collateral

package
v0.73.7-preview.3 Latest Latest
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This package is not in the latest version of its module.

 Go to latest Published: Nov 22, 2023 License: AGPL-3.0 Imports: 17 Imported by: 0

Documentation

Index

Constants

This section is empty.

Variables

View Source 
var (
	// ErrSystemAccountsMissing signals that a system account is missing, which may means that the
	// collateral engine have not been initialised properly.
	ErrSystemAccountsMissing = errors.New("system accounts missing for collateral engine to work")
	// ErrFeeAccountsMissing signals that a fee account is missing, which may means that the
	// collateral engine have not been initialised properly.
	ErrFeeAccountsMissing = errors.New("fee accounts missing for collateral engine to work")
	// ErrPartyAccountsMissing signals that the accounts for this party do not exists.
	ErrPartyAccountsMissing = errors.New("party accounts missing, cannot collect")
	// ErrAccountDoesNotExist signals that an account par of a transfer do not exists.
	ErrAccountDoesNotExist                     = errors.New("account does not exists")
	ErrNoGeneralAccountWhenCreateMarginAccount = errors.New("party general account missing when trying to create a margin account")
	ErrNoGeneralAccountWhenCreateBondAccount   = errors.New("party general account missing when trying to create a bond account")
	ErrMinAmountNotReached                     = errors.New("unable to reach minimum amount transfer")
	ErrPartyHasNoTokenAccount                  = errors.New("no token account for party")
	ErrSettlementBalanceNotZero                = errors.New("settlement balance should be zero") // E991 YOU HAVE TOO MUCH ROPE TO HANG YOURSELF
	// ErrAssetAlreadyEnabled signals the given asset has already been enabled in this engine.
	ErrAssetAlreadyEnabled    = errors.New("asset already enabled")
	ErrAssetHasNotBeenEnabled = errors.New("asset has not been enabled")
	// ErrInvalidAssetID signals that an asset id does not exists.
	ErrInvalidAssetID = errors.New("invalid asset ID")
	// ErrInsufficientFundsToPayFees the party do not have enough funds to pay the feeds.
	ErrInsufficientFundsToPayFees = errors.New("insufficient funds to pay fees")
	// ErrInvalidTransferTypeForFeeRequest an invalid transfer type was send to build a fee transfer request.
	ErrInvalidTransferTypeForFeeRequest = errors.New("an invalid transfer type was send to build a fee transfer request")
	// ErrNotEnoughFundsToWithdraw a party requested to withdraw more than on its general account.
	ErrNotEnoughFundsToWithdraw = errors.New("not enough funds to withdraw")
	// ErrInsufficientFundsInAsset is returned if the party doesn't have sufficient funds to cover their order quantity.
	ErrInsufficientFundsInAsset = errors.New("insufficient funds for order")
)
View Source 
var (
	ErrInvalidSnapshotNamespace = errors.New("invalid snapshot namespace")
	ErrUnknownSnapshotType      = errors.New("snapshot data type not known")
)

Functions

This section is empty.

Types

type Broker 

type Broker interface {
	Send(event events.Event)
	SendBatch(events []events.Event)
}

Broker send events we no longer need to generate this mock here, we can use the broker/mocks package instead.

type Config 

type Config struct {
	Level encoding.LogLevel `long:"log-level"`
}

Config represent the configuration of the collateral engine.

func NewDefaultConfig 

func NewDefaultConfig() Config

NewDefaultConfig creates an instance of the package specific configuration, given a pointer to a logger instance to be used for logging within the package.

type Engine 

type Engine struct {
	Config
	// contains filtered or unexported fields
}

Engine is handling the power of the collateral.

func New 

func New(log *logging.Logger, conf Config, ts TimeService, broker Broker) *Engine

New instantiates a new collateral engine.

func (*Engine) ADtoID added in v0.56.0 

func (e *Engine) ADtoID(ad *types.AccountDetails) string

func (*Engine) AssetExists 

func (e *Engine) AssetExists(assetID string) bool

AssetExists no errors if the asset exists.

