execution

Oct 22, 2024

Changes in this version

type Engine

+ func (e *Engine) MarketHasActivePAP(marketID string) (bool, error)

+ func (e *Engine) NewProtocolAutomatedPurchase(ctx context.Context, ID string, ...) error

Aug 14, 2024

Changes in this version

type Engine

+ func (e *Engine) OnMarketFeeFactorsBuyBackFeeUpdate(ctx context.Context, d num.Decimal) error

+ func (e *Engine) OnMarketFeeFactorsTreasuryFeeUpdate(ctx context.Context, d num.Decimal) error

Jul 16, 2024

Changes in this version

+ var ErrNotAFutureMarket = errors.New("not a future market")

type Engine

+ func (e *Engine) AmendAMM(ctx context.Context, submit *types.AmendAMM, deterministicID string) error

+ func (e *Engine) CancelAMM(ctx context.Context, cancel *types.CancelAMM, deterministicID string) error

+ func (e *Engine) CheckCanSubmitOrderOrLiquidityCommitment(party, market string) error

+ func (e *Engine) CheckOrderSubmissionForSpam(orderSubmission *types.OrderSubmission, party string) error

+ func (e *Engine) EnterLongBlockAuction(ctx context.Context, duration int64)

+ func (e *Engine) OnMarketAMMMaxCalculationLevels(ctx context.Context, c *num.Uint) error

+ func (e *Engine) OnMarketAMMMinCommitmentQuantum(ctx context.Context, c *num.Uint) error

+ func (e *Engine) OnMarketLiquidityEquityLikeShareFeeFractionUpdate(_ context.Context, d num.Decimal) error

+ func (e *Engine) OnMinimalHoldingQuantumMultipleUpdate(_ context.Context, multiplier num.Decimal) error

+ func (e *Engine) OnMinimalMarginQuantumMultipleUpdate(_ context.Context, multiplier num.Decimal) error

+ func (e *Engine) OnNetworkWideAuctionDurationUpdated(ctx context.Context, v interface{}) error

+ func (e *Engine) SubmitAMM(ctx context.Context, submit *types.SubmitAMM, deterministicID string) error

+ func (e *Engine) ValidateSettlementData(mID string, data *num.Uint) bool

Mar 19, 2024

Changes in this version

type Engine

+ func (e *Engine) GetFillPriceForMarket(marketID string, volume uint64, side types.Side) (*num.Uint, error)

Feb 9, 2024

Changes in this version

type Engine

+ func (e *Engine) OnChainIDUpdate(cID uint64) error

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

+ func (e *Engine) UpdateMarginMode(ctx context.Context, party, marketID string, marginMode types.MarginMode, ...) error

Jan 5, 2024

Changes in this version

+ var ErrStopOrdersNotAcceptedDuringOpeningAuction = errors.New("stop orders are not accepted during the opening auction")

Oct 30, 2023

Changes in this version

type Engine

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

+ func (e *Engine) GetMarketStats() map[string]*types.MarketStats

+ func (e *Engine) OnEpochEvent(ctx context.Context, epoch types.Epoch)

+ func (e *Engine) OnEpochRestore(ctx context.Context, epoch types.Epoch)

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

+ func (e *Engine) OnMarketLiquidityV2ProvidersFeeCalculationTimeStep(_ context.Context, d time.Duration) error

+ func (e *Engine) OnMarketLiquidityV2StakeToCCYVolumeUpdate(_ context.Context, d num.Decimal) error

+ func (e *Engine) SubmitSpotMarket(ctx context.Context, marketConfig *types.Market, proposer string, ...) error

+ func (e *Engine) UpdateMarketState(ctx context.Context, changes *types.MarketStateUpdateConfiguration) error

+ func (e *Engine) UpdateSpotMarket(ctx context.Context, marketConfig *types.Market) error

+ func (e *Engine) VerifyUpdateMarketState(changes *types.MarketStateUpdateConfiguration) error

Jul 6, 2023

Changes in this version

+ var ErrInvalidStopOrdersCancellation = errors.New("invalid stop orders cancellation")

+ var ErrMarketIDRequiredWhenOrderIDSpecified = errors.New("market id required when order id specified")

