Compare commits
6
Commits
| Author | SHA1 | Date | |
|---|---|---|---|
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32f9312c28 | ||
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94893b37c2 | ||
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6694a7c462 | ||
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531b1843f2 | ||
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e88a9b158a | ||
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5d751b45ab |
@@ -227,31 +227,3 @@ jobs:
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name: worker-logs
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path: ./logs/
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retention-days: 15
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#----------------------------------------------
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# ----- upload market-sim logs -----
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#----------------------------------------------
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- name: Find Directory
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id: find-dir
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run: |
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DIR=$(find /tmp -type d -name "vega-sim-*" -print -quit)
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if [[ -d "$DIR" ]]; then
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echo "Found directory: $DIR"
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echo "DIR=$DIR" >> $GITHUB_ENV
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else
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echo "Directory not found."
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exit 1
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fi
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- name: Compress Files
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if: env.DIR
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run: |
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tar -czvf ${{ github.workspace }}/market-sim-logs.tar.gz -C "$DIR" .
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echo "Compressed files at ${{ github.workspace }}/market-sim-logs.tar.gz"
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- name: Upload Compressed market-sim-logs
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uses: actions/upload-artifact@v3
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if: env.DIR
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with:
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name: market-sim-logs
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path: ${{ github.workspace }}/market-sim-logs.tar.gz
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retention-days: 15
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@@ -44,7 +44,7 @@ context('Proposal page', { tags: '@smoke' }, function () {
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cy.getByTestId('icon-cross').click();
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});
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it('Proposal page displayed on mobile', function () {
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it.skip('Proposal page displayed on mobile', function () {
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const proposalTitle = 'Add Lorem Ipsum market';
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cy.common_switch_to_mobile_and_click_toggle();
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@@ -55,7 +55,7 @@ context('Proposal page', { tags: '@smoke' }, function () {
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});
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});
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it.skip('Able to view new asset proposal', function () {
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it('Able to view new asset proposal', function () {
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const proposalTitle = 'Test new asset proposal';
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const newAssetProposalBody = getNewAssetTxBody();
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cy.VegaWalletSubmitProposal(newAssetProposalBody);
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@@ -196,7 +196,6 @@ export function createNewMarketProposalTxBody(): ProposalSubmissionBody {
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timeWindow: '3600',
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scalingFactor: 10,
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},
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// FIXME: workaround because of https://github.com/vegaprotocol/vega/issues/10343
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triggeringRatio: '0.7',
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auctionExtension: '1',
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},
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@@ -335,7 +334,6 @@ export function createSuccessorMarketProposalTxBody(
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timeWindow: '3600',
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scalingFactor: 10,
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},
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// FIXME: workaround because of https://github.com/vegaprotocol/vega/issues/10343
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triggeringRatio: '0.7',
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auctionExtension: '1',
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},
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@@ -205,6 +205,7 @@ query Proposal(
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}
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}
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liquidityMonitoringParameters {
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triggeringRatio
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targetStakeParameters {
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timeWindow
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scalingFactor
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@@ -365,6 +366,7 @@ query Proposal(
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}
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}
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liquidityMonitoringParameters {
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triggeringRatio
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targetStakeParameters {
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timeWindow
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scalingFactor
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File diff suppressed because one or more lines are too long
@@ -28,6 +28,3 @@ NX_REFERRALS=true
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NX_TENDERMINT_URL=https://be.vega.community
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NX_TENDERMINT_WEBSOCKET_URL=wss://be.vega.community/websocket
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NX_CHARTING_LIBRARY_PATH=https://assets.vega.community/trading-view-bundle/v0.0.1/
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NX_CHARTING_LIBRARY_HASH=PDjWaqPFndDp+LCvqbKvntWriaqNzNpZ5i9R/BULzCg=
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@@ -314,7 +314,7 @@ describe('Closed', () => {
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});
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it('display market actions', async () => {
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// Use market with a successor Id as the actions dropdown will optionally
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// Use market with a succcessor Id as the actions dropdown will optionally
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// show a link to the successor market
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const marketsWithSuccessorAndParent = [
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{
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@@ -42,9 +42,13 @@ export const LiquidityHeader = () => {
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const assetDecimalPlaces = asset?.decimals || 0;
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const symbol = asset?.symbol;
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const triggeringRatio =