func (*Engine) BeginBlock added in v0.73.0 

func (e *Engine) BeginBlock(ctx context.Context)

func (*Engine) BondSpotUpdate added in v0.72.0 

func (e *Engine) BondSpotUpdate(ctx context.Context, market string, transfer *types.Transfer) (*types.LedgerMovement, error)

BondUpdate is to be used for any bond account transfers in a spot market. Update on new orders, updates on commitment changes, or on slashing.

func (*Engine) BondUpdate 

func (e *Engine) BondUpdate(ctx context.Context, market string, transfer *types.Transfer) (*types.LedgerMovement, error)

BondUpdate is to be used for any bond account transfers. Update on new orders, updates on commitment changes, or on slashing.

func (*Engine) CanCoverBond 

func (e *Engine) CanCoverBond(market, party, asset string, amount *num.Uint) bool

func (*Engine) CheckLeftOverBalance added in v0.58.0 

func (e *Engine) CheckLeftOverBalance(ctx context.Context, settle *types.Account, transfers []*types.Transfer, asset string, factor *num.Uint) (*types.LedgerMovement, error)

func (*Engine) Checkpoint 

func (e *Engine) Checkpoint() ([]byte, error)

func (*Engine) ClearInsurancepool added in v0.72.0 

func (e *Engine) ClearInsurancepool(ctx context.Context, mktID, asset string, clearFees bool) ([]*types.LedgerMovement, error)

func (*Engine) ClearMarket 

func (e *Engine) ClearMarket(ctx context.Context, mktID, asset string, parties []string, keepInsurance bool) ([]*types.LedgerMovement, error)

ClearMarket will remove all monies or accounts for parties allocated for a market (margin accounts) when the market reach end of life (maturity).

func (*Engine) ClearPartyMarginAccount 

func (e *Engine) ClearPartyMarginAccount(ctx context.Context, party, market, asset string) (*types.LedgerMovement, error)

func (*Engine) ClearSpotMarket added in v0.72.0 

func (e *Engine) ClearSpotMarket(ctx context.Context, mktID, quoteAsset string) ([]*types.LedgerMovement, error)

ClearSpotMarket moves remaining LP fees to the global reward account and removes market accounts.

func (*Engine) CreateMarketAccounts 

func (e *Engine) CreateMarketAccounts(ctx context.Context, marketID, asset string) (insuranceID, settleID string, err error)

CreateMarketAccounts will create all required accounts for a market once a new market is accepted through the network.

func (*Engine) CreatePartyBondAccount 

func (e *Engine) CreatePartyBondAccount(ctx context.Context, partyID, marketID, asset string) (string, error)

CreatePartyBondAccount creates a bond account if it does not exist, will return an error if no general account exist for the party for the given asset.

func (*Engine) CreatePartyGeneralAccount 

func (e *Engine) CreatePartyGeneralAccount(ctx context.Context, partyID, asset string) (string, error)

CreatePartyGeneralAccount create the general account for a party.

func (*Engine) CreatePartyHoldingAccount added in v0.72.0 

func (e *Engine) CreatePartyHoldingAccount(ctx context.Context, partyID, asset string) (string, error)

CreatePartyHoldingAccount creates a holding account for a party.

func (*Engine) CreatePartyLiquidityFeeAccount added in v0.72.0 

func (e *Engine) CreatePartyLiquidityFeeAccount(ctx context.Context, partyID, marketID, asset string) (string, error)

CreatePartyLiquidityFeeAccount creates a bond account if it does not exist, will return an error if no general account exist for the party for the given asset.

func (*Engine) CreatePartyMarginAccount 

func (e *Engine) CreatePartyMarginAccount(ctx context.Context, partyID, marketID, asset string) (string, error)

CreatePartyMarginAccount creates a margin account if it does not exist, will return an error if no general account exist for the party for the given asset.

func (*Engine) CreateSpotMarketAccounts added in v0.72.0 

func (e *Engine) CreateSpotMarketAccounts(ctx context.Context, marketID, quoteAsset string) error

CreateSpotMarketAccounts creates the required accounts for a market.

