fix: add risk parameters (#2706)

This commit is contained in:
Dexter Edwards 2023-01-25 10:36:22 +00:00 committed by GitHub
parent a218da93a6
commit 52cc2ef7df
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
3 changed files with 43 additions and 10 deletions

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@ -20,6 +20,24 @@ query Proposal($proposalId: ID!) {
... on NewMarket {
decimalPlaces
metadata
lpPriceRange
riskParameters {
... on LogNormalRiskModel {
riskAversionParameter
tau
params {
mu
r
sigma
}
}
... on SimpleRiskModel {
params {
factorLong
factorShort
}
}
}
instrument {
name
code
@ -32,6 +50,7 @@ query Proposal($proposalId: ID!) {
quantum
}
quoteName
dataSourceSpecForSettlementData {
sourceType {
... on DataSourceDefinitionInternal {

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@ -496,7 +496,7 @@ export type CoreSnapshotData = {
/** Edge type containing the core snapshot cursor information */
export type CoreSnapshotEdge = {
__typename?: 'CoreSnapshotEdge';
/** Cursor identifying the core snapashot data */
/** Cursor identifying the core snapshot data */
cursor: Scalars['String'];
/** The core snapshot data */
node: CoreSnapshotData;
@ -576,12 +576,12 @@ export type DataSourceSpec = {
export type DataSourceSpecConfiguration = {
__typename?: 'DataSourceSpecConfiguration';
/**
* filters describes which source data are considered of interest or not for
* Filters describes which source data are considered of interest or not for
* the product (or the risk model).
*/
filters?: Maybe<Array<Filter>>;
/**
* signers is the list of authorized signatures that signed the data for this
* Signers is the list of authorized signatures that signed the data for this
* data source. All the public keys in the data should be contained in this
* list.
*/
@ -1072,7 +1072,7 @@ export type Future = {
dataSourceSpecBinding: DataSourceSpecToFutureBinding;
/** The data source specification that describes the data of interest for settlement. */
dataSourceSpecForSettlementData: DataSourceSpec;
/** The data source specification describing the data source data of interest for trading termination. */
/** The data source specification that describes the data-source data of interest for trading termination. */
dataSourceSpecForTradingTermination: DataSourceSpec;
/** String representing the quote (e.g. BTCUSD -> USD is quote) */
quoteName: Scalars['String'];
@ -1796,10 +1796,6 @@ export enum MarketTradingMode {
/** Information about whether proposals are enabled, if the markets are still bootstrapping, etc.. */
export type NetworkLimits = {
__typename?: 'NetworkLimits';
/** How many blocks before the chain comes out of bootstrap mode */
bootstrapBlockCount: Scalars['Int'];
/** True once block count > bootstrapBlockCount */
bootstrapFinished: Scalars['Boolean'];
/** Are asset proposals allowed at this point in time */
canProposeAsset: Scalars['Boolean'];
/** Are market proposals allowed at this point in time */
@ -2960,7 +2956,7 @@ export enum ProposalRejectionReason {
PROPOSAL_ERROR_ENACT_TIME_TOO_LATE = 'PROPOSAL_ERROR_ENACT_TIME_TOO_LATE',
/** The specified enactment time is too early based on network parameters */
PROPOSAL_ERROR_ENACT_TIME_TOO_SOON = 'PROPOSAL_ERROR_ENACT_TIME_TOO_SOON',
/** The erc20 address specified by this proposal is alread in use by another asset */
/** The ERC-20 address specified by this proposal is already in use by another asset */
PROPOSAL_ERROR_ERC20_ADDRESS_ALREADY_IN_USE = 'PROPOSAL_ERROR_ERC20_ADDRESS_ALREADY_IN_USE',
/** Proposal terms timestamps are not compatible (Validation < Closing < Enactment) */
PROPOSAL_ERROR_INCOMPATIBLE_TIMESTAMPS = 'PROPOSAL_ERROR_INCOMPATIBLE_TIMESTAMPS',