+ var ErrParentMarketNotEnactedYet = errors.New("parent market in proposed state, can't enact successor")

+ var ErrSuccessorMarketDoesNotExist = errors.New("successor market does not exist")

type Engine

+ func (e *Engine) CancelStopOrders(ctx context.Context, cancel *types.StopOrdersCancellation, party string, ...) error

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

+ func (e *Engine) IsSucceeded(mktID string) bool

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

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

+ func (e *Engine) OnMarketLiquidityV2BondPenaltyUpdate(ctx context.Context, d num.Decimal) error

+ func (e *Engine) OnMarketLiquidityV2EarlyExitPenaltyUpdate(_ context.Context, d num.Decimal) error

+ func (e *Engine) OnMarketLiquidityV2MaximumLiquidityFeeFactorLevelUpdate(_ context.Context, d num.Decimal) error

+ func (e *Engine) OnMarketLiquidityV2SLANonPerformanceBondPenaltyMaxUpdate(_ context.Context, d num.Decimal) error

+ func (e *Engine) OnMarketLiquidityV2SLANonPerformanceBondPenaltySlopeUpdate(_ context.Context, d num.Decimal) error

+ func (e *Engine) OnMarketLiquidityV2SuppliedStakeToObligationFactorUpdate(_ context.Context, d num.Decimal) error

+ func (e *Engine) OnMarketPartiesMaximumStopOrdersUpdate(ctx context.Context, u *num.Uint) error

+ func (e *Engine) OnSuccessorMarketTimeWindowUpdate(ctx context.Context, window time.Duration) error

+ func (e *Engine) SpotsMarketsEnabled() bool

+ func (e *Engine) SubmitStopOrders(ctx context.Context, submission *types.StopOrdersSubmission, party string, ...) (*types.OrderConfirmation, error)

+ func (e *Engine) SucceedMarket(ctx context.Context, successor, parent string) error

May 26, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

May 3, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

May 2, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Apr 25, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Apr 24, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Apr 21, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Changes in this version

type Market

+ func (m *Market) BlockEnd(ctx context.Context)

Apr 13, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Apr 11, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Mar 31, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Mar 27, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Mar 23, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Mar 14, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Changes in this version

type MarketCollateral

+ RemoveBondAccount func(partyID, marketID, asset string) error

Mar 21, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Mar 10, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Mar 3, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Mar 1, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Feb 21, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Mar 1, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Feb 21, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Feb 21, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Feb 14, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Feb 9, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Feb 20, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Jan 23, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Jan 20, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Jan 19, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Jan 17, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Jan 6, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Jan 5, 2023 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Dec 22, 2022 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Dec 20, 2022 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Changes in this version

+ var ErrPartyInsufficientAssetBalance = errors.New("party has insufficient balance in asset")

Dec 8, 2022 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Dec 2, 2022 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Dec 2, 2022 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Changes in this version

type Engine

+ func (e *Engine) BlockEnd(ctx context.Context)

+ func (e *Engine) GetMarketCounters() map[string]*types.MarketCounters

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

+ func (e *Engine) OnMaxPeggedOrderUpdate(ctx context.Context, max *num.Uint) error

type Market

+ func (m *Market) GetTotalLPShapeCount() uint64

+ func (m *Market) GetTotalOpenPositionCount() uint64

+ func (m *Market) GetTotalOrderBookLevelCount() uint64

+ func (m *Market) GetTotalPeggedOrderCount() uint64

+ func (m *Market) OnMarkPriceUpdateMaximumFrequency(ctx context.Context, d time.Duration)

Nov 10, 2022 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Nov 8, 2022 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Changes in this version

type PeggedOrders

+ func (p *PeggedOrders) EnterAuction(ctx context.Context) []events.Event

Oct 31, 2022 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Changes in this version

type OracleEngine

+ ListensToSigners func(oracles.OracleData) bool

Oct 25, 2022 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Oct 20, 2022 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Oct 11, 2022 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Sep 28, 2022 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Sep 26, 2022 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Changes in this version

type EquityShares

+ func (es *EquityShares) GetTotalVStake() num.Decimal

Sep 12, 2022 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Changes in this version

type EquityShares

+ func (es *EquityShares) AvgTradeValue(avg num.Decimal) *EquityShares

+ func (es *EquityShares) UpdateVStake()

type FeeSplitter

+ func (fs *FeeSplitter) AvgTradeValue() num.Decimal

type Market

+ func (m *Market) AmendOrderWithIDGenerator(ctx context.Context, orderAmendment *types.OrderAmendment, party string, ...) (oc *types.OrderConfirmation, _ error)

