execution

package
v0.77.9 Latest Latest
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 Go to latest Published: Aug 16, 2024 License: AGPL-3.0 Imports: 28 Imported by: 0

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Index

Constants

This section is empty.

Variables

View Source 
var (
	// ErrMarketDoesNotExist is returned when the market does not exist.
	ErrMarketDoesNotExist = errors.New("market does not exist")

	// ErrNotAFutureMarket is returned when the market isn't a future market.
	ErrNotAFutureMarket = errors.New("not a future market")

	// ErrNoMarketID is returned when invalid (empty) market id was supplied during market creation.
	ErrNoMarketID = errors.New("no valid market id was supplied")

	// ErrInvalidOrderCancellation is returned when an incomplete order cancellation request is used.
	ErrInvalidOrderCancellation = errors.New("invalid order cancellation")

	// ErrSuccessorMarketDoesNotExists is returned when SucceedMarket call is made with an invalid successor market ID.
	ErrSuccessorMarketDoesNotExist = errors.New("successor market does not exist")

	// ErrParentMarketNotEnactedYet is returned when trying to enact a successor market that is still in proposed state.
	ErrParentMarketNotEnactedYet = errors.New("parent market in proposed state, can't enact successor")

	// ErrInvalidStopOrdersCancellation is returned when an incomplete stop orders cancellation request is used.
	ErrInvalidStopOrdersCancellation = errors.New("invalid stop orders cancellation")

	// ErrMarketIDRequiredWhenOrderIDSpecified is returned when a stop order cancellation is emitted without an order id.
	ErrMarketIDRequiredWhenOrderIDSpecified = errors.New("market id required when order id specified")

	// ErrStopOrdersNotAcceptedDuringOpeningAuction is returned if a stop order is submitted when the market is in the opening auction.
	ErrStopOrdersNotAcceptedDuringOpeningAuction = errors.New("stop orders are not accepted during the opening auction")
)

Functions

This section is empty.

Types

type Config 

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

	Matching   matching.Config   `group:"Matching"    namespace:"matching"`
	Risk       risk.Config       `group:"Risk"        namespace:"risk"`
	Position   positions.Config  `group:"Position"    namespace:"position"`
	Settlement settlement.Config `group:"Settlement"  namespace:"settlement"`
	Fee        fee.Config        `group:"Fee"         namespace:"fee"`
	Liquidity  liquidity.Config  `group:"LiquidityV2" namespace:"liquidityV2"`
}

Config is the configuration of the execution package.

func NewDefaultConfig 

func NewDefaultConfig() Config

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

type Engine 

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

Engine is the execution engine.

func NewEngine 

func NewEngine(
	log *logging.Logger,
	executionConfig Config,
	ts common.TimeService,
	collateral common.Collateral,
	oracle common.OracleEngine,
	broker common.Broker,
	stateVarEngine common.StateVarEngine,
	marketActivityTracker *common.MarketActivityTracker,
	assets common.Assets,
	referralDiscountRewardService fee.ReferralDiscountRewardService,
	volumeDiscountService fee.VolumeDiscountService,
	banking common.Banking,
	parties common.Parties,
	delayTransactionsTarget common.DelayTransactionsTarget,
) *Engine

NewEngine takes stores and engines and returns a new execution engine to process new orders, etc.

func (*Engine) AmendAMM added in v0.77.0 

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

func (*Engine) AmendLiquidityProvision 

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

func (*Engine) AmendOrder 

func (e *Engine) AmendOrder(ctx context.Context, amendment *types.OrderAmendment, party string, idgen common.IDGenerator) (*types.OrderConfirmation, error)

AmendOrder takes order amendment details and attempts to amend the order if it exists and is in a editable state.

func (*Engine) BeginBlock added in v0.73.0 

func (e *Engine) BeginBlock(ctx context.Context, prevBlockDuration time.Duration)

func (*Engine) BlockEnd added in v0.63.0 

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

func (*Engine) CancelAMM added in v0.77.0 

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

func (*Engine) CancelLiquidityProvision 

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

func (*Engine) CancelOrder 

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

CancelOrder takes order details and attempts to cancel if it exists in matching engine, stores etc.

