Documentation ¶
Index ¶
- Constants
- Variables
- func CalculateTimeWeightedAverageBookPrice(timeToPrice map[int64]*num.Uint, t int64, markPricePeriod int64) *num.Uint
- func CompositePriceByMedian(prices []*num.Uint, lastUpdate []int64, delta []time.Duration, t int64) *num.Uint
- func CompositePriceByWeight(prices []*num.Uint, weights []num.Decimal, lastUpdateTime []int64, ...) *num.Uint
- func MedianPrice(prices []*num.Uint) *num.Uint
- func PriceFromBookAtTime(C *num.Uint, ...) *num.Uint
- func PriceFromTrades(trades []*types.Trade, decayWeight, lambda, decayPower num.Decimal, t int64) *num.Uint
- type AMM
- type AMMPool
- type AMMState
- type AccountBalanceChecker
- type Assets
- type AuctionState
- type Banking
- type Broker
- type Collateral
- type CommonMarket
- type CompositePriceCalculator
- func (mpc *CompositePriceCalculator) CalculateBookMarkPriceAtTimeT(...)
- func (mpc *CompositePriceCalculator) CalculateMarkPrice(ctx context.Context, priceMonitor PriceMonitor, as AuctionState, t int64, ...) (*num.Uint, error)
- func (mpc *CompositePriceCalculator) Close(ctx context.Context)
- func (mpc *CompositePriceCalculator) GetConfig() *types.CompositePriceConfiguration
- func (mpc *CompositePriceCalculator) GetData() *types.CompositePriceState
- func (mpc *CompositePriceCalculator) GetPrice() *num.Uint
- func (mpc *CompositePriceCalculator) GetUpdateOraclePriceFunc(oracleIndex int) func(ctx context.Context, data dscommon.Data) error
- func (mpc *CompositePriceCalculator) IntoProto() *snapshot.CompositePriceCalculator
- func (mpc *CompositePriceCalculator) NewTrade(trade *types.Trade)
- func (mpc *CompositePriceCalculator) OverridePrice(p *num.Uint)
- func (mpc *CompositePriceCalculator) SetBookPriceAtTimeT(mp *num.Uint, t int64)
- func (mpc *CompositePriceCalculator) SetMaxPriceCap(mp *num.Uint)
- func (mpc *CompositePriceCalculator) SetOraclePriceScalingFunc(f func(context.Context, *num.Numeric, int64) *num.Uint)
- func (mpc *CompositePriceCalculator) UpdateConfig(ctx context.Context, oe OracleEngine, ...) error
- type DelayTransactionsTarget
- type EligibilityChecker
- type EpochEngine
- type EquityLikeShares
- type EquityShares
- func (es *EquityShares) AllShares() map[string]num.Decimal
- func (es *EquityShares) AvgEntryValuation(id string) num.Decimal
- func (es *EquityShares) AvgTradeValue(avg num.Decimal) *EquityShares
- func (es EquityShares) Changed() bool
- func (es *EquityShares) GetCPShares() []*types.ELSShare
- func (es *EquityShares) GetLPSCount() int
- func (es *EquityShares) GetMarketGrowth() num.Decimal
- func (es *EquityShares) GetState() *types.EquityShare
- func (es *EquityShares) GetTotalVStake() num.Decimal
- func (es *EquityShares) HasShares(party string) bool
- func (es *EquityShares) InheritELS(shares []*types.ELSShare)
- func (es *EquityShares) LpsToLiquidityProviderFeeShare(ls map[string]num.Decimal) []*types.LiquidityProviderFeeShare
- func (es *EquityShares) OpeningAuctionEnded()
- func (es *EquityShares) ResetAvgToLP(id string)
- func (es *EquityShares) RestoreELS(shares []*types.ELSShare)
- func (es *EquityShares) RollbackParentELS()
- func (es *EquityShares) SetCPShares(shares []*types.ELSShare)
- 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) UpdateVStake()
- type ExpiringOrders
- func (a ExpiringOrders) Changed() bool
- 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
- type FeeSplitter
- func (fs *FeeSplitter) AddTradeValue(tv *num.Uint)
- func (fs *FeeSplitter) AvgTradeValue() num.Decimal
- 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) SetElapsed(e time.Duration)
- func (fs *FeeSplitter) SetTradeValue(tv *num.Uint)
- func (fs *FeeSplitter) TimeWindowStart(t time.Time)
- func (fs *FeeSplitter) TradeValue() *num.Uint
- type FeeTransfer
- type IDGenerator
- type LiquidityEngine
- type MarketActivityTracker
- func (mat *MarketActivityTracker) AddAMMSubAccount(asset, marketID, subAccount string)
- func (mat *MarketActivityTracker) AddValueTraded(asset, marketID string, value *num.Uint)
- func (mat *MarketActivityTracker) CalculateMetricForIndividuals(ctx context.Context, ds *vega.DispatchStrategy) []*types.PartyContributionScore
- func (mat *MarketActivityTracker) CalculateMetricForTeams(ctx context.Context, ds *vega.DispatchStrategy) ([]*types.PartyContributionScore, map[string][]*types.PartyContributionScore)
- func (mat *MarketActivityTracker) Checkpoint() ([]byte, error)
- func (mat *MarketActivityTracker) GetAllAMMParties(asset string, mkts []string) map[string]struct{}
- func (mat *MarketActivityTracker) GetAllMarketIDs() []string
- func (mat *MarketActivityTracker) GetLastEpochTakeFees(asset string, markets []string, epochs int32) map[string]*num.Uint
- func (mat *MarketActivityTracker) GetMarketsWithEligibleProposer(asset string, markets []string, payoutAsset string, funder string) []*types.MarketContributionScore
- func (mat *MarketActivityTracker) GetProposer(market string) string
- func (mat *MarketActivityTracker) GetState(k string) ([]byte, []types.StateProvider, error)
- func (mat *MarketActivityTracker) IsMarketEligibleForBonus(asset, market, payoutAsset string, marketsInScope []string, funder string) bool
- func (mat *MarketActivityTracker) Keys() []string
- func (mat *MarketActivityTracker) Load(_ context.Context, data []byte) error
- func (mat *MarketActivityTracker) LoadState(_ context.Context, p *types.Payload) ([]types.StateProvider, error)
- func (mat *MarketActivityTracker) MarkPaidProposer(asset, market, payoutAsset string, marketsInScope []string, funder string)
- func (mat *MarketActivityTracker) MarketProposed(asset, marketID, proposer string)
- func (mat *MarketActivityTracker) MarketTrackedForAsset(market, asset string) bool
- func (mat *MarketActivityTracker) Name() types.CheckpointName
- func (mat *MarketActivityTracker) Namespace() types.SnapshotNamespace
- func (mat *MarketActivityTracker) NeedsInitialisation(asset, market string) bool
- func (mat *MarketActivityTracker) NotionalTakerVolumeForAllParties() map[types.PartyID]*num.Uint
- func (mat *MarketActivityTracker) NotionalTakerVolumeForParty(party string) *num.Uint
- func (mat *MarketActivityTracker) OnEpochEvent(ctx context.Context, epoch types.Epoch)
- func (mat *MarketActivityTracker) OnEpochRestore(_ context.Context, epoch types.Epoch)
- func (mat *MarketActivityTracker) OnMinEpochsInTeamForRewardEligibilityUpdated(_ context.Context, value int64) error
- func (mat *MarketActivityTracker) PublishGameMetric(ctx context.Context, dispatchStrategy []*vega.DispatchStrategy, now time.Time)
- func (mat *MarketActivityTracker) RecordFundingPayment(asset, party, market string, amount num.Decimal)
- func (mat *MarketActivityTracker) RecordM2M(asset, party, market string, amount num.Decimal)
- func (mat *MarketActivityTracker) RecordNotionalTakerVolume(marketID string, party string, volumeToAdd *num.Uint)
- func (mat *MarketActivityTracker) RecordPosition(asset, party, market string, pos int64, price *num.Uint, ...)
- func (mat *MarketActivityTracker) RecordRealisedPosition(asset, party, market string, positionDecrease num.Decimal)
- func (mat *MarketActivityTracker) RemoveAMMParty(asset, marketID, ammParty string)
- func (mat *MarketActivityTracker) RemoveMarket(asset, marketID string)
- func (mat *MarketActivityTracker) RestorePosition(asset, party, market string, pos int64, price *num.Uint, ...)