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market?.liquidityMonitoringParameters.triggeringRatio || '1';
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const { percentage, status } = useCheckLiquidityStatus({
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suppliedStake: suppliedStake || 0,
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targetStake: targetStake || 0,
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triggeringRatio,
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});
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const feesObject = feesPaidRes?.paidLiquidityFees?.edges?.find(
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@@ -47,6 +47,9 @@ export const MarketLiquiditySupplied = ({
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]);
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const stakeToCcyVolume = params.market_liquidity_stakeToCcyVolume;
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const triggeringRatio = Number(
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params.market_liquidity_targetstake_triggering_ratio
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);
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const variables = useMemo(
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() => ({
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@@ -91,6 +94,7 @@ export const MarketLiquiditySupplied = ({
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const { percentage, status } = useCheckLiquidityStatus({
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suppliedStake: market?.suppliedStake || 0,
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targetStake: market?.targetStake || 0,
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triggeringRatio,
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});
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const showMessage =
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@@ -131,7 +131,7 @@ def test_terminated_market_no_settlement_date(page: Page, vega: VegaServiceNull)
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row_selector = page.locator(
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'[data-testid="tab-closed-markets"] .ag-center-cols-container .ag-row'
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).first
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expect(row_selector.locator('[col-id="state"]')).to_have_text("No trading")
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expect(row_selector.locator('[col-id="state"]')).to_have_text("Trading Terminated")
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expect(row_selector.locator('[col-id="settlementDate"]')).to_have_text("Unknown")
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# TODO Create test for terminated market with settlement date in future
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@@ -174,9 +174,9 @@ def test_market_lifecycle(proposed_market, vega: VegaServiceNull, page: Page):
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vega.wait_fn(1)
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vega.wait_for_total_catchup()
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# market state should be changed to "No trading" because of the invalid oracle
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# market state should be changed to "Trading Terminated" because of the invalid oracle
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expect(trading_mode).to_have_text("No trading")
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expect(market_state).to_have_text("No trading")
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expect(market_state).to_have_text("Trading Terminated")
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# settle market
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vega.submit_termination_and_settlement_data(
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@@ -15,6 +15,7 @@ export async function proposeMarket(publicKey: string) {
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log('sending proposal tx');
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const proposalTx = createNewMarketProposal();
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const result = await sendVegaTx(publicKey, proposalTx);
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return result.result;
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}
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@@ -118,7 +119,6 @@ function createNewMarketProposal(): ProposalSubmissionBody {
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timeWindow: '3600',
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scalingFactor: 10,
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},
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// FIXME: workaround because of https://github.com/vegaprotocol/vega/issues/10343
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triggeringRatio: '0.7',
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auctionExtension: '1',
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},
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@@ -329,9 +329,8 @@ export const DealTicket = ({
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const marketTradingModeError = validateMarketTradingMode(
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marketTradingMode,
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t('No trading')
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t('Trading terminated')
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);
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if (marketTradingModeError !== true) {
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return {
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message: marketTradingModeError,
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@@ -11,6 +11,9 @@ export function generateMarket(override?: PartialDeep<Market>): Market {
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positionDecimalPlaces: 1,
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tradingMode: Schema.MarketTradingMode.TRADING_MODE_CONTINUOUS,
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state: Schema.MarketState.STATE_ACTIVE,
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liquidityMonitoringParameters: {
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triggeringRatio: '1',
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},
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marketTimestamps: {
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__typename: 'MarketTimestamps',
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close: '',
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@@ -72,6 +75,7 @@ export function generateMarket(override?: PartialDeep<Market>): Market {
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__typename: 'Instrument',
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},
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},
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fees: {
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factors: {
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makerFee: '0.001',
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@@ -54,6 +54,9 @@ export const generateFill = (override?: PartialDeep<Trade>) => {
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decimalPlaces: 5,
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state: MarketState.STATE_ACTIVE,
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tradingMode: MarketTradingMode.TRADING_MODE_CONTINUOUS,
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liquidityMonitoringParameters: {
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triggeringRatio: '1',
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},
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fees: {
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__typename: 'Fees',
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factors: {
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@@ -22,7 +22,9 @@ export const generateFundingPayment = (
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decimalPlaces: 5,
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state: MarketState.STATE_ACTIVE,
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tradingMode: MarketTradingMode.TRADING_MODE_CONTINUOUS,
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liquidityMonitoringParameters: {
