feat(trading): add liquidity provision new SLA parameters to liquidity tables (#5032)

Co-authored-by: asiaznik <artur@vegaprotocol.io>
This commit is contained in:
m.ray 2023-10-24 12:32:07 +03:00 committed by GitHub
parent 43cd170c77
commit 82fb29d541
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
13 changed files with 406 additions and 361 deletions

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@ -128,9 +128,7 @@ describe('<ProposalReferralProgramDetails />', () => {
it('should not render if there are no relevant fields', () => {
const incompleteProposal = generateProposal({
terms: {
change: {
__typename: 'UpdateReferralProgram',
},
change: {},
},
});

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@ -69,7 +69,7 @@ describe(
cy.contains('Something went wrong').should('not.exist');
cy.contains('Application error').should('not.exist');
cy.getByTestId('tab-liquidity').within(() => {
cy.get('[col-id="party.id"]').eq(1).should('not.be.empty');
cy.get('[col-id="partyId"]').eq(1).should('not.be.empty');
});
});
}

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@ -12,8 +12,7 @@ const marketSummaryBlock = 'header-summary';
const itemValue = 'item-value';
const itemHeader = 'item-header';
const colCommitmentAmount = '[col-id="commitmentAmount"]';
const colAverageEntryValuation = '[col-id="averageEntryValuation"]';
const colEquityLikeShare = '[col-id="equityLikeShare"]';
const colEquityLikeShare = '[col-id="feeShare.equityLikeShare"]';
const colFee = '[col-id="fee"]';
const colCommitmentAmount_1 = '[col-id="commitmentAmount_1"]';
const colBalance = '[col-id="balance"]';
@ -24,11 +23,16 @@ const colUpdatedAt = '[col-id="updatedAt"] button';
const headers = [
'Party',
'Commitment (tDAI)',
'Share',
'Proposed fee',
'Market valuation at entry',
'Obligation',
'Supplied',
'Fee',
'Adjusted stake share',
'Share',
'Live supplied liquidity',
'Live time fraction on book',
'Live liquidity quality score (%)',
'Last time fraction on the book',
'Last fee penalty',
'Last bond penalty',
'Status',
'Created',
'Updated',
@ -64,11 +68,8 @@ describe('liquidity table - trading', { tags: '@smoke' }, () => {
// 5002-LIQP-002
cy.get(rowSelector)
.first()
.find('[col-id="party.id"]')
.should(
'have.text',
'69464e35bcb8e8a2900ca0f87acaf252d50cf2ab2fc73694845a16b7c8a0dc6f'
);
.find('[col-id="partyId"]')
.should('have.text', '69464e…dc6f');
cy.get(rowSelector)
.first()
@ -82,12 +83,6 @@ describe('liquidity table - trading', { tags: '@smoke' }, () => {
cy.get(rowSelector).first().find(colFee).should('have.text', '0.09%');
// 5002-LIQP-013
cy.get(rowSelector)
.first()
.find(colAverageEntryValuation)
.should('have.text', '685,852.93692');
cy.get(rowSelector)
.first()
.find(colCommitmentAmount_1)
@ -104,7 +99,8 @@ describe('liquidity table - trading', { tags: '@smoke' }, () => {
cy.get(rowSelector).first().find(colCreatedAt).should('not.be.empty');
cy.get(rowSelector).first().find(colUpdatedAt).should('not.be.empty');
});
it.skip('liquidity status column should be sorted properly', () => {
it('liquidity status column should be sorted properly', () => {
// 5002-LIQP-003
const liquidityColDefault = ['Active', 'Pending'];
const liquidityColAsc = ['Active', 'Pending'];
@ -220,11 +216,8 @@ describe('liquidity table view', { tags: '@smoke' }, () => {
// 5002-LIQP-011
cy.get(rowSelectorLiquidityActive)
.first()
.find('[col-id="party.id"]')
.should(
'have.text',
'69464e35bcb8e8a2900ca0f87acaf252d50cf2ab2fc73694845a16b7c8a0dc6f'
);
.find('[col-id="partyId"]')
.should('have.text', '69464e…dc6f');
cy.get(rowSelectorLiquidityActive)
.first()
@ -241,12 +234,6 @@ describe('liquidity table view', { tags: '@smoke' }, () => {
.find(colFee)
.should('have.text', '0.09%');
// 5002-LIQP-013
cy.get(rowSelectorLiquidityActive)
.first()
.find(colAverageEntryValuation)
.should('have.text', '685,852.93692');
cy.get(rowSelectorLiquidityActive)
.first()
.find(colCommitmentAmount_1)
@ -277,11 +264,8 @@ describe('liquidity table view', { tags: '@smoke' }, () => {
cy.getByTestId('Inactive').click();
cy.get(rowSelectorLiquidityInactive)
.first()
.find('[col-id="party.id"]')
.should(
'have.text',
'cc464e35bcb8e8a2900ca0f87acaf252d50cf2ab2fc73694845a16b7c8a0dc6f'
);
.find('[col-id="partyId"]')
.should('have.text', 'cc464e…dc6f');
cy.get(rowSelectorLiquidityInactive)
.first()
@ -298,11 +282,6 @@ describe('liquidity table view', { tags: '@smoke' }, () => {
.find(colFee)
.should('have.text', '0.40%');
cy.get(rowSelectorLiquidityInactive)
.first()
.find(colAverageEntryValuation)
.should('have.text', '685,852.93692');
cy.get(rowSelectorLiquidityInactive)
.first()
.find(colCommitmentAmount_1)