- func (mat *MarketActivityTracker) SetEligibilityChecker(eligibilityChecker EligibilityChecker)
- func (mat *MarketActivityTracker) Stopped() bool
- func (mat *MarketActivityTracker) TeamStatsForMarkets(allMarketsForAssets, onlyTheseMarkets []string) map[string]map[string]*num.Uint
- func (mat *MarketActivityTracker) UpdateFeesFromTransfers(asset, market string, transfers []*types.Transfer)
- type MarketLiquidity
- func (m *MarketLiquidity) AllocateFees(ctx context.Context) error
- func (m *MarketLiquidity) AmendLiquidityProvision(ctx context.Context, lpa *types.LiquidityProvisionAmendment, party string, ...) error
- func (m *MarketLiquidity) CalculateSuppliedStake() *num.Uint
- func (m *MarketLiquidity) CancelLiquidityProvision(ctx context.Context, party string) error
- func (m *MarketLiquidity) EndBlock(markPrice, midPrice *num.Uint, positionFactor num.Decimal)
- func (m *MarketLiquidity) GetAverageLiquidityScores() map[string]num.Decimal
- func (m *MarketLiquidity) GetState() *snapshot.MarketLiquidity
- func (m *MarketLiquidity) IsProbabilityOfTradingInitialised() bool
- func (m *MarketLiquidity) NewTransfer(partyID string, transferType types.TransferType, amount *num.Uint) *types.Transfer
- func (m *MarketLiquidity) OnBondPenaltyFactorUpdate(bondPenaltyFactor num.Decimal)
- func (m *MarketLiquidity) OnEarlyExitPenalty(earlyExitPenalty num.Decimal)
- func (m *MarketLiquidity) OnEpochEnd(ctx context.Context, t time.Time, epoch types.Epoch)
- func (m *MarketLiquidity) OnEpochStart(ctx context.Context, now time.Time, markPrice, midPrice, targetStake *num.Uint, ...)
- func (m *MarketLiquidity) OnMarketClosed(ctx context.Context, t time.Time)
- func (m *MarketLiquidity) OnMaximumLiquidityFeeFactorLevelUpdate(liquidityFeeFactorLevelUpdate num.Decimal)
- func (m *MarketLiquidity) OnMinLPStakeQuantumMultiple(minLPStakeQuantumMultiple num.Decimal)
- func (m *MarketLiquidity) OnMinProbabilityOfTradingLPOrdersUpdate(v num.Decimal)
- func (m *MarketLiquidity) OnNonPerformanceBondPenaltyMaxUpdate(nonPerformanceBondPenaltyMax num.Decimal)
- func (m *MarketLiquidity) OnNonPerformanceBondPenaltySlopeUpdate(nonPerformanceBondPenaltySlope num.Decimal)
- func (m *MarketLiquidity) OnProbabilityOfTradingTauScalingUpdate(v num.Decimal)
- func (m *MarketLiquidity) OnProvidersFeeCalculationTimeStep(d time.Duration)
- func (m *MarketLiquidity) OnStakeToCcyVolumeUpdate(stakeToCcyVolume num.Decimal)
- func (m *MarketLiquidity) OnTick(ctx context.Context, t time.Time)
- func (m *MarketLiquidity) ProvisionsPerParty() liquidity.ProvisionsPerParty
- func (m *MarketLiquidity) SetAMM(a AMM)
- func (m *MarketLiquidity) SetELSFeeFraction(d num.Decimal)
- func (m *MarketLiquidity) SetState(ml *snapshot.MarketLiquidity) error
- func (m *MarketLiquidity) StopAllLiquidityProvision(ctx context.Context)
- func (m *MarketLiquidity) SubmitLiquidityProvision(ctx context.Context, sub *types.LiquidityProvisionSubmission, party string, ...) (err error)
- func (m *MarketLiquidity) UpdateMarketConfig(risk liquidity.RiskModel, monitor liquidity.PriceMonitor)
- func (m *MarketLiquidity) UpdateSLAParameters(slaParams *types.LiquiditySLAParams)
- func (m *MarketLiquidity) ValidOrdersPriceRange() (*num.Uint, *num.Uint, error)
- type MarketLiquidityEngine
- type OracleEngine
- type OrderReferenceCheck
- type Parties
- type PeggedOrders
- func (p *PeggedOrders) AmendParked(amended *types.Order)
- func (p *PeggedOrders) Changed() bool
- func (p *PeggedOrders) EnterAuction(ctx context.Context) []events.Event
- 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) Parked() []*types.Order
- func (p *PeggedOrders) RemoveAllForParty(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
- type StateVarEngine
- type Teams
- type TimeService
Constants ¶
const ( // PriceMoveMid used to indicate that the mid price has moved. PriceMoveMid = 1 // PriceMoveBestBid used to indicate that the best bid price has moved. PriceMoveBestBid = 2 // PriceMoveBestAsk used to indicate that the best ask price has moved. PriceMoveBestAsk = 4 // PriceMoveAll used to indicate everything has moved. PriceMoveAll = PriceMoveMid + PriceMoveBestBid + PriceMoveBestAsk )
const ( FutureMarketType marketType = iota SpotMarketType )
const ( TradePriceIndex = 0 BookPriceIndex = 1 FirstOraclePriceIndex = 2 )
const InitialOrderVersion = 1
InitialOrderVersion is set on `Version` field for every new order submission read from the network.
Variables ¶
var ( // ErrMarketClosed signals that an action have been tried to be applied on a closed market. ErrMarketClosed = errors.New("market closed") // ErrPartyDoNotExists signals that the party used does not exists. ErrPartyDoNotExists = errors.New("party does not exist") // ErrMarginCheckFailed signals that a margin check for a position failed. ErrMarginCheckFailed = errors.New("margin check failed") // ErrMarginCheckInsufficient signals that a margin had not enough funds. ErrMarginCheckInsufficient = errors.New("insufficient margin") // ErrMissingGeneralAccountForParty ... ErrMissingGeneralAccountForParty = errors.New("missing general account for party") // ErrNotEnoughVolumeToZeroOutNetworkOrder ... ErrNotEnoughVolumeToZeroOutNetworkOrder = errors.New("not enough volume to zero out network order") // ErrInvalidAmendRemainQuantity signals incorrect remaining qty for a reduce by amend. ErrInvalidAmendRemainQuantity = errors.New("incorrect remaining qty for a reduce by amend") // ErrEmptyMarketID is returned if processed market has an empty id. ErrEmptyMarketID = errors.New("invalid market id (empty)") // ErrInvalidOrderType is returned if processed order has an invalid order type. ErrInvalidOrderType = errors.New("invalid order type") // ErrInvalidExpiresAtTime is returned if the expire time is before the createdAt time. ErrInvalidExpiresAtTime = errors.New("invalid expiresAt time") // ErrGFAOrderReceivedDuringContinuousTrading is returned is a gfa order hits the market when the market is in continuous trading state. ErrGFAOrderReceivedDuringContinuousTrading = errors.New("gfa order received during continuous trading") // ErrGFNOrderReceivedAuctionTrading is returned if a gfn order hits the market when in auction state. ErrGFNOrderReceivedAuctionTrading = errors.New("gfn order received during auction trading") // ErrIOCOrderReceivedAuctionTrading is returned if a ioc order hits the market when in auction state. ErrIOCOrderReceivedAuctionTrading = errors.New("ioc order received during auction trading") // ErrFOKOrderReceivedAuctionTrading is returned if a fok order hits the market when in auction state. ErrFOKOrderReceivedAuctionTrading = errors.New("fok order received during auction trading") // ErrUnableToReprice we are unable to get a price required to reprice. ErrUnableToReprice = errors.New("unable to reprice") // ErrOrderNotFound we cannot find the order in the market. ErrOrderNotFound = errors.New("unable to find the order in the market") // ErrTradingNotAllowed no trading related functionalities are allowed in the current state. ErrTradingNotAllowed = errors.New("trading not allowed") // ErrCommitmentSubmissionNotAllowed no commitment submission are permitted in the current state. ErrCommitmentSubmissionNotAllowed = errors.New("commitment submission not allowed") // ErrNotEnoughStake is returned when a LP update results in not enough commitment. ErrNotEnoughStake = errors.New("commitment submission rejected, not enough stake") // ErrPartyNotLiquidityProvider is returned when a LP update or cancel does not match an LP party. ErrPartyNotLiquidityProvider = errors.New("party is not a liquidity provider") // ErrPartyAlreadyLiquidityProvider is returned when a LP is submitted by a party which is already LP. ErrPartyAlreadyLiquidityProvider = errors.New("party is already a liquidity provider") // ErrCannotRejectMarketNotInProposedState. ErrCannotRejectMarketNotInProposedState = errors.New("cannot reject a market not in proposed state") // ErrCannotStateOpeningAuctionForMarketNotInProposedState. ErrCannotStartOpeningAuctionForMarketNotInProposedState = errors.New("cannot start the opening auction for a market not in proposed state") // ErrCannotRepriceDuringAuction. ErrCannotRepriceDuringAuction = errors.New("cannot reprice during auction") // ErrPartyInsufficientAssetBalance is returned when a party does not have sufficient balance of the required asset to perform an action. ErrPartyInsufficientAssetBalance = errors.New("party has insufficient balance in asset") ErrMaxStopOrdersPerPartyReached = errors.New("max stop orders per party reached") ErrStopOrderSubmissionNotAllowedWithoutExistingPosition = errors.New("stop order submission not allowed without existing position") ErrStopOrderSideNotClosingThePosition = errors.New("side used in stop order does not close the position") ErrStopOrderMustBeReduceOnly = errors.New("stop order must be reduce only") ErrStopOrderExpiryInThePast = errors.New("stop order expiry in the past") ErrStopOrderSizeOverridePercentageInvalid = errors.New("stop order size override percentage value is invalid") ErrPartyHasNoExistingLiquidityProvision = errors.New("party has no existing liquidity provision") // ErrStopOrderNotAllowedDuringOpeningAuction is returned if a trader attempts to send a stop order to a market that is in opening auction. ErrStopOrderNotAllowedDuringOpeningAuction = errors.New("stop orders are not accepted during the opening auction") // ErrStopOrderNotAllowedSameExpiryTimeForOCO is returned if both sides of an OCO have the same expiry time. ErrStopOrderNotAllowedSameExpiry = errors.New("stop order OCOs must not have the same expiry time") // ErrStopOrderSizeOverrideNotSupportedForSpots is returned when a stop order is received with size override for a spot product. ErrStopOrderSizeOverrideNotSupportedForSpots = errors.New("stop order size override is not supported for spot product") ErrAMMCannotRebase = errors.New("not enough liquidity for AMM to rebase") // ErrInvalidOrderPrice is returned when an order is submitted to a capped future with a price > max price. ErrInvalidOrderPrice = errors.New("invalid order price") // ErrIsolatedMarginFullyCollateralised is returned when a party tries to switch margin modes on a fully collateralised market. ErrIsolatedMarginFullyCollateralised = errors.New("isolated margin not permitted on fully collateralised markets") // ErrSettlementDataOutOfRange is returned when a capped future receives settlement data that is outside of the acceptable range (either > max price, or neither 0 nor max for binary settlements). ErrSettlementDataOutOfRange = errors.New("settlement data is outside of the price cap") )
var ErrCommitmentAmountTooLow = errors.New("commitment amount is too low")
var (
ErrSnapshotKeyDoesNotExist = errors.New("unknown key for market activity tracker snapshot")
)
var One = num.UintOne()
Functions ¶
func CalculateTimeWeightedAverageBookPrice ¶ added in v0.74.2
func CalculateTimeWeightedAverageBookPrice(timeToPrice map[int64]*num.Uint, t int64, markPricePeriod int64) *num.Uint
CalculateTimeWeightedAverageBookPrice calculates the time weighted average of the timepoints where book price was calculated.