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triggeringRatio: '1',
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},
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fees: {
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__typename: 'Fees',
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factors: {
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@@ -116,7 +116,7 @@
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"Total fees": "Total fees",
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"Total margin available": "Total margin available",
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"TOTAL_MARGIN_AVAILABLE": "Total margin available = general {{assetSymbol}} balance ({{generalAccountBalance}} {{assetSymbol}}) + margin balance ({{marginAccountBalance}} {{assetSymbol}}) - maintenance level ({{marginMaintenance}} {{assetSymbol}}).",
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"No trading": "No trading",
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"Trading terminated": "Trading terminated",
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"Trailing percent offset cannot be higher than 99.9": "Trailing percent offset cannot be higher than 99.9",
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"Trailing percent offset cannot be lower than {{trailingPercentOffsetStep}}": "Trailing percent offset cannot be lower than {{trailingPercentOffsetStep}}",
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"Trailing percentage offset": "Trailing percentage offset",
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@@ -124,11 +124,27 @@ describe('getChange', () => {
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});
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describe('useCheckLiquidityStatus', () => {
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it('should return amber if liquidity is enough', () => {
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const { result } = renderHook(() =>
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useCheckLiquidityStatus({
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suppliedStake: '60',
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targetStake: '100',
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triggeringRatio: '0.5',
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})
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);
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expect(result.current).toEqual({
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status: Intent.Warning,
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percentage: new BigNumber('60'),
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});
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});
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it('should return red if liquidity is not enough', () => {
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const { result } = renderHook(() =>
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useCheckLiquidityStatus({
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suppliedStake: '60',
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targetStake: '100',
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triggeringRatio: '1',
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})
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);
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@@ -143,6 +159,7 @@ describe('useCheckLiquidityStatus', () => {
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useCheckLiquidityStatus({
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suppliedStake: '101',
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targetStake: '100',
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triggeringRatio: '1',
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})
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);
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@@ -121,9 +121,11 @@ export const getTargetStake = (
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export const useCheckLiquidityStatus = ({
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suppliedStake,
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targetStake,
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triggeringRatio,
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}: {
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suppliedStake: string | number;
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targetStake: string | number;
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triggeringRatio: string | number;
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}): {
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status: Intent;
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percentage: BigNumber;
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@@ -140,12 +142,23 @@ export const useCheckLiquidityStatus = ({
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percentage,
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};
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}
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if (new BigNumber(suppliedStake).gte(targetStake)) {
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if (new BigNumber(suppliedStake).gte(new BigNumber(targetStake))) {
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// show a green status, e.g. "🟢 $13,666,999 liquidity supplied"
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return {
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status: Intent.Success,
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percentage,
|
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};
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// ELSE IF supplied_stake > NETPARAM[market.liquidity.targetstake.triggering.ratio] * target_stake THEN
|
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} else if (
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new BigNumber(suppliedStake).gte(
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new BigNumber(targetStake).multipliedBy(triggeringRatio)
|
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)
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) {
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// show an amber status, e.g. "🟠 $3,456,123 liquidity supplied"
|
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return {
|
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status: Intent.Warning,
|
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percentage,
|
||||
};
|
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// ELSE show a red status, e.g. "🔴 $600,002 liquidity supplied"
|
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} else {
|
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return {
|
||||
|
||||
+5
-2
File diff suppressed because one or more lines are too long
@@ -188,6 +188,7 @@ query MarketInfo($marketId: ID!) {
|
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long
|
||||
}
|
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liquidityMonitoringParameters {
|
||||
triggeringRatio
|
||||
targetStakeParameters {
|
||||
timeWindow
|
||||
scalingFactor
|
||||
|
||||
File diff suppressed because one or more lines are too long
@@ -745,6 +745,7 @@ export const LiquidityMonitoringParametersInfoPanel = ({
|
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parentMarket,
|
||||
}: MarketInfoProps) => {
|
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const marketData = {
|
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triggeringRatio: market.liquidityMonitoringParameters.triggeringRatio,
|
||||
timeWindow:
|
||||
market.liquidityMonitoringParameters.targetStakeParameters.timeWindow,
|
||||
scalingFactor:
|
||||
@@ -753,6 +754,8 @@ export const LiquidityMonitoringParametersInfoPanel = ({
|
||||
|
||||
const parentMarketData = parentMarket
|
||||
? {
|
||||
triggeringRatio:
|
||||
parentMarket.liquidityMonitoringParameters.triggeringRatio,
|
||||
timeWindow:
|
||||
parentMarket.liquidityMonitoringParameters.targetStakeParameters
|
||||
.timeWindow,
|
||||
|
||||
@@ -95,6 +95,7 @@ export const marketInfoQuery = (
|
||||
long: '0.008508132993273576',
|
||||
},
|
||||
liquidityMonitoringParameters: {
|
||||
triggeringRatio: '0.7',
|
||||
targetStakeParameters: {
|
||||
timeWindow: 3600,
|
||||
scalingFactor: 10,
|
||||
|
||||
@@ -101,6 +101,8 @@ 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.'