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@ -30,11 +30,11 @@ import {
blockStatisticsQuery,
networkParamQuery,
liquidityProvisionsQuery,
liquidityProviderFeeShareQuery,
successorMarketQuery,
parentMarketIdQuery,
successorMarketIdsQuery,
successorMarketProposalDetailsQuery,
liquidityProvidersQuery,
} from '@vegaprotocol/mock';
import type { PartialDeep } from 'type-fest';
import type { MarketDataQuery, MarketsQuery } from '@vegaprotocol/markets';
@ -162,11 +162,7 @@ const mockTradingPage = (
aliasGQLQuery(req, 'Trades', tradesQuery());
aliasGQLQuery(req, 'Chart', chartQuery());
aliasGQLQuery(req, 'LiquidityProvisions', liquidityProvisionsQuery());
aliasGQLQuery(
req,
'LiquidityProviderFeeShare',
liquidityProviderFeeShareQuery
);
aliasGQLQuery(req, 'LiquidityProviders', liquidityProvidersQuery());
aliasGQLQuery(req, 'Candles', candlesQuery());
aliasGQLQuery(req, 'Withdrawals', withdrawalsQuery());
aliasGQLQuery(req, 'NetworkParams', networkParamsQuery());

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@ -3,21 +3,21 @@ NX_ETHERSCAN_URL=https://sepolia.etherscan.io
NX_GITHUB_FEEDBACK_URL=https://github.com/vegaprotocol/feedback/discussions
NX_HOSTED_WALLET_URL=https://wallet.testnet.vega.xyz
NX_SENTRY_DSN=https://2ffce43721964aafa78277c50654ece4@o286262.ingest.sentry.io/6300613
NX_VEGA_CONFIG_URL=https://raw.githubusercontent.com/vegaprotocol/networks-internal/main/stagnet1/vegawallet-stagnet1.toml
NX_VEGA_ENV=STAGNET1
NX_VEGA_EXPLORER_URL=https://explorer.stagnet1.vega.rocks
NX_VEGA_CONFIG_URL=https://raw.githubusercontent.com/vegaprotocol/networks-internal/main/fairground/vegawallet-fairground.toml
NX_VEGA_ENV=TESTNET
NX_VEGA_EXPLORER_URL=https://explorer.fairground.wtf
NX_VEGA_NETWORKS={\"MAINNET\":\"https://console.vega.xyz\",\"TESTNET\":\"https://console.fairground.wtf\",\"STAGNET1\":\"https://trading.stagnet1.vega.rocks\"}
NX_VEGA_TOKEN_URL=https://governance.stagnet1.vega.rocks
NX_VEGA_TOKEN_URL=https://governance.fairground.wtf
NX_VEGA_WALLET_URL=http://localhost:1789
NX_VEGA_DOCS_URL=https://docs.vega.xyz/testnet
NX_VEGA_REPO_URL=https://github.com/vegaprotocol/vega/releases
NX_ANNOUNCEMENTS_CONFIG_URL=https://raw.githubusercontent.com/vegaprotocol/announcements/fairground/announcements.json
NX_WALLETCONNECT_PROJECT_ID=fe8091dc35738863e509fc4947525c72
NX_VEGA_INCIDENT_URL=https://blog.vega.xyz/tagged/vega-incident-reports
NX_VEGA_CONSOLE_URL=https://console.fairground.wtf
NX_CHROME_EXTENSION_URL=https://chrome.google.com/webstore/detail/vega-wallet-fairground/nmmjkiafpmphlikhefgjbblebfgclikn
NX_MOZILLA_EXTENSION_URL=https://addons.mozilla.org/firefox/addon/vega-wallet-fairground
NX_ORACLE_PROOFS_URL=https://raw.githubusercontent.com/vegaprotocol/well-known/main/__generated__/oracle-proofs.json
NX_WALLETCONNECT_PROJECT_ID=fe8091dc35738863e509fc4947525c72
# Cosmic elevator flags
NX_SUCCESSOR_MARKETS=true

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@ -32,39 +32,43 @@ query LiquidityProvisions($marketId: ID!) {
}
}
subscription LiquidityProvisionsUpdate($partyId: ID, $marketId: ID) {
liquidityProvisions(partyId: $partyId, marketId: $marketId) {
id
partyID
createdAt
updatedAt
marketID
commitmentAmount
fee
status
}
}
# Liquidity Provider Share Fee
fragment LiquidityProviderFeeShareFields on LiquidityProviderFeeShare {
party {
id
}
equityLikeShare
averageEntryValuation
averageScore
virtualStake
}
query LiquidityProviderFeeShare($marketId: ID!) {
market(id: $marketId) {
id
data {
market {
id
}
liquidityProviderFeeShare {
...LiquidityProviderFeeShareFields
fragment LiquidityProviderSLAFields on LiquidityProviderSLA {
currentEpochFractionOfTimeOnBook
lastEpochFractionOfTimeOnBook
lastEpochFeePenalty
lastEpochBondPenalty
hysteresisPeriodFeePenalties
requiredLiquidity
notionalVolumeBuys
notionalVolumeSells
}
query LiquidityProviders($marketId: ID!) {
liquidityProviders(marketId: $marketId) {
edges {
node {
...LiquidityProviderFields
}
}
}
}
fragment LiquidityProviderFields on LiquidityProvider {
partyId
marketId
feeShare {
...LiquidityProviderFeeShareFields
}
sla {
...LiquidityProviderSLAFields
}
}