func CompositePriceByMedian ¶ added in v0.74.2
func CompositePriceByMedian(prices []*num.Uint, lastUpdate []int64, delta []time.Duration, t int64) *num.Uint
CompositePriceByMedian returns the median mark price out of the non stale ones or nil if there is none.
func CompositePriceByWeight ¶ added in v0.74.2
func CompositePriceByWeight(prices []*num.Uint, weights []num.Decimal, lastUpdateTime []int64, delta []time.Duration, t int64) *num.Uint
CompositePriceByWeight calculates the mid price out of the non-stale price by the weights assigned to each mid price.
func MedianPrice ¶ added in v0.74.2
MedianPrice returns the median of the given prices (pBook, pTrades, pOracle1..n).
func PriceFromBookAtTime ¶ added in v0.74.2
func PriceFromBookAtTime(C *num.Uint, initialScalingFactor, slippageFactor, shortRiskFactor, longRiskFactor num.Decimal, orderBook *matching.CachedOrderBook) *num.Uint
PriceFromBookAtTime calculate the mark price as the average price of buying/selling the quantity implied by scaling C by the factors. If there is no bid or ask price for the required quantity, returns nil.
Types ¶
type AMMState ¶ added in v0.77.0
type AMMState struct {
// contains filtered or unexported fields
}
func (*AMMState) IncrementTick ¶ added in v0.77.0
func (a *AMMState) IncrementTick()
IncrementTick increments the internal tick/time counter.
func (*AMMState) StartEpoch ¶ added in v0.77.0
func (a *AMMState) StartEpoch()
StartEpoch resets the internal tick counter, ready for the new epoch to start.
func (*AMMState) UpdateScore ¶ added in v0.77.0
UpdateScore updates the current epoch score.
func (*AMMState) UpdateStake ¶ added in v0.77.0
UpdateStake updates the time-weighted average stake during epoch.
func (*AMMState) UpdateTick ¶ added in v0.77.0
UpdateTick is equivalent to calls to UpdateStake, UpdateScore, and IncrementTick.
type AccountBalanceChecker ¶ added in v0.73.0
type AuctionState ¶
type AuctionState interface { price.AuctionState // are we in auction, and what auction are we in? ExtendAuctionSuspension(delta types.AuctionDuration) ExtendAuctionLongBlock(delta types.AuctionDuration) InAuction() bool IsOpeningAuction() bool IsPriceAuction() bool IsFBA() bool IsMonitorAuction() bool ExceededMaxOpening(time.Time) bool // is it the start/end of an auction AuctionStart() bool CanLeave() bool // when does the auction start/end ExpiresAt() *time.Time Start() time.Time // signal we've started/ended the auction AuctionStarted(ctx context.Context, time time.Time) *events.Auction AuctionExtended(ctx context.Context, time time.Time) *events.Auction ExtendAuction(delta types.AuctionDuration) Left(ctx context.Context, now time.Time) *events.Auction // get some data Mode() types.MarketTradingMode Trigger() types.AuctionTrigger ExtensionTrigger() types.AuctionTrigger // UpdateMinDuration works out whether or not the current auction period (if applicable) should be extended UpdateMinDuration(ctx context.Context, d time.Duration) *events.Auction // Snapshot GetState() *types.AuctionState Changed() bool UpdateMaxDuration(ctx context.Context, d time.Duration) StartGovernanceSuspensionAuction(t time.Time) StartLongBlockAuction(t time.Time, d int64) EndGovernanceSuspensionAuction() }
AuctionState ...
type Broker ¶
type Broker interface { Send(event events.Event) SendBatch(events []events.Event) Stage(event events.Event) }
Broker (no longer need to mock this, use the broker/mocks wrapper).
type Collateral ¶
type Collateral interface { Deposit(ctx context.Context, party, asset string, amount *num.Uint) (*types.LedgerMovement, error) Withdraw(ctx context.Context, party, asset string, amount *num.Uint) (*types.LedgerMovement, error) EnableAsset(ctx context.Context, asset types.Asset) error GetPartyGeneralAccount(party, asset string) (*types.Account, error) GetPartyBondAccount(market, partyID, asset string) (*types.Account, error) GetOrCreatePartyOrderMarginAccount(ctx context.Context, partyID, marketID, asset string) (string, error) BondUpdate(ctx context.Context, market string, transfer *types.Transfer) (*types.LedgerMovement, error) BondSpotUpdate(ctx context.Context, market string, transfer *types.Transfer) (*types.LedgerMovement, error) RemoveBondAccount(partyID, marketID, asset string) error MarginUpdateOnOrder(ctx context.Context, marketID string, update events.Risk) (*types.LedgerMovement, events.Margin, error) GetPartyMargin(pos events.MarketPosition, asset, marketID string) (events.Margin, error) GetPartyMarginAccount(market, party, asset string) (*types.Account, error) RollbackMarginUpdateOnOrder(ctx context.Context, marketID string, assetID string, transfer *types.Transfer) (*types.LedgerMovement, error) GetOrCreatePartyBondAccount(ctx context.Context, partyID, marketID, asset string) (*types.Account, error) CreatePartyMarginAccount(ctx context.Context, partyID, marketID, asset string) (string, error) FinalSettlement(ctx context.Context, marketID string, transfers []*types.Transfer, factor *num.Uint, useGeneralAccountForMarginSearch func(string) bool) ([]*types.LedgerMovement, error) ClearMarket(ctx context.Context, mktID, asset string, parties []string, keepInsurance bool) ([]*types.LedgerMovement, error) HasGeneralAccount(party, asset string) bool ClearPartyMarginAccount(ctx context.Context, party, market, asset string) (*types.LedgerMovement, error) ClearPartyOrderMarginAccount(ctx context.Context, party, market, asset string) (*types.LedgerMovement, error) CanCoverBond(market, party, asset string, amount *num.Uint) bool Hash() []byte TransferFeesContinuousTrading(ctx context.Context, marketID string, assetID string, ft events.FeesTransfer) ([]*types.LedgerMovement, error) TransferFees(ctx context.Context, marketID string, assetID string, ft events.FeesTransfer) ([]*types.LedgerMovement, error) TransferSpotFees(ctx context.Context, marketID string, assetID string, ft events.FeesTransfer) ([]*types.LedgerMovement, error) TransferSpotFeesContinuousTrading(ctx context.Context, marketID string, assetID string, ft events.FeesTransfer) ([]*types.LedgerMovement, error) MarginUpdate(ctx context.Context, marketID string, updates []events.Risk) ([]*types.LedgerMovement, []events.Margin, []events.Margin, error) IsolatedMarginUpdate(updates []events.Risk) []events.Margin PerpsFundingSettlement(ctx context.Context, marketID string, transfers []events.Transfer, asset string, round *num.Uint, useGeneralAccountForMarginSearch func(string) bool) ([]events.Margin, []*types.LedgerMovement, error) MarkToMarket(ctx context.Context, marketID string, transfers []events.Transfer, asset string, useGeneralAccountForMarginSearch func(string) bool) ([]events.Margin, []*types.LedgerMovement, error) RemoveDistressed(ctx context.Context, parties []events.MarketPosition, marketID, asset string, useGeneralAccount func(string) bool) (*types.LedgerMovement, error) GetMarketLiquidityFeeAccount(market, asset string) (*types.Account, error) GetAssetQuantum(asset string) (num.Decimal, error) GetInsurancePoolBalance(marketID, asset string) (*num.Uint, bool) AssetExists(string) bool CreateMarketAccounts(context.Context, string, string) (string, string, error) CreateSpotMarketAccounts(ctx