+ func (m *Market) CancelOrderWithIDGenerator(ctx context.Context, partyID, orderID string, idgen IDGenerator) (oc *types.OrderCancellationConfirmation, _ error)

+ func (m *Market) SubmitOrderWithIDGeneratorAndOrderID(ctx context.Context, orderSubmission *types.OrderSubmission, party string, ...) (oc *types.OrderConfirmation, _ error)

type MarketActivityTracker

+ func (mat *MarketActivityTracker) IsMarketEligibleForBonus(market string, payoutAsset string, marketsInScope []string, funder string) bool

Aug 18, 2022 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Aug 16, 2022 GO-2023-1865

  GO-2023-1865: Vega's validators able to submit duplicate transactions in code.vegaprotocol.io/vega

Changes in this version

+ const InitialOrderVersion

+ const PriceMoveAll

+ const PriceMoveBestAsk

+ const PriceMoveBestBid

+ const PriceMoveMid

+ var ErrBondSlashing = errors.New("bond slashing")

+ var ErrCannotRejectMarketNotInProposedState = errors.New("cannot reject a market not in proposed state")

+ var ErrCannotRepriceDuringAuction = errors.New("cannot reprice during auction")

+ var ErrCannotStartOpeningAuctionForMarketNotInProposedState = errors.New("cannot start the opening auction for a market not in proposed state")

+ var ErrCommitmentAmountTooLow = errors.New("commitment amount is too low")

+ var ErrCommitmentSubmissionNotAllowed = errors.New("commitment submission not allowed")

+ var ErrEmptyMarketID = errors.New("invalid market id (empty)")

+ var ErrFOKOrderReceivedAuctionTrading = errors.New("fok order received during auction trading")

+ var ErrGFAOrderReceivedDuringContinuousTrading = errors.New("gfa order received during continuous trading")

+ var ErrGFNOrderReceivedAuctionTrading = errors.New("gfn order received during auction trading")

+ var ErrIOCOrderReceivedAuctionTrading = errors.New("ioc order received during auction trading")

+ var ErrInvalidAmendRemainQuantity = errors.New("incorrect remaining qty for a reduce by amend")

+ var ErrInvalidExpiresAtTime = errors.New("invalid expiresAt time")

+ var ErrInvalidOrderCancellation = errors.New("invalid order cancellation")

+ var ErrInvalidOrderType = errors.New("invalid order type")

+ var ErrMarginCheckFailed = errors.New("margin check failed")

+ var ErrMarginCheckInsufficient = errors.New("insufficient margin")

+ var ErrMarketClosed = errors.New("market closed")

+ var ErrMarketDoesNotExist = errors.New("market does not exist")

+ var ErrMissingGeneralAccountForParty = errors.New("missing general account for party")

+ var ErrNoMarketID = errors.New("no valid market id was supplied")

+ var ErrNotEnoughStake = errors.New("commitment submission rejected, not enough stake")

+ var ErrNotEnoughVolumeToZeroOutNetworkOrder = errors.New("not enough volume to zero out network order")

+ var ErrOrderNotFound = errors.New("unable to find the order in the market")

+ var ErrPartyAlreadyLiquidityProvider = errors.New("party is already a liquidity provider")

+ var ErrPartyDoNotExists = errors.New("party does not exist")

+ var ErrPartyNotLiquidityProvider = errors.New("party is not a liquidity provider")

+ var ErrSnapshotKeyDoesNotExist = errors.New("unknown key for market activity tracker snapshot")

+ var ErrTradingNotAllowed = errors.New("trading not allowed")

+ var ErrUnableToReprice = errors.New("unable to reprice")

+ func SetMarketID(marketcfg *types.Market, seq uint64) error

+ type Assets interface

+ Get func(assetID string) (*assets.Asset, error)

