fee

package
v0.79.0 Latest Latest
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 Go to latest Published: Oct 22, 2024 License: AGPL-3.0 Imports: 9 Imported by: 0

README

Fee

This package covers fee handling in the vega protocol.

Fees are paid with every trade, for which we collect different fees:

  • Maker fee, a fee being paid to the non-aggressive party in the trade
  • Infrastructure fee, a fee being paid to maintain the vega network
  • Liquidity fee, a fee being paid to the market makers.

Fees are calculate in the same way all the time, the market framework provide factors for each fees, these factors are applied to the trade ((trade.Price * trade.Size) * fee.Factor).

The engine provide multiple method, which will based on the trading mode, or the state of the traders taking part of the trade (e.g: distressed trader, etc), will split the calculated fee to be paid in between each parties, e.g: in Continuous trading mode, all the fees are paid by the aggressive party.

Documentation

Index

Constants

This section is empty.

Variables

View Source 
var (
	ErrEmptyTrades      = errors.New("empty trades slice sent to fees")
	ErrInvalidFeeFactor = errors.New("fee factors must be positive")
)

Functions

This section is empty.

Types

type Config 

type Config struct {
	Level encoding.LogLevel
}

Config represent the configuration of the fee 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 {
	// contains filtered or unexported fields
}

func New 

func New(
	log *logging.Logger,
	cfg Config,
	feeCfg types.Fees,
	asset string,
	positionFactor num.Decimal,
) (*Engine, error)

func NewFromState added in v0.73.0 

func NewFromState(
	log *logging.Logger,
	cfg Config,
	feeCfg types.Fees,
	asset string,
	positionFactor num.Decimal,
	FeesStats *eventspb.FeesStats,
) (*Engine, error)

func (*Engine) BuildLiquidityFeeAllocationTransfer added in v0.72.0 

func (e *Engine) BuildLiquidityFeeAllocationTransfer(shares map[string]num.Decimal, acc *types.Account) events.FeesTransfer

BuildLiquidityFeeAllocationTransfer returns the set of transfers that will be used by the collateral engine to allocate the fees to liquidity providers per market fee accounts. As shares are represented in float64 and fees are uint64, shares are floored and the remainder is assigned to the last party on the share map. Note that the map is sorted lexicographically to keep determinism.

func (*Engine) BuildLiquidityFeeDistributionTransfer 

func (e *Engine) BuildLiquidityFeeDistributionTransfer(shares map[string]num.Decimal, acc *types.Account) events.FeesTransfer

BuildLiquidityFeeDistributionTransfer returns the set of transfers that will be used by the collateral engine to distribute the fees. As shares are represented in float64 and fees are uint64, shares are floored and the remainder is assigned to the last party on the share map. Note that the map is sorted lexicographically to keep determinism.

func (*Engine) CalculateForAuctionMode 

func (e *Engine) CalculateForAuctionMode(
	trades []*types.Trade,
	referral ReferralDiscountRewardService,
	volumeDiscount VolumeDiscountService,
	volumeRebate VolumeRebateService,
) (events.FeesTransfer, error)

CalculateForAuctionMode calculate the fee for trades which were produced from a market running in in auction trading mode. A list FeesTransfer is produced each containing fees transfer from a single party.

func (*Engine) CalculateForContinuousMode 

func (e *Engine) CalculateForContinuousMode(
	trades []*types.Trade,
	referral ReferralDiscountRewardService,
	volumeDiscountService VolumeDiscountService,
	volumeRebateService VolumeRebateService,
) (events.FeesTransfer, error)

CalculateForContinuousMode calculate the fee for trades which were produced from a market running in continuous trading mode. A single FeesTransfer is produced here as all fees are paid by the aggressive order.

func (*Engine) CalculateForFrequentBatchesAuctionMode 

func (e *Engine) CalculateForFrequentBatchesAuctionMode(
	trades []*types.Trade,
	referral ReferralDiscountRewardService,
	volumeDiscount VolumeDiscountService,
	volumeRebate VolumeRebateService,
) (events.FeesTransfer, error)

CalculateForFrequentBatchesAuctionMode calculate the fee for trades which were produced from a market running in auction trading mode. A list FeesTransfer is produced each containing fees transfer from a single party.

