Documentation ¶
Index ¶
- Variables
- func VerifyAMMBounds(baseParam *num.Uint, lowerParam *num.Uint, upperParam *num.Uint, ...) error
- type Market
- func (m *Market) AmendAMM(ctx context.Context, amend *types.AmendAMM, deterministicID string) error
- func (m *Market) AmendLiquidityProvision(ctx context.Context, lpa *types.LiquidityProvisionAmendment, party string, ...) (err error)
- func (m *Market) AmendOrder(ctx context.Context, orderAmendment *types.OrderAmendment, party string, ...) (oc *types.OrderConfirmation, _ error)
- func (m *Market) AmendOrderWithIDGenerator(ctx context.Context, orderAmendment *types.OrderAmendment, party string, ...) (oc *types.OrderConfirmation, _ error)
- func (m *Market) BeginBlock(ctx context.Context)
- func (m *Market) BlockEnd(ctx context.Context)
- func (m *Market) CanLeaveOpeningAuction() bool
- func (m *Market) CancelAMM(ctx context.Context, cancel *types.CancelAMM, deterministicID string) error
- func (m *Market) CancelAllOrders(ctx context.Context, partyID string) ([]*types.OrderCancellationConfirmation, error)
- func (m *Market) CancelAllStopOrders(ctx context.Context, partyID string) error
- func (m *Market) CancelLiquidityProvision(ctx context.Context, cancel *types.LiquidityProvisionCancellation, ...) (err error)
- func (m *Market) CancelOrder(ctx context.Context, partyID, orderID string, deterministicID string) (oc *types.OrderCancellationConfirmation, _ error)
- func (m *Market) CancelOrderWithIDGenerator(ctx context.Context, partyID, orderID string, idgen common.IDGenerator) (oc *types.OrderCancellationConfirmation, _ error)
- func (m *Market) CancelStopOrder(ctx context.Context, partyID, orderID string) error
- func (m *Market) CheckOrderSubmissionForSpam(orderSubmission *types.OrderSubmission, party string, ...) error
- func (m *Market) ClosePosition(context.Context, string) bool
- func (m *Market) EnterLongBlockAuction(ctx context.Context, duration int64)
- func (m *Market) GetAssetForProposerBonus() string
- func (m *Market) GetAssets() []string
- func (m *Market) GetCPState() *types.CPMarketState
- func (m *Market) GetEquityShares() *common.EquityShares
- func (m *Market) GetFillPrice(volume uint64, side types.Side) (*num.Uint, error)
- func (m *Market) GetID() string
- func (m *Market) GetInsurancePoolFraction() num.Decimal
- func (m *Market) GetMarketCounters() *types.MarketCounters
- func (m *Market) GetMarketData() types.MarketData
- func (m *Market) GetMarketState() types.MarketState
- func (m *Market) GetNewStateProviders() []types.StateProvider
- func (m *Market) GetNextMTM() time.Time
- func (m *Market) GetParentMarketID() string
- func (m *Market) GetPartiesStats() (stats *types.MarketStats)
- func (m *Market) GetRiskFactors() *types.RiskFactor
- func (m *Market) GetSettlementAsset() string
- func (m *Market) GetState() *types.ExecMarket
- func (m *Market) GetTotalOpenPositionCount() uint64
- func (m *Market) GetTotalOrderBookLevelCount() uint64
- func (m *Market) GetTotalPeggedOrderCount() uint64
- func (m *Market) GetTotalStopOrderCount() uint64
- func (m *Market) Hash() []byte
- func (m *Market) InheritParent(ctx context.Context, pstate *types.CPMarketState)
- func (m *Market) IntoType() types.Market
- func (m *Market) IsOpeningAuction() bool
- func (m *Market) IsPerp() bool
- func (m *Market) IsSucceeded() bool
- func (m *Market) LoadCPState(state *types.CPMarketState)
- func (m *Market) Mkt() *types.Market
- func (m *Market) OnAMMMinCommitmentQuantumUpdate(ctx context.Context, c *num.Uint)
- func (m *Market) OnAuctionEnded()
- func (m *Market) OnEpochEvent(ctx context.Context, epoch types.Epoch)
- func (m *Market) OnEpochRestore(ctx context.Context, epoch types.Epoch)
- func (m *Market) OnFeeFactorsBuyBackFeeUpdate(ctx context.Context, d num.Decimal)
- func (m *Market) OnFeeFactorsInfrastructureFeeUpdate(ctx context.Context, d num.Decimal)
- func (m *Market) OnFeeFactorsMakerFeeUpdate(ctx context.Context, d num.Decimal)
- func (m *Market) OnFeeFactorsTreasuryFeeUpdate(ctx context.Context, d num.Decimal)
