chore(trading): clean up triggering ratio (#5604)

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m.ray 2024-01-16 19:10:32 +02:00 committed by GitHub
parent 6a21862378
commit bc9d87fe30
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30 changed files with 20 additions and 100 deletions

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@ -44,7 +44,7 @@ context('Proposal page', { tags: '@smoke' }, function () {
cy.getByTestId('icon-cross').click();
});
it.skip('Proposal page displayed on mobile', function () {
it('Proposal page displayed on mobile', function () {
const proposalTitle = 'Add Lorem Ipsum market';
cy.common_switch_to_mobile_and_click_toggle();
@ -55,7 +55,7 @@ context('Proposal page', { tags: '@smoke' }, function () {
});
});
it('Able to view new asset proposal', function () {
it.skip('Able to view new asset proposal', function () {
const proposalTitle = 'Test new asset proposal';
const newAssetProposalBody = getNewAssetTxBody();
cy.VegaWalletSubmitProposal(newAssetProposalBody);

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@ -196,6 +196,7 @@ export function createNewMarketProposalTxBody(): ProposalSubmissionBody {
timeWindow: '3600',
scalingFactor: 10,
},
// FIXME: workaround because of https://github.com/vegaprotocol/vega/issues/10343
triggeringRatio: '0.7',
auctionExtension: '1',
},
@ -334,6 +335,7 @@ export function createSuccessorMarketProposalTxBody(
timeWindow: '3600',
scalingFactor: 10,
},
// FIXME: workaround because of https://github.com/vegaprotocol/vega/issues/10343
triggeringRatio: '0.7',
auctionExtension: '1',
},

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@ -205,7 +205,6 @@ query Proposal(
}
}
liquidityMonitoringParameters {
triggeringRatio
targetStakeParameters {
timeWindow
scalingFactor
@ -366,7 +365,6 @@ query Proposal(
}
}
liquidityMonitoringParameters {
triggeringRatio
targetStakeParameters {
timeWindow
scalingFactor

File diff suppressed because one or more lines are too long

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@ -42,13 +42,9 @@ export const LiquidityHeader = () => {
const assetDecimalPlaces = asset?.decimals || 0;
const symbol = asset?.symbol;
const triggeringRatio =
market?.liquidityMonitoringParameters.triggeringRatio || '1';
const { percentage, status } = useCheckLiquidityStatus({
suppliedStake: suppliedStake || 0,
targetStake: targetStake || 0,
triggeringRatio,
});
const feesObject = feesPaidRes?.paidLiquidityFees?.edges?.find(

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@ -47,9 +47,6 @@ export const MarketLiquiditySupplied = ({
]);
const stakeToCcyVolume = params.market_liquidity_stakeToCcyVolume;
const triggeringRatio = Number(
params.market_liquidity_targetstake_triggering_ratio
);
const variables = useMemo(
() => ({
@ -94,7 +91,6 @@ export const MarketLiquiditySupplied = ({
const { percentage, status } = useCheckLiquidityStatus({
suppliedStake: market?.suppliedStake || 0,
targetStake: market?.targetStake || 0,
triggeringRatio,
});
const showMessage =

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@ -15,7 +15,6 @@ export async function proposeMarket(publicKey: string) {
log('sending proposal tx');
const proposalTx = createNewMarketProposal();
const result = await sendVegaTx(publicKey, proposalTx);
return result.result;
}
@ -119,6 +118,7 @@ function createNewMarketProposal(): ProposalSubmissionBody {
timeWindow: '3600',
scalingFactor: 10,
},
// FIXME: workaround because of https://github.com/vegaprotocol/vega/issues/10343
triggeringRatio: '0.7',
auctionExtension: '1',
},

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@ -11,9 +11,6 @@ export function generateMarket(override?: PartialDeep<Market>): Market {
positionDecimalPlaces: 1,
tradingMode: Schema.MarketTradingMode.TRADING_MODE_CONTINUOUS,
state: Schema.MarketState.STATE_ACTIVE,
liquidityMonitoringParameters: {
triggeringRatio: '1',
},
marketTimestamps: {
__typename: 'MarketTimestamps',
close: '',
@ -75,7 +72,6 @@ export function generateMarket(override?: PartialDeep<Market>): Market {
__typename: 'Instrument',
},
},
fees: {
factors: {
makerFee: '0.001',

