diff --git a/apps/explorer/src/app/components/markets/market-details.tsx b/apps/explorer/src/app/components/markets/market-details.tsx index 9710057b4..922c6ad25 100644 --- a/apps/explorer/src/app/components/markets/market-details.tsx +++ b/apps/explorer/src/app/components/markets/market-details.tsx @@ -3,6 +3,7 @@ import type { MarketInfoWithData } from '@vegaprotocol/markets'; import { LiquidityPriceRangeInfoPanel, LiquiditySLAParametersInfoPanel, + MarginScalingFactorsPanel, PriceMonitoringBoundsInfoPanel, SuccessionLineInfoPanel, getDataSourceSpecForSettlementData, @@ -17,7 +18,6 @@ import { OracleInfoPanel, RiskFactorsInfoPanel, RiskModelInfoPanel, - RiskParametersInfoPanel, SettlementAssetInfoPanel, } from '@vegaprotocol/markets'; import { MarketInfoTable } from '@vegaprotocol/markets'; @@ -69,8 +69,8 @@ export const MarketDetails = ({ market }: { market: MarketInfoWithData }) => {

{t('Risk model')}

-

{t('Risk parameters')}

- +

{t('Margin scaling factors')}

+

{t('Risk factors')}

{(market.data?.priceMonitoringBounds || []).map((trigger, i) => ( diff --git a/apps/governance/src/routes/proposals/components/proposal-market-data/proposal-market-data.tsx b/apps/governance/src/routes/proposals/components/proposal-market-data/proposal-market-data.tsx index 2b0aaebc0..569de1868 100644 --- a/apps/governance/src/routes/proposals/components/proposal-market-data/proposal-market-data.tsx +++ b/apps/governance/src/routes/proposals/components/proposal-market-data/proposal-market-data.tsx @@ -12,12 +12,12 @@ import { PriceMonitoringBoundsInfoPanel, RiskFactorsInfoPanel, RiskModelInfoPanel, - RiskParametersInfoPanel, SettlementAssetInfoPanel, getDataSourceSpecForSettlementSchedule, getDataSourceSpecForSettlementData, getDataSourceSpecForTradingTermination, getSigners, + MarginScalingFactorsPanel, } from '@vegaprotocol/markets'; import { Button, @@ -219,8 +219,10 @@ export const ProposalMarketData = ({ parentMarket={parentMarketData} /> -

{t('Risk parameters')}

- + {t('Margin scaling factors')} + + diff --git a/libs/markets/src/lib/components/market-info/MarketInfo.graphql b/libs/markets/src/lib/components/market-info/MarketInfo.graphql index 759943f42..ad690d6a6 100644 --- a/libs/markets/src/lib/components/market-info/MarketInfo.graphql +++ b/libs/markets/src/lib/components/market-info/MarketInfo.graphql @@ -138,6 +138,8 @@ query MarketInfo($marketId: ID!) { positionDecimalPlaces state tradingMode + linearSlippageFactor + quadraticSlippageFactor proposal { id rationale { diff --git a/libs/markets/src/lib/components/market-info/__generated__/MarketInfo.ts b/libs/markets/src/lib/components/market-info/__generated__/MarketInfo.ts index 216e4ebbf..2fd88c0a3 100644 --- a/libs/markets/src/lib/components/market-info/__generated__/MarketInfo.ts +++ b/libs/markets/src/lib/components/market-info/__generated__/MarketInfo.ts @@ -16,7 +16,7 @@ export type MarketInfoQueryVariables = Types.Exact<{ }>; -export type MarketInfoQuery = { __typename?: 'Query', market?: { __typename?: 'Market', id: string, decimalPlaces: number, positionDecimalPlaces: number, state: Types.MarketState, tradingMode: Types.MarketTradingMode, proposal?: { __typename?: 'Proposal', id?: string | null, rationale: { __typename?: 'ProposalRationale', title: string, description: string } } | null, marketTimestamps: { __typename?: 'MarketTimestamps', open: any, close: any }, openingAuction: { __typename?: 'AuctionDuration', durationSecs: number, volume: number }, accountsConnection?: { __typename?: 'AccountsConnection', edges?: Array<{ __typename?: 'AccountEdge', node: { __typename?: 'AccountBalance', type: Types.AccountType, balance: string, asset: { __typename?: 'Asset', id: string } } } | null> | null } | null, fees: { __typename?: 'Fees', factors: { __typename?: 'FeeFactors', makerFee: string, infrastructureFee: string, liquidityFee: string } }, priceMonitoringSettings: { __typename?: 'PriceMonitoringSettings', parameters?: { __typename?: 'PriceMonitoringParameters', triggers?: Array<{ __typename?: 'PriceMonitoringTrigger', horizonSecs: number, probability: number, auctionExtensionSecs: number }> | null } | null }, riskFactors?: { __typename?: 'RiskFactor', market: string, short: string, long: string } | null, liquidityMonitoringParameters: { __typename?: 'LiquidityMonitoringParameters', triggeringRatio: string, targetStakeParameters: { __typename?: 'TargetStakeParameters', timeWindow: number, scalingFactor: number } }, liquiditySLAParameters?: { __typename?: 'LiquiditySLAParameters', priceRange: string, commitmentMinTimeFraction: string, performanceHysteresisEpochs: number, slaCompetitionFactor: string } | null, tradableInstrument: { __typename?: 'TradableInstrument', instrument: { __typename?: 'Instrument', id: string, name: string, code: string, metadata: { __typename?: 'InstrumentMetadata', tags?: Array | null }, product: { __typename?: 'Future', quoteName: string, settlementAsset: { __typename?: 'Asset', id: string, symbol: string, name: string, decimals: number, quantum: string }, dataSourceSpecForSettlementData: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null }, conditions?: Array<{ __typename?: 'Condition', value?: string | null, operator: Types.ConditionOperator }> | null }> | null } | { __typename?: 'EthCallSpec', abi?: Array | null, address: string, args?: Array | null, method: string, requiredConfirmations: number, normalisers?: Array<{ __typename?: 'Normaliser', name: string, expression: string }> | null, trigger: { __typename?: 'EthCallTrigger', trigger: { __typename?: 'EthTimeTrigger', initial?: any | null, every?: number | null, until?: any | null } }, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null }, conditions?: Array<{ __typename?: 'Condition', value?: string | null, operator: Types.ConditionOperator }> | null }> | null } } | { __typename?: 'DataSourceDefinitionInternal', sourceType: { __typename?: 'DataSourceSpecConfigurationTime', conditions: Array<{ __typename?: 'Condition', operator: Types.ConditionOperator, value?: string | null } | null> } | { __typename: 'DataSourceSpecConfigurationTimeTrigger', triggers: Array<{ __typename?: 'InternalTimeTrigger', initial?: number | null, every?: number | null } | null>, conditions: Array<{ __typename?: 'Condition', operator: Types.ConditionOperator, value?: string | null } | null> } } } }, dataSourceSpecForTradingTermination: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null }, conditions?: Array<{ __typename?: 'Condition', value?: string | null, operator: Types.ConditionOperator }> | null }> | null } | { __typename?: 'EthCallSpec', abi?: Array | null, address: string, args?: Array | null, method: string, requiredConfirmations: number, normalisers?: Array<{ __typename?: 'Normaliser', name: string, expression: string }> | null, trigger: { __typename?: 'EthCallTrigger', trigger: { __typename?: 'EthTimeTrigger', initial?: any | null, every?: number | null, until?: any | null } }, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null }, conditions?: Array<{ __typename?: 'Condition', value?: string | null, operator: Types.ConditionOperator }> | null }> | null } } | { __typename?: 'DataSourceDefinitionInternal', sourceType: { __typename?: 'DataSourceSpecConfigurationTime', conditions: Array<{ __typename?: 'Condition', operator: Types.ConditionOperator, value?: string | null } | null> } | { __typename: 'DataSourceSpecConfigurationTimeTrigger', triggers: Array<{ __typename?: 'InternalTimeTrigger', initial?: number | null, every?: number | null } | null>, conditions: Array<{ __typename?: 'Condition', operator: Types.ConditionOperator, value?: string | null } | null> } } } }, dataSourceSpecBinding: { __typename?: 'DataSourceSpecToFutureBinding', settlementDataProperty: string, tradingTerminationProperty: string } } | { __typename?: 'Perpetual', quoteName: string, settlementAsset: { __typename?: 'Asset', id: string, symbol: string, name: string, decimals: number, quantum: string }, dataSourceSpecForSettlementData: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null }, conditions?: Array<{ __typename?: 'Condition', value?: string | null, operator: Types.ConditionOperator }> | null }> | null } | { __typename?: 'EthCallSpec', abi?: Array | null, address: string, args?: Array | null, method: string, requiredConfirmations: number, normalisers?: Array<{ __typename?: 'Normaliser', name: string, expression: string }> | null, trigger: { __typename?: 'EthCallTrigger', trigger: { __typename?: 'EthTimeTrigger', initial?: any | null, every?: number | null, until?: any | null } }, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null }, conditions?: Array<{ __typename?: 'Condition', value?: string | null, operator: Types.ConditionOperator }> | null }> | null } } | { __typename?: 'DataSourceDefinitionInternal', sourceType: { __typename?: 'DataSourceSpecConfigurationTime', conditions: Array<{ __typename?: 'Condition', operator: Types.ConditionOperator, value?: string | null } | null> } | { __typename: 'DataSourceSpecConfigurationTimeTrigger', triggers: Array<{ __typename?: 'InternalTimeTrigger', initial?: number | null, every?: number | null } | null>, conditions: Array<{ __typename?: 'Condition', operator: Types.ConditionOperator, value?: string | null } | null> } } } }, dataSourceSpecForSettlementSchedule: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null }, conditions?: Array<{ __typename?: 'Condition', value?: string | null, operator: Types.ConditionOperator }> | null }> | null } | { __typename?: 'EthCallSpec', abi?: Array | null, address: string, args?: Array | null, method: string, requiredConfirmations: number, normalisers?: Array<{ __typename?: 'Normaliser', name: string, expression: string }> | null, trigger: { __typename?: 'EthCallTrigger', trigger: { __typename?: 'EthTimeTrigger', initial?: any | null, every?: number | null, until?: any | null } }, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null }, conditions?: Array<{ __typename?: 'Condition', value?: string | null, operator: Types.ConditionOperator }> | null }> | null } } | { __typename?: 'DataSourceDefinitionInternal', sourceType: { __typename?: 'DataSourceSpecConfigurationTime', conditions: Array<{ __typename?: 'Condition', operator: Types.ConditionOperator, value?: string | null } | null> } | { __typename: 'DataSourceSpecConfigurationTimeTrigger', triggers: Array<{ __typename?: 'InternalTimeTrigger', initial?: number | null, every?: number | null } | null>, conditions: Array<{ __typename?: 'Condition', operator: Types.ConditionOperator, value?: string | null } | null> } } } }, dataSourceSpecBinding: { __typename?: 'DataSourceSpecPerpetualBinding', settlementDataProperty: string, settlementScheduleProperty: string } } | { __typename?: 'Spot' } }, riskModel: { __typename?: 'LogNormalRiskModel', tau: number, riskAversionParameter: number, params: { __typename?: 'LogNormalModelParams', r: number, sigma: number, mu: number } } | { __typename?: 'SimpleRiskModel', params: { __typename?: 'SimpleRiskModelParams', factorLong: number, factorShort: number } }, marginCalculator?: { __typename?: 'MarginCalculator', scalingFactors: { __typename?: 'ScalingFactors', searchLevel: number, initialMargin: number, collateralRelease: number } } | null } } | null }; +export type MarketInfoQuery = { __typename?: 'Query', market?: { __typename?: 'Market', id: string, decimalPlaces: number, positionDecimalPlaces: number, state: Types.MarketState, tradingMode: Types.MarketTradingMode, linearSlippageFactor: string, quadraticSlippageFactor: string, proposal?: { __typename?: 'Proposal', id?: string | null, rationale: { __typename?: 'ProposalRationale', title: string, description: string } } | null, marketTimestamps: { __typename?: 'MarketTimestamps', open: any, close: any }, openingAuction: { __typename?: 'AuctionDuration', durationSecs: number, volume: number }, accountsConnection?: { __typename?: 'AccountsConnection', edges?: Array<{ __typename?: 'AccountEdge', node: { __typename?: 'AccountBalance', type: Types.AccountType, balance: string, asset: { __typename?: 'Asset', id: string } } } | null> | null } | null, fees: { __typename?: 'Fees', factors: { __typename?: 'FeeFactors', makerFee: string, infrastructureFee: string, liquidityFee: string } }, priceMonitoringSettings: { __typename?: 'PriceMonitoringSettings', parameters?: { __typename?: 'PriceMonitoringParameters', triggers?: Array<{ __typename?: 'PriceMonitoringTrigger', horizonSecs: number, probability: number, auctionExtensionSecs: number }> | null } | null }, riskFactors?: { __typename?: 'RiskFactor', market: string, short: string, long: string } | null, liquidityMonitoringParameters: { __typename?: 'LiquidityMonitoringParameters', triggeringRatio: string, targetStakeParameters: { __typename?: 'TargetStakeParameters', timeWindow: number, scalingFactor: number } }, liquiditySLAParameters?: { __typename?: 'LiquiditySLAParameters', priceRange: string, commitmentMinTimeFraction: string, performanceHysteresisEpochs: number, slaCompetitionFactor: string } | null, tradableInstrument: { __typename?: 'TradableInstrument', instrument: { __typename?: 'Instrument', id: string, name: string, code: string, metadata: { __typename?: 'InstrumentMetadata', tags?: Array | null }, product: { __typename?: 'Future', quoteName: string, settlementAsset: { __typename?: 'Asset', id: string, symbol: string, name: string, decimals: number, quantum: string }, dataSourceSpecForSettlementData: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null }, conditions?: Array<{ __typename?: 'Condition', value?: string | null, operator: Types.ConditionOperator }> | null }> | null } | { __typename?: 'EthCallSpec', abi?: Array | null, address: string, args?: Array | null, method: string, requiredConfirmations: number, normalisers?: Array<{ __typename?: 'Normaliser', name: string, expression: string }> | null, trigger: { __typename?: 'EthCallTrigger', trigger: { __typename?: 'EthTimeTrigger', initial?: any | null, every?: number | null, until?: any | null } }, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null }, conditions?: Array<{ __typename?: 'Condition', value?: string | null, operator: Types.ConditionOperator }> | null }> | null } } | { __typename?: 'DataSourceDefinitionInternal', sourceType: { __typename?: 'DataSourceSpecConfigurationTime', conditions: Array<{ __typename?: 'Condition', operator: Types.ConditionOperator, value?: string | null } | null> } | { __typename: 'DataSourceSpecConfigurationTimeTrigger', triggers: Array<{ __typename?: 'InternalTimeTrigger', initial?: number | null, every?: number | null } | null>, conditions: Array<{ __typename?: 'Condition', operator: Types.ConditionOperator, value?: string | null } | null> } } } }, dataSourceSpecForTradingTermination: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null }, conditions?: Array<{ __typename?: 'Condition', value?: string | null, operator: Types.ConditionOperator }> | null }> | null } | { __typename?: 'EthCallSpec', abi?: Array | null, address: string, args?: Array | null, method: string, requiredConfirmations: number, normalisers?: Array<{ __typename?: 'Normaliser', name: string, expression: string }> | null, trigger: { __typename?: 'EthCallTrigger', trigger: { __typename?: 'EthTimeTrigger', initial?: any | null, every?: number | null, until?: any | null } }, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null }, conditions?: Array<{ __typename?: 'Condition', value?: string | null, operator: Types.ConditionOperator }> | null }> | null } } | { __typename?: 'DataSourceDefinitionInternal', sourceType: { __typename?: 'DataSourceSpecConfigurationTime', conditions: Array<{ __typename?: 'Condition', operator: Types.ConditionOperator, value?: string | null } | null> } | { __typename: 'DataSourceSpecConfigurationTimeTrigger', triggers: Array<{ __typename?: 'InternalTimeTrigger', initial?: number | null, every?: number | null } | null>, conditions: Array<{ __typename?: 'Condition', operator: Types.ConditionOperator, value?: string | null } | null> } } } }, dataSourceSpecBinding: { __typename?: 'DataSourceSpecToFutureBinding', settlementDataProperty: string, tradingTerminationProperty: string } } | { __typename?: 'Perpetual', quoteName: string, settlementAsset: { __typename?: 'Asset', id: string, symbol: string, name: string, decimals: number, quantum: string }, dataSourceSpecForSettlementData: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null }, conditions?: Array<{ __typename?: 'Condition', value?: string | null, operator: Types.ConditionOperator }> | null }> | null } | { __typename?: 'EthCallSpec', abi?: Array | null, address: string, args?: Array | null, method: string, requiredConfirmations: number, normalisers?: Array<{ __typename?: 'Normaliser', name: string, expression: string }> | null, trigger: { __typename?: 'EthCallTrigger', trigger: { __typename?: 'EthTimeTrigger', initial?: any | null, every?: number | null, until?: any | null } }, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null }, conditions?: Array<{ __typename?: 'Condition', value?: string | null, operator: Types.ConditionOperator }> | null }> | null } } | { __typename?: 'DataSourceDefinitionInternal', sourceType: { __typename?: 'DataSourceSpecConfigurationTime', conditions: Array<{ __typename?: 'Condition', operator: Types.ConditionOperator, value?: string | null } | null> } | { __typename: 'DataSourceSpecConfigurationTimeTrigger', triggers: Array<{ __typename?: 'InternalTimeTrigger', initial?: number | null, every?: number | null } | null>, conditions: Array<{ __typename?: 'Condition', operator: Types.ConditionOperator, value?: string | null } | null> } } } }, dataSourceSpecForSettlementSchedule: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null }, conditions?: Array<{ __typename?: 'Condition', value?: string | null, operator: Types.ConditionOperator }> | null }> | null } | { __typename?: 'EthCallSpec', abi?: Array | null, address: string, args?: Array | null, method: string, requiredConfirmations: number, normalisers?: Array<{ __typename?: 'Normaliser', name: string, expression: string }> | null, trigger: { __typename?: 'EthCallTrigger', trigger: { __typename?: 'EthTimeTrigger', initial?: any | null, every?: number | null, until?: any | null } }, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null }, conditions?: Array<{ __typename?: 'Condition', value?: string | null, operator: Types.ConditionOperator }> | null }> | null } } | { __typename?: 'DataSourceDefinitionInternal', sourceType: { __typename?: 'DataSourceSpecConfigurationTime', conditions: Array<{ __typename?: 'Condition', operator: Types.ConditionOperator, value?: string | null } | null> } | { __typename: 'DataSourceSpecConfigurationTimeTrigger', triggers: Array<{ __typename?: 'InternalTimeTrigger', initial?: number | null, every?: number | null } | null>, conditions: Array<{ __typename?: 'Condition', operator: Types.ConditionOperator, value?: string | null } | null> } } } }, dataSourceSpecBinding: { __typename?: 'DataSourceSpecPerpetualBinding', settlementDataProperty: string, settlementScheduleProperty: string } } | { __typename?: 'Spot' } }, riskModel: { __typename?: 'LogNormalRiskModel', tau: number, riskAversionParameter: number, params: { __typename?: 'LogNormalModelParams', r: number, sigma: number, mu: number } } | { __typename?: 'SimpleRiskModel', params: { __typename?: 'SimpleRiskModelParams', factorLong: number, factorShort: number } }, marginCalculator?: { __typename?: 'MarginCalculator', scalingFactors: { __typename?: 'ScalingFactors', searchLevel: number, initialMargin: number, collateralRelease: number } } | null } } | null }; export const DataSourceFilterFragmentDoc = gql` fragment DataSourceFilter on Filter { @@ -163,6 +163,8 @@ export const MarketInfoDocument = gql` positionDecimalPlaces state tradingMode + linearSlippageFactor + quadraticSlippageFactor proposal { id rationale { diff --git a/libs/markets/src/lib/components/market-info/info-key-value-table.tsx b/libs/markets/src/lib/components/market-info/info-key-value-table.tsx index 483b0aaa9..f7ce702a7 100644 --- a/libs/markets/src/lib/components/market-info/info-key-value-table.tsx +++ b/libs/markets/src/lib/components/market-info/info-key-value-table.tsx @@ -44,8 +44,6 @@ export const Row = ({ // a specific parentValue is missing. These values are only used when we // have successor market parent data. - const className = 'text-sm'; - const getFormattedValue = (value: ReactNode) => { if (typeof value !== 'string' && typeof value !== 'number') return value; if (unformatted || isNaN(Number(value))) { @@ -75,8 +73,8 @@ export const Row = ({ key={field} inline={true} noBorder={noBorder} - dtClassName={className} - ddClassName={className} + dtClassName="text-xs" + ddClassName="text-xs" >