- func (m *Market) OnInternalCompositePriceUpdateFrequency(ctx context.Context, d time.Duration)
- func (m *Market) OnMarginScalingFactorsUpdate(ctx context.Context, sf *types.ScalingFactors) error
- func (m *Market) OnMarkPriceUpdateMaximumFrequency(ctx context.Context, d time.Duration)
- func (m *Market) OnMarketAMMMaxCalculationLevels(ctx context.Context, c *num.Uint)
- func (m *Market) OnMarketAuctionMaximumDurationUpdate(ctx context.Context, d time.Duration)
- func (m *Market) OnMarketAuctionMinimumDurationUpdate(ctx context.Context, d time.Duration)
- func (m *Market) OnMarketLiquidityEquityLikeShareFeeFractionUpdate(d num.Decimal)
- func (m *Market) OnMarketLiquidityMaximumLiquidityFeeFactorLevelUpdate(d num.Decimal)
- func (m *Market) OnMarketLiquidityV2BondPenaltyFactorUpdate(liquidityV2BondPenaltyFactor num.Decimal)
- func (m *Market) OnMarketLiquidityV2EarlyExitPenaltyUpdate(d num.Decimal)
- func (m *Market) OnMarketLiquidityV2MaximumLiquidityFeeFactorLevelUpdate(d num.Decimal)
- func (m *Market) OnMarketLiquidityV2ProvidersFeeCalculationTimeStep(d time.Duration)
- func (m *Market) OnMarketLiquidityV2SLANonPerformanceBondPenaltyMaxUpdate(d num.Decimal)
- func (m *Market) OnMarketLiquidityV2SLANonPerformanceBondPenaltySlopeUpdate(d num.Decimal)
- func (m *Market) OnMarketLiquidityV2StakeToCCYVolume(d num.Decimal)
- func (m *Market) OnMarketMinLpStakeQuantumMultipleUpdate(_ context.Context, d num.Decimal)
- func (m *Market) OnMarketMinProbabilityOfTradingLPOrdersUpdate(_ context.Context, d num.Decimal)
- func (m *Market) OnMarketPartiesMaximumStopOrdersUpdate(ctx context.Context, u *num.Uint)
- func (m *Market) OnMarketProbabilityOfTradingTauScalingUpdate(_ context.Context, d num.Decimal)
- func (m *Market) OnMarketTargetStakeScalingFactorUpdate(d num.Decimal) error
- func (m *Market) OnMarketTargetStakeTimeWindowUpdate(d time.Duration)
- func (m *Market) OnMarketValueWindowLengthUpdate(d time.Duration)
- func (m *Market) OnMinimalMarginQuantumMultipleUpdate(multiplier num.Decimal) error
- func (m *Market) OnOpeningAuctionFirstUncrossingPrice()
- func (m *Market) OnTick(ctx context.Context, t time.Time) bool
- func (m *Market) PostRestore(ctx context.Context) error
- func (m *Market) Reject(ctx context.Context) error
- func (m *Market) ReloadConf(matchingConfig matching.Config, riskConfig risk.Config, ...)
- func (m *Market) ResetParentIDAndInsurancePoolFraction()
- func (m *Market) RestoreELS(ctx context.Context, pstate *types.CPMarketState)
- func (m *Market) RollbackInherit(ctx context.Context)
- func (m *Market) SetNextInternalCompositePriceCalc(tm time.Time)
- func (m *Market) SetNextMTM(tm time.Time)
- func (m *Market) SetSucceeded()
- func (m *Market) SetSuccessorELS(state *types.CPMarketState)
- func (m *Market) StartOpeningAuction(ctx context.Context) error
- func (m *Market) StopSnapshots()
- func (m *Market) SubmitAMM(ctx context.Context, submit *types.SubmitAMM, deterministicID string) error
- func (m *Market) SubmitLiquidityProvision(ctx context.Context, sub *types.LiquidityProvisionSubmission, ...) error
- func (m *Market) SubmitOrder(ctx context.Context, orderSubmission *types.OrderSubmission, party string, ...) (oc *types.OrderConfirmation, _ error)
- func (m *Market) SubmitOrderWithIDGeneratorAndOrderID(ctx context.Context, orderSubmission *types.OrderSubmission, party string, ...) (oc *types.OrderConfirmation, _ error)
- func (m *Market) SubmitStopOrdersWithIDGeneratorAndOrderIDs(ctx context.Context, submission *types.StopOrdersSubmission, party string, ...) (*types.OrderConfirmation, error)
- func (m *Market) Update(ctx context.Context, config *types.Market, oracleEngine products.OracleEngine) error
- func (m *Market) UpdateMarginMode(ctx context.Context, party string, marginMode types.MarginMode, ...) error
- func (m *Market) UpdateMarketState(ctx context.Context, changes *types.MarketStateUpdateConfiguration) error
- func (m *Market) ValidateSettlementData(data *num.Uint) bool
- type TargetStakeCalculator
Constants ¶
This section is empty.