func (*Engine) GetFeeForPositionResolution added in v0.74.0 

func (e *Engine) GetFeeForPositionResolution(trades []*types.Trade,
	referral ReferralDiscountRewardService,
	volumeDiscount VolumeDiscountService,
	volumeRebate VolumeRebateService,
) (events.FeesTransfer, *types.Fee)

func (*Engine) GetFeesStatsOnEpochEnd added in v0.73.0 

func (e *Engine) GetFeesStatsOnEpochEnd(assetQuantum num.Decimal) (FeesStats *eventspb.FeesStats)

func (*Engine) GetLiquidityFee 

func (e *Engine) GetLiquidityFee() num.Decimal

func (*Engine) GetState added in v0.73.0 

func (e *Engine) GetState(assetQuantum num.Decimal) *eventspb.FeesStats

func (*Engine) OnFeeFactorsBuyBackFeeUpdate added in v0.77.8 

func (e *Engine) OnFeeFactorsBuyBackFeeUpdate(f num.Decimal)

func (*Engine) OnFeeFactorsInfrastructureFeeUpdate 

func (e *Engine) OnFeeFactorsInfrastructureFeeUpdate(f num.Decimal)

func (*Engine) OnFeeFactorsMakerFeeUpdate 

func (e *Engine) OnFeeFactorsMakerFeeUpdate(f num.Decimal)

func (*Engine) OnFeeFactorsTreasuryFeeUpdate added in v0.77.8 

func (e *Engine) OnFeeFactorsTreasuryFeeUpdate(f num.Decimal)

func (*Engine) ReloadConf 

func (e *Engine) ReloadConf(cfg Config)

ReloadConf is used in order to reload the internal configuration of the fee engine.

func (*Engine) SetLiquidityFee 

func (e *Engine) SetLiquidityFee(v num.Decimal)

func (*Engine) TotalTradingFeesPerParty added in v0.74.0 

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

func (*Engine) UpdateFeeFactors 

func (e *Engine) UpdateFeeFactors(fees types.Fees) error

type FeesStats added in v0.73.0 

type FeesStats struct {
	// TotalMakerFeesReceived is the total of maker fees received by the maker side.
	// maker -> amount
	TotalMakerFeesReceived map[string]*num.Uint
	// TradingFeesPaidAndReceived tracks all trading fees paid and received by party.
	TradingFeesPaidAndReceived map[string]*num.Uint
	// MakerFeesGenerated tracks maker fees paid by taker (aggressor) to the maker.
	// taker -> maker -> amount
	MakerFeesGenerated map[string]map[string]*num.Uint
	// TotalRewardsReceived is the total of rewards received by the referrer.
	// referrer -> amount
	TotalRewardsReceived     map[string]*num.Uint
	ReferrerRewardsGenerated map[string]map[string]*num.Uint
	RefereeDiscountApplied   map[string]*num.Uint
	VolumeDiscountApplied    map[string]*num.Uint
}

func NewFeesStats added in v0.73.0 

func NewFeesStats() *FeesStats

func NewFeesStatsFromProto added in v0.73.0 

func NewFeesStatsFromProto(fsp *eventspb.FeesStats) *FeesStats

func (*FeesStats) RegisterMakerFee added in v0.73.0 

func (f *FeesStats) RegisterMakerFee(makerID, takerID string, amount *num.Uint)

func (*FeesStats) RegisterRefereeDiscount added in v0.73.0 

func (f *FeesStats) RegisterRefereeDiscount(party string, amount *num.Uint)

func (*FeesStats) RegisterReferrerReward added in v0.73.0 

func (f *FeesStats) RegisterReferrerReward(
	referrer, referee string,
	amount *num.Uint,
)

func (*FeesStats) RegisterTradingFees added in v0.74.0 

func (f *FeesStats) RegisterTradingFees(partyID string, amount *num.Uint)

RegisterTradingFees registers fees paid or received by the party.

func (*FeesStats) RegisterVolumeDiscount added in v0.73.0 

func (f *FeesStats) RegisterVolumeDiscount(party string, amount *num.Uint)

func (*FeesStats) ToProto added in v0.73.0 

func (f *FeesStats) ToProto(asset string, assetQuantum num.Decimal) *eventspb.FeesStats

func (*FeesStats) TotalTradingFeesPerParty added in v0.74.0 

func (f *FeesStats) TotalTradingFeesPerParty() map[string]*num.Uint

TotalTradingFeesPerParty returns per party sum of all paid and received trading fees.

type ReferralDiscountRewardService added in v0.73.0 

type ReferralDiscountRewardService interface {
	ReferralDiscountFactorsForParty(party types.PartyID) types.Factors
	RewardsFactorsMultiplierAppliedForParty(party types.PartyID) types.Factors
	GetReferrer(referee types.PartyID) (types.PartyID, error)
}

type VolumeDiscountService added in v0.73.0 

type VolumeDiscountService interface {
	VolumeDiscountFactorForParty(party types.PartyID) types.Factors
}

type VolumeRebateService added in v0.77.8 

type VolumeRebateService interface {
	VolumeRebateFactorForParty(party types.PartyID) num.Decimal
}

Source Files

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Directories

Path Synopsis
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