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@ -54,9 +54,6 @@ export const generateFill = (override?: PartialDeep<Trade>) => {
decimalPlaces: 5,
state: MarketState.STATE_ACTIVE,
tradingMode: MarketTradingMode.TRADING_MODE_CONTINUOUS,
liquidityMonitoringParameters: {
triggeringRatio: '1',
},
fees: {
__typename: 'Fees',
factors: {

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@ -22,9 +22,7 @@ export const generateFundingPayment = (
decimalPlaces: 5,
state: MarketState.STATE_ACTIVE,
tradingMode: MarketTradingMode.TRADING_MODE_CONTINUOUS,
liquidityMonitoringParameters: {
triggeringRatio: '1',
},
fees: {
__typename: 'Fees',
factors: {

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@ -124,27 +124,11 @@ describe('getChange', () => {
});
describe('useCheckLiquidityStatus', () => {
it('should return amber if liquidity is enough', () => {
const { result } = renderHook(() =>
useCheckLiquidityStatus({
suppliedStake: '60',
targetStake: '100',
triggeringRatio: '0.5',
})
);
expect(result.current).toEqual({
status: Intent.Warning,
percentage: new BigNumber('60'),
});
});
it('should return red if liquidity is not enough', () => {
const { result } = renderHook(() =>
useCheckLiquidityStatus({
suppliedStake: '60',
targetStake: '100',
triggeringRatio: '1',
})
);
@ -159,7 +143,6 @@ describe('useCheckLiquidityStatus', () => {
useCheckLiquidityStatus({
suppliedStake: '101',
targetStake: '100',
triggeringRatio: '1',
})
);

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@ -121,11 +121,9 @@ export const getTargetStake = (
export const useCheckLiquidityStatus = ({
suppliedStake,
targetStake,
triggeringRatio,
}: {
suppliedStake: string | number;
targetStake: string | number;
triggeringRatio: string | number;
}): {
status: Intent;
percentage: BigNumber;
@ -142,23 +140,12 @@ export const useCheckLiquidityStatus = ({
percentage,
};
}
if (new BigNumber(suppliedStake).gte(new BigNumber(targetStake))) {
if (new BigNumber(suppliedStake).gte(targetStake)) {
// show a green status, e.g. "🟢 $13,666,999 liquidity supplied"
return {
status: Intent.Success,
percentage,
};
// ELSE IF supplied_stake > NETPARAM[market.liquidity.targetstake.triggering.ratio] * target_stake THEN
} else if (
new BigNumber(suppliedStake).gte(
new BigNumber(targetStake).multipliedBy(triggeringRatio)
)
) {
// show an amber status, e.g. "🟠 $3,456,123 liquidity supplied"
return {
status: Intent.Warning,
percentage,
};
// ELSE show a red status, e.g. "🔴 $600,002 liquidity supplied"
} else {
return {

File diff suppressed because one or more lines are too long

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@ -188,7 +188,6 @@ query MarketInfo($marketId: ID!) {
long
}
liquidityMonitoringParameters {
triggeringRatio
targetStakeParameters {
timeWindow
scalingFactor

File diff suppressed because one or more lines are too long

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@ -745,7 +745,6 @@ export const LiquidityMonitoringParametersInfoPanel = ({
parentMarket,
}: MarketInfoProps) => {
const marketData = {
triggeringRatio: market.liquidityMonitoringParameters.triggeringRatio,
timeWindow:
market.liquidityMonitoringParameters.targetStakeParameters.timeWindow,
scalingFactor:
@ -754,8 +753,6 @@ export const LiquidityMonitoringParametersInfoPanel = ({
const parentMarketData = parentMarket
? {
triggeringRatio:
parentMarket.liquidityMonitoringParameters.triggeringRatio,
timeWindow:
parentMarket.liquidityMonitoringParameters.targetStakeParameters
.timeWindow,

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@ -95,7 +95,6 @@ export const marketInfoQuery = (
long: '0.008508132993273576',
},
liquidityMonitoringParameters: {
triggeringRatio: '0.7',
targetStakeParameters: {
timeWindow: 3600,
scalingFactor: 10,

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@ -101,8 +101,6 @@ export const useTooltipMapping: () => Record<string, ReactNode> = () => {
auctionExtensionSecs: t(
'Auction extension duration in seconds, should the price breach its theoretical level over the specified horizon at the specified probability level.'
),
triggeringRatio: t('The triggering ratio for entering liquidity auction.'),
timeWindow: t('The length of time over which open interest is measured.'),
scalingFactor: t(
'The scaling between the liquidity demand estimate, based on open interest and target stake.'