context.Context, marketID, quoteAsset string) error SuccessorInsuranceFraction(ctx context.Context, successor, parent, asset string, fraction num.Decimal) *types.LedgerMovement ClearInsurancepool(ctx context.Context, marketID string, asset string, clearFees bool) ([]*types.LedgerMovement, error) TransferToHoldingAccount(ctx context.Context, transfer *types.Transfer) (*types.LedgerMovement, error) ReleaseFromHoldingAccount(ctx context.Context, transfer *types.Transfer) (*types.LedgerMovement, error) ClearSpotMarket(ctx context.Context, mktID, quoteAsset string, parties []string) ([]*types.LedgerMovement, error) PartyHasSufficientBalance(asset, partyID string, amount *num.Uint) error PartyCanCoverFees(asset, mktID, partyID string, amount *num.Uint) error TransferSpot(ctx context.Context, partyID, toPartyID, asset string, quantity *num.Uint) (*types.LedgerMovement, error) GetOrCreatePartyLiquidityFeeAccount(ctx context.Context, partyID, marketID, asset string) (*types.Account, error) GetPartyLiquidityFeeAccount(market, partyID, asset string) (*types.Account, error) GetLiquidityFeesBonusDistributionAccount(marketID, asset string) (*types.Account, error) CreatePartyGeneralAccount(ctx context.Context, partyID, asset string) (string, error) GetOrCreateLiquidityFeesBonusDistributionAccount(ctx context.Context, marketID, asset string) (*types.Account, error) CheckOrderSpam(party, market string, assets []string) error CheckOrderSpamAllMarkets(party string) error // amm stuff SubAccountClosed(ctx context.Context, party, subAccount, asset, market string) ([]*types.LedgerMovement, error) SubAccountUpdate( ctx context.Context, party, subAccount, asset, market string, transferType types.TransferType, amount *num.Uint, ) (*types.LedgerMovement, error) SubAccountRelease( ctx context.Context, party, subAccount, asset, market string, pos events.MarketPosition, ) ([]*types.LedgerMovement, events.Margin, error) CreatePartyAMMsSubAccounts( ctx context.Context, party, subAccount, asset, market string, ) (general *types.Account, margin *types.Account, err error) }
type CommonMarket ¶ added in v0.73.0
type CommonMarket interface { GetID() string Hash() []byte GetAssets() []string Reject(context.Context) error GetMarketData() types.MarketData StartOpeningAuction(context.Context) error IntoType() types.Market OnEpochEvent(ctx context.Context, epoch types.Epoch) OnEpochRestore(ctx context.Context, epoch types.Epoch) GetAssetForProposerBonus() string GetMarketCounters() *types.MarketCounters GetPartiesStats() *types.MarketStats GetMarketState() types.MarketState BlockEnd(context.Context) BeginBlock(context.Context) UpdateMarketState(ctx context.Context, changes *types.MarketStateUpdateConfiguration) error GetFillPrice(volume uint64, side types.Side) (*num.Uint, error) Mkt() *types.Market EnterLongBlockAuction(ctx context.Context, duration int64) IsOpeningAuction() bool // network param updates OnMarketPartiesMaximumStopOrdersUpdate(context.Context, *num.Uint) OnMarketMinLpStakeQuantumMultipleUpdate(context.Context, num.Decimal) OnMarketMinProbabilityOfTradingLPOrdersUpdate(context.Context, num.Decimal) OnMarketProbabilityOfTradingTauScalingUpdate(context.Context, num.Decimal) OnMarketValueWindowLengthUpdate(time.Duration) OnFeeFactorsInfrastructureFeeUpdate(context.Context, num.Decimal) OnFeeFactorsMakerFeeUpdate(context.Context, num.Decimal) OnMarkPriceUpdateMaximumFrequency(context.Context, time.Duration) OnMarketAuctionMinimumDurationUpdate(context.Context, time.Duration) OnMarketAuctionMaximumDurationUpdate(context.Context, time.Duration) OnMarketLiquidityV2EarlyExitPenaltyUpdate(num.Decimal) OnMarketLiquidityV2MaximumLiquidityFeeFactorLevelUpdate(num.Decimal) OnMarketLiquidityV2SLANonPerformanceBondPenaltySlopeUpdate(num.Decimal) OnMarketLiquidityV2SLANonPerformanceBondPenaltyMaxUpdate(num.Decimal) OnMarketLiquidityV2StakeToCCYVolume(d num.Decimal) OnMarketLiquidityV2BondPenaltyFactorUpdate(d num.Decimal) OnMarketLiquidityV2ProvidersFeeCalculationTimeStep(t time.Duration) // liquidity provision CancelLiquidityProvision(context.Context, *types.LiquidityProvisionCancellation, string) error AmendLiquidityProvision(context.Context, *types.LiquidityProvisionAmendment, string, string) error SubmitLiquidityProvision(context.Context, *types.LiquidityProvisionSubmission, string, string) error // order management SubmitOrderWithIDGeneratorAndOrderID(context.Context, *types.OrderSubmission, string, IDGenerator, string, bool) (*types.OrderConfirmation, error) AmendOrderWithIDGenerator(context.Context, *types.OrderAmendment, string, IDGenerator) (*types.OrderConfirmation, error) CancelAllOrders(context.Context, string) ([]*types.OrderCancellationConfirmation, error) CancelOrderWithIDGenerator(context.Context, string, string, IDGenerator) (*types.OrderCancellationConfirmation, error) CancelAllStopOrders(context.Context, string) error CancelStopOrder(context.Context, string, string) error SubmitStopOrdersWithIDGeneratorAndOrderIDs(context.Context, *types.StopOrdersSubmission, string, IDGenerator, *string, *string) (*types.OrderConfirmation, error) SubmitAMM(context.Context, *types.SubmitAMM, string) error AmendAMM(context.Context, *types.AmendAMM, string) error CancelAMM(context.Context, *types.CancelAMM, string) error PostRestore(context.Context) error ValidateSettlementData(*num.Uint) bool }
type CompositePriceCalculator ¶ added in v0.74.2
type CompositePriceCalculator struct {
// contains filtered or unexported fields
}
func NewCompositePriceCalculator ¶ added in v0.74.2
func NewCompositePriceCalculator(ctx context.Context, config *types.CompositePriceConfiguration, oe products.OracleEngine, timeService TimeService) *CompositePriceCalculator
func NewCompositePriceCalculatorFromSnapshot ¶ added in v0.74.2
func NewCompositePriceCalculatorFromSnapshot(ctx context.Context, mp *num.Uint, timeService TimeService, oe OracleEngine, mpc *snapshot.CompositePriceCalculator) *CompositePriceCalculator
func (*CompositePriceCalculator) CalculateBookMarkPriceAtTimeT ¶ added in v0.74.2
func (mpc *CompositePriceCalculator) CalculateBookMarkPriceAtTimeT(initialScalingFactor, slippageFactor, shortRiskFactor, longRiskFactor num.Decimal, t int64, ob *matching.CachedOrderBook)
CalculateBookMarkPriceAtTimeT is called every interval (currently at the end of each block) to calculate the mark price implied by the book. If there is insufficient quantity in the book, ignore this price IF the market is in auction set the mark price to the indicative price if not zero.
func (*CompositePriceCalculator) CalculateMarkPrice ¶ added in v0.74.2
func (mpc *CompositePriceCalculator) CalculateMarkPrice(ctx context.Context, priceMonitor PriceMonitor, as AuctionState, t int64, ob *matching.CachedOrderBook, markPriceFrequency time.Duration, initialScalingFactor, slippageFactor, shortRiskFactor, longRiskFactor num.Decimal, checkPriceMonitor bool, resetPriceMonitoringEngine bool) (*num.Uint, error)
CalculateMarkPrice is called at the end of each mark price calculation interval and calculates the mark price using the mark price type methodology.