diff --git a/libs/markets/src/lib/components/market-info/market-info-accordion.tsx b/libs/markets/src/lib/components/market-info/market-info-accordion.tsx index 8d687142b..230998938 100644 --- a/libs/markets/src/lib/components/market-info/market-info-accordion.tsx +++ b/libs/markets/src/lib/components/market-info/market-info-accordion.tsx @@ -32,6 +32,7 @@ import { LiquidityMonitoringParametersInfoPanel, LiquidityPriceRangeInfoPanel, LiquiditySLAParametersInfoPanel, + MarginScalingFactorsPanel, MarketPriceInfoPanel, MarketVolumeInfoPanel, MetadataInfoPanel, @@ -39,7 +40,6 @@ import { PriceMonitoringBoundsInfoPanel, RiskFactorsInfoPanel, RiskModelInfoPanel, - RiskParametersInfoPanel, SettlementAssetInfoPanel, SuccessionLineInfoPanel, } from './market-info-panels'; @@ -236,9 +236,9 @@ export const MarketInfoAccordion = ({ content={} /> } + itemId="margin-scaling-factors" + title={t('Margin scaling factors')} + content={} /> + + +
{t('Market ID')}
+ + + + + + + parentData={ + parentMarket && { + name: parentMarket?.tradableInstrument?.instrument?.name, + parentMarketID: grandparentMarketIdData?.market?.parentMarketID, + insurancePoolFraction: + parentSuccessorProposalDetails?.proposal?.terms.change + .__typename === 'NewMarket' && + parentSuccessorProposalDetails.proposal.terms.change + .successorConfiguration?.insurancePoolFraction, + status: + parentMarket?.state && MarketStateMapping[parentMarket.state], + tradingMode: + parentMarket?.tradingMode && + MarketTradingModeMapping[ + parentMarket.tradingMode as MarketTradingMode + ], + marketDecimalPlaces: parentMarket?.decimalPlaces, + positionDecimalPlaces: parentMarket?.positionDecimalPlaces, + settlementAssetDecimalPlaces: assetDecimals, + } + } + /> + ); }; @@ -432,8 +453,8 @@ export const SettlementAssetInfoPanel = ({ market }: MarketInfoProps) => { asset={asset} inline={true} noBorder={true} - dtClassName="text-black dark:text-white text-ui !px-0 !font-normal" - ddClassName="text-black dark:text-white text-ui !px-0 !font-normal max-w-full" + dtClassName="text-black dark:text-white text-ui !px-0 text-xs" + ddClassName="text-black dark:text-white text-ui !px-0 max-w-full text-xs" />

{t( @@ -505,18 +526,53 @@ export const RiskModelInfoPanel = ({ } return ( - + <> + + + ); }; -export const RiskParametersInfoPanel = ({ +export const MarginScalingFactorsPanel = ({ market, parentMarket, }: MarketInfoProps) => { + const data = { + linearSlippageFactor: market.linearSlippageFactor, + quadraticSlippageFactor: market.quadraticSlippageFactor, + searchLevel: + market.tradableInstrument.marginCalculator?.scalingFactors.searchLevel, + initialMargin: + market.tradableInstrument.marginCalculator?.scalingFactors.initialMargin, + collateralRelease: + market.tradableInstrument.marginCalculator?.scalingFactors + .collateralRelease, + }; + + const parentData = parentMarket + ? { + linearSlippageFactor: parentMarket?.linearSlippageFactor, + quadraticSlippageFactor: parentMarket?.quadraticSlippageFactor, + searchLevel: + parentMarket?.tradableInstrument.marginCalculator?.scalingFactors + .searchLevel, + initialMargin: + parentMarket?.tradableInstrument.marginCalculator?.scalingFactors + .initialMargin, + collateralRelease: + parentMarket?.tradableInstrument.marginCalculator?.scalingFactors + .collateralRelease, + } + : undefined; + + return ; +}; + +const RiskParametersInfoPanel = ({ market, parentMarket }: MarketInfoProps) => { const marketType = market.tradableInstrument.riskModel.