positions

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Versions in this module

v0

v0.79.0

Oct 22, 2024

v0.79.0-protobuf.1

Aug 3, 2023

v0.79.0-preview.4

Oct 17, 2024

v0.79.0-preview.3

Oct 9, 2024

v0.79.0-preview.2

Oct 2, 2024

v0.79.0-preview.1

Sep 24, 2024

v0.78.8

Oct 1, 2024

v0.78.7

Sep 17, 2024

v0.78.6

Sep 17, 2024

v0.78.5

Sep 13, 2024

v0.78.4

Sep 12, 2024

v0.78.4-patch.1

Sep 16, 2024

v0.78.3

Sep 11, 2024

v0.78.2

Sep 5, 2024

v0.78.1

Sep 3, 2024

v0.78.0

Aug 29, 2024

v0.78.0-preview.4

Aug 23, 2024

v0.78.0-preview.3

Aug 16, 2024

v0.78.0-preview.2

Aug 12, 2024

v0.78.0-preview.1

Aug 8, 2024

v0.77.10

Sep 2, 2024

v0.77.10-emitwithdrawals.2

Oct 29, 2024

v0.77.10-emitwithdrawals.1

Oct 28, 2024

v0.77.9

Aug 16, 2024

v0.77.9-patch.1

Aug 31, 2024

v0.77.8

Aug 14, 2024

v0.77.7

Aug 8, 2024

v0.77.6

Jul 31, 2024

v0.77.5

Jul 31, 2024

v0.77.4

Jul 30, 2024

v0.77.3

Jul 25, 2024

v0.77.2

Jul 23, 2024

v0.77.1

Jul 18, 2024

v0.77.0

Jul 16, 2024

v0.77.0-preview.10

Jul 13, 2024

v0.77.0-preview.9

Jul 12, 2024

v0.77.0-preview.8

Jul 11, 2024

v0.77.0-preview.7

Jul 3, 2024

v0.77.0-preview.6

Jul 2, 2024

v0.77.0-preview.5

Jun 21, 2024

v0.77.0-preview.4

Jun 20, 2024

v0.77.0-preview.3

Jun 18, 2024

v0.77.0-preview.2

Jun 17, 2024

v0.77.0-preview.1

May 28, 2024

v0.76.8

May 23, 2024

v0.76.7

May 23, 2024

v0.76.6

May 22, 2024

v0.76.5

May 22, 2024

v0.76.4

May 20, 2024

v0.76.3

May 17, 2024

v0.76.2

May 13, 2024

v0.76.1

May 9, 2024

v0.76.1-vtestnet.1

May 14, 2024

v0.76.0

May 3, 2024

v0.76.0-preview.7

Apr 29, 2024

v0.76.0-preview.6

Apr 24, 2024

v0.76.0-preview.5

Apr 22, 2024

v0.76.0-preview.4

Apr 22, 2024

v0.76.0-preview.3

Apr 15, 2024

v0.76.0-preview.2

Apr 9, 2024

v0.76.0-preview.1

Mar 19, 2024

v0.75.8

Apr 3, 2024

v0.75.8-fix.2

May 24, 2024

v0.75.8-fix.1

May 23, 2024

v0.75.7

Mar 28, 2024

v0.75.6

Mar 28, 2024

v0.75.5

Mar 28, 2024

v0.75.4

Mar 26, 2024

v0.75.3

Mar 22, 2024

v0.75.2

Mar 21, 2024

v0.75.1

Mar 20, 2024

v0.75.0

Mar 19, 2024

v0.75.0-preview.10

Mar 18, 2024

v0.75.0-preview.9

Mar 15, 2024

v0.75.0-preview.8

Mar 14, 2024

v0.75.0-preview.7

Mar 14, 2024

v0.75.0-preview.6

Mar 13, 2024

v0.75.0-preview.5

Mar 12, 2024

v0.75.0-preview.4

Mar 8, 2024

v0.75.0-preview.3

Mar 5, 2024

v0.75.0-preview.2

Mar 1, 2024

v0.75.0-preview.1

Feb 29, 2024

v0.74.10

Mar 7, 2024

v0.74.10-fix.1

Mar 27, 2024

v0.74.9

Mar 4, 2024