+ type AuctionState interface

+ AuctionExtended func(ctx context.Context, time time.Time) *events.Auction

+ AuctionStart func() bool

+ AuctionStarted func(ctx context.Context, time time.Time) *events.Auction

+ CanLeave func() bool

+ Changed func() bool

+ ExpiresAt func() *time.Time

+ ExtendAuction func(delta types.AuctionDuration)

+ ExtensionTrigger func() types.AuctionTrigger

+ GetState func() *types.AuctionState

+ InAuction func() bool

+ IsFBA func() bool

+ IsLiquidityAuction func() bool

+ IsMonitorAuction func() bool

+ IsOpeningAuction func() bool

+ IsPriceAuction func() bool

+ Left func(ctx context.Context, now time.Time) *events.Auction

+ Mode func() types.MarketTradingMode

+ Start func() time.Time

+ Trigger func() types.AuctionTrigger

+ UpdateMinDuration func(ctx context.Context, d time.Duration) *events.Auction

+ type Broker interface

+ Send func(event events.Event)

+ SendBatch func(events []events.Event)

+ type Collateral interface

+ AssetExists func(string) bool

+ CreateMarketAccounts func(context.Context, string, string) (string, string, error)

+ type Config struct

+ Fee fee.Config

+ Level encoding.LogLevel

+ Liquidity liquidity.Config

+ Matching matching.Config

+ Position positions.Config

+ Risk risk.Config

+ Settlement settlement.Config

+ func NewDefaultConfig() Config

+ type EligibilityChecker interface

+ IsEligibleForProposerBonus func(marketID string, volumeTraded *num.Uint) bool

+ type Engine struct

+ func NewEngine(log *logging.Logger, executionConfig Config, ts TimeService, ...) *Engine

+ func (e *Engine) AmendLiquidityProvision(ctx context.Context, lpa *types.LiquidityProvisionAmendment, party string, ...) (returnedErr error)

+ func (e *Engine) AmendOrder(ctx context.Context, amendment *types.OrderAmendment, party string, ...) (confirmation *types.OrderConfirmation, returnedErr error)

+ func (e *Engine) CancelLiquidityProvision(ctx context.Context, cancel *types.LiquidityProvisionCancellation, ...) (returnedErr error)

+ func (e *Engine) CancelOrder(ctx context.Context, cancel *types.OrderCancellation, party string, ...) (_ []*types.OrderCancellationConfirmation, returnedErr error)

+ func (e *Engine) GetAsset(assetID string) (types.Asset, bool)

+ func (e *Engine) GetEquityLikeShareForMarketAndParty(market, party string) (num.Decimal, bool)

+ func (e *Engine) GetMarket(market string) (types.Market, bool)

+ func (e *Engine) GetMarketData(mktID string) (types.MarketData, error)

+ func (e *Engine) GetMarketState(mktID string) (types.MarketState, error)

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

+ func (e *Engine) HasChanged(k string) bool

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

+ func (e *Engine) IsEligibleForProposerBonus(marketID string, value *num.Uint) bool

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

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

+ func (e *Engine) MarketExists(market string) bool

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

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

+ func (e *Engine) OnMarketCreationQuantumMultipleUpdate(ctx context.Context, d num.Decimal) error

+ func (e *Engine) OnMarketFeeFactorsInfrastructureFeeUpdate(ctx context.Context, d num.Decimal) error

+ func (e *Engine) OnMarketFeeFactorsMakerFeeUpdate(ctx context.Context, d num.Decimal) error

+ func (e *Engine) OnMarketLiquidityBondPenaltyUpdate(ctx context.Context, d num.Decimal) error

+ func (e *Engine) OnMarketLiquidityMaximumLiquidityFeeFactorLevelUpdate(_ context.Context, d num.Decimal) error

+ func (e *Engine) OnMarketLiquidityProvidersFeeDistributionTimeStep(_ context.Context, d time.Duration) error

+ func (e *Engine) OnMarketLiquidityProvisionShapesMaxSizeUpdate(_ context.Context, v int64) error

+ func (e *Engine) OnMarketLiquidityTargetStakeTriggeringRatio(ctx context.Context, d num.Decimal) error