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@ -12,22 +12,18 @@ export type LiquidityProvisionsQueryVariables = Types.Exact<{
export type LiquidityProvisionsQuery = { __typename?: 'Query', market?: { __typename?: 'Market', liquidityProvisionsConnection?: { __typename?: 'LiquidityProvisionsConnection', edges?: Array<{ __typename?: 'LiquidityProvisionsEdge', node: { __typename?: 'LiquidityProvision', id: string, createdAt: any, updatedAt?: any | null, commitmentAmount: string, fee: string, status: Types.LiquidityProvisionStatus, party: { __typename?: 'Party', id: string, accountsConnection?: { __typename?: 'AccountsConnection', edges?: Array<{ __typename?: 'AccountEdge', node: { __typename?: 'AccountBalance', type: Types.AccountType, balance: string } } | null> | null } | null } } } | null> | null } | null } | null };
export type LiquidityProvisionsUpdateSubscriptionVariables = Types.Exact<{
partyId?: Types.InputMaybe<Types.Scalars['ID']>;
marketId?: Types.InputMaybe<Types.Scalars['ID']>;
}>;
export type LiquidityProviderFeeShareFieldsFragment = { __typename?: 'LiquidityProviderFeeShare', equityLikeShare: string, averageEntryValuation: string, averageScore: string, virtualStake: string };
export type LiquidityProviderSLAFieldsFragment = { __typename?: 'LiquidityProviderSLA', currentEpochFractionOfTimeOnBook: string, lastEpochFractionOfTimeOnBook: string, lastEpochFeePenalty: string, lastEpochBondPenalty: string, hysteresisPeriodFeePenalties?: Array<string> | null, requiredLiquidity: string, notionalVolumeBuys: string, notionalVolumeSells: string };
export type LiquidityProvisionsUpdateSubscription = { __typename?: 'Subscription', liquidityProvisions?: Array<{ __typename?: 'LiquidityProvisionUpdate', id: string, partyID: string, createdAt: any, updatedAt?: any | null, marketID: string, commitmentAmount: string, fee: string, status: Types.LiquidityProvisionStatus }> | null };
export type LiquidityProviderFeeShareFieldsFragment = { __typename?: 'LiquidityProviderFeeShare', equityLikeShare: string, averageEntryValuation: string, party: { __typename?: 'Party', id: string } };
export type LiquidityProviderFeeShareQueryVariables = Types.Exact<{
export type LiquidityProvidersQueryVariables = Types.Exact<{
marketId: Types.Scalars['ID'];
}>;
export type LiquidityProviderFeeShareQuery = { __typename?: 'Query', market?: { __typename?: 'Market', id: string, data?: { __typename?: 'MarketData', market: { __typename?: 'Market', id: string }, liquidityProviderFeeShare?: Array<{ __typename?: 'LiquidityProviderFeeShare', equityLikeShare: string, averageEntryValuation: string, party: { __typename?: 'Party', id: string } }> | null } | null } | null };
export type LiquidityProvidersQuery = { __typename?: 'Query', liquidityProviders?: { __typename?: 'LiquidityProviderConnection', edges: Array<{ __typename?: 'LiquidityProviderEdge', node: { __typename?: 'LiquidityProvider', partyId: string, marketId: string, feeShare?: { __typename?: 'LiquidityProviderFeeShare', equityLikeShare: string, averageEntryValuation: string, averageScore: string, virtualStake: string } | null, sla?: { __typename?: 'LiquidityProviderSLA', currentEpochFractionOfTimeOnBook: string, lastEpochFractionOfTimeOnBook: string, lastEpochFeePenalty: string, lastEpochBondPenalty: string, hysteresisPeriodFeePenalties?: Array<string> | null, requiredLiquidity: string, notionalVolumeBuys: string, notionalVolumeSells: string } | null } }> } | null };
export type LiquidityProviderFieldsFragment = { __typename?: 'LiquidityProvider', partyId: string, marketId: string, feeShare?: { __typename?: 'LiquidityProviderFeeShare', equityLikeShare: string, averageEntryValuation: string, averageScore: string, virtualStake: string } | null, sla?: { __typename?: 'LiquidityProviderSLA', currentEpochFractionOfTimeOnBook: string, lastEpochFractionOfTimeOnBook: string, lastEpochFeePenalty: string, lastEpochBondPenalty: string, hysteresisPeriodFeePenalties?: Array<string> | null, requiredLiquidity: string, notionalVolumeBuys: string, notionalVolumeSells: string } | null };
export const LiquidityProvisionFieldsFragmentDoc = gql`
fragment LiquidityProvisionFields on LiquidityProvision {
@ -52,13 +48,37 @@ export const LiquidityProvisionFieldsFragmentDoc = gql`
`;
export const LiquidityProviderFeeShareFieldsFragmentDoc = gql`
fragment LiquidityProviderFeeShareFields on LiquidityProviderFeeShare {
party {
id
}
equityLikeShare
averageEntryValuation
averageScore
virtualStake
}
`;
export const LiquidityProviderSLAFieldsFragmentDoc = gql`
fragment LiquidityProviderSLAFields on LiquidityProviderSLA {
currentEpochFractionOfTimeOnBook
lastEpochFractionOfTimeOnBook
lastEpochFeePenalty
lastEpochBondPenalty
hysteresisPeriodFeePenalties
requiredLiquidity
notionalVolumeBuys
notionalVolumeSells
}
`;
export const LiquidityProviderFieldsFragmentDoc = gql`
fragment LiquidityProviderFields on LiquidityProvider {
partyId
marketId
feeShare {
...LiquidityProviderFeeShareFields
}
sla {
...LiquidityProviderSLAFields
}
}
${LiquidityProviderFeeShareFieldsFragmentDoc}
${LiquidityProviderSLAFieldsFragmentDoc}`;
export const LiquidityProvisionsDocument = gql`
query LiquidityProvisions($marketId: ID!) {
market(id: $marketId) {
@ -100,84 +120,42 @@ export function useLiquidityProvisionsLazyQuery(baseOptions?: Apollo.LazyQueryHo
export type LiquidityProvisionsQueryHookResult = ReturnType<typeof useLiquidityProvisionsQuery>;