Variables ¶
var ErrBondSlashing = errors.New("bond slashing")
ErrBondSlashing - just indicates that we had to penalize the party due to insufficient funds, and as such, we have to cancel their LP.
var ErrCommitmentAmountTooLow = errors.New("commitment amount is too low")
Functions ¶
Types ¶
type Market ¶
type Market struct {
// contains filtered or unexported fields
}
Market represents an instance of a market in vega and is in charge of calling the engines in order to process all transactions.
func NewMarket ¶
func NewMarket( ctx context.Context, log *logging.Logger, riskConfig risk.Config, positionConfig positions.Config, settlementConfig settlement.Config, matchingConfig matching.Config, feeConfig fee.Config, liquidityConfig liquidity.Config, collateralEngine common.Collateral, oracleEngine products.OracleEngine, mkt *types.Market, timeService common.TimeService, broker common.Broker, auctionState *monitor.AuctionState, stateVarEngine common.StateVarEngine, marketActivityTracker *common.MarketActivityTracker, assetDetails *assets.Asset, peggedOrderNotify func(int64), referralDiscountRewardService fee.ReferralDiscountRewardService, volumeDiscountService fee.VolumeDiscountService, volumeRebateService fee.VolumeRebateService, banking common.Banking, parties common.Parties, ) (*Market, error)
NewMarket creates a new market using the market framework configuration and creates underlying engines.
func NewMarketFromSnapshot ¶
func NewMarketFromSnapshot( ctx context.Context, log *logging.Logger, em *types.ExecMarket, riskConfig risk.Config, positionConfig positions.Config, settlementConfig settlement.Config, matchingConfig matching.Config, feeConfig fee.Config, liquidityConfig liquidity.Config, collateralEngine common.Collateral, oracleEngine products.OracleEngine, timeService common.TimeService, broker common.Broker, stateVarEngine common.StateVarEngine, assetDetails *assets.Asset, marketActivityTracker *common.MarketActivityTracker, peggedOrderNotify func(int64), referralDiscountRewardService fee.ReferralDiscountRewardService, volumeDiscountService fee.VolumeDiscountService, volumeRebateService fee.VolumeRebateService, banking common.Banking, parties common.Parties, ) (*Market, error)
func (*Market) AmendLiquidityProvision ¶
func (m *Market) AmendLiquidityProvision(ctx context.Context, lpa *types.LiquidityProvisionAmendment, party string, deterministicID string) (err error)
AmendLiquidityProvision forwards a LiquidityProvisionAmendment to the Liquidity Engine.
func (*Market) AmendOrder ¶
func (m *Market) AmendOrder( ctx context.Context, orderAmendment *types.OrderAmendment, party string, deterministicID string, ) (oc *types.OrderConfirmation, _ error, )
AmendOrder amend an existing order from the order book.
func (*Market) AmendOrderWithIDGenerator ¶
func (m *Market) AmendOrderWithIDGenerator( ctx context.Context, orderAmendment *types.OrderAmendment, party string, idgen common.IDGenerator, ) (oc *types.OrderConfirmation, _ error, )
func (*Market) BeginBlock ¶ added in v0.73.0
func (*Market) CanLeaveOpeningAuction ¶
CanLeaveOpeningAuction checks if the market can leave the opening auction based on whether floating point consensus has been reached on all 3 vars.
func (*Market) CancelAllOrders ¶
func (*Market) CancelAllStopOrders ¶
func (*Market) CancelLiquidityProvision ¶
func (m *Market) CancelLiquidityProvision(ctx context.Context, cancel *types.LiquidityProvisionCancellation, party string) (err error)
CancelLiquidityProvision forwards a LiquidityProvisionCancel to the Liquidity Engine.