+ func (e *Engine) OnMarketMarginScalingFactorsUpdate(ctx context.Context, v interface{}) error

+ func (e *Engine) OnMarketMinProbabilityOfTradingForLPOrdersUpdate(ctx context.Context, d num.Decimal) error

+ func (e *Engine) OnMarketProbabilityOfTradingTauScalingUpdate(ctx context.Context, d num.Decimal) error

+ func (e *Engine) OnMarketTargetStakeScalingFactorUpdate(_ context.Context, d num.Decimal) error

+ func (e *Engine) OnMarketTargetStakeTimeWindowUpdate(_ context.Context, d time.Duration) error

+ func (e *Engine) OnMarketValueWindowLengthUpdate(_ context.Context, d time.Duration) error

+ func (e *Engine) OnMinLpStakeQuantumMultipleUpdate(ctx context.Context, d num.Decimal) error

+ func (e *Engine) OnStateLoaded(ctx context.Context) error

+ func (e *Engine) OnSuppliedStakeToObligationFactorUpdate(_ context.Context, d num.Decimal) error

+ func (e *Engine) OnTick(ctx context.Context, t time.Time)

+ func (e *Engine) RejectMarket(ctx context.Context, marketID string) error

+ func (e *Engine) ReloadConf(cfg Config)

+ func (e *Engine) RestoreMarket(ctx context.Context, marketConfig *types.Market) error

+ func (e *Engine) RestoreMarketWithLiquidityProvision(ctx context.Context, marketConfig *types.Market, ...) error

+ func (e *Engine) StartOpeningAuction(ctx context.Context, marketID string) error

+ func (e *Engine) Stopped() bool

+ func (e *Engine) SubmitLiquidityProvision(ctx context.Context, sub *types.LiquidityProvisionSubmission, ...) (returnedErr error)

+ func (e *Engine) SubmitMarket(ctx context.Context, marketConfig *types.Market, proposer string) error

+ func (e *Engine) SubmitMarketWithLiquidityProvision(ctx context.Context, marketConfig *types.Market, ...) error

+ func (e *Engine) SubmitOrder(ctx context.Context, submission *types.OrderSubmission, party string, ...) (confirmation *types.OrderConfirmation, returnedErr error)

+ func (e *Engine) UpdateMarket(ctx context.Context, marketConfig *types.Market) error

+ type EpochEngine interface

+ NotifyOnEpoch func(f func(context.Context, types.Epoch), r func(context.Context, types.Epoch))

+ type EquityShares struct

+ func NewEquityShares(mvp num.Decimal) *EquityShares

+ func NewEquitySharesFromSnapshot(state *types.EquityShare) *EquityShares

+ func (es *EquityShares) AllShares() map[string]num.Decimal

+ func (es *EquityShares) AvgEntryValuation(id string) num.Decimal

+ func (es *EquityShares) GetState() *types.EquityShare

+ func (es *EquityShares) OpeningAuctionEnded()

+ func (es *EquityShares) SetPartyStake(id string, newStakeU *num.Uint)

+ func (es *EquityShares) SharesExcept(except map[string]struct{}) map[string]num.Decimal

+ func (es *EquityShares) SharesFromParty(party string) num.Decimal

+ func (es *EquityShares) UpdateVirtualStake()

+ func (es *EquityShares) WithMVP(mvp num.Decimal) *EquityShares

+ func (es EquityShares) Changed() bool

+ type ExpiringOrders struct

+ func NewExpiringOrders() *ExpiringOrders

+ func NewExpiringOrdersFromState(orders []*types.Order) *ExpiringOrders

+ func (a *ExpiringOrders) Expire(ts int64) []string

+ func (a *ExpiringOrders) GetExpiryingOrderCount() int

+ func (a *ExpiringOrders) GetState() []*types.Order

+ func (a *ExpiringOrders) Insert(orderID string, ts int64)

+ func (a *ExpiringOrders) RemoveOrder(expiresAt int64, orderID string) bool

+ func (a ExpiringOrders) Changed() bool

+ type FeeSplitter struct

+ func NewFeeSplitter() *FeeSplitter

+ func NewFeeSplitterFromSnapshot(fs *types.FeeSplitter, now time.Time) *FeeSplitter