func (*Engine) Deposit 

func (e *Engine) Deposit(ctx context.Context, partyID, asset string, amount *num.Uint) (*types.LedgerMovement, error)

Deposit will deposit the given amount into the party account.

func (*Engine) EnableAsset 

func (e *Engine) EnableAsset(ctx context.Context, asset types.Asset) error

EnableAsset adds a new asset in the collateral engine this enable the asset to be used by new markets or parties to deposit funds.

func (*Engine) FinalSettlement 

func (e *Engine) FinalSettlement(ctx context.Context, marketID string, transfers []*types.Transfer, factor *num.Uint) ([]*types.LedgerMovement, error)

FinalSettlement will process the list of transfers instructed by other engines This func currently only expects TransferType_{LOSS,WIN} transfers other transfer types have dedicated funcs (MarkToMarket, MarginUpdate).

func (*Engine) GetAccountByID 

func (e *Engine) GetAccountByID(id string) (*types.Account, error)

GetAccountByID will return an account using the given id.

func (*Engine) GetAllVestingQuantumBalance added in v0.73.0 

func (e *Engine) GetAllVestingQuantumBalance(party string) *num.Uint

func (*Engine) GetAssetQuantum 

func (e *Engine) GetAssetQuantum(asset string) (num.Decimal, error)

func (*Engine) GetEnabledAssets 

func (e *Engine) GetEnabledAssets() []string

GetEnabledAssets returns the asset IDs of all enabled assets.

func (*Engine) GetGlobalInsuranceAccount added in v0.73.0 

func (e *Engine) GetGlobalInsuranceAccount(asset string) (*types.Account, error)

func (*Engine) GetGlobalRewardAccount 

func (e *Engine) GetGlobalRewardAccount(asset string) (*types.Account, error)

func (*Engine) GetInfraFeeAccountIDs 

func (e *Engine) GetInfraFeeAccountIDs() []string

GetInfraFeeAccountIDs returns the account IDs of the infrastructure fee accounts for all enabled assets.

func (*Engine) GetInsurancePoolBalance added in v0.72.0 

func (e *Engine) GetInsurancePoolBalance(marketID, asset string) (*num.Uint, bool)

func (*Engine) GetLiquidityFeesBonusDistributionAccount added in v0.72.0 

func (e *Engine) GetLiquidityFeesBonusDistributionAccount(marketID, asset string) (*types.Account, error)

func (*Engine) GetMarketInsurancePoolAccount 

func (e *Engine) GetMarketInsurancePoolAccount(market, asset string) (*types.Account, error)

func (*Engine) GetMarketLiquidityFeeAccount 

func (e *Engine) GetMarketLiquidityFeeAccount(market, asset string) (*types.Account, error)

func (*Engine) GetMarketMakerFeeAccount added in v0.72.0 

func (e *Engine) GetMarketMakerFeeAccount(market, asset string) (*types.Account, error)

func (*Engine) GetNetworkTreasuryAccount added in v0.73.0 

func (e *Engine) GetNetworkTreasuryAccount(asset string) (*types.Account, error)

func (*Engine) GetOrCreateGlobalInsuranceAccount added in v0.73.0 

func (e *Engine) GetOrCreateGlobalInsuranceAccount(ctx context.Context, asset string) *types.Account

func (*Engine) GetOrCreateLiquidityFeesBonusDistributionAccount added in v0.72.0 

func (e *Engine) GetOrCreateLiquidityFeesBonusDistributionAccount(
	ctx context.Context,
	marketID,
	asset string,
) (*types.Account, error)

GetOrCreateLiquidityFeesBonusDistributionAccount returns a liquidity fees bonus distribution account given a set of parameters. crates it if not exists.

func (*Engine) GetOrCreateMarketInsurancePoolAccount added in v0.71.0 

func (e *Engine) GetOrCreateMarketInsurancePoolAccount(ctx context.Context, market, asset string) *types.Account

func (*Engine) GetOrCreateNetworkTreasuryAccount added in v0.73.0 

func (e *Engine) GetOrCreateNetworkTreasuryAccount(ctx context.Context, asset string) *types.Account

func (*Engine) GetOrCreatePartyBondAccount 

func (e *Engine) GetOrCreatePartyBondAccount(ctx context.Context, partyID, marketID, asset string) (*types.Account, error)