func (*CompositePriceCalculator) Close ¶ added in v0.74.2
func (mpc *CompositePriceCalculator) Close(ctx context.Context)
func (*CompositePriceCalculator) GetConfig ¶ added in v0.74.2
func (mpc *CompositePriceCalculator) GetConfig() *types.CompositePriceConfiguration
func (*CompositePriceCalculator) GetData ¶ added in v0.74.2
func (mpc *CompositePriceCalculator) GetData() *types.CompositePriceState
func (*CompositePriceCalculator) GetPrice ¶ added in v0.74.2
func (mpc *CompositePriceCalculator) GetPrice() *num.Uint
func (*CompositePriceCalculator) GetUpdateOraclePriceFunc ¶ added in v0.74.2
func (mpc *CompositePriceCalculator) GetUpdateOraclePriceFunc(oracleIndex int) func(ctx context.Context, data dscommon.Data) error
UpdateOraclePrice is called when a new oracle price is available.
func (*CompositePriceCalculator) IntoProto ¶ added in v0.74.2
func (mpc *CompositePriceCalculator) IntoProto() *snapshot.CompositePriceCalculator
func (*CompositePriceCalculator) NewTrade ¶ added in v0.74.2
func (mpc *CompositePriceCalculator) NewTrade(trade *types.Trade)
NewTrade is called to inform the mark price calculator on a new trade. All the trades for a given mark price calculation interval are saved until the end of the interval.
func (*CompositePriceCalculator) OverridePrice ¶ added in v0.74.2
func (mpc *CompositePriceCalculator) OverridePrice(p *num.Uint)
OverridePrice is called to set the price externally. This is used when leaving the opening auction if the methodology yielded no valid price.
func (*CompositePriceCalculator) SetBookPriceAtTimeT ¶ added in v0.75.0
func (mpc *CompositePriceCalculator) SetBookPriceAtTimeT(mp *num.Uint, t int64)
func (*CompositePriceCalculator) SetMaxPriceCap ¶ added in v0.77.0
func (mpc *CompositePriceCalculator) SetMaxPriceCap(mp *num.Uint)
SetMaxPriceCap is called from a capped future, to filter out price data that exceeds the max price.
func (*CompositePriceCalculator) SetOraclePriceScalingFunc ¶ added in v0.74.2
func (*CompositePriceCalculator) UpdateConfig ¶ added in v0.74.2
func (mpc *CompositePriceCalculator) UpdateConfig(ctx context.Context, oe OracleEngine, config *types.CompositePriceConfiguration) error
type DelayTransactionsTarget ¶ added in v0.77.0
type EligibilityChecker ¶
type EpochEngine ¶
type EquityLikeShares ¶
type EquityLikeShares interface {}
type EquityShares ¶
type EquityShares struct {
// contains filtered or unexported fields
}
EquityShares module controls the Equity sharing algorithm described on the spec: https://github.com/vegaprotocol/product/blob/02af55e048a92a204e9ee7b7ae6b4475a198c7ff/specs/0042-setting-fees-and-rewarding-lps.md#calculating-liquidity-provider-equity-like-share
func NewEquityShares ¶
func NewEquityShares(mvp num.Decimal) *EquityShares
func NewEquitySharesFromSnapshot ¶
func NewEquitySharesFromSnapshot(state *types.EquityShare) *EquityShares
func (*EquityShares) AllShares ¶
func (es *EquityShares) AllShares() map[string]num.Decimal
AllShares returns the ratio of equity for each party on the market.
func (*EquityShares) AvgEntryValuation ¶
func (es *EquityShares) AvgEntryValuation(id string) num.Decimal
AvgEntryValuation returns the Average Entry Valuation for a given party.
func (*EquityShares) AvgTradeValue ¶
func (es *EquityShares) AvgTradeValue(avg num.Decimal) *EquityShares
func (EquityShares) Changed ¶
func (es EquityShares) Changed() bool
func (*EquityShares) GetCPShares ¶
func (es *EquityShares) GetCPShares() []*types.ELSShare
func (*EquityShares) GetLPSCount ¶
func (es *EquityShares) GetLPSCount() int
func (*EquityShares) GetMarketGrowth ¶
func (es *EquityShares) GetMarketGrowth() num.Decimal
func (*EquityShares) GetState ¶
func (es *EquityShares) GetState() *types.EquityShare
func (*EquityShares) GetTotalVStake ¶
func (es *EquityShares) GetTotalVStake() num.Decimal
func (*EquityShares) HasShares ¶ added in v0.77.0
func (es *EquityShares) HasShares(party string) bool
HasShares returns whether the given party is registered as an LP with ELS.
func (*EquityShares) InheritELS ¶
func (es *EquityShares) InheritELS(shares []*types.ELSShare)
func (*EquityShares) LpsToLiquidityProviderFeeShare ¶
func (es *EquityShares) LpsToLiquidityProviderFeeShare(ls map[string]num.Decimal) []*types.LiquidityProviderFeeShare
func (*EquityShares) OpeningAuctionEnded ¶
func (es *EquityShares) OpeningAuctionEnded()
OpeningAuctionEnded signal to the EquityShare that the opening auction has ended.
func (*EquityShares) ResetAvgToLP ¶ added in v0.72.7
func (es *EquityShares) ResetAvgToLP(id string)
func (*EquityShares) RestoreELS ¶
func (es *EquityShares) RestoreELS(shares []*types.ELSShare)
func (*EquityShares) RollbackParentELS ¶
func (es *EquityShares) RollbackParentELS()
func (*EquityShares) SetCPShares ¶
func (es *EquityShares) SetCPShares(shares []*types.ELSShare)
func (*EquityShares) SetPartyStake ¶
func (es *EquityShares) SetPartyStake(id string, newStakeU *num.Uint)
SetPartyStake sets LP values for a given party.
func (*EquityShares) SharesExcept ¶
func (es *EquityShares) SharesExcept(except map[string]struct{}) map[string]num.Decimal
SharesExcept returns the ratio of equity for each party on the market, except the ones listed in parameter.
func (*EquityShares) SharesFromParty ¶
func (es *EquityShares) SharesFromParty(party string) num.Decimal
SharesFromParty returns the equity-like shares of a given party on the market.
func (*EquityShares) UpdateVStake ¶
func (es *EquityShares) UpdateVStake()
type ExpiringOrders ¶
type ExpiringOrders struct {
// contains filtered or unexported fields
}
func NewExpiringOrders ¶
func NewExpiringOrders() *ExpiringOrders
func NewExpiringOrdersFromState ¶
func NewExpiringOrdersFromState(orders []*types.Order) *ExpiringOrders
func (ExpiringOrders) Changed ¶
func (a ExpiringOrders) Changed() bool
func (*ExpiringOrders) Expire ¶
func (a *ExpiringOrders) Expire(ts int64) []string
func (*ExpiringOrders) GetExpiryingOrderCount ¶
func (a *ExpiringOrders) GetExpiryingOrderCount() int
func (*ExpiringOrders) GetState ¶
func (a *ExpiringOrders) GetState() []*types.Order
func (*ExpiringOrders) Insert ¶
func (a *ExpiringOrders) Insert( orderID string, ts int64, )
func (*ExpiringOrders) RemoveOrder ¶
func (a *ExpiringOrders) RemoveOrder(expiresAt int64, orderID string) bool
type FeeSplitter ¶
type FeeSplitter struct {
// contains filtered or unexported fields
}
func NewFeeSplitter ¶
func NewFeeSplitter() *FeeSplitter
func NewFeeSplitterFromSnapshot ¶
func NewFeeSplitterFromSnapshot(fs *types.FeeSplitter, now time.Time) *FeeSplitter
func (*FeeSplitter) AddTradeValue ¶
func (fs *FeeSplitter) AddTradeValue(tv *num.Uint)
func (*FeeSplitter) AvgTradeValue ¶
func (fs *FeeSplitter) AvgTradeValue() num.Decimal
func (*FeeSplitter) Changed ¶
func (fs *FeeSplitter) Changed() bool
func (*FeeSplitter) Elapsed ¶
func (fs *FeeSplitter) Elapsed() time.Duration
Elapsed returns the distance (in duration) from TimeWindowStart and CurrentTime.
func (*FeeSplitter) GetState ¶
func (fs *FeeSplitter) GetState() *types.FeeSplitter
func (*FeeSplitter) MarketValueProxy ¶
MarketValueProxy returns the market value proxy according to the spec: https://github.com/vegaprotocol/product/blob/master/specs/0042-setting-fees-and-rewarding-lps.md
func (*FeeSplitter) SetCurrentTime ¶
func (fs *FeeSplitter) SetCurrentTime(t time.Time) error
func (*FeeSplitter) SetElapsed ¶
func (fs *FeeSplitter) SetElapsed(e time.Duration)
func (*FeeSplitter) SetTradeValue ¶
func (fs *FeeSplitter) SetTradeValue(tv *num.Uint)
func (*FeeSplitter) TimeWindowStart ¶
func (fs *FeeSplitter) TimeWindowStart(t time.Time)
TimeWindowStart starts or restarts (if active) a current time window. This sets the internal timers to `t` and resets the accumulated trade values.
