+
+ {t('Fore more info, visit the documentation')}
+
+
+
+ );
+};
+
export const MarketPriceInfoPanel = ({ market }: MarketInfoProps) => {
const t = useT();
const assetSymbol = getAsset(market).symbol;
diff --git a/libs/markets/src/lib/components/market-info/tooltip-mapping.tsx b/libs/markets/src/lib/components/market-info/tooltip-mapping.tsx
index 981c6c868..82c7363c6 100644
--- a/libs/markets/src/lib/components/market-info/tooltip-mapping.tsx
+++ b/libs/markets/src/lib/components/market-info/tooltip-mapping.tsx
@@ -16,7 +16,6 @@ export const useTooltipMapping: () => Record = () => {
infrastructureFee: t(
'Fees paid to validators as a reward for running the infrastructure of the network.'
),
-
markPrice: t(
'A concept derived from traditional markets. It is a calculated value for the ‘current market price’ on a market.'
),
@@ -154,5 +153,9 @@ export const useTooltipMapping: () => Record = () => {
minProbabilityOfTradingLPOrders: t(
'The lower bound for the probability of trading calculation, used to measure liquidity available on a market to determine if LPs are meeting their commitment. This is a network parameter.'
),
+ method: t(`The method used to calculate the market's liquidity fee.`),
+ feeConstant: t(
+ 'The constant liquidity fee used when using the constant fee method .'
+ ),
};
};
diff --git a/libs/markets/src/lib/components/oracle-full-profile/oracle-full-profile.tsx b/libs/markets/src/lib/components/oracle-full-profile/oracle-full-profile.tsx
index 9f9f3f074..2318ccdf9 100644
--- a/libs/markets/src/lib/components/oracle-full-profile/oracle-full-profile.tsx
+++ b/libs/markets/src/lib/components/oracle-full-profile/oracle-full-profile.tsx
@@ -240,7 +240,7 @@ export const OracleFullProfile = ({
{t('Market')}
{t('Status')}
-
{t('Specifications')}
+
{t('Specifications')}
{oracleMarkets?.map((market) => (
diff --git a/libs/markets/src/lib/markets.graphql b/libs/markets/src/lib/markets.graphql
index b33dc3dae..11544e120 100644
--- a/libs/markets/src/lib/markets.graphql
+++ b/libs/markets/src/lib/markets.graphql
@@ -12,6 +12,10 @@ fragment MarketFields on Market {
infrastructureFee
liquidityFee
}
+ liquidityFeeSettings {
+ feeConstant
+ method
+ }
}
tradableInstrument {
instrument {
diff --git a/libs/markets/src/lib/markets.mock.ts b/libs/markets/src/lib/markets.mock.ts
index 93d923338..faa8a13d6 100644
--- a/libs/markets/src/lib/markets.mock.ts
+++ b/libs/markets/src/lib/markets.mock.ts
@@ -52,6 +52,11 @@ export const createMarketFragment = (
infrastructureFee: '',
liquidityFee: '',
},
+ liquidityFeeSettings: {
+ __typename: 'LiquidityFeeSettings',
+ method: Schema.LiquidityFeeMethod.METHOD_MARGINAL_COST,
+ feeConstant: '',
+ },
},
tradableInstrument: {
instrument: {
diff --git a/libs/types/src/__generated__/types.ts b/libs/types/src/__generated__/types.ts
index 5b147778c..cd5ee37a2 100644
--- a/libs/types/src/__generated__/types.ts
+++ b/libs/types/src/__generated__/types.ts
@@ -14,6 +14,32 @@ export type Scalars = {
Timestamp: any;
};
+/** Margins for a hypothetical position not related to any existing party */
+export type AbstractMarginLevels = {
+ __typename?: 'AbstractMarginLevels';
+ /** Asset for the current margins */
+ asset: Asset;
+ /**
+ * If the margin of the party is greater than this level, then collateral will be released from the margin account into
+ * the general account of the party for the given asset.