func (*Market) CancelOrder ¶
func (*Market) CancelOrderWithIDGenerator ¶
func (m *Market) CancelOrderWithIDGenerator( ctx context.Context, partyID, orderID string, idgen common.IDGenerator, ) (oc *types.OrderCancellationConfirmation, _ error)
func (*Market) CancelStopOrder ¶
func (*Market) CheckOrderSubmissionForSpam ¶ added in v0.77.0
func (*Market) ClosePosition ¶ added in v0.77.0
func (*Market) EnterLongBlockAuction ¶ added in v0.77.0
func (*Market) GetAssetForProposerBonus ¶ added in v0.73.0
func (*Market) GetCPState ¶
func (m *Market) GetCPState() *types.CPMarketState
func (*Market) GetEquityShares ¶
func (m *Market) GetEquityShares() *common.EquityShares
func (*Market) GetFillPrice ¶ added in v0.75.0
func (*Market) GetInsurancePoolFraction ¶
func (*Market) GetMarketCounters ¶ added in v0.73.0
func (m *Market) GetMarketCounters() *types.MarketCounters
func (*Market) GetMarketData ¶
func (m *Market) GetMarketData() types.MarketData
func (*Market) GetMarketState ¶
func (m *Market) GetMarketState() types.MarketState
func (*Market) GetNewStateProviders ¶
func (m *Market) GetNewStateProviders() []types.StateProvider
func (*Market) GetNextMTM ¶
func (*Market) GetParentMarketID ¶
func (*Market) GetPartiesStats ¶ added in v0.73.0
func (m *Market) GetPartiesStats() (stats *types.MarketStats)
GetPartiesStats is called at the end of the epoch, only once to be sent to the activity streak engine. This is using the calculated at the end of the epoch based on the countrer in the position engine. This is never sent into a snapshot as it relies on the order the epoch callback are executed. We expect the market OnEpoch to be called first, and compute the data, then the activity tracker callback to be called next, and retrieve the data through this method. The stats are reseted before being returned.
func (*Market) GetRiskFactors ¶ added in v0.74.0
func (m *Market) GetRiskFactors() *types.RiskFactor
func (*Market) GetSettlementAsset ¶
func (*Market) GetState ¶
func (m *Market) GetState() *types.ExecMarket
func (*Market) GetTotalOpenPositionCount ¶
GetTotalOpenPositionCount returns the total number of open positions.
func (*Market) GetTotalOrderBookLevelCount ¶
GetTotalOrderBookLevelCount returns the total number of levels in the order book.
func (*Market) GetTotalPeggedOrderCount ¶
GetTotalPeggedOrderCount returns the total number of pegged orders.
func (*Market) GetTotalStopOrderCount ¶
GetTotalStopOrderCount returns the total number of stop orders.
func (*Market) InheritParent ¶
func (m *Market) InheritParent(ctx context.Context, pstate *types.CPMarketState)
func (*Market) IsOpeningAuction ¶ added in v0.73.0
func (*Market) IsSucceeded ¶
func (*Market) LoadCPState ¶
func (m *Market) LoadCPState(state *types.CPMarketState)
func (*Market) OnAMMMinCommitmentQuantumUpdate ¶ added in v0.77.0
func (*Market) OnAuctionEnded ¶
func (m *Market) OnAuctionEnded()
OnAuctionEnded is called whenever an auction is ended and emits an event to the state var engine.
func (*Market) OnEpochEvent ¶ added in v0.73.0
func (*Market) OnEpochRestore ¶ added in v0.73.0
func (*Market) OnFeeFactorsBuyBackFeeUpdate ¶ added in v0.77.8
func (*Market) OnFeeFactorsInfrastructureFeeUpdate ¶
func (*Market) OnFeeFactorsMakerFeeUpdate ¶
func (*Market) OnFeeFactorsTreasuryFeeUpdate ¶ added in v0.77.8
func (*Market) OnInternalCompositePriceUpdateFrequency ¶ added in v0.74.0
func (*Market) OnMarginScalingFactorsUpdate ¶
func (*Market) OnMarkPriceUpdateMaximumFrequency ¶
func (*Market) OnMarketAMMMaxCalculationLevels ¶ added in v0.77.0
func (*Market) OnMarketAuctionMaximumDurationUpdate ¶ added in v0.73.0
func (*Market) OnMarketAuctionMinimumDurationUpdate ¶
func (*Market) OnMarketLiquidityEquityLikeShareFeeFractionUpdate ¶ added in v0.77.0
func (*Market) OnMarketLiquidityMaximumLiquidityFeeFactorLevelUpdate ¶
func (*Market) OnMarketLiquidityV2BondPenaltyFactorUpdate ¶ added in v0.73.0
func (*Market) OnMarketLiquidityV2EarlyExitPenaltyUpdate ¶ added in v0.73.0
func (*Market) OnMarketLiquidityV2MaximumLiquidityFeeFactorLevelUpdate ¶ added in v0.73.0
func (*Market) OnMarketLiquidityV2ProvidersFeeCalculationTimeStep ¶ added in v0.73.0
func (*Market) OnMarketLiquidityV2SLANonPerformanceBondPenaltyMaxUpdate ¶ added in v0.73.0
func (*Market) OnMarketLiquidityV2SLANonPerformanceBondPenaltySlopeUpdate ¶ added in v0.73.0
func (*Market) OnMarketLiquidityV2StakeToCCYVolume ¶ added in v0.73.0
func (*Market) OnMarketMinLpStakeQuantumMultipleUpdate ¶
func (*Market) OnMarketMinProbabilityOfTradingLPOrdersUpdate ¶
func (*Market) OnMarketPartiesMaximumStopOrdersUpdate ¶
func (*Market) OnMarketProbabilityOfTradingTauScalingUpdate ¶
func (*Market) OnMarketTargetStakeScalingFactorUpdate ¶
func (*Market) OnMarketTargetStakeTimeWindowUpdate ¶
func (*Market) OnMarketValueWindowLengthUpdate ¶
func (*Market) OnMinimalMarginQuantumMultipleUpdate ¶ added in v0.77.0
func (*Market) OnOpeningAuctionFirstUncrossingPrice ¶
func (m *Market) OnOpeningAuctionFirstUncrossingPrice()
OnOpeningAuctionFirstUncrossingPrice is triggered when the opening auction sees an uncrossing price for the first time and emits an event to the state variable engine.