GetOrCreatePartyBondAccount returns a bond account given a set of parameters. crates it if not exists.

func (*Engine) GetOrCreatePartyLiquidityFeeAccount added in v0.72.0 

func (e *Engine) GetOrCreatePartyLiquidityFeeAccount(ctx context.Context, partyID, marketID, asset string) (*types.Account, error)

GetOrCreatePartyLiquidityFeeAccount returns a party liquidity fee account given a set of parameters. Crates it if not exists.

func (*Engine) GetOrCreatePartyVestedRewardAccount added in v0.73.0 

func (e *Engine) GetOrCreatePartyVestedRewardAccount(ctx context.Context, partyID, asset string) *types.Account

GetOrCreatePartyVestedAccount create the general account for a party.

func (*Engine) GetOrCreatePartyVestingRewardAccount added in v0.73.0 

func (e *Engine) GetOrCreatePartyVestingRewardAccount(ctx context.Context, partyID, asset string) *types.Account

GetOrCreatePartyVestingAccount create the general account for a party.

func (*Engine) GetOrCreateRewardAccount 

func (e *Engine) GetOrCreateRewardAccount(ctx context.Context, asset string, market string, rewardAcccountType types.AccountType) (*types.Account, error)

GetRewardAccount returns a reward accound by asset and type.

func (*Engine) GetPartyBalance added in v0.73.0 

func (e *Engine) GetPartyBalance(party string) *num.Uint

func (*Engine) GetPartyBondAccount 

func (e *Engine) GetPartyBondAccount(market, partyID, asset string) (*types.Account, error)

GetPartyBondAccount returns a general account given the partyID.

func (*Engine) GetPartyGeneralAccount 

func (e *Engine) GetPartyGeneralAccount(partyID, asset string) (*types.Account, error)

GetPartyGeneralAccount returns a general account given the partyID.

func (*Engine) GetPartyHoldingAccount added in v0.73.0 

func (e *Engine) GetPartyHoldingAccount(party, asset string) (*types.Account, error)

GetPartyHoldingAccount returns a holding account given the partyID and market.

func (*Engine) GetPartyLiquidityFeeAccount added in v0.72.0 

func (e *Engine) GetPartyLiquidityFeeAccount(market, partyID, asset string) (*types.Account, error)

GetPartyLiquidityFeeAccount returns a liquidity fee account account given the partyID.

func (*Engine) GetPartyMargin 

func (e *Engine) GetPartyMargin(pos events.MarketPosition, asset, marketID string) (events.Margin, error)

GetPartyMargin will return the current margin for a given party.

func (*Engine) GetPartyMarginAccount 

func (e *Engine) GetPartyMarginAccount(market, party, asset string) (*types.Account, error)

GetPartyMarginAccount returns a margin account given the partyID and market.

func (*Engine) GetPartyVestedRewardAccount added in v0.73.0 

func (e *Engine) GetPartyVestedRewardAccount(partyID, asset string) (*types.Account, error)

func (*Engine) GetPendingTransfersAccount 

func (e *Engine) GetPendingTransfersAccount(asset string) *types.Account

GetPendingTransferAccount return the pending transfers account for the asset.

func (*Engine) GetRewardAccountsByType 

func (e *Engine) GetRewardAccountsByType(rewardAcccountType types.AccountType) []*types.Account

func (*Engine) GetState 

func (e *Engine) GetState(k string) ([]byte, []types.StateProvider, error)

func (*Engine) GetSystemAccountBalance added in v0.72.0 

func (e *Engine) GetSystemAccountBalance(asset, market string, accountType types.AccountType) (*num.Uint, error)

func (*Engine) GetVestingRecovery added in v0.73.0 

func (e *Engine) GetVestingRecovery() map[string]map[string]*num.Uint

func (*Engine) GovernanceTransferFunds added in v0.72.0 

func (e *Engine) GovernanceTransferFunds(
	ctx context.Context,
	transfers []*types.Transfer,
	accountTypes []types.AccountType,
	references []string,
) ([]*types.LedgerMovement, error)

func (*Engine) HasGeneralAccount 

func (e *Engine) HasGeneralAccount(party, asset string) bool

func (*Engine) Hash 

func (e *Engine) Hash() []byte

func (*Engine) IncrementBalance 

func (e *Engine) IncrementBalance(ctx context.Context, id string, inc *num.Uint) error