export type LiquidityProvisionsLazyQueryHookResult = ReturnType<typeof useLiquidityProvisionsLazyQuery>;
export type LiquidityProvisionsQueryResult = Apollo.QueryResult<LiquidityProvisionsQuery, LiquidityProvisionsQueryVariables>;
export const LiquidityProvisionsUpdateDocument = gql`
subscription LiquidityProvisionsUpdate($partyId: ID, $marketId: ID) {
liquidityProvisions(partyId: $partyId, marketId: $marketId) {
id
partyID
createdAt
updatedAt
marketID
commitmentAmount
fee
status
}
}
`;
/**
* __useLiquidityProvisionsUpdateSubscription__
*
* To run a query within a React component, call `useLiquidityProvisionsUpdateSubscription` and pass it any options that fit your needs.
* When your component renders, `useLiquidityProvisionsUpdateSubscription` returns an object from Apollo Client that contains loading, error, and data properties
* you can use to render your UI.
*
* @param baseOptions options that will be passed into the subscription, supported options are listed on: https://www.apollographql.com/docs/react/api/react-hooks/#options;
*
* @example
* const { data, loading, error } = useLiquidityProvisionsUpdateSubscription({
* variables: {
* partyId: // value for 'partyId'
* marketId: // value for 'marketId'
* },
* });
*/
export function useLiquidityProvisionsUpdateSubscription(baseOptions?: Apollo.SubscriptionHookOptions<LiquidityProvisionsUpdateSubscription, LiquidityProvisionsUpdateSubscriptionVariables>) {
const options = {...defaultOptions, ...baseOptions}
return Apollo.useSubscription<LiquidityProvisionsUpdateSubscription, LiquidityProvisionsUpdateSubscriptionVariables>(LiquidityProvisionsUpdateDocument, options);
}
export type LiquidityProvisionsUpdateSubscriptionHookResult = ReturnType<typeof useLiquidityProvisionsUpdateSubscription>;
export type LiquidityProvisionsUpdateSubscriptionResult = Apollo.SubscriptionResult<LiquidityProvisionsUpdateSubscription>;
export const LiquidityProviderFeeShareDocument = gql`
query LiquidityProviderFeeShare($marketId: ID!) {
market(id: $marketId) {
id
data {
market {
id
}
liquidityProviderFeeShare {
...LiquidityProviderFeeShareFields
export const LiquidityProvidersDocument = gql`
query LiquidityProviders($marketId: ID!) {
liquidityProviders(marketId: $marketId) {
edges {
node {
...LiquidityProviderFields
}
}
}
}
${LiquidityProviderFeeShareFieldsFragmentDoc}`;
${LiquidityProviderFieldsFragmentDoc}`;
/**
* __useLiquidityProviderFeeShareQuery__
* __useLiquidityProvidersQuery__
*
* To run a query within a React component, call `useLiquidityProviderFeeShareQuery` and pass it any options that fit your needs.
* When your component renders, `useLiquidityProviderFeeShareQuery` returns an object from Apollo Client that contains loading, error, and data properties
* To run a query within a React component, call `useLiquidityProvidersQuery` and pass it any options that fit your needs.
* When your component renders, `useLiquidityProvidersQuery` returns an object from Apollo Client that contains loading, error, and data properties
* you can use to render your UI.
*
* @param baseOptions options that will be passed into the query, supported options are listed on: https://www.apollographql.com/docs/react/api/react-hooks/#options;
*
* @example
* const { data, loading, error } = useLiquidityProviderFeeShareQuery({
* const { data, loading, error } = useLiquidityProvidersQuery({
* variables: {
* marketId: // value for 'marketId'
* },
* });
*/
export function useLiquidityProviderFeeShareQuery(baseOptions: Apollo.QueryHookOptions<LiquidityProviderFeeShareQuery, LiquidityProviderFeeShareQueryVariables>) {
export function useLiquidityProvidersQuery(baseOptions: Apollo.QueryHookOptions<LiquidityProvidersQuery, LiquidityProvidersQueryVariables>) {
const options = {...defaultOptions, ...baseOptions}
return Apollo.useQuery<LiquidityProviderFeeShareQuery, LiquidityProviderFeeShareQueryVariables>(LiquidityProviderFeeShareDocument, options);
return Apollo.useQuery<LiquidityProvidersQuery, LiquidityProvidersQueryVariables>(LiquidityProvidersDocument, options);
}
export function useLiquidityProviderFeeShareLazyQuery(baseOptions?: Apollo.LazyQueryHookOptions<LiquidityProviderFeeShareQuery, LiquidityProviderFeeShareQueryVariables>) {
export function useLiquidityProvidersLazyQuery(baseOptions?: Apollo.LazyQueryHookOptions<LiquidityProvidersQuery, LiquidityProvidersQueryVariables>) {
const options = {...defaultOptions, ...baseOptions}
return Apollo.useLazyQuery<LiquidityProviderFeeShareQuery, LiquidityProviderFeeShareQueryVariables>(LiquidityProviderFeeShareDocument, options);
return Apollo.useLazyQuery<LiquidityProvidersQuery, LiquidityProvidersQueryVariables>(LiquidityProvidersDocument, options);
}
export type LiquidityProviderFeeShareQueryHookResult = ReturnType<typeof useLiquidityProviderFeeShareQuery>;
export type LiquidityProviderFeeShareLazyQueryHookResult = ReturnType<typeof useLiquidityProviderFeeShareLazyQuery>;
export type LiquidityProviderFeeShareQueryResult = Apollo.QueryResult<LiquidityProviderFeeShareQuery, LiquidityProviderFeeShareQueryVariables>;
export type LiquidityProvidersQueryHookResult = ReturnType<typeof useLiquidityProvidersQuery>;
export type LiquidityProvidersLazyQueryHookResult = ReturnType<typeof useLiquidityProvidersLazyQuery>;
export type LiquidityProvidersQueryResult = Apollo.QueryResult<LiquidityProvidersQuery, LiquidityProvidersQueryVariables>;