+ */
+ collateralReleaseLevel: Scalars['String'];
+ /** This is the minimum margin required for a party to place a new order on the network, expressed as unsigned integer */
+ initialLevel: Scalars['String'];
+ /** Minimal margin for the position to be maintained in the network (unsigned integer) */
+ maintenanceLevel: Scalars['String'];
+ /** Margin factor, only relevant for isolated margin mode, else 0 */
+ marginFactor: Scalars['String'];
+ /** Margin mode of the party, cross margin or isolated margin */
+ marginMode: MarginMode;
+ /** Market in which the margin is required for this party */
+ market: Market;
+ /** When in isolated margin, the required order margin level, otherwise, 0 */
+ orderMarginLevel: Scalars['String'];
+ /** If the margin is between maintenance and search, the network will initiate a collateral search, expressed as unsigned integer */
+ searchLevel: Scalars['String'];
+};
+
/** An account record */
export type AccountBalance = {
__typename?: 'AccountBalance';
@@ -359,6 +385,8 @@ export enum AuctionTrigger {
export type BatchProposal = {
__typename?: 'BatchProposal';
+ /** Terms of all the proposals in the batch */
+ batchTerms?: Maybe;
/** RFC3339Nano time and date when the proposal reached the network */
datetime: Scalars['Timestamp'];
/** Details of the rejection reason */
@@ -389,10 +417,10 @@ export type BatchProposal = {
votes: ProposalVotes;
};
-/** The rationale for the proposal */
+/** The terms for the batch proposal */
export type BatchProposalTerms = {
__typename?: 'BatchProposalTerms';
- /** Actual changes being introduced by the proposal - actions the proposal triggers if passed and enacted. */
+ /** Actual changes being introduced by the batch proposal - actions the proposal triggers if passed and enacted. */
changes: Array>;
/**
* RFC3339Nano time and date when voting closes for this proposal.
@@ -531,6 +559,22 @@ export type CompositePriceConfiguration = {
decayWeight: Scalars['String'];
};
+export type CompositePriceSource = {
+ __typename?: 'CompositePriceSource';
+ /** The source of the price */
+ PriceSource: Scalars['String'];
+ /** The last time the price source was updated in RFC3339Nano */
+ lastUpdated: Scalars['Timestamp'];
+ /** The current value of the composite source price */
+ price: Scalars['String'];
+};
+
+export type CompositePriceState = {
+ __typename?: 'CompositePriceState';
+ /** Underlying state of the composite price */
+ priceSources?: Maybe>;
+};
+
export enum CompositePriceType {
/** Composite price is set to the last trade (legacy) */
COMPOSITE_PRICE_TYPE_LAST_TRADE = 'COMPOSITE_PRICE_TYPE_LAST_TRADE',
@@ -2165,9 +2209,9 @@ export type MarginEdge = {
export type MarginEstimate = {
__typename?: 'MarginEstimate';
/** Margin level estimate assuming no slippage */
- bestCase: MarginLevels;
+ bestCase: AbstractMarginLevels;
/** Margin level estimate assuming slippage cap is applied */
- worstCase: MarginLevels;
+ worstCase: AbstractMarginLevels;
};
/** Margins for a given a party */
@@ -2439,6 +2483,8 @@ export type MarketData = {
liquidityProviderSla?: Maybe>;
/** The mark price (an unsigned integer) */
markPrice: Scalars['String'];
+ /** State of the underlying internal composite price */
+ markPriceState?: Maybe;
/** The methodology used for the calculation of the mark price */
markPriceType: CompositePriceType;
/** Market of the associated mark price */
@@ -3053,6 +3099,8 @@ export type ObservableMarketData = {
liquidityProviderSla?: Maybe>;
/** The mark price (an unsigned integer) */
markPrice: Scalars['String'];
+ /** State of the underlying internal composite price */
+ markPriceState?: Maybe;
/** The methodology used to calculated mark price */
markPriceType: CompositePriceType;
