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fix: add risk parameters (#2706)

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Dexter Edwards 2023-01-25 10:36:22 +00:00 committed by GitHub
parent a218da93a6
commit 52cc2ef7df
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3 changed files with 43 additions and 10 deletions
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19
apps/token/src/routes/proposals/proposal/Proposal.graphql
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@ -20,6 +20,24 @@ query Proposal($proposalId: ID!) {
... on NewMarket { ... on NewMarket {
decimalPlaces decimalPlaces
metadata metadata
lpPriceRange
riskParameters {
... on LogNormalRiskModel {
riskAversionParameter
tau
params {
mu
r
sigma
}
}
... on SimpleRiskModel {
params {
factorLong
factorShort
}
}
}
instrument { instrument {
name name
code code
@ -32,6 +50,7 @@ query Proposal($proposalId: ID!) {
quantum quantum
} }
quoteName quoteName
dataSourceSpecForSettlementData { dataSourceSpecForSettlementData {
sourceType { sourceType {
... on DataSourceDefinitionInternal { ... on DataSourceDefinitionInternal {

20
apps/token/src/routes/proposals/proposal/__generated__/Proposal.ts generated
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File diff suppressed because one or more lines are too long

14
libs/types/src/__generated__/types.ts generated
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@ -496,7 +496,7 @@ export type CoreSnapshotData = {
/** Edge type containing the core snapshot cursor information */ /** Edge type containing the core snapshot cursor information */
export type CoreSnapshotEdge = { export type CoreSnapshotEdge = {
__typename?: 'CoreSnapshotEdge'; __typename?: 'CoreSnapshotEdge';
/** Cursor identifying the core snapashot data */ /** Cursor identifying the core snapshot data */
cursor: Scalars['String']; cursor: Scalars['String'];
/** The core snapshot data */ /** The core snapshot data */
node: CoreSnapshotData; node: CoreSnapshotData;
@ -576,12 +576,12 @@ export type DataSourceSpec = {
export type DataSourceSpecConfiguration = { export type DataSourceSpecConfiguration = {
__typename?: '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). * the product (or the risk model).
*/ */
filters?: Maybe<Array<Filter>>; 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 * data source. All the public keys in the data should be contained in this
* list. * list.
*/ */
@ -1072,7 +1072,7 @@ export type Future = {
dataSourceSpecBinding: DataSourceSpecToFutureBinding; dataSourceSpecBinding: DataSourceSpecToFutureBinding;
/** The data source specification that describes the data of interest for settlement. */ /** The data source specification that describes the data of interest for settlement. */
dataSourceSpecForSettlementData: DataSourceSpec; 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; dataSourceSpecForTradingTermination: DataSourceSpec;
/** String representing the quote (e.g. BTCUSD -> USD is quote) */ /** String representing the quote (e.g. BTCUSD -> USD is quote) */
quoteName: Scalars['String']; quoteName: Scalars['String'];
@ -1796,10 +1796,6 @@ export enum MarketTradingMode {
/** Information about whether proposals are enabled, if the markets are still bootstrapping, etc.. */ /** Information about whether proposals are enabled, if the markets are still bootstrapping, etc.. */
export type NetworkLimits = { export type NetworkLimits = {
__typename?: '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 */ /** Are asset proposals allowed at this point in time */
canProposeAsset: Scalars['Boolean']; canProposeAsset: Scalars['Boolean'];
/** Are market proposals allowed at this point in time */ /** 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', PROPOSAL_ERROR_ENACT_TIME_TOO_LATE = 'PROPOSAL_ERROR_ENACT_TIME_TOO_LATE',
/** The specified enactment time is too early based on network parameters */ /** The specified enactment time is too early based on network parameters */
PROPOSAL_ERROR_ENACT_TIME_TOO_SOON = 'PROPOSAL_ERROR_ENACT_TIME_TOO_SOON', 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_ERROR_ERC20_ADDRESS_ALREADY_IN_USE = 'PROPOSAL_ERROR_ERC20_ADDRESS_ALREADY_IN_USE',
/** Proposal terms timestamps are not compatible (Validation < Closing < Enactment) */ /** Proposal terms timestamps are not compatible (Validation < Closing < Enactment) */
PROPOSAL_ERROR_INCOMPATIBLE_TIMESTAMPS = 'PROPOSAL_ERROR_INCOMPATIBLE_TIMESTAMPS', PROPOSAL_ERROR_INCOMPATIBLE_TIMESTAMPS = 'PROPOSAL_ERROR_INCOMPATIBLE_TIMESTAMPS',