v0.74.9-preview.2

Mar 4, 2024

v0.74.9-preview.1

Mar 4, 2024

v0.74.8

Mar 1, 2024

v0.74.7

Feb 27, 2024

v0.74.7-patch-mainnet-affected-nodes

Mar 7, 2024

v0.74.6

Feb 26, 2024

v0.74.5

Feb 23, 2024

v0.74.5-preview.1

Feb 24, 2024

v0.74.4

Feb 22, 2024

v0.74.3

Feb 20, 2024

v0.74.3-preview.1

Feb 19, 2024

v0.74.2

Feb 16, 2024

v0.74.2-preview.1

Feb 14, 2024

v0.74.1

Feb 12, 2024

v0.74.1-validators-testnet-only-fix

Feb 15, 2024

v0.74.1-fix.1

Feb 15, 2024

v0.74.0

Feb 9, 2024

Changes in this version

+ func CalcVWAP(vwap *num.Uint, pos int64, addVolume int64, addPrice *num.Uint) *num.Uint

type MarketPosition

+ func (p *MarketPosition) UpdateInPlaceOnTrades(log *logging.Logger, traderSide types.Side, trades []*types.Trade, ...) *MarketPosition

+ func (p MarketPosition) AverageEntryPrice() *num.Uint

v0.74.0-preview.11

Feb 9, 2024

v0.74.0-preview.10

Feb 2, 2024

v0.74.0-preview.9

Feb 2, 2024

v0.74.0-preview.8

Jan 31, 2024

v0.74.0-preview.7

Jan 30, 2024

v0.74.0-preview.6

Jan 25, 2024

v0.74.0-preview.5

Jan 24, 2024

v0.74.0-preview.4

Jan 23, 2024

v0.74.0-preview.3

Jan 15, 2024

v0.74.0-preview.2

Jan 10, 2024

v0.74.0-preview.1

Jan 2, 2024

v0.74.0-experiment.1

Oct 27, 2023

v0.73.14

Feb 19, 2024

v0.73.13

Feb 1, 2024

v0.73.13-patch.1

Feb 6, 2024

v0.73.12

Jan 9, 2024

v0.73.11

Jan 5, 2024

v0.73.10

Dec 18, 2023

v0.73.9

Dec 8, 2023

v0.73.8

Dec 5, 2023

v0.73.7

Dec 1, 2023

Changes in this version

type Engine

+ func (e *Engine) ValidateAmendOrder(order *types.Order, newOrder *types.Order) error

+ func (e *Engine) ValidateOrder(order *types.Order) error

type MarketPosition

+ func (p MarketPosition) ValidateOrderRegistration(s uint64, side types.Side) error

v0.73.7-preview.5

Nov 24, 2023

v0.73.7-preview.4

Nov 22, 2023

v0.73.7-preview.3

Nov 22, 2023

v0.73.7-preview.2

Nov 22, 2023

v0.73.7-preview.1

Nov 22, 2023

v0.73.6

Nov 22, 2023

v0.73.6-preview.1

Nov 21, 2023

v0.73.6-patch.2

Dec 9, 2023

v0.73.6-patch.1

Dec 9, 2023

v0.73.5

Nov 17, 2023

v0.73.4

Nov 10, 2023

v0.73.4-preview.3

Nov 10, 2023

v0.73.4-preview.2

Nov 10, 2023

v0.73.4-preview.1

Nov 10, 2023

v0.73.3

Nov 6, 2023

v0.73.3-preview.1

Nov 2, 2023

v0.73.2

Nov 1, 2023

v0.73.1

Oct 31, 2023

v0.73.0

Oct 30, 2023

Changes in this version

type Engine

+ func (e *Engine) GetPartiesLowestOpenInterestForEpoch() map[string]uint64

+ func (e *Engine) GetPartiesTradedVolumeForEpoch() (out map[string]uint64)