+ func (fs *FeeSplitter) AddTradeValue(v *num.Uint)

+ func (fs *FeeSplitter) Changed() bool

+ func (fs *FeeSplitter) Elapsed() time.Duration

+ func (fs *FeeSplitter) GetState() *types.FeeSplitter

+ func (fs *FeeSplitter) MarketValueProxy(mvwl time.Duration, totalStakeU *num.Uint) num.Decimal

+ func (fs *FeeSplitter) SetCurrentTime(t time.Time) error

+ func (fs *FeeSplitter) TimeWindowStart(t time.Time)

+ type IDGenerator interface

+ NextID func() string

+ type LiquidityMonitor interface

+ CheckLiquidity func(as lmon.AuctionState, t time.Time, currentStake *num.Uint, ...) bool

+ SetMinDuration func(d time.Duration)

+ UpdateParameters func(*types.LiquidityMonitoringParameters)

+ UpdateTargetStakeTriggerRatio func(ctx context.Context, ratio num.Decimal)

+ type Market struct

+ func NewMarket(ctx context.Context, log *logging.Logger, riskConfig risk.Config, ...) (*Market, error)

+ func NewMarketFromSnapshot(ctx context.Context, log *logging.Logger, em *types.ExecMarket, ...) (*Market, error)

+ func (m *Market) AmendLiquidityProvision(ctx context.Context, lpa *types.LiquidityProvisionAmendment, party string, ...) (err error)

+ func (m *Market) AmendOrder(ctx context.Context, orderAmendment *types.OrderAmendment, party string, ...) (oc *types.OrderConfirmation, _ error)

+ func (m *Market) BondPenaltyFactorUpdate(ctx context.Context, d num.Decimal)

+ func (m *Market) CanLeaveOpeningAuction() bool

+ func (m *Market) CancelAllOrders(ctx context.Context, partyID string) ([]*types.OrderCancellationConfirmation, error)

+ func (m *Market) CancelLiquidityProvision(ctx context.Context, cancel *types.LiquidityProvisionCancellation, ...) (err error)

+ func (m *Market) CancelOrder(ctx context.Context, partyID, orderID string, deterministicId string) (oc *types.OrderCancellationConfirmation, _ error)

+ func (m *Market) GetID() string

+ func (m *Market) GetMarketData() types.MarketData

+ func (m *Market) GetMarketState() types.MarketState

+ func (m *Market) Hash() []byte

+ func (m *Market) IntoType() types.Market

+ func (m *Market) OnAuctionEnded()

+ func (m *Market) OnFeeFactorsInfrastructureFeeUpdate(ctx context.Context, d num.Decimal) error

+ func (m *Market) OnFeeFactorsMakerFeeUpdate(ctx context.Context, d num.Decimal) error

+ func (m *Market) OnMarginScalingFactorsUpdate(ctx context.Context, sf *types.ScalingFactors) error

+ func (m *Market) OnMarketAuctionMinimumDurationUpdate(ctx context.Context, d time.Duration)

+ func (m *Market) OnMarketLiquidityMaximumLiquidityFeeFactorLevelUpdate(d num.Decimal)

+ func (m *Market) OnMarketLiquidityProvidersFeeDistribitionTimeStep(d time.Duration)

+ func (m *Market) OnMarketLiquidityProvisionShapesMaxSizeUpdate(v int64) error

+ func (m *Market) OnMarketLiquidityTargetStakeTriggeringRatio(ctx context.Context, d num.Decimal)

+ func (m *Market) OnMarketMinLpStakeQuantumMultipleUpdate(_ context.Context, d num.Decimal)

+ func (m *Market) OnMarketMinProbabilityOfTradingLPOrdersUpdate(_ context.Context, d num.Decimal)

+ func (m *Market) OnMarketProbabilityOfTradingTauScalingUpdate(_ context.Context, d num.Decimal)

+ func (m *Market) OnMarketTargetStakeScalingFactorUpdate(d num.Decimal) error

+ func (m *Market) OnMarketTargetStakeTimeWindowUpdate(d time.Duration)

+ func (m *Market) OnMarketValueWindowLengthUpdate(d time.Duration)

+ func (m *Market) OnOpeningAuctionFirstUncrossingPrice()

+ func (m *Market) OnSuppliedStakeToObligationFactorUpdate(d num.Decimal)

+ func (m *Market) OnTick(ctx context.Context, t time.Time) bool

+ func (m *Market) PostRestore(ctx context.Context) error

+ func (m *Market) Reject(ctx context.Context) error

+ func (m *Market) ReloadConf(matchingConfig matching.Config, riskConfig risk.Config, ...)

