalPosition = calcPosition(collateralAssets,
            liabilities,
            assetBalances,
            assetRisks,
            constants);
        require( int(finalPosition.state)<3 && //POSITIVE,NEGATIVE or OVERDUE
            (finalPosition.weightedPosition>initialPosition.weightedPosition),
            "E10");//Incorrect state position after liquidation
        if(finalPosition.state == PositionState.POSITIVE)
            require (finalPosition.weightedPosition<10e8,"Can not liquidate to very positive state");

    }

    /**
     * @dev reimburse liquidator with ORN: first from stake, than from broker balance
     */
    function reimburseLiquidator(
        uint112 amount,
        uint64 price,
        address liquidator,
        mapping(address => mapping(address => int192)) storage assetBalances,
        uint8 liquidationPremium,
        address user,
        address orionTokenAddress
    ) internal {
        int192 _orionAmount = int192(int256(amount)*price/1e8);
        _orionAmount += uint8Percent(_orionAmount, liquidationPremium); //Liquidation premium
        // There is only 100m Orion tokens, fits i64
        require(_orionAmount == int64(_orionAmount), "E11");
        int192 onBalanceOrion = assetBalances[user][orionTokenAddress];

        require(onBalanceOrion >= _orionAmount, "E10");
        assetBalances[user][orionTokenAddress] -= _orionAmount;
        assetBalances[liquidator][orionTokenAddress] += _orionAmount;
    }
}
function reimburseLiquidator(
        uint112 amount,
        uint64 price,
        address liquidator,
        mapping(address => mapping(address => int192)) storage assetBalances,
        uint8 liquidationPremium,
        address user,
        address orionTokenAddress
    ) internal {
        int192 _orionAmount = int192(int256(amount)*price/1e8);
        _orionAmount += uint8Percent(_orionAmount, liquidationPremium); //Liquidation premium
        // There is only 100m Orion tokens, fits i64
        require(_orionAmount == int64(_orionAmount), "E11");
        int192 onBalanceOrion = assetBalances[user][orionTokenAddress];

        require(onBalanceOrion >= _orionAmount, "E10");
        assetBalances[user][orionTokenAddress] -= _orionAmount;
        assetBalances[liquidator][orionTokenAddress] += _orionAmount;
    }
/**
 * @dev reimburse liquidator with ORN: first from stake, than from broker balance
 */