v0.73.0-rc.4

Oct 26, 2023

v0.73.0-rc.3

Oct 26, 2023

v0.73.0-rc.2

Oct 23, 2023

v0.73.0-rc.1

Oct 20, 2023

v0.73.0-preview.17

Oct 16, 2023

v0.73.0-preview.16

Oct 13, 2023

v0.73.0-preview.15

Oct 11, 2023

v0.73.0-preview.14

Oct 11, 2023

v0.73.0-preview.13

Oct 10, 2023

v0.73.0-preview.12

Oct 9, 2023

v0.73.0-preview.11

Oct 3, 2023

v0.73.0-preview.10

Sep 29, 2023

v0.73.0-preview.9

Sep 27, 2023

v0.73.0-preview.8

Sep 27, 2023

v0.73.0-preview.7

Sep 22, 2023

v0.73.0-preview.6

Sep 20, 2023

v0.73.0-preview.5

Sep 20, 2023

v0.73.0-preview.4

Sep 19, 2023

v0.73.0-preview.3

Sep 18, 2023

v0.73.0-preview.2

Sep 14, 2023

v0.73.0-preview.1

Sep 12, 2023

v0.72.14

Aug 30, 2023

v0.72.13

Aug 29, 2023

v0.72.12

Aug 25, 2023

v0.72.11

Aug 24, 2023

v0.72.10

Aug 18, 2023

v0.72.9

Aug 16, 2023

v0.72.8

Aug 14, 2023

v0.72.7

Aug 10, 2023

v0.72.6

Jul 26, 2023

v0.72.5

Jul 20, 2023

v0.72.5-preview.1

Jul 19, 2023

v0.72.4

Jul 17, 2023

v0.72.3

Jul 12, 2023

v0.72.2

Jul 7, 2023

v0.72.1

Jul 7, 2023

v0.72.0

Jul 6, 2023

v0.72.0-preview.2

Jun 30, 2023

v0.71.6

May 30, 2023

v0.71.5

May 26, 2023 GO-2023-1865

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

v0.71.4

May 3, 2023 GO-2023-1865

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

v0.71.3

May 2, 2023 GO-2023-1865

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

v0.71.2

Apr 25, 2023 GO-2023-1865

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

v0.71.1

Apr 24, 2023 GO-2023-1865

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

v0.71.0

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 Engine

+ func (e *Engine) MarkDistressed(closed []string) ([]string, []string)

v0.70.4

Apr 13, 2023 GO-2023-1865

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

v0.70.3

Apr 11, 2023 GO-2023-1865

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

v0.70.2

Mar 31, 2023 GO-2023-1865

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

v0.70.1

Mar 27, 2023 GO-2023-1865

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

v0.70.0

Mar 23, 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 MarketPosition

+ func (p *MarketPosition) UpdateOnOrderChange(log *logging.Logger, side types.Side, price *num.Uint, sizeChange uint64, ...)

+ func (p MarketPosition) BuySumProduct() *num.Uint

+ func (p MarketPosition) OrderReducesOnlyExposure(ord *types.Order) (reduce bool, extraSize uint64)

+ func (p MarketPosition) SellSumProduct() *num.Uint

v0.69.0

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 MarketPosition

+ func (p MarketPosition) OrderReducesExposure(ord *types.Order) bool

v0.68.5

Mar 21, 2023 GO-2023-1865

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

v0.68.4

Mar 10, 2023 GO-2023-1865

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

v0.68.3

Mar 3, 2023 GO-2023-1865

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

v0.68.2

Mar 1, 2023 GO-2023-1865

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

v0.68.2-pre1

Feb 21, 2023 GO-2023-1865

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

v0.68.1

Mar 1, 2023 GO-2023-1865

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

v0.68.1-pre1

Feb 21, 2023 GO-2023-1865

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

v0.68.0

Feb 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 Config

+ StreamPositionVerbose encoding.Bool

type Engine

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

v0.68.0-prev2

Feb 14, 2023 GO-2023-1865

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

v0.68.0-prev1

Feb 9, 2023 GO-2023-1865

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

v0.68.0-pre3

Feb 20, 2023 GO-2023-1865

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

v0.67.3

Jan 23, 2023 GO-2023-1865

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

v0.67.2

Jan 20, 2023 GO-2023-1865

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

v0.67.1

Jan 19, 2023 GO-2023-1865

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

v0.67.0

Jan 17, 2023 GO-2023-1865

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

v0.66.1

Jan 6, 2023 GO-2023-1865

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

v0.66.0

Jan 5, 2023 GO-2023-1865

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

v0.65.1

Dec 22, 2022 GO-2023-1865

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

v0.65.0

Dec 20, 2022 GO-2023-1865

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

v0.64.0

Dec 8, 2022 GO-2023-1865

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

v0.63.1

Dec 2, 2022 GO-2023-1865

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

v0.63.0

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) GetClosedPositions() []events.MarketPosition