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@ -1,7 +1,9 @@
import type { LiquidityProviderFeeShare } from '@vegaprotocol/types';
import { AccountType } from '@vegaprotocol/types';
import { getLiquidityProvision } from './liquidity-data-provider';
import type { LiquidityProvisionFieldsFragment } from './__generated__/MarketLiquidity';
import type {
LiquidityProviderFieldsFragment,
LiquidityProvisionFieldsFragment,
} from './__generated__/MarketLiquidity';
const input = {
liquidityProvisions: [
@ -31,28 +33,32 @@ const input = {
__typename: 'LiquidityProvision',
} as LiquidityProvisionFieldsFragment,
],
liquidityFeeShare: [
liquidityProviders: [
{
party: {
id: 'dde288688af2aeb5feb349dd72d3679a7a9be34c7375f6a4a48ef2f6140e7e59',
__typename: 'Party',
partyId:
'dde288688af2aeb5feb349dd72d3679a7a9be34c7375f6a4a48ef2f6140e7e59',
feeShare: {
equityLikeShare: '1',
averageEntryValuation: '12064118310408958216220.7224556301338111',
__typename: 'LiquidityProviderFeeShare',
},
equityLikeShare: '1',
averageEntryValuation: '12064118310408958216220.7224556301338111',
__typename: 'LiquidityProviderFeeShare',
} as LiquidityProviderFeeShare,
} as LiquidityProviderFieldsFragment,
],
};
const result = [
{
__typename: 'LiquidityProvision',
averageEntryValuation: '12064118310408958216220.7224556301338111',
__typename: undefined,
balance: '1.8003328918633596575e+22',
commitmentAmount: '18003328918633596575000',
createdAt: '2022-12-16T09:28:29.071781Z',
equityLikeShare: '1',
feeShare: {
equityLikeShare: '1',
__typename: 'LiquidityProviderFeeShare',
averageEntryValuation: '12064118310408958216220.7224556301338111',
},
fee: '0.001',
partyId: 'dde288688af2aeb5feb349dd72d3679a7a9be34c7375f6a4a48ef2f6140e7e59',
party: {
__typename: 'Party',
accountsConnection: {
@ -84,13 +90,13 @@ describe('getLiquidityProvision', () => {
it('should return correct array when correct liquidity provision parameters are provided', () => {
const data = getLiquidityProvision(
input.liquidityProvisions,
input.liquidityFeeShare
input.liquidityProviders
);
expect(data).toStrictEqual(result);
});
it('should return empty array when no liquidity provision parameters are provided', () => {
const data = getLiquidityProvision([], input.liquidityFeeShare);
const data = getLiquidityProvision([], input.liquidityProviders);
expect(data).toStrictEqual([]);
});