func (*Engine) CancelStopOrders added in v0.72.0 

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

func (*Engine) CheckCanSubmitOrderOrLiquidityCommitment added in v0.77.0 

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

func (*Engine) CheckOrderSubmissionForSpam added in v0.77.0 

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

func (*Engine) Checkpoint added in v0.72.0 

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

func (*Engine) EnterLongBlockAuction added in v0.77.0 

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

func (*Engine) GetEquityLikeShareForMarketAndParty 

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

GetEquityLikeShareForMarketAndParty return the equity-like shares of the given party in the given market. If the market doesn't exist, it returns false.

func (*Engine) GetFillPriceForMarket added in v0.75.0 

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

func (*Engine) GetMarket 

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

func (*Engine) GetMarketCounters added in v0.63.0 

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

GetMarketCounters returns the per-market counts used for gas estimation.

func (*Engine) GetMarketData 

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

func (*Engine) GetMarketState 

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

func (*Engine) GetMarketStats added in v0.73.0 

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

func (*Engine) GetState 

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

func (*Engine) Hash 

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

func (*Engine) IsEligibleForProposerBonus 

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

IsEligibleForProposerBonus checks if the given value is greater than that market quantum * quantum_multiplier.

func (*Engine) IsSucceeded added in v0.72.0 

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

func (*Engine) Keys 

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

func (*Engine) Load added in v0.72.0 

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

func (*Engine) LoadState 

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

func (*Engine) MarketExists 

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

func (*Engine) Name added in v0.72.0 

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

func (*Engine) Namespace 

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

func (*Engine) OnChainIDUpdate added in v0.74.0 

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

func (*Engine) OnEpochEvent added in v0.73.0 

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

func (*Engine) OnEpochRestore added in v0.73.0 

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

func (*Engine) OnInternalCompositePriceUpdateFrequency added in v0.74.0 

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

func (*Engine) OnMarkPriceUpdateMaximumFrequency added in v0.63.0 

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

func (*Engine) OnMarketAMMMaxCalculationLevels added in v0.77.0 

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

func (*Engine) OnMarketAMMMinCommitmentQuantum added in v0.77.0 

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

func (*Engine) OnMarketAuctionMaximumDurationUpdate added in v0.73.0 

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

func (*Engine) OnMarketAuctionMinimumDurationUpdate 

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

func (*Engine) OnMarketCreationQuantumMultipleUpdate 

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

func (*Engine) OnMarketFeeFactorsInfrastructureFeeUpdate 

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

func (*Engine) OnMarketFeeFactorsMakerFeeUpdate 

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

func (*Engine) OnMarketLiquidityEquityLikeShareFeeFractionUpdate added in v0.77.0 

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

func (*Engine) OnMarketLiquidityMaximumLiquidityFeeFactorLevelUpdate 

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

to be removed and replaced by its v2 counterpart. in use only for future.

func (*Engine) OnMarketLiquidityV2BondPenaltyUpdate added in v0.72.0 

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

OnMarketLiquidityV2BondPenaltyUpdate stores net param on execution engine and applies to markets at the start of new epoch.

func (*Engine) OnMarketLiquidityV2EarlyExitPenaltyUpdate added in v0.72.0 

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

OnMarketLiquidityV2EarlyExitPenaltyUpdate stores net param on execution engine and applies to markets at the start of new epoch.

func (*Engine) OnMarketLiquidityV2MaximumLiquidityFeeFactorLevelUpdate added in v0.72.0 

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

OnMarketLiquidityV2MaximumLiquidityFeeFactorLevelUpdate stores net param on execution engine and applies at the start of new epoch.

func (*Engine) OnMarketLiquidityV2ProvidersFeeCalculationTimeStep added in v0.73.0 

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

OnMarketLiquidityV2ProvidersFeeCalculationTimeStep stores net param on execution engine and applies to markets at the start of new epoch.

func (*Engine) OnMarketLiquidityV2SLANonPerformanceBondPenaltyMaxUpdate added in v0.72.0 