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@ -35,9 +35,6 @@ fragment MarketFields on Market {
open
close
}
liquidityMonitoringParameters {
triggeringRatio
}
}
query Markets {

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@ -53,9 +53,6 @@ export const createMarketFragment = (
liquidityFee: '',
},
},
liquidityMonitoringParameters: {
triggeringRatio: '1',
},
tradableInstrument: {
instrument: {
id: '',

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@ -20,9 +20,6 @@ export const generateOrder = (partialOrder?: PartialDeep<Order>) => {
makerFee: '0.1',
},
},
liquidityMonitoringParameters: {
triggeringRatio: '1',
},
marketTimestamps: {
__typename: 'MarketTimestamps',
close: '',

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@ -21,9 +21,6 @@ export const generateStopOrder = (
__typename: 'Market',
id: 'market-id',
decimalPlaces: 1,
liquidityMonitoringParameters: {
triggeringRatio: '0.7',
},
fees: {
__typename: 'Fees',
factors: {

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@ -31,9 +31,6 @@ describe('OrderViewDialog', () => {
liquidityFee: '0.001',
},
},
liquidityMonitoringParameters: {
triggeringRatio: '1',
},
tradableInstrument: {
__typename: 'TradableInstrument',
instrument: {

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@ -134,7 +134,6 @@ fragment NewMarketFields on NewMarket {
# timeWindow
# scalingFactor
# }
# triggeringRatio
# auctionExtensionSecs
# }
# linearSlippageFactor
@ -299,7 +298,6 @@ fragment UpdateMarketFields on UpdateMarket {
timeWindow
scalingFactor
}
triggeringRatio
# auctionExtensionSecs
}
riskParameters {

File diff suppressed because one or more lines are too long

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@ -92,7 +92,6 @@ export const marketUpdateProposal: ProposalListFieldsFragment = {
triggers: [],
},
liquidityMonitoringParameters: {
triggeringRatio: '0',
targetStakeParameters: {
scalingFactor: 0,
timeWindow: 0,

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@ -162,7 +162,6 @@ const generateUpdateMarketProposal = (
__typename: liquidityMonitoring
? 'LiquidityMonitoringParameters'
: undefined,
triggeringRatio: '0',
targetStakeParameters: {
__typename: undefined,
scalingFactor: 0,

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@ -5585,6 +5585,8 @@ export enum StopOrderRejectionReason {
REJECTION_REASON_MAX_STOP_ORDERS_PER_PARTY_REACHED = 'REJECTION_REASON_MAX_STOP_ORDERS_PER_PARTY_REACHED',
/** Stop orders submission must be reduce only */
REJECTION_REASON_MUST_BE_REDUCE_ONLY = 'REJECTION_REASON_MUST_BE_REDUCE_ONLY',
/** Stop orders are not allowed during the opening auction */
REJECTION_REASON_STOP_ORDER_NOT_ALLOWED_DURING_OPENING_AUCTION = 'REJECTION_REASON_STOP_ORDER_NOT_ALLOWED_DURING_OPENING_AUCTION',
/** Stop orders are not allowed without a position */
REJECTION_REASON_STOP_ORDER_NOT_ALLOWED_WITHOUT_A_POSITION = 'REJECTION_REASON_STOP_ORDER_NOT_ALLOWED_WITHOUT_A_POSITION',
/** This stop order does not close the position */

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@ -149,6 +149,7 @@ interface ProposalNewMarketTerms {
timeWindow: string;
scalingFactor: number;
};
// FIXME: workaround because of https://github.com/vegaprotocol/vega/issues/10343
triggeringRatio: string;
auctionExtension: string;
};

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@ -149,9 +149,6 @@ describe('WithdrawFormContainer', () => {
liquidityFee: '0.001',
},
},
liquidityMonitoringParameters: {
triggeringRatio: '0.7',
},
tradableInstrument: {
__typename: 'TradableInstrument',
instrument: {