+ func (e *Engine) GetOpenPositionCount() uint64

type MarketPosition

+ func (p *MarketPosition) Closed() bool

v0.62.1

Nov 10, 2022 GO-2023-1865

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

v0.62.0

Nov 8, 2022 GO-2023-1865

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

v0.61.0

Oct 31, 2022 GO-2023-1865

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

v0.60.0

Oct 25, 2022 GO-2023-1865

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

v0.59.0

Oct 20, 2022 GO-2023-1865

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

v0.58.0

Oct 11, 2022 GO-2023-1865

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

v0.57.0

Sep 28, 2022 GO-2023-1865

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

v0.56.0

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 Engine

+ func (e *Engine) GetPositionsByParty(ids ...string) []events.MarketPosition

v0.55.0

Sep 12, 2022 GO-2023-1865

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

v0.54.1-nocontractcheck

Aug 18, 2022 GO-2023-1865

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

v0.54.0

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

+ var ErrPositionNotFound = errors.New("position not found")

+ func I64MaxAbs(vals ...int64) int64

+ type Broker interface

+ Send func(event events.Event)

+ SendBatch func(events []events.Event)

+ type Config struct

+ Level encoding.LogLevel

+ LogPositionUpdate encoding.Bool

+ func NewDefaultConfig() Config

+ type Engine struct

+ func New(log *logging.Logger, config Config, marketID string, broker Broker) *Engine

+ func (e *Engine) AmendOrder(ctx context.Context, originalOrder, newOrder *types.Order) *MarketPosition

+ func (e *Engine) GetOpenInterest() uint64

+ func (e *Engine) GetOpenInterestGivenTrades(trades []*types.Trade) uint64

+ func (e *Engine) GetPositionByPartyID(partyID string) (*MarketPosition, bool)

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

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

+ func (e *Engine) Positions() []events.MarketPosition

+ func (e *Engine) RegisterOrder(ctx context.Context, order *types.Order) *MarketPosition

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

+ func (e *Engine) RemoveDistressed(parties []events.MarketPosition) []events.MarketPosition

+ func (e *Engine) UnregisterOrder(ctx context.Context, order *types.Order) *MarketPosition

+ func (e *Engine) Update(ctx context.Context, trade *types.Trade) []events.MarketPosition

+ func (e *Engine) UpdateMarkPrice(markPrice *num.Uint) []events.MarketPosition

+ func (e *Engine) UpdateNetwork(ctx context.Context, trade *types.Trade) []events.MarketPosition

+ type MarketPosition struct

+ func NewMarketPosition(party string) *MarketPosition

+ func (p *MarketPosition) AmendOrder(log *logging.Logger, originalOrder, newOrder *types.Order)

+ func (p *MarketPosition) RegisterOrder(order *types.Order)

+ func (p *MarketPosition) SetParty(party string)

+ func (p *MarketPosition) UnregisterOrder(log *logging.Logger, order *types.Order)

+ func (p MarketPosition) Buy() int64

+ func (p MarketPosition) Clone() *MarketPosition

+ func (p MarketPosition) Party() string

+ func (p MarketPosition) Price() *num.Uint

+ func (p MarketPosition) Sell() int64

+ func (p MarketPosition) Size() int64

+ func (p MarketPosition) String() string

+ func (p MarketPosition) VWBuy() *num.Uint

+ func (p MarketPosition) VWSell() *num.Uint

+ type SnapshotEngine struct

+ func NewSnapshotEngine(log *logging.Logger, config Config, marketID string, broker Broker) *SnapshotEngine

+ func (e *SnapshotEngine) AmendOrder(ctx context.Context, originalOrder, newOrder *types.Order) *MarketPosition

+ func (e *SnapshotEngine) Changed() bool

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

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

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

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

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

+ func (e *SnapshotEngine) RegisterOrder(ctx context.Context, order *types.Order) *MarketPosition

+ func (e *SnapshotEngine) RemoveDistressed(parties []events.MarketPosition) []events.MarketPosition

+ func (e *SnapshotEngine) StopSnapshots()

+ func (e *SnapshotEngine) Stopped() bool

+ func (e *SnapshotEngine) UnregisterOrder(ctx context.Context, order *types.Order) *MarketPosition

+ func (e *SnapshotEngine) Update(ctx context.Context, trade *types.Trade) []events.MarketPosition

+ func (e *SnapshotEngine) UpdateMarkPrice(markPrice *num.Uint) []events.MarketPosition

+ func (e *SnapshotEngine) UpdateNetwork(ctx context.Context, trade *types.Trade) []events.MarketPosition

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