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37 changed files with 106 additions and 58 deletions
-28
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@@ -227,31 +227,3 @@ jobs:
name: worker-logs
path: ./logs/
retention-days: 15
#----------------------------------------------
# ----- upload market-sim logs -----
#----------------------------------------------
- name: Find Directory
id: find-dir
run: |
DIR=$(find /tmp -type d -name "vega-sim-*" -print -quit)
if [[ -d "$DIR" ]]; then
echo "Found directory: $DIR"
echo "DIR=$DIR" >> $GITHUB_ENV
else
echo "Directory not found."
exit 1
fi
- name: Compress Files
if: env.DIR
run: |
tar -czvf ${{ github.workspace }}/market-sim-logs.tar.gz -C "$DIR" .
echo "Compressed files at ${{ github.workspace }}/market-sim-logs.tar.gz"
- name: Upload Compressed market-sim-logs
uses: actions/upload-artifact@v3
if: env.DIR
with:
name: market-sim-logs
path: ${{ github.workspace }}/market-sim-logs.tar.gz
retention-days: 15
@@ -44,7 +44,7 @@ context('Proposal page', { tags: '@smoke' }, function () {
cy.getByTestId('icon-cross').click();
});
it('Proposal page displayed on mobile', function () {
it.skip('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.skip('Able to view new asset proposal', function () {
it('Able to view new asset proposal', function () {
const proposalTitle = 'Test new asset proposal';
const newAssetProposalBody = getNewAssetTxBody();
cy.VegaWalletSubmitProposal(newAssetProposalBody);
@@ -196,7 +196,6 @@ export function createNewMarketProposalTxBody(): ProposalSubmissionBody {
timeWindow: '3600',
scalingFactor: 10,
},
// FIXME: workaround because of https://github.com/vegaprotocol/vega/issues/10343
triggeringRatio: '0.7',
auctionExtension: '1',
},
@@ -335,7 +334,6 @@ export function createSuccessorMarketProposalTxBody(
timeWindow: '3600',
scalingFactor: 10,
},
// FIXME: workaround because of https://github.com/vegaprotocol/vega/issues/10343
triggeringRatio: '0.7',
auctionExtension: '1',
},
@@ -205,6 +205,7 @@ query Proposal(
}
}
liquidityMonitoringParameters {
triggeringRatio
targetStakeParameters {
timeWindow
scalingFactor
@@ -365,6 +366,7 @@ query Proposal(
}
}
liquidityMonitoringParameters {
triggeringRatio
targetStakeParameters {
timeWindow
scalingFactor
File diff suppressed because one or more lines are too long
-3
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@@ -28,6 +28,3 @@ NX_REFERRALS=true
NX_TENDERMINT_URL=https://be.vega.community
NX_TENDERMINT_WEBSOCKET_URL=wss://be.vega.community/websocket
NX_CHARTING_LIBRARY_PATH=https://assets.vega.community/trading-view-bundle/v0.0.1/
NX_CHARTING_LIBRARY_HASH=PDjWaqPFndDp+LCvqbKvntWriaqNzNpZ5i9R/BULzCg=
@@ -314,7 +314,7 @@ describe('Closed', () => {
});
it('display market actions', async () => {
// Use market with a successor Id as the actions dropdown will optionally
// Use market with a succcessor Id as the actions dropdown will optionally
// show a link to the successor market
const marketsWithSuccessorAndParent = [
{
@@ -42,9 +42,13 @@ 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(
@@ -47,6 +47,9 @@ export const MarketLiquiditySupplied = ({
]);
const stakeToCcyVolume = params.market_liquidity_stakeToCcyVolume;
const triggeringRatio = Number(
params.market_liquidity_targetstake_triggering_ratio
);
const variables = useMemo(
() => ({
@@ -91,6 +94,7 @@ export const MarketLiquiditySupplied = ({
const { percentage, status } = useCheckLiquidityStatus({
suppliedStake: market?.suppliedStake || 0,
targetStake: market?.targetStake || 0,
triggeringRatio,
});
const showMessage =
@@ -131,7 +131,7 @@ def test_terminated_market_no_settlement_date(page: Page, vega: VegaServiceNull)
row_selector = page.locator(
'[data-testid="tab-closed-markets"] .ag-center-cols-container .ag-row'
).first
expect(row_selector