__typename; let data, parentData; @@ -562,27 +618,66 @@ export const RiskFactorsInfoPanel = ({ market, parentMarket, }: MarketInfoProps) => { - if (!market.riskFactors) { - return null; - } + const getLeverageFactors = (market: MarketInfo) => { + if (!market.riskFactors) { + return undefined; + } - const { short, long } = market.riskFactors; + const { short, long } = market.riskFactors; - let parentData; + const maxLeverageLong = new BigNumber(1).dividedBy( + new BigNumber(market.linearSlippageFactor).plus(long) + ); - if (parentMarket?.riskFactors) { - const parentShort = parentMarket.riskFactors.short; - const parentLong = parentMarket.riskFactors.long; - parentData = { short: parentShort, long: parentLong }; - } + const maxLeverageShort = new BigNumber(1).dividedBy( + new BigNumber(market.linearSlippageFactor).plus(short) + ); - return ( - - ); + const maxInitialLeverageLong = !market.tradableInstrument.marginCalculator + ? undefined + : new BigNumber(1) + .dividedBy( + market.tradableInstrument.marginCalculator.scalingFactors + .initialMargin + ) + .times(maxLeverageLong); + + const maxInitialLeverageShort = !market.tradableInstrument.marginCalculator + ? undefined + : new BigNumber(1) + .dividedBy( + market.tradableInstrument.marginCalculator.scalingFactors + .initialMargin + ) + .times(maxLeverageShort); + + const formatValue = (number: BigNumber | string | undefined) => { + if (!number) return undefined; + const value = new BigNumber(number); + if (value.gte(10)) { + return value.toFixed(3); + } else { + return value.toFixed(5); + } + }; + + const data = { + long: formatValue(long), + short: formatValue(short), + maxLeverageLong: formatValue(maxLeverageLong), + maxLeverageShort: formatValue(maxLeverageShort), + maxInitialLeverageLong: formatValue(maxInitialLeverageLong), + maxInitialLeverageShort: formatValue(maxInitialLeverageShort), + }; + return data; + }; + + const data = getLeverageFactors(market); + const parentData = parentMarket + ? getLeverageFactors(parentMarket) + : undefined; + + return ; }; export const PriceMonitoringBoundsInfoPanel = ({ diff --git a/libs/markets/src/lib/components/market-info/market-info.mock.ts b/libs/markets/src/lib/components/market-info/market-info.mock.ts index 163039b8c..6032acbec 100644 --- a/libs/markets/src/lib/components/market-info/market-info.mock.ts +++ b/libs/markets/src/lib/components/market-info/market-info.mock.ts @@ -23,6 +23,8 @@ export const marketInfoQuery = ( description: '', }, }, + linearSlippageFactor: '0.01', + quadraticSlippageFactor: '0.0001', marketTimestamps: { __typename: 'MarketTimestamps', open: '2022-11-15T02:15:24.543614154Z', diff --git a/libs/ui-toolkit/src/components/key-value-table/key-value-table.tsx b/libs/ui-toolkit/src/components/key-value-table/key-value-table.tsx index c46a3183d..89b6de740 100644 --- a/libs/ui-toolkit/src/components/key-value-table/key-value-table.tsx +++ b/libs/ui-toolkit/src/components/key-value-table/key-value-table.tsx @@ -74,9 +74,13 @@ export const KeyValueTableRow = ({ { 'flex-row items-center': inline }, className ); - const dtClassNames = `break-words ${dtClassName}`; + const dtClassNames = classNames( + 'break-words', + dtClassName, + 'text-neutral-500 dark:text-neutral-300' + ); const ddClassNames = classNames( - 'break-words text-neutral-500 dark:text-neutral-300', + 'break-words', { 'font-mono': numerical, }, diff --git a/specs/6002-MDET-market-details.md b/specs/6002-MDET-market-details.md index 53cde7abf..64311f8ad 100644 --- a/specs/6002-MDET-market-details.md +++ b/specs/6002-MDET-market-details.md @@ -90,12 +90,22 @@ When I look into market info I **Must** see following specification: - Risk model: (6002-MDET-209) - Tau - Risk Aversion Parameter -- Risk parameters: (6002-MDET-210) + - R - Sigma +- Margin scaling factors (6002-MDET-210) + - Linear Slippage Factor + - Quadratic Slippage Factor + - Search Level + - Initial Margin + - Collateral Release - Risk factors: (6002-MDET-211) - - Short - Long -- price monitoring bounds (multiple bounds possible): (6002-MDET-212) + - Short + - Max Leverage Long + - Max Leverage Short + - Max Initial Leverage Long + - Max Initial Leverage Short +- Price monitoring bounds (multiple bounds possible): (6002-MDET-212) - Highest Price - Lowest Price - Liquidity monitoring parameters: (6002-MDET-213)