func (*FeeSplitter) TradeValue ¶
func (fs *FeeSplitter) TradeValue() *num.Uint
type FeeTransfer ¶
type FeeTransfer struct {
// contains filtered or unexported fields
}
func NewFeeTransfer ¶
func (FeeTransfer) TotalFeesAmountPerParty ¶
func (ft FeeTransfer) TotalFeesAmountPerParty() map[string]*num.Uint
func (FeeTransfer) Transfers ¶
func (ft FeeTransfer) Transfers() []*types.Transfer
type IDGenerator ¶
type IDGenerator interface {
NextID() string
}
type LiquidityEngine ¶
type LiquidityEngine interface { GetLegacyOrders() []string OnEpochRestore(ep types.Epoch) ResetSLAEpoch(t time.Time, markPrice *num.Uint, midPrice *num.Uint, positionFactor num.Decimal) ApplyPendingProvisions(ctx context.Context, now time.Time) liquidity.Provisions PendingProvision() liquidity.Provisions PendingProvisionByPartyID(party string) *types.LiquidityProvision CalculateSLAPenalties(time.Time) liquidity.SlaPenalties ResetAverageLiquidityScores() UpdateAverageLiquidityScores(num.Decimal, num.Decimal, *num.Uint, *num.Uint) GetAverageLiquidityScores() map[string]num.Decimal SubmitLiquidityProvision(context.Context, *types.LiquidityProvisionSubmission, string, liquidity.IDGen) (bool, error) RejectLiquidityProvision(context.Context, string) error AmendLiquidityProvision(ctx context.Context, lpa *types.LiquidityProvisionAmendment, party string, isCancel bool) (bool, error) CancelLiquidityProvision(context.Context, string) error ValidateLiquidityProvisionAmendment(*types.LiquidityProvisionAmendment) error StopLiquidityProvision(context.Context, string) error IsLiquidityProvider(string) bool ProvisionsPerParty() liquidity.ProvisionsPerParty LiquidityProvisionByPartyID(string) *types.LiquidityProvision CalculateSuppliedStake() *num.Uint CalculateSuppliedStakeWithoutPending() *num.Uint UpdatePartyCommitment(string, *num.Uint) (*types.LiquidityProvision, error) EndBlock(*num.Uint, *num.Uint, num.Decimal) UpdateMarketConfig(liquidity.RiskModel, liquidity.PriceMonitor) UpdateSLAParameters(*types.LiquiditySLAParams) OnNonPerformanceBondPenaltySlopeUpdate(num.Decimal) OnNonPerformanceBondPenaltyMaxUpdate(num.Decimal) OnMinProbabilityOfTradingLPOrdersUpdate(num.Decimal) OnProbabilityOfTradingTauScalingUpdate(num.Decimal) OnMaximumLiquidityFeeFactorLevelUpdate(num.Decimal) OnStakeToCcyVolumeUpdate(stakeToCcyVolume num.Decimal) OnProvidersFeeCalculationTimeStep(time.Duration) IsProbabilityOfTradingInitialised() bool GetPartyLiquidityScore(orders []*types.Order, bestBid, bestAsk num.Decimal, minP, maxP *num.Uint) num.Decimal LiquidityProviderSLAStats(t time.Time) []*types.LiquidityProviderSLA RegisterAllocatedFeesPerParty(feesPerParty map[string]*num.Uint) PaidLiquidityFeesStats() *types.PaidLiquidityFeesStats ReadyForFeesAllocation(time.Time) bool ResetFeeAllocationPeriod(t time.Time) V1StateProvider() types.StateProvider V2StateProvider() types.StateProvider StopSnapshots() }
type MarketActivityTracker ¶
type MarketActivityTracker struct {
// contains filtered or unexported fields
}
MarketActivityTracker tracks how much fees are paid and received for a market by parties by epoch.
func NewMarketActivityTracker ¶
func NewMarketActivityTracker(log *logging.Logger, teams Teams, balanceChecker AccountBalanceChecker, broker Broker) *MarketActivityTracker
NewMarketActivityTracker instantiates the fees tracker.
func (*MarketActivityTracker) AddAMMSubAccount ¶ added in v0.77.0
func (mat *MarketActivityTracker) AddAMMSubAccount(asset, marketID, subAccount string)
AddAMMSubAccount records sub account entries for AMM in given market.
func (*MarketActivityTracker) AddValueTraded ¶
func (mat *MarketActivityTracker) AddValueTraded(asset, marketID string, value *num.Uint)
AddValueTraded records the value of a trade done in the given market.
func (*MarketActivityTracker) CalculateMetricForIndividuals ¶ added in v0.73.0
func (mat *MarketActivityTracker) CalculateMetricForIndividuals(ctx context.Context, ds *vega.DispatchStrategy) []*types.PartyContributionScore
CalculateMetricForIndividuals calculates the metric corresponding to the dispatch strategy and returns a slice of the contribution scores of the parties. Markets in scope are the ones passed in the dispatch strategy if any or all available markets for the asset for metric. Parties in scope depend on the `IndividualScope_INDIVIDUAL_SCOPE_IN_TEAM` and can include all parties, only those in teams, and only those not in teams.
func (*MarketActivityTracker) CalculateMetricForTeams ¶ added in v0.73.0
func (mat *MarketActivityTracker) CalculateMetricForTeams(ctx context.Context, ds *vega.DispatchStrategy) ([]*types.PartyContributionScore, map[string][]*types.PartyContributionScore)
CalculateMetricForTeams calculates the metric for teams and their respective team members for markets in scope of the dispatch strategy.
func (*MarketActivityTracker) Checkpoint ¶
func (mat *MarketActivityTracker) Checkpoint() ([]byte, error)
func (*MarketActivityTracker) GetAllAMMParties ¶ added in v0.77.0
func (mat *MarketActivityTracker) GetAllAMMParties(asset string, mkts []string) map[string]struct{}
func (*MarketActivityTracker) GetAllMarketIDs ¶
func (mat *MarketActivityTracker) GetAllMarketIDs() []string
GetAllMarketIDs returns all the current market IDs.
func (*MarketActivityTracker) GetLastEpochTakeFees ¶ added in v0.75.0
func (*MarketActivityTracker) GetMarketsWithEligibleProposer ¶
func (mat *MarketActivityTracker) GetMarketsWithEligibleProposer(asset string, markets []string, payoutAsset string, funder string) []*types.MarketContributionScore
GetMarketsWithEligibleProposer gets all the markets within the given asset (or just all the markets in scope passed as a parameter) that are eligible for proposer bonus.
func (*MarketActivityTracker) GetProposer ¶
func (mat *MarketActivityTracker) GetProposer(market string) string
GetProposer returns the proposer of the market or empty string if the market doesn't exist.
func (*MarketActivityTracker) GetState ¶
func (mat *MarketActivityTracker) GetState(k string) ([]byte, []types.StateProvider, error)
func (*MarketActivityTracker) IsMarketEligibleForBonus ¶
func (mat *MarketActivityTracker) IsMarketEligibleForBonus(asset, market, payoutAsset string, marketsInScope []string, funder string) bool
IsMarketEligibleForBonus returns true is the market proposer is eligible for market proposer bonus and has not been paid for the combination of payout asset and marketsInScope. The proposer is not market as having been paid until told to do so (if actually paid).
func (*MarketActivityTracker) Keys ¶
func (mat *MarketActivityTracker) Keys() []string
func (*MarketActivityTracker) Load ¶
func (mat *MarketActivityTracker) Load(_ context.Context, data []byte) error
func (*MarketActivityTracker) LoadState ¶
func (mat *MarketActivityTracker) LoadState(_ context.Context, p *types.Payload) ([]types.StateProvider, error)
func (*MarketActivityTracker) MarkPaidProposer ¶
func (mat *MarketActivityTracker) MarkPaidProposer(asset, market, payoutAsset string, marketsInScope []string, funder string)
MarkPaidProposer marks the proposer of the market as having been paid proposer bonus.
func (*MarketActivityTracker) MarketProposed ¶
func (mat *MarketActivityTracker) MarketProposed(asset, marketID, proposer string)
MarketProposed is called when the market is proposed and adds the market to the tracker.
func (*MarketActivityTracker) MarketTrackedForAsset ¶ added in v0.73.0
func (mat *MarketActivityTracker) MarketTrackedForAsset(market, asset string) bool
MarketTrackedForAsset returns whether the given market is seen to have the given asset by the tracker.
func (*MarketActivityTracker) Name ¶
func (mat *MarketActivityTracker) Name() types.CheckpointName
func (*MarketActivityTracker) Namespace ¶
func (mat *MarketActivityTracker) Namespace() types.SnapshotNamespace
func (*MarketActivityTracker) NeedsInitialisation ¶ added in v0.73.0
func (mat *MarketActivityTracker) NeedsInitialisation(asset, market string) bool
NeedsInitialisation is a heuristic migration - if there is no time weighted position data when restoring from snapshot, we will restore positions from the market. This will only happen on the one time migration from a version preceding the new metrics. If we're already on a new version, either there are no time-weighted positions and no positions or there are time weighted positions and they will not be restored.