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

OnMarketLiquidityV2SLANonPerformanceBondPenaltyMaxUpdate stores net param on execution engine and applies to markets at the start of new epoch.

func (*Engine) OnMarketLiquidityV2SLANonPerformanceBondPenaltySlopeUpdate added in v0.72.0 

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

OnMarketLiquidityV2SLANonPerformanceBondPenaltySlopeUpdate stores net param on execution engine and applies to markets at the start of new epoch.

func (*Engine) OnMarketLiquidityV2StakeToCCYVolumeUpdate added in v0.73.0 

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

OnMarketLiquidityV2StakeToCCYVolumeUpdate stores net param on execution engine and applies to markets at the start of new epoch.

func (*Engine) OnMarketMarginScalingFactorsUpdate 

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

func (*Engine) OnMarketMinProbabilityOfTradingForLPOrdersUpdate 

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

func (*Engine) OnMarketPartiesMaximumStopOrdersUpdate added in v0.72.0 

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

func (*Engine) OnMarketProbabilityOfTradingTauScalingUpdate 

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

func (*Engine) OnMarketValueWindowLengthUpdate 

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

func (*Engine) OnMaxPeggedOrderUpdate added in v0.63.0 

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

func (*Engine) OnMinLpStakeQuantumMultipleUpdate 

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

func (*Engine) OnMinimalHoldingQuantumMultipleUpdate added in v0.77.0 

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

func (*Engine) OnMinimalMarginQuantumMultipleUpdate added in v0.77.0 

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

func (*Engine) OnNetworkWideAuctionDurationUpdated added in v0.77.0 

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

func (*Engine) OnStateLoaded 

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

func (*Engine) OnSuccessorMarketTimeWindowUpdate added in v0.72.0 

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

func (*Engine) OnTick 

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

func (*Engine) RejectMarket 

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

RejectMarket will stop the execution of the market and refund into the general account any funds in margins accounts from any parties This works only if the market is in a PROPOSED STATE.

func (*Engine) ReloadConf 

func (e *Engine) ReloadConf(cfg Config)

ReloadConf updates the internal configuration of the execution engine and its dependencies.

func (*Engine) RestoreMarket 

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

RestoreMarket restores a new market from proposal checkpoint.

func (*Engine) StartOpeningAuction 

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

StartOpeningAuction will start the opening auction of the given market. This will work only if the market is currently in a PROPOSED state.

func (*Engine) Stopped 

func (e *Engine) Stopped() bool

func (*Engine) SubmitAMM added in v0.77.0 

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

func (*Engine) SubmitLiquidityProvision 

func (e *Engine) SubmitLiquidityProvision(ctx context.Context, sub *types.LiquidityProvisionSubmission, party, deterministicID string) error

func (*Engine) SubmitMarket 

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

SubmitMarket submits a new market configuration to the network.

func (*Engine) SubmitOrder 

func (e *Engine) SubmitOrder(ctx context.Context, submission *types.OrderSubmission, party string, idgen common.IDGenerator, orderID string) (*types.OrderConfirmation, error)

SubmitOrder checks the incoming order and submits it to a Vega market.

func (*Engine) SubmitSpotMarket added in v0.73.0 

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

SubmitSpotMarket submits a new spot market configuration to the network.

func (*Engine) SubmitStopOrders added in v0.72.0 

func (e *Engine) SubmitStopOrders(
	ctx context.Context,
	submission *types.StopOrdersSubmission,
	party string,
	idgen common.IDGenerator,
	fallsBelowID *string,
	risesAboveID *string,
) (*types.OrderConfirmation, error)

func (*Engine) SucceedMarket added in v0.72.0 

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

func (*Engine) UpdateMarginMode added in v0.74.0 

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

func (*Engine) UpdateMarket 

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

UpdateMarket will update an existing market configuration.

func (*Engine) UpdateMarketState added in v0.73.0 

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

func (*Engine) UpdateSpotMarket added in v0.73.0 

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

UpdateSpotMarket will update an existing market configuration.

func (*Engine) ValidateSettlementData added in v0.77.0 

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

func (*Engine) VerifyUpdateMarketState added in v0.73.0 

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

Source Files

View all Source files

Directories

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

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