View File

@ -5,86 +5,50 @@ import {
} from '@vegaprotocol/data-provider';
import * as Schema from '@vegaprotocol/types';
import BigNumber from 'bignumber.js';
import produce from 'immer';
import {
LiquidityProviderFeeShareDocument,
LiquidityProvidersDocument,
LiquidityProvisionsDocument,
LiquidityProvisionsUpdateDocument,
} from './__generated__/MarketLiquidity';
import type {
LiquidityProviderFeeShareFieldsFragment,
LiquidityProviderFeeShareQuery,
LiquidityProviderFeeShareQueryVariables,
LiquidityProviderFieldsFragment,
LiquidityProvidersQuery,
LiquidityProvidersQueryVariables,
LiquidityProvisionFieldsFragment,
LiquidityProvisionsQuery,
LiquidityProvisionsQueryVariables,
LiquidityProvisionsUpdateSubscription,
} from './__generated__/MarketLiquidity';
export const liquidityProvisionsDataProvider = makeDataProvider<
LiquidityProvisionsQuery,
LiquidityProvisionFieldsFragment[],
LiquidityProvisionsUpdateSubscription,
LiquidityProvisionsUpdateSubscription['liquidityProvisions'],
never,
never,
LiquidityProvisionsQueryVariables
>({
query: LiquidityProvisionsDocument,
subscriptionQuery: LiquidityProvisionsUpdateDocument,
update: (
data: LiquidityProvisionFieldsFragment[] | null,
deltas: LiquidityProvisionsUpdateSubscription['liquidityProvisions']
) => {
return produce(data || [], (draft) => {
deltas?.forEach((delta) => {
const index = draft.findIndex((a) => delta.id === a.id);
if (index !== -1) {
draft[index].commitmentAmount = delta.commitmentAmount;
draft[index].fee = delta.fee;
draft[index].updatedAt = delta.updatedAt;
draft[index].status = delta.status;
} else {
draft.unshift({
id: delta.id,
commitmentAmount: delta.commitmentAmount,
fee: delta.fee,
status: delta.status,
updatedAt: delta.updatedAt,
createdAt: delta.createdAt,
party: {
id: delta.partyID,
},
// TODO add accounts connection to the subscription
});
}
});
});
},
getData: (responseData: LiquidityProvisionsQuery | null) => {
return (
responseData?.market?.liquidityProvisionsConnection?.edges?.map(
(e) => e?.node
) ?? []
).filter((e) => !!e) as LiquidityProvisionFieldsFragment[];
},
getDelta: (
subscriptionData: LiquidityProvisionsUpdateSubscription
): LiquidityProvisionsUpdateSubscription['liquidityProvisions'] => {
return subscriptionData.liquidityProvisions;
).filter((n) => !!n) as LiquidityProvisionFieldsFragment[];
},
});
export const liquidityFeeShareDataProvider = makeDataProvider<
LiquidityProviderFeeShareQuery,
LiquidityProviderFeeShareFieldsFragment[],
export const lpDataProvider = makeDataProvider<
LiquidityProvidersQuery,
LiquidityProviderFieldsFragment[],
never,
never,
LiquidityProviderFeeShareQueryVariables
LiquidityProvidersQueryVariables
>({
query: LiquidityProviderFeeShareDocument,
query: LiquidityProvidersDocument,
getData: (data) => {
return data?.market?.data?.liquidityProviderFeeShare || [];
return (
data?.liquidityProviders?.edges.filter(Boolean).map((e) => e.node) ?? []
);
},
});
@ -101,17 +65,17 @@ export const lpAggregatedDataProvider = makeDerivedDataProvider<
marketId: variables.marketId,
}),
(callback, client, variables) =>
liquidityFeeShareDataProvider(callback, client, {
lpDataProvider(callback, client, {
marketId: variables.marketId,
}),
],
(
[liquidityProvisions, liquidityFeeShare],
[liquidityProvisions, liquidityProvider],
{ filter }
): LiquidityProvisionData[] => {
return getLiquidityProvision(
liquidityProvisions,
liquidityFeeShare,
liquidityProvider,
filter
);
}
@ -139,9 +103,17 @@ export const matchFilter = (
return true;
};
export interface LiquidityProvisionData
extends Omit<LiquidityProvisionFieldsFragment, '__typename'> {
assetDecimalPlaces?: number;
balance?: string;
averageEntryValuation?: string;
equityLikeShare?: string;
}
export const getLiquidityProvision = (
liquidityProvisions: LiquidityProvisionFieldsFragment[],
liquidityFeeShare: LiquidityProviderFeeShareFieldsFragment[],
liquidityProvider: LiquidityProviderFieldsFragment[],
filter?: Filter
): LiquidityProvisionData[] => {
return liquidityProvisions
@ -161,10 +133,8 @@ export const getLiquidityProvision = (
return true;
})
.map((lp) => {
const feeShare = liquidityFeeShare.find(
(f) => f.party.id === lp.party.id
);
if (!feeShare) return lp;
const lpObj = liquidityProvider.find((f) => lp.party.id === f.partyId);
if (!lpObj) return lp;
const accounts = compact(lp.party.accountsConnection?.edges).map(
(e) => e.node
);
@ -180,17 +150,9 @@ export const getLiquidityProvision = (
.toString() || '0';
return {
...lp,
averageEntryValuation: feeShare?.averageEntryValuation,
equityLikeShare: feeShare?.equityLikeShare,
...lpObj,
balance,
__typename: undefined,
};
});
};
export interface LiquidityProvisionData
extends LiquidityProvisionFieldsFragment {
assetDecimalPlaces?: number;
balance?: string;
averageEntryValuation?: string;
equityLikeShare?: string;
}