IncrementBalance will increment the balance of a given account using the given value.

func (*Engine) Keys 

func (e *Engine) Keys() []string

func (*Engine) Load 

func (e *Engine) Load(ctx context.Context, data []byte) error

func (*Engine) LoadState 

func (e *Engine) LoadState(ctx context.Context, p *types.Payload) ([]types.StateProvider, error)

func (*Engine) MarginUpdate 

func (e *Engine) MarginUpdate(ctx context.Context, marketID string, updates []events.Risk) ([]*types.LedgerMovement, []events.Margin, []events.Margin, error)

MarginUpdate will run the margin updates over a set of risk events (margin updates).

func (*Engine) MarginUpdateOnOrder 

func (e *Engine) MarginUpdateOnOrder(ctx context.Context, marketID string, update events.Risk) (*types.LedgerMovement, events.Margin, error)

MarginUpdateOnOrder will run the margin updates over a set of risk events (margin updates).

func (*Engine) MarkToMarket 

func (e *Engine) MarkToMarket(ctx context.Context, marketID string, transfers []events.Transfer, asset string) ([]events.Margin, []*types.LedgerMovement, error)

MarkToMarket will run the mark to market settlement over a given set of positions return ledger move stuff here, too (separate return value, because we need to stream those).

func (*Engine) Name 

func (e *Engine) Name() types.CheckpointName

func (*Engine) Namespace 

func (e *Engine) Namespace() types.SnapshotNamespace

func (*Engine) OnBalanceSnapshotFrequencyUpdated added in v0.73.0 

func (e *Engine) OnBalanceSnapshotFrequencyUpdated(ctx context.Context, d time.Duration) error

func (*Engine) PartyHasSufficientBalance added in v0.72.0 

func (e *Engine) PartyHasSufficientBalance(asset, partyID string, amount *num.Uint) error

PartyHasSufficientBalance checks if the party has sufficient amount in the general account.

func (*Engine) PerpsFundingSettlement added in v0.73.0 

func (e *Engine) PerpsFundingSettlement(ctx context.Context, marketID string, transfers []events.Transfer, asset string, round *num.Uint) ([]events.Margin, []*types.LedgerMovement, error)

PerpsFundingSettlement will run a funding settlement over given positions. This works exactly the same as a MTM settlement, but uses different transfer types.

func (*Engine) PropagateAssetUpdate 

func (e *Engine) PropagateAssetUpdate(ctx context.Context, asset types.Asset) error

func (*Engine) ReleaseFromHoldingAccount added in v0.72.0 

func (e *Engine) ReleaseFromHoldingAccount(ctx context.Context, transfer *types.Transfer) (*types.LedgerMovement, error)

ReleaseFromHoldingAccount releases locked funds from holding account back to the general account of the party.

func (*Engine) ReloadConf 

func (e *Engine) ReloadConf(cfg Config)

ReloadConf updates the internal configuration of the collateral engine.

func (*Engine) RemoveBondAccount added in v0.69.0 

func (e *Engine) RemoveBondAccount(partyID, marketID, asset string) error

func (*Engine) RemoveDistressed 

func (e *Engine) RemoveDistressed(ctx context.Context, parties []events.MarketPosition, marketID, asset string) (*types.LedgerMovement, error)

RemoveDistressed will remove all distressed party in the event positions for a given market and asset.