func (*MarketActivityTracker) NotionalTakerVolumeForAllParties ¶ added in v0.73.0
func (mat *MarketActivityTracker) NotionalTakerVolumeForAllParties() map[types.PartyID]*num.Uint
func (*MarketActivityTracker) NotionalTakerVolumeForParty ¶ added in v0.73.0
func (mat *MarketActivityTracker) NotionalTakerVolumeForParty(party string) *num.Uint
func (*MarketActivityTracker) OnEpochEvent ¶ added in v0.73.0
func (mat *MarketActivityTracker) OnEpochEvent(ctx context.Context, epoch types.Epoch)
OnEpochEvent is called when the state of the epoch changes, we only care about new epochs starting.
func (*MarketActivityTracker) OnEpochRestore ¶ added in v0.73.0
func (mat *MarketActivityTracker) OnEpochRestore(_ context.Context, epoch types.Epoch)
OnEpochRestore is called when the state of the epoch changes, we only care about new epochs starting.
func (*MarketActivityTracker) OnMinEpochsInTeamForRewardEligibilityUpdated ¶ added in v0.73.0
func (mat *MarketActivityTracker) OnMinEpochsInTeamForRewardEligibilityUpdated(_ context.Context, value int64) error
func (*MarketActivityTracker) PublishGameMetric ¶ added in v0.77.0
func (mat *MarketActivityTracker) PublishGameMetric(ctx context.Context, dispatchStrategy []*vega.DispatchStrategy, now time.Time)
func (*MarketActivityTracker) RecordFundingPayment ¶ added in v0.76.0
func (mat *MarketActivityTracker) RecordFundingPayment(asset, party, market string, amount num.Decimal)
RecordFundingPayment passes the mark to market win/loss transfer amount to the asset/market tracker to be recorded.
func (*MarketActivityTracker) RecordM2M ¶ added in v0.73.0
func (mat *MarketActivityTracker) RecordM2M(asset, party, market string, amount num.Decimal)
RecordM2M passes the mark to market win/loss transfer amount to the asset/market tracker to be recorded.
func (*MarketActivityTracker) RecordNotionalTakerVolume ¶ added in v0.73.0
func (mat *MarketActivityTracker) RecordNotionalTakerVolume(marketID string, party string, volumeToAdd *num.Uint)
func (*MarketActivityTracker) RecordPosition ¶ added in v0.73.0
func (mat *MarketActivityTracker) RecordPosition(asset, party, market string, pos int64, price *num.Uint, positionFactor num.Decimal, time time.Time)
RecordPosition passes the position of the party in the asset/market to the market tracker to be recorded.
func (*MarketActivityTracker) RecordRealisedPosition ¶ added in v0.76.0
func (mat *MarketActivityTracker) RecordRealisedPosition(asset, party, market string, positionDecrease num.Decimal)
RecordRealisedPosition updates the market tracker on decreased position.
func (*MarketActivityTracker) RemoveAMMParty ¶ added in v0.77.0
func (mat *MarketActivityTracker) RemoveAMMParty(asset, marketID, ammParty string)
RemoveAMMParty removes amm party entries for AMM in given market.
func (*MarketActivityTracker) RemoveMarket ¶
func (mat *MarketActivityTracker) RemoveMarket(asset, marketID string)
RemoveMarket is called when the market is removed from the network. It is not immediately removed to give a chance for rewards to be paid at the end of the epoch for activity during the epoch. Instead it is marked for removal and will be removed at the beginning of the next epoch.
func (*MarketActivityTracker) RestorePosition ¶ added in v0.73.0
func (mat *MarketActivityTracker) RestorePosition(asset, party, market string, pos int64, price *num.Uint, positionFactor num.Decimal)
RestorePosition restores a position as if it were acquired at the beginning of the epoch. This is purely for migration from an old version.
func (*MarketActivityTracker) SetEligibilityChecker ¶
func (mat *MarketActivityTracker) SetEligibilityChecker(eligibilityChecker EligibilityChecker)
func (*MarketActivityTracker) Stopped ¶
func (mat *MarketActivityTracker) Stopped() bool
func (*MarketActivityTracker) TeamStatsForMarkets ¶ added in v0.74.0
func (*MarketActivityTracker) UpdateFeesFromTransfers ¶
func (mat *MarketActivityTracker) UpdateFeesFromTransfers(asset, market string, transfers []*types.Transfer)
UpdateFeesFromTransfers takes a slice of transfers and if they represent fees it updates the market fee tracker. market is guaranteed to exist in the mapping as it is added when proposed.
type MarketLiquidity ¶
type MarketLiquidity struct {
// contains filtered or unexported fields
}
func NewMarketLiquidity ¶
func NewMarketLiquidity( log *logging.Logger, liquidityEngine LiquidityEngine, collateral Collateral, broker Broker, orderBook liquidity.OrderBook, equityShares EquityLikeShares, marketActivityTracker *MarketActivityTracker, fee *fee.Engine, marketType marketType, marketID string, asset string, priceFactor num.Decimal, priceRange num.Decimal, amm AMM, ) *MarketLiquidity
func NewMarketLiquidityFromSnapshot ¶ added in v0.76.0
func NewMarketLiquidityFromSnapshot( log *logging.Logger, liquidityEngine LiquidityEngine, collateral Collateral, broker Broker, orderBook liquidity.OrderBook, equityShares EquityLikeShares, marketActivityTracker *MarketActivityTracker, fee *fee.Engine, marketType marketType, marketID string, asset string, priceFactor num.Decimal, state *snapshot.MarketLiquidity, amm AMM, ) (*MarketLiquidity, error)
func (*MarketLiquidity) AllocateFees ¶ added in v0.73.0
func (m *MarketLiquidity) AllocateFees(ctx context.Context) error
AllocateFees distributes fee from a market fee account to LP fee accounts.
func (*MarketLiquidity) AmendLiquidityProvision ¶
func (m *MarketLiquidity) AmendLiquidityProvision( ctx context.Context, lpa *types.LiquidityProvisionAmendment, party string, deterministicID string, marketState types.MarketState, ) error
AmendLiquidityProvision forwards a LiquidityProvisionAmendment to the Liquidity Engine.
func (*MarketLiquidity) CalculateSuppliedStake ¶ added in v0.73.0
func (m *MarketLiquidity) CalculateSuppliedStake() *num.Uint
func (*MarketLiquidity) CancelLiquidityProvision ¶ added in v0.73.0
func (m *MarketLiquidity) CancelLiquidityProvision(ctx context.Context, party string) error
CancelLiquidityProvision amends liquidity provision to 0.
func (*MarketLiquidity) EndBlock ¶
func (m *MarketLiquidity) EndBlock(markPrice, midPrice *num.Uint, positionFactor num.Decimal)
func (*MarketLiquidity) GetAverageLiquidityScores ¶ added in v0.73.0
func (m *MarketLiquidity) GetAverageLiquidityScores() map[string]num.Decimal
func (*MarketLiquidity) GetState ¶ added in v0.76.0
func (m *MarketLiquidity) GetState() *snapshot.MarketLiquidity
func (*MarketLiquidity) IsProbabilityOfTradingInitialised ¶ added in v0.73.0
func (m *MarketLiquidity) IsProbabilityOfTradingInitialised() bool
func (*MarketLiquidity) NewTransfer ¶
func (m *MarketLiquidity) NewTransfer(partyID string, transferType types.TransferType, amount *num.Uint) *types.Transfer
func (*MarketLiquidity) OnBondPenaltyFactorUpdate ¶ added in v0.73.0
func (m *MarketLiquidity) OnBondPenaltyFactorUpdate(bondPenaltyFactor num.Decimal)
func (*MarketLiquidity) OnEarlyExitPenalty ¶
func (m *MarketLiquidity) OnEarlyExitPenalty(earlyExitPenalty num.Decimal)
func (*MarketLiquidity) OnEpochEnd ¶
func (*MarketLiquidity) OnEpochStart ¶
func (*MarketLiquidity) OnMarketClosed ¶ added in v0.73.0
func (m *MarketLiquidity) OnMarketClosed(ctx context.Context, t time.Time)
func (*MarketLiquidity) OnMaximumLiquidityFeeFactorLevelUpdate ¶ added in v0.73.0
func (m *MarketLiquidity) OnMaximumLiquidityFeeFactorLevelUpdate(liquidityFeeFactorLevelUpdate num.Decimal)
func (*MarketLiquidity) OnMinLPStakeQuantumMultiple ¶
func (m *MarketLiquidity) OnMinLPStakeQuantumMultiple(minLPStakeQuantumMultiple num.Decimal)
func (*MarketLiquidity) OnMinProbabilityOfTradingLPOrdersUpdate ¶ added in v0.73.0
func (m *MarketLiquidity) OnMinProbabilityOfTradingLPOrdersUpdate(v num.Decimal)
func (*MarketLiquidity) OnNonPerformanceBondPenaltyMaxUpdate ¶ added in v0.73.0
func (m *MarketLiquidity) OnNonPerformanceBondPenaltyMaxUpdate(nonPerformanceBondPenaltyMax num.Decimal)
func (*MarketLiquidity) OnNonPerformanceBondPenaltySlopeUpdate ¶ added in v0.73.0
func (m *MarketLiquidity) OnNonPerformanceBondPenaltySlopeUpdate(nonPerformanceBondPenaltySlope num.Decimal)
func (*MarketLiquidity) OnProbabilityOfTradingTauScalingUpdate ¶ added in v0.73.0
func (m *MarketLiquidity) OnProbabilityOfTradingTauScalingUpdate(v num.Decimal)
func (*MarketLiquidity) OnProvidersFeeCalculationTimeStep ¶ added in v0.73.0
func (m *MarketLiquidity) OnProvidersFeeCalculationTimeStep(d time.Duration)
func (*MarketLiquidity) OnStakeToCcyVolumeUpdate ¶ added in v0.73.0
func (m *MarketLiquidity) OnStakeToCcyVolumeUpdate(stakeToCcyVolume num.Decimal)
func (*MarketLiquidity) ProvisionsPerParty ¶ added in v0.73.0
func (m *MarketLiquidity) ProvisionsPerParty() liquidity.ProvisionsPerParty
func (*MarketLiquidity) SetAMM ¶ added in v0.77.0
func (m *MarketLiquidity) SetAMM(a AMM)
func (*MarketLiquidity) SetELSFeeFraction ¶ added in v0.77.0
func (m *MarketLiquidity) SetELSFeeFraction(d num.Decimal)
func (*MarketLiquidity) SetState ¶ added in v0.77.0
func (m *MarketLiquidity) SetState(ml *snapshot.MarketLiquidity) error
func (*MarketLiquidity) StopAllLiquidityProvision ¶ added in v0.73.0
func (m *MarketLiquidity) StopAllLiquidityProvision(ctx context.Context)
func (*MarketLiquidity) SubmitLiquidityProvision ¶
func (m *MarketLiquidity) SubmitLiquidityProvision( ctx context.Context, sub *types.LiquidityProvisionSubmission, party string, deterministicID string, marketState types.MarketState, ) (err error)
SubmitLiquidityProvision forwards a LiquidityProvisionSubmission to the Liquidity Engine.