View File

@ -10,8 +10,10 @@ const singleRow = {
commitmentAmount: '56298653179',
fee: '0.001',
status: Schema.LiquidityProvisionStatus.STATUS_ACTIVE,
equityLikeShare: '0.5',
averageEntryValuation: '0.5',
feeShare: {
equityLikeShare: '0.5',
averageEntryValuation: '0.5',
},
supplied: '67895',
obligation: '56785',
} as unknown as LiquidityProvisionData;
@ -41,13 +43,23 @@ describe('LiquidityTable', () => {
h.querySelector('[ref="eText"]')?.textContent?.trim()
);
const expectedHeaders = [
undefined,
undefined,
undefined,
undefined,
undefined,
'Party',
'Commitment ()',
'Share',
'Proposed fee',
'Market valuation at entry',
'Obligation',
'Supplied',
'Fee',
'Adjusted stake share',
'Share',
'Live supplied liquidity',
'Live time fraction on book',
'Live liquidity quality score (%)',
'Last time fraction on the book',
'Last fee penalty',
'Last bond penalty',
'Status',
'Created',
'Updated',

View File

@ -8,9 +8,16 @@ import {
import { t } from '@vegaprotocol/i18n';
import type { TypedDataAgGrid } from '@vegaprotocol/datagrid';
import { AgGrid } from '@vegaprotocol/datagrid';
import { TooltipCellComponent } from '@vegaprotocol/ui-toolkit';
import {
CopyWithTooltip,
Tooltip,
TooltipCellComponent,
VegaIcon,
VegaIconNames,
truncateMiddle,
} from '@vegaprotocol/ui-toolkit';
import type {
ColDef,
ColGroupDef,
ITooltipParams,
ValueFormatterParams,
} from 'ag-grid-community';
@ -24,6 +31,20 @@ const percentageFormatter = ({ value }: ValueFormatterParams) => {
return formatNumberPercentage(new BigNumber(value).times(100), 2) || '-';
};
const copyCellRenderer = ({ value }: { value?: string | null }) => {
if (!value) return '-';
return (
<CopyWithTooltip data-testid="copy-to-clipboard" text={value}>
<button className="flex gap-1">
<Tooltip description={value}>
<span className="break-words">{truncateMiddle(value)}</span>
</Tooltip>
<VegaIcon name={VegaIconNames.COPY} size={12} />
</button>
</CopyWithTooltip>
);
};
const dateValueFormatter = ({ value }: { value?: string | null }) => {
if (!value) {
return '-';
@ -89,103 +110,168 @@ export const LiquidityTable = ({
)}`;
};
const defs: ColDef[] = [
const defs: ColGroupDef[] = [
{
headerName: t('Party'),
field: 'party.id',
headerTooltip: t('The public key of the party making this commitment.'),
headerName: '',
children: [
{
headerName: t('Party'),
field: 'partyId',
headerTooltip: t(
'The public key of the party making this commitment.'
),
cellRenderer: copyCellRenderer,
},
],
},
{
headerName: t(`Commitment (${symbol})`),
field: 'commitmentAmount',
type: 'rightAligned',
headerTooltip: t(
'The amount committed to the market by this liquidity provider.'
),
valueFormatter: assetDecimalsQuantumFormatter,
tooltipValueGetter: assetDecimalsFormatter,
headerName: t('Commitment details'),
marryChildren: true,
children: [
{
headerName: t(`Commitment (${symbol})`),
field: 'commitmentAmount',
type: 'rightAligned',
headerTooltip: t(
'The amount committed to the market by this liquidity provider.'
),
valueFormatter: assetDecimalsQuantumFormatter,
tooltipValueGetter: assetDecimalsFormatter,
},
{
headerName: t('Obligation'),
field: 'commitmentAmount',
type: 'rightAligned',
headerTooltip: t(
`The liquidity provider's obligation to the market, calculated as the liquidity commitment amount multiplied by the value of the stake_to_ccy_volume network parameter to convert into units of liquidity volume. The obligation can be met by a combination of LP orders and limit orders on the order book.`
),
valueFormatter: stakeToCcyVolumeQuantumFormatter,
tooltipValueGetter: stakeToCcyVolumeFormatter,
},
{
headerName: t('Fee'),
headerTooltip: t(
'The fee percentage (per trade) proposed by each liquidity provider.'
),
field: 'fee',
type: 'rightAligned',
valueFormatter: percentageFormatter,
},
{
headerName: t('Adjusted stake share'),
field: 'feeShare.virtualStake',
type: 'rightAligned',
headerTooltip: t('The virtual stake of the liquidity provider.'),
valueFormatter: assetDecimalsQuantumFormatter,
tooltipValueGetter: assetDecimalsFormatter,
},
{
headerName: t(`Share`),
field: 'feeShare.equityLikeShare',
type: 'rightAligned',
headerTooltip: t(
'The equity-like share of liquidity of the market used to determine allocation of LP fees. Calculated based on share of total liquidity, with a premium added for length of commitment.'
),
valueFormatter: percentageFormatter,
},
],
},
{
headerName: t(`Share`),
field: 'equityLikeShare',
type: 'rightAligned',
headerTooltip: t(
'The equity-like share of liquidity of the market used to determine allocation of LP fees. Calculated based on share of total liquidity, with a premium added for length of commitment.'
),
valueFormatter: percentageFormatter,
headerName: t('Live liquidity details'),
marryChildren: true,
children: [
{
headerName: t('Live supplied liquidity'),
field: 'balance',
type: 'rightAligned',
headerTooltip: t(
`The amount of liquidity volume supplied by the LP order in order to meet the obligation. If the obligation is already met in full by other limit orders from the same Vega key the LP order is not required and this value will be zero. Also note if the target stake for the market is less than the obligation the full value of the obligation may not be required.`
),
valueFormatter: stakeToCcyVolumeQuantumFormatter,
tooltipValueGetter: stakeToCcyVolumeFormatter,
},
{
headerName: t(`Live time fraction on book`),
field: 'sla.currentEpochFractionOfTimeOnBook',
type: 'rightAligned',
headerTooltip: t('Current epoch fraction of time on the book.'),
valueFormatter: percentageFormatter,
},
{
headerName: t('Live liquidity quality score (%)'),
field: 'feeShare.averageScore',
type: 'rightAligned',
headerTooltip: t('The average score of the liquidity provider.'),
valueFormatter: percentageFormatter,
},
],
},
{
headerName: t('Proposed fee'),
headerTooltip: t(
'The fee percentage (per trade) proposed by each liquidity provider.'
),
field: 'fee',
type: 'rightAligned',
valueFormatter: percentageFormatter,
headerName: t('Last epoch SLA details'),
marryChildren: true,
children: [
{
headerName: t(`Last time fraction on the book`),
field: 'sla.lastEpochFractionOfTimeOnBook',
type: 'rightAligned',
headerTooltip: t('Last epoch fraction of time on the book.'),
valueFormatter: percentageFormatter,
},
{
headerName: t(`Last fee penalty`),
field: 'sla.lastEpochFeePenalty',
type: 'rightAligned',
headerTooltip: t('Last epoch fee penalty.'),
valueFormatter: percentageFormatter,
},
{
headerName: t(`Last bond penalty`),
field: 'sla.lastEpochBondPenalty',
type: 'rightAligned',
headerTooltip: t('Last epoch bond penalty.'),
valueFormatter: percentageFormatter,
},
],
},
{
headerName: t('Market valuation at entry'),
field: 'averageEntryValuation',
type: 'rightAligned',
headerTooltip: t(
'The valuation of the market at the time the liquidity commitment was made. Commitments made at a lower valuation earlier in the lifetime of the market would be expected to have a higher equity-like share if the market has grown. If a commitment is amended, value will reflect the average of the market valuations across the lifetime of the commitment.'
),
valueFormatter: assetDecimalsQuantumFormatter,
tooltipValueGetter: assetDecimalsFormatter,
},
{
headerName: t('Obligation'),
field: 'commitmentAmount',
type: 'rightAligned',
headerTooltip: t(
`The liquidity provider's obligation to the market, calculated as the liquidity commitment amount multiplied by the value of the stake_to_ccy_volume network parameter to convert into units of liquidity volume. The obligation can be met by a combination of LP orders and limit orders on the order book.`
),
valueFormatter: stakeToCcyVolumeQuantumFormatter,
tooltipValueGetter: stakeToCcyVolumeFormatter,
},
{
headerName: t('Supplied'),
field: 'balance',
type: 'rightAligned',
headerTooltip: t(
`The amount of liquidity volume supplied by the LP order in order to meet the obligation. If the obligation is already met in full by other limit orders from the same Vega key the LP order is not required and this value will be zero. Also note if the target stake for the market is less than the obligation the full value of the obligation may not be required.`
),
valueFormatter: stakeToCcyVolumeQuantumFormatter,
tooltipValueGetter: stakeToCcyVolumeFormatter,
},
{
headerName: t('Status'),
headerTooltip: t('The current status of this liquidity provision.'),
field: 'status',
valueFormatter: ({ value }) => {
if (!value) return value;
return LiquidityProvisionStatusMapping[
value as LiquidityProvisionStatus
];
},
},
{
headerName: t('Created'),
headerTooltip: t(
'The date and time this liquidity provision was created.'
),
field: 'createdAt',
type: 'rightAligned',
valueFormatter: dateValueFormatter,
},
{
headerName: t('Updated'),
headerTooltip: t(
'The date and time this liquidity provision was last updated.'
),
field: 'updatedAt',
type: 'rightAligned',
valueFormatter: dateValueFormatter,
headerName: '',
marryChildren: true,
children: [
{
headerName: t('Status'),
headerTooltip: t('The current status of this liquidity provision.'),
field: 'status',
valueFormatter: ({ value }) => {
if (!value) return value;
return LiquidityProvisionStatusMapping[
value as LiquidityProvisionStatus
];
},
},
{
headerName: t('Created'),
headerTooltip: t(
'The date and time this liquidity provision was created.'
),
field: 'createdAt',
type: 'rightAligned',
valueFormatter: dateValueFormatter,
},
{
headerName: t('Updated'),
headerTooltip: t(
'The date and time this liquidity provision was last updated.'
),
field: 'updatedAt',
type: 'rightAligned',
valueFormatter: dateValueFormatter,
},
],
},
];
return defs;
}, [assetDecimalPlaces, quantum, stakeToCcyVolume, symbol]);
return (
<AgGrid
overlayNoRowsTemplate={t('No liquidity provisions')}