|
||||
|
||||
@@ -35,6 +35,9 @@ fragment MarketFields on Market {
|
||||
open
|
||||
close
|
||||
}
|
||||
liquidityMonitoringParameters {
|
||||
triggeringRatio
|
||||
}
|
||||
}
|
||||
|
||||
query Markets {
|
||||
|
||||
@@ -53,6 +53,9 @@ export const createMarketFragment = (
|
||||
liquidityFee: '',
|
||||
},
|
||||
},
|
||||
liquidityMonitoringParameters: {
|
||||
triggeringRatio: '1',
|
||||
},
|
||||
tradableInstrument: {
|
||||
instrument: {
|
||||
id: '',
|
||||
|
||||
@@ -20,6 +20,9 @@ export const generateOrder = (partialOrder?: PartialDeep<Order>) => {
|
||||
makerFee: '0.1',
|
||||
},
|
||||
},
|
||||
liquidityMonitoringParameters: {
|
||||
triggeringRatio: '1',
|
||||
},
|
||||
marketTimestamps: {
|
||||
__typename: 'MarketTimestamps',
|
||||
close: '',
|
||||
|
||||
@@ -21,6 +21,9 @@ export const generateStopOrder = (
|
||||
__typename: 'Market',
|
||||
id: 'market-id',
|
||||
decimalPlaces: 1,
|
||||
liquidityMonitoringParameters: {
|
||||
triggeringRatio: '0.7',
|
||||
},
|
||||
fees: {
|
||||
__typename: 'Fees',
|
||||
factors: {
|
||||
|
||||
@@ -31,6 +31,9 @@ describe('OrderViewDialog', () => {
|
||||
liquidityFee: '0.001',
|
||||
},
|
||||
},
|
||||
liquidityMonitoringParameters: {
|
||||
triggeringRatio: '1',
|
||||
},
|
||||
tradableInstrument: {
|
||||
__typename: 'TradableInstrument',
|
||||
instrument: {
|
||||
|
||||
@@ -134,6 +134,7 @@ fragment NewMarketFields on NewMarket {
|
||||
# timeWindow
|
||||
# scalingFactor
|
||||
# }
|
||||
# triggeringRatio
|
||||
# auctionExtensionSecs
|
||||
# }
|
||||
# linearSlippageFactor
|
||||
@@ -298,6 +299,7 @@ fragment UpdateMarketFields on UpdateMarket {
|
||||
timeWindow
|
||||
scalingFactor
|
||||
}
|
||||
triggeringRatio
|
||||
# auctionExtensionSecs
|
||||
}
|
||||
riskParameters {
|
||||
|
||||
File diff suppressed because one or more lines are too long
@@ -92,6 +92,7 @@ export const marketUpdateProposal: ProposalListFieldsFragment = {
|
||||
triggers: [],
|
||||
},
|
||||
liquidityMonitoringParameters: {
|
||||
triggeringRatio: '0',
|
||||
targetStakeParameters: {
|
||||
scalingFactor: 0,
|
||||
timeWindow: 0,
|
||||
|
||||
@@ -162,6 +162,7 @@ const generateUpdateMarketProposal = (
|
||||
__typename: liquidityMonitoring
|
||||
? 'LiquidityMonitoringParameters'
|
||||
: undefined,
|
||||
triggeringRatio: '0',
|
||||
targetStakeParameters: {
|
||||
__typename: undefined,
|
||||
scalingFactor: 0,
|
||||
|
||||
Generated
-2
@@ -5585,8 +5585,6 @@ 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 */
|
||||
|
||||
@@ -149,7 +149,6 @@ interface ProposalNewMarketTerms {
|
||||
timeWindow: string;
|
||||
scalingFactor: number;
|
||||
};
|
||||
// FIXME: workaround because of https://github.com/vegaprotocol/vega/issues/10343
|
||||
triggeringRatio: string;
|
||||
auctionExtension: string;
|
||||
};
|
||||
|
||||
@@ -149,6 +149,9 @@ describe('WithdrawFormContainer', () => {
|
||||
liquidityFee: '0.001',
|
||||
},
|
||||
},
|
||||
liquidityMonitoringParameters: {
|
||||
triggeringRatio: '0.7',
|
||||
},
|
||||
tradableInstrument: {
|
||||
__typename: 'TradableInstrument',
|
||||
instrument: {
|
||||
|
||||
Reference in New Issue
Block a user