+ func (m *Market) StartOpeningAuction(ctx context.Context) error

+ func (m *Market) SubmitLiquidityProvision(ctx context.Context, sub *types.LiquidityProvisionSubmission, ...) (err error)

+ func (m *Market) SubmitOrder(ctx context.Context, orderSubmission *types.OrderSubmission, party string, ...) (oc *types.OrderConfirmation, _ error)

+ func (m *Market) Update(ctx context.Context, config *types.Market, oracleEngine products.OracleEngine) error

+ type MarketActivityTracker struct

+ func NewMarketActivityTracker(log *logging.Logger, epochEngine EpochEngine) *MarketActivityTracker

+ func (m *MarketActivityTracker) MarketProposed(asset, marketID, proposer string)

+ func (mat *MarketActivityTracker) AddValueTraded(marketID string, value *num.Uint)

+ func (mat *MarketActivityTracker) Checkpoint() ([]byte, error)

+ func (mat *MarketActivityTracker) GetAllMarketIDs() []string

+ func (mat *MarketActivityTracker) GetEligibleProposers(market string) []string

+ func (mat *MarketActivityTracker) GetFeePartyScores(market string, feeType types.TransferType) []*types.PartyContibutionScore

+ func (mat *MarketActivityTracker) GetMarketScores(asset string, markets []string, dispatchMetric vega.DispatchMetric) []*types.MarketContributionScore

+ func (mat *MarketActivityTracker) GetMarketsWithEligibleProposer(asset string, markets []string) []*types.MarketContributionScore

+ func (mat *MarketActivityTracker) GetProposer(market string) string

+ func (mat *MarketActivityTracker) GetState(k string) ([]byte, []types.StateProvider, error)

+ func (mat *MarketActivityTracker) HasChanged(k string) bool

+ func (mat *MarketActivityTracker) Keys() []string

+ func (mat *MarketActivityTracker) Load(ctx context.Context, data []byte) error

+ func (mat *MarketActivityTracker) LoadState(ctx context.Context, p *types.Payload) ([]types.StateProvider, error)

+ func (mat *MarketActivityTracker) MarkPaidProposer(market string)

+ func (mat *MarketActivityTracker) Name() types.CheckpointName

+ func (mat *MarketActivityTracker) Namespace() types.SnapshotNamespace

+ func (mat *MarketActivityTracker) RemoveMarket(marketID string)

+ func (mat *MarketActivityTracker) SetEligibilityChecker(eligibilityChecker EligibilityChecker)

+ func (mat *MarketActivityTracker) Stopped() bool

+ func (mat *MarketActivityTracker) UpdateFeesFromTransfers(market string, transfers []*types.Transfer)

+ type MarketCollateral interface

+ BondUpdate func(ctx context.Context, market string, transfer *types.Transfer) (*types.TransferResponse, error)

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

+ ClearMarket func(ctx context.Context, mktID, asset string, parties []string) ([]*types.TransferResponse, error)

+ ClearPartyMarginAccount func(ctx context.Context, party, market, asset string) (*types.TransferResponse, error)

+ CreatePartyMarginAccount func(ctx context.Context, partyID, marketID, asset string) (string, error)

+ Deposit func(ctx context.Context, party, asset string, amount *num.Uint) (*types.TransferResponse, error)

+ EnableAsset func(ctx context.Context, asset types.Asset) error

+ FinalSettlement func(ctx context.Context, marketID string, transfers []*types.Transfer) ([]*types.TransferResponse, error)

+ GetAssetQuantum func(asset string) (num.Decimal, error)

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

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

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

+ GetPartyGeneralAccount func(party, asset string) (*types.Account, error)

+ GetPartyMargin func(pos events.MarketPosition, asset, marketID string) (events.Margin, error)