func (*Engine) RemoveLiquidityFeesBonusDistributionAccount added in v0.72.0 

func (e *Engine) RemoveLiquidityFeesBonusDistributionAccount(partyID, marketID, asset string) error

func (*Engine) RestoreCheckpointBalance added in v0.56.0 

func (e *Engine) RestoreCheckpointBalance(
	ctx context.Context,
	market, party, asset string,
	typ types.AccountType,
	amount *num.Uint,
) (*types.LedgerMovement, error)

RestoreCheckpointBalance will credit account with a balance from a checkpoint. This function assume the accounts have been created before.

func (*Engine) RollbackMarginUpdateOnOrder 

func (e *Engine) RollbackMarginUpdateOnOrder(ctx context.Context, marketID string, assetID string, transfer *types.Transfer) (*types.LedgerMovement, error)

RollbackMarginUpdateOnOrder moves funds from the margin to the general account.

func (*Engine) Stopped 

func (e *Engine) Stopped() bool

func (*Engine) SuccessorInsuranceFraction added in v0.72.0 

func (e *Engine) SuccessorInsuranceFraction(ctx context.Context, successor, parent, asset string, fraction num.Decimal) *types.LedgerMovement

func (*Engine) TransferFees 

func (e *Engine) TransferFees(ctx context.Context, marketID string, assetID string, ft events.FeesTransfer) ([]*types.LedgerMovement, error)

func (*Engine) TransferFeesContinuousTrading 

func (e *Engine) TransferFeesContinuousTrading(ctx context.Context, marketID string, assetID string, ft events.FeesTransfer) ([]*types.LedgerMovement, error)

func (*Engine) TransferFunds 

func (e *Engine) TransferFunds(
	ctx context.Context,
	transfers []*types.Transfer,
	accountTypes []types.AccountType,
	references []string,
	feeTransfers []*types.Transfer,
	feeTransfersAccountType []types.AccountType,
) ([]*types.LedgerMovement, error)

func (*Engine) TransferRewards 

func (e *Engine) TransferRewards(ctx context.Context, rewardAccountID string, transfers []*types.Transfer, rewardType types.AccountType) ([]*types.LedgerMovement, error)

TransferRewards takes a slice of transfers and serves them to transfer rewards from the reward account to parties general account.

func (*Engine) TransferSpot added in v0.72.0 

func (e *Engine) TransferSpot(ctx context.Context, partyID, toPartyID, asset string, quantity *num.Uint) (*types.LedgerMovement, error)

TransferSpot transfers the given asset/quantity from partyID to partyID. The source partyID general account must exist in the asset, the target partyID general account in the asset is created if it doesn't yet exist.

func (*Engine) TransferSpotFees added in v0.72.0 

func (e *Engine) TransferSpotFees(ctx context.Context, marketID string, assetID string, ft events.FeesTransfer) ([]*types.LedgerMovement, error)

func (*Engine) TransferSpotFeesContinuousTrading added in v0.72.0 

func (e *Engine) TransferSpotFeesContinuousTrading(ctx context.Context, marketID string, assetID string, ft events.FeesTransfer) ([]*types.LedgerMovement, error)

func (*Engine) TransferToHoldingAccount added in v0.72.0 

func (e *Engine) TransferToHoldingAccount(ctx context.Context, transfer *types.Transfer) (*types.LedgerMovement, error)

TransferToHoldingAccount locks funds from general account into holding account account of the party.

func (*Engine) TransferVestedRewards added in v0.73.0 

func (e *Engine) TransferVestedRewards(
	ctx context.Context, transfers []*types.Transfer,
) ([]*types.LedgerMovement, error)

func (*Engine) UpdateBalance 

func (e *Engine) UpdateBalance(ctx context.Context, id string, balance *num.Uint) error

UpdateBalance will update the balance of a given account.

func (*Engine) Withdraw 

func (e *Engine) Withdraw(ctx context.Context, partyID, asset string, amount *num.Uint) (*types.LedgerMovement, error)

Withdraw will remove the specified amount from the party general account.

type TimeService 

type TimeService interface {
	GetTimeNow() time.Time
}

TimeService provide the time of the vega node.

Source Files

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Directories

Path Synopsis
Package mocks is a generated GoMock package.
 Package mocks is a generated GoMock package.

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