Inconsistent net calculations

[gorgos]

Currently, we are calculating net positions for traders from the leveraged_debits:

laminar-chain/modules/margin-protocol/src/lib.rs

Line 1159 in 1e91d3b

let debits_in_usd = Self::usd_value(p.pair.quote, p.leveraged_debits.saturating_abs())?;

Which is acceptable even though not perfectly accurate. After discussion with @Antonia-Chen, this reflects traditional markets and traders are used to it. (more accurate would be differentiating between longs and shorts)

However in the ENP/ELL, we are using leveraged_held:

laminar-chain/modules/margin-protocol/src/lib.rs

Lines 1270 to 1278 in 1e91d3b

	let new_net = pool
	.long
	.held
	.checked_add(&pool.short.held)
	.ok_or(Error::<T>::NumOutOfBound)?;
	let net_in_usd = Self::usd_value(pair.base, new_net.saturating_abs())?;
	let new_max = cmp::max(pool.long.held, pool.short.held.saturating_abs());
	let max_in_usd = Self::usd_value(pair.base, new_max.saturating_abs())?;

While it doesn't matter from a security perspective, I think for consistency reasons it should be the same. Otherwise it gets too confusing thinking about which kind of net calculation is now being used. A simple change like this would be enough:

let new_net = pool
    .long
    .debits
    .checked_add(&pool.short.debits)
    .ok_or(Error::<T>::NumOutOfBound)?;
let net_in_usd = Self::usd_value(pair.quote, new_net.saturating_abs())?;

let new_max = cmp::max(pool.long.debits, pool.short.debits.saturating_abs());
let max_in_usd = Self::usd_value(pair.quote, new_max.saturating_abs())?;