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

+ HasGeneralAccount func(party, asset string) bool

+ Hash func() []byte

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

+ MarginUpdateOnOrder func(ctx context.Context, marketID string, update events.Risk) (*types.TransferResponse, events.Margin, error)

+ MarkToMarket func(ctx context.Context, marketID string, transfers []events.Transfer, ...) ([]events.Margin, []*types.TransferResponse, error)

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

+ RollbackMarginUpdateOnOrder func(ctx context.Context, marketID string, assetID string, transfer *types.Transfer) (*types.TransferResponse, error)

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

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

+ Withdraw func(ctx context.Context, party, asset string, amount *num.Uint) (*types.TransferResponse, error)

+ type OracleEngine interface

+ ListensToPubKeys func(oracles.OracleData) bool

+ Subscribe func(context.Context, oracles.OracleSpec, oracles.OnMatchedOracleData) (oracles.SubscriptionID, oracles.Unsubscriber)

+ Unsubscribe func(context.Context, oracles.SubscriptionID)

+ type OrderReferenceCheck types.Order

+ func (o OrderReferenceCheck) HasMoved(changes uint8) bool

+ type PeggedOrders struct

+ func NewPeggedOrders(log *logging.Logger, ts TimeService) *PeggedOrders

+ func NewPeggedOrdersFromSnapshot(log *logging.Logger, ts TimeService, state *types.PeggedOrdersState) *PeggedOrders

+ func (p *PeggedOrders) AmendParked(amended *types.Order)

+ func (p *PeggedOrders) Changed() bool

+ func (p *PeggedOrders) GetAllParkedForParty(party string) (orders []*types.Order)

+ func (p *PeggedOrders) GetParkedByID(id string) *types.Order

+ func (p *PeggedOrders) GetParkedIDs() []string

+ func (p *PeggedOrders) GetParkedOrdersCount() int

+ func (p *PeggedOrders) GetState() *types.PeggedOrdersState

+ func (p *PeggedOrders) IsParked(id string) bool

+ func (p *PeggedOrders) Park(o *types.Order)

+ func (p *PeggedOrders) RemoveAllForParty(ctx context.Context, party string, status types.OrderStatus) (orders []*types.Order, evts []events.Event)

+ func (p *PeggedOrders) RemoveAllParkedForParty(ctx context.Context, party string, status types.OrderStatus) (orders []*types.Order, evts []events.Event)

+ func (p *PeggedOrders) Settled() []*types.Order

+ func (p *PeggedOrders) Unpark(oid string)

+ type PriceMonitor interface

+ Changed func() bool

+ CheckPrice func(ctx context.Context, as price.AuctionState, trades []*types.Trade, ...) bool

+ GetCurrentBounds func() []*types.PriceMonitoringBounds

+ GetState func() *types.PriceMonitor

+ GetValidPriceRange func() (num.WrappedDecimal, num.WrappedDecimal)

+ Initialised func() bool

+ IsBoundFactorsInitialised func() bool

+ OnTimeUpdate func(now time.Time)

+ SetMinDuration func(d time.Duration)

+ UpdateSettings func(risk.Model, *types.PriceMonitoringSettings)

+ type StateVarEngine interface

+ NewEvent func(asset, market string, eventType statevar.StateVarEventType)

+ ReadyForTimeTrigger func(asset, mktID string)

+ RegisterStateVariable func(asset, market, name string, converter statevar.Converter, ...) error

+ UnregisterStateVariable func(asset, market string)

+ type TargetStakeCalculator interface

+ Changed func() bool

+ GetTargetStake func(rf types.RiskFactor, now time.Time, markPrice *num.Uint) *num.Uint

+ GetTheoreticalTargetStake func(rf types.RiskFactor, now time.Time, markPrice *num.Uint, trades []*types.Trade) *num.Uint

+ RecordOpenInterest func(oi uint64, now time.Time) error

+ StopSnapshots func()

+ UpdateParameters func(types.TargetStakeParameters)

+ UpdateScalingFactor func(sFactor num.Decimal) error

+ UpdateTimeWindow func(tWindow time.Duration)

+ type TimeService interface

+ GetTimeNow func() time.Time