View File

@ -2,7 +2,7 @@ import merge from 'lodash/merge';
import * as Schema from '@vegaprotocol/types';
import type { PartialDeep } from 'type-fest';
import type {
LiquidityProviderFeeShareQuery,
LiquidityProvidersQuery,
LiquidityProvisionsQuery,
} from './__generated__/MarketLiquidity';
import type { LiquidityProvisionFieldsFragment } from './__generated__/MarketLiquidity';
@ -26,40 +26,61 @@ export const liquidityProvisionsQuery = (
return merge(defaultResult, override);
};
export const liquidityProviderFeeShareQuery = (
override?: PartialDeep<LiquidityProviderFeeShareQuery>
): LiquidityProviderFeeShareQuery => {
const defaultResult: LiquidityProviderFeeShareQuery = {
market: {
id: 'market-0',
data: {
market: {
id: 'market-0',
__typename: 'Market',
export const liquidityProvidersQuery = (
override?: PartialDeep<LiquidityProvidersQuery>
): LiquidityProvidersQuery => {
const defaultResult: LiquidityProvidersQuery = {
liquidityProviders: {
edges: [
{
node: {
partyId:
'69464e35bcb8e8a2900ca0f87acaf252d50cf2ab2fc73694845a16b7c8a0dc6f',
marketId:
'5ddb6f1570c0ef7aea41ebfef234dbded4ce2c11722cf033954459c45c30c057',
feeShare: {
equityLikeShare: '1',
averageEntryValuation: '3570452966575.2571864668476351',
averageScore: '0',
virtualStake: '296386536856.9999884883855020',
},
sla: {
currentEpochFractionOfTimeOnBook: '0',
lastEpochFractionOfTimeOnBook: '0',
lastEpochFeePenalty: '1',
lastEpochBondPenalty: '0.05',
hysteresisPeriodFeePenalties: ['1'],
requiredLiquidity: '',
notionalVolumeBuys: '',
notionalVolumeSells: '',
},
},
},
liquidityProviderFeeShare: [
{
party: {
id: '69464e35bcb8e8a2900ca0f87acaf252d50cf2ab2fc73694845a16b7c8a0dc6f',
__typename: 'Party',
{
node: {
partyId:
'cc464e35bcb8e8a2900ca0f87acaf252d50cf2ab2fc73694845a16b7c8a0dc6f',
marketId:
'5ddb6f1570c0ef7aea41ebfef234dbded4ce2c11722cf033954459c45c30c057',
feeShare: {
equityLikeShare: '1',
averageEntryValuation: '3570452966575.2571864668476351',
averageScore: '0',
virtualStake: '296386536856.9999884883855020',
},
equityLikeShare: '1',
averageEntryValuation: '68585293691.5598054356207737',
__typename: 'LiquidityProviderFeeShare',
},
{
party: {
id: 'cc464e35bcb8e8a2900ca0f87acaf252d50cf2ab2fc73694845a16b7c8a0dc6f',
__typename: 'Party',
sla: {
currentEpochFractionOfTimeOnBook: '0',
lastEpochFractionOfTimeOnBook: '0',
lastEpochFeePenalty: '1',
lastEpochBondPenalty: '0.05',
hysteresisPeriodFeePenalties: ['1'],
requiredLiquidity: '',
notionalVolumeBuys: '',
notionalVolumeSells: '',
},
equityLikeShare: '1',
averageEntryValuation: '68585293691.5598054356207737',
__typename: 'LiquidityProviderFeeShare',
},
],
__typename: 'MarketData',
},
__typename: 'Market',
},
],
},
};
return merge(defaultResult, override);

View File

@ -53,7 +53,10 @@ export const Tooltip = ({
className={tooltipContentClasses}
sideOffset={sideOffset}
>
<div className="relative z-0" data-testid="tooltip-content">
<div
className="relative z-0 break-words"
data-testid="tooltip-content"
>
{description}
</div>
</Content>