func (*Market) OnTick ¶
OnTick notifies the market of a new time event/update. todo: make this a more generic function name e.g. OnTimeUpdateEvent
func (*Market) ReloadConf ¶
func (m *Market) ReloadConf( matchingConfig matching.Config, riskConfig risk.Config, positionConfig positions.Config, settlementConfig settlement.Config, feeConfig fee.Config, )
ReloadConf will trigger a reload of all the config settings in the market and all underlying engines this is required when hot-reloading any config changes, eg. logger level.
func (*Market) ResetParentIDAndInsurancePoolFraction ¶
func (m *Market) ResetParentIDAndInsurancePoolFraction()
func (*Market) RestoreELS ¶
func (m *Market) RestoreELS(ctx context.Context, pstate *types.CPMarketState)
func (*Market) RollbackInherit ¶
func (*Market) SetNextInternalCompositePriceCalc ¶ added in v0.74.0
func (*Market) SetNextMTM ¶
func (*Market) SetSucceeded ¶
func (m *Market) SetSucceeded()
func (*Market) SetSuccessorELS ¶
func (m *Market) SetSuccessorELS(state *types.CPMarketState)
func (*Market) StartOpeningAuction ¶
func (*Market) StopSnapshots ¶
func (m *Market) StopSnapshots()
func (*Market) SubmitLiquidityProvision ¶
func (m *Market) SubmitLiquidityProvision( ctx context.Context, sub *types.LiquidityProvisionSubmission, party, deterministicID string, ) error
SubmitLiquidityProvision forwards a LiquidityProvisionSubmission to the Liquidity Engine.
func (*Market) SubmitOrder ¶
func (m *Market) SubmitOrder( ctx context.Context, orderSubmission *types.OrderSubmission, party string, deterministicID string, ) (oc *types.OrderConfirmation, _ error)
SubmitOrder submits the given order.
func (*Market) SubmitOrderWithIDGeneratorAndOrderID ¶
func (m *Market) SubmitOrderWithIDGeneratorAndOrderID( ctx context.Context, orderSubmission *types.OrderSubmission, party string, idgen common.IDGenerator, orderID string, checkForTriggers bool, ) (oc *types.OrderConfirmation, _ error)
SubmitOrder submits the given order.
func (*Market) SubmitStopOrdersWithIDGeneratorAndOrderIDs ¶
func (m *Market) SubmitStopOrdersWithIDGeneratorAndOrderIDs( ctx context.Context, submission *types.StopOrdersSubmission, party string, idgen common.IDGenerator, fallsBelowID, risesAboveID *string, ) (*types.OrderConfirmation, error)
func (*Market) UpdateMarginMode ¶ added in v0.74.0
func (*Market) UpdateMarketState ¶ added in v0.73.0
type TargetStakeCalculator ¶
type TargetStakeCalculator interface { types.StateProvider RecordOpenInterest(oi uint64, now time.Time) error GetTargetStake(rf types.RiskFactor, now time.Time, markPrice *num.Uint) *num.Uint GetTheoreticalTargetStake(rf types.RiskFactor, now time.Time, markPrice *num.Uint, trades []*types.Trade) *num.Uint UpdateScalingFactor(sFactor num.Decimal) error UpdateTimeWindow(tWindow time.Duration) StopSnapshots() UpdateParameters(types.TargetStakeParameters) }
TargetStakeCalculator interface.