func (*MarketLiquidity) UpdateMarketConfig ¶ added in v0.73.0
func (m *MarketLiquidity) UpdateMarketConfig(risk liquidity.RiskModel, monitor liquidity.PriceMonitor)
func (*MarketLiquidity) UpdateSLAParameters ¶ added in v0.73.0
func (m *MarketLiquidity) UpdateSLAParameters(slaParams *types.LiquiditySLAParams)
func (*MarketLiquidity) ValidOrdersPriceRange ¶ added in v0.74.0
ValidOrdersPriceRange returns min and max valid prices range for LP orders.
type MarketLiquidityEngine ¶ added in v0.73.0
type MarketLiquidityEngine interface { OnEpochStart(context.Context, time.Time, *num.Uint, *num.Uint, *num.Uint, num.Decimal) OnEpochEnd(context.Context, time.Time, types.Epoch) OnTick(context.Context, time.Time) EndBlock(*num.Uint, *num.Uint, num.Decimal) SubmitLiquidityProvision(context.Context, *types.LiquidityProvisionSubmission, string, string, types.MarketState) error AmendLiquidityProvision(context.Context, *types.LiquidityProvisionAmendment, string, string, types.MarketState) error CancelLiquidityProvision(context.Context, string) error UpdateMarketConfig(liquidity.RiskModel, liquidity.PriceMonitor) UpdateSLAParameters(*types.LiquiditySLAParams) OnEarlyExitPenalty(num.Decimal) OnMinLPStakeQuantumMultiple(num.Decimal) OnBondPenaltyFactorUpdate(num.Decimal) OnNonPerformanceBondPenaltySlopeUpdate(num.Decimal) OnNonPerformanceBondPenaltyMaxUpdate(num.Decimal) OnMinProbabilityOfTradingLPOrdersUpdate(num.Decimal) OnProbabilityOfTradingTauScalingUpdate(num.Decimal) OnMaximumLiquidityFeeFactorLevelUpdate(num.Decimal) OnStakeToCcyVolumeUpdate(stakeToCcyVolume num.Decimal) OnProvidersFeeCalculationTimeStep(d time.Duration) StopAllLiquidityProvision(context.Context) IsProbabilityOfTradingInitialised() bool GetAverageLiquidityScores() map[string]num.Decimal ProvisionsPerParty() liquidity.ProvisionsPerParty OnMarketClosed(context.Context, time.Time) CalculateSuppliedStake() *num.Uint SetELSFeeFraction(d num.Decimal) }
type OracleEngine ¶
type OracleEngine interface { ListensToSigners(dscommon.Data) bool Subscribe(context.Context, spec.Spec, spec.OnMatchedData) (spec.SubscriptionID, spec.Unsubscriber, error) Unsubscribe(context.Context, spec.SubscriptionID) }
OracleEngine ...
type OrderReferenceCheck ¶ added in v0.73.0
func (OrderReferenceCheck) HasMoved ¶ added in v0.73.0
func (o OrderReferenceCheck) HasMoved(changes uint8) bool
type PeggedOrders ¶
type PeggedOrders struct {
// contains filtered or unexported fields
}
func NewPeggedOrders ¶
func NewPeggedOrders(log *logging.Logger, ts TimeService) *PeggedOrders
func NewPeggedOrdersFromSnapshot ¶
func NewPeggedOrdersFromSnapshot( log *logging.Logger, ts TimeService, state *types.PeggedOrdersState, ) *PeggedOrders
func (*PeggedOrders) AmendParked ¶
func (p *PeggedOrders) AmendParked(amended *types.Order)
func (*PeggedOrders) Changed ¶
func (p *PeggedOrders) Changed() bool
func (*PeggedOrders) EnterAuction ¶
func (p *PeggedOrders) EnterAuction(ctx context.Context) []events.Event
func (*PeggedOrders) GetAllParkedForParty ¶
func (p *PeggedOrders) GetAllParkedForParty(party string) (orders []*types.Order)
func (*PeggedOrders) GetParkedByID ¶
func (p *PeggedOrders) GetParkedByID(id string) *types.Order
func (*PeggedOrders) GetParkedIDs ¶
func (p *PeggedOrders) GetParkedIDs() []string
func (*PeggedOrders) GetParkedOrdersCount ¶
func (p *PeggedOrders) GetParkedOrdersCount() int
func (*PeggedOrders) GetState ¶
func (p *PeggedOrders) GetState() *types.PeggedOrdersState
func (*PeggedOrders) IsParked ¶
func (p *PeggedOrders) IsParked(id string) bool
func (*PeggedOrders) Park ¶
func (p *PeggedOrders) Park(o *types.Order)
func (*PeggedOrders) Parked ¶
func (p *PeggedOrders) Parked() []*types.Order
func (*PeggedOrders) RemoveAllForParty ¶
func (p *PeggedOrders) RemoveAllForParty( ctx context.Context, party string, status types.OrderStatus, ) (orders []*types.Order, evts []events.Event)
func (*PeggedOrders) Settled ¶
func (p *PeggedOrders) Settled() []*types.Order
func (*PeggedOrders) Unpark ¶
func (p *PeggedOrders) Unpark(oid string)
type PriceMonitor ¶
type PriceMonitor interface { OnTimeUpdate(now time.Time) CheckPrice(ctx context.Context, as price.AuctionState, price *num.Uint, persistent bool, recordInHistory bool) bool ResetPriceHistory(price *num.Uint) GetCurrentBounds() []*types.PriceMonitoringBounds GetBounds() []*types.PriceMonitoringBounds SetMinDuration(d time.Duration) GetValidPriceRange() (num.WrappedDecimal, num.WrappedDecimal) // Snapshot GetState() *types.PriceMonitor Changed() bool IsBoundFactorsInitialised() bool Initialised() bool UpdateSettings(risk.Model, *types.PriceMonitoringSettings, price.AuctionState) }
PriceMonitor interface to handle price monitoring/auction triggers @TODO the interface shouldn't be imported here.
type StateVarEngine ¶
type StateVarEngine interface { RegisterStateVariable(asset, market, name string, converter statevar.Converter, startCalculation func(string, statevar.FinaliseCalculation), trigger []statevar.EventType, result func(context.Context, statevar.StateVariableResult) error) error UnregisterStateVariable(asset, market string) NewEvent(asset, market string, eventType statevar.EventType) ReadyForTimeTrigger(asset, mktID string) }
Source Files ¶
- amm_score_stake.go
- equity_shares.go
- equity_shares_snapshot.go
- errors.go
- expiring_orders.go
- expiring_orders_snapshot.go
- fees.go
- interfaces.go
- liquidity_provision.go
- liquidity_provision_fees.go
- liquidity_provision_snapshot.go
- mark_price.go
- mark_price_utils.go
- market_activity_tracker.go
- market_activity_tracker_checkpoint.go
- market_activity_tracker_snapshot.go
- pegged_orders.go