/** The market growth factor for the last market time window */
@@ -4021,6 +4069,8 @@ export type PerpetualData = {
fundingRate?: Maybe;
/** Internal composite price used as input to the internal VWAP */
internalCompositePrice: Scalars['String'];
+ /** The internal state of the underlying internal composite price */
+ internalCompositePriceState?: Maybe;
/** The methodology used to calculated internal composite price for perpetual markets */
internalCompositePriceType: CompositePriceType;
/** Time-weighted average price calculated from data points for this period from the internal data source. */
@@ -4031,6 +4081,8 @@ export type PerpetualData = {
seqNum: Scalars['Int'];
/** Time at which the funding period started */
startTime: Scalars['Timestamp'];
+ /** The last value from the external oracle */
+ underlyingIndexPrice: Scalars['String'];
};
export type PerpetualProduct = {
@@ -4328,7 +4380,7 @@ export type ProposalDetail = {
__typename?: 'ProposalDetail';
/** Batch proposal ID that is provided by Vega once proposal reaches the network */
batchId?: Maybe;
- /** Terms of the proposal for a batch proposal */
+ /** Terms of all the proposals in the batch */
batchTerms?: Maybe;
/** RFC3339Nano time and date when the proposal reached the Vega network */
datetime: Scalars['Timestamp'];
@@ -4354,7 +4406,7 @@ export type ProposalDetail = {
requiredParticipation: Scalars['String'];
/** State of the proposal */
state: ProposalState;
- /** Terms of the proposal for proposal */
+ /** Terms of the proposal */
terms?: Maybe;
};
diff --git a/libs/types/src/global-types-mappings.ts b/libs/types/src/global-types-mappings.ts
index 084308487..60cf886c3 100644
--- a/libs/types/src/global-types-mappings.ts
+++ b/libs/types/src/global-types-mappings.ts
@@ -1,12 +1,13 @@
-import type {
- ConditionOperator,
- EntityScope,
- GovernanceTransferKind,
- GovernanceTransferType,
- IndividualScope,
- PeggedReference,
- ProposalChange,
- TransferStatus,
+import {
+ type LiquidityFeeMethod,
+ type ConditionOperator,
+ type EntityScope,
+ type GovernanceTransferKind,
+ type GovernanceTransferType,
+ type IndividualScope,
+ type PeggedReference,
+ type ProposalChange,
+ type TransferStatus,
} from './__generated__/types';
import type { AccountType } from './__generated__/types';
import type {
@@ -734,3 +735,23 @@ export const ProposalProductTypeShortName: Record =
SpotProduct: 'Spot',
PerpetualProduct: 'Perp',
};
+
+export const LiquidityFeeMethodMapping: { [e in LiquidityFeeMethod]: string } =
+ {
+ /** Fee is set by the market to a constant value irrespective of any liquidity provider's nominated fee */
+ METHOD_CONSTANT: 'Constant',
+ /** Fee is smallest value of all bids, such that liquidity providers with nominated fees less than or equal to this value still have sufficient commitment to fulfil the market's target stake. */
+ METHOD_MARGINAL_COST: 'Marginal cost',
+ METHOD_UNSPECIFIED: 'Unspecified',
+ /** Fee is the weighted average of all liquidity providers' nominated fees, weighted by their commitment */
+ METHOD_WEIGHTED_AVERAGE: 'Weighted average',
+ };
+
+export const LiquidityFeeMethodMappingDescription: {
+ [e in LiquidityFeeMethod]: string;
+} = {
+ METHOD_CONSTANT: `This liquidity fee is a constant value, set in the market parameters, and overrides the liquidity providers' nominated fees.`,
+ METHOD_MARGINAL_COST: `This liquidity fee factor is determined by sorting all LP fee bids from lowest to highest, with LPs' commitments tallied up to the point of fulfilling the market's target stake. The last LP's bid becomes the fee factor.`,
+ METHOD_UNSPECIFIED: 'Unspecified',
+ METHOD_WEIGHTED_AVERAGE: `This liquidity fee is the weighted average of all liquidity providers' nominated fees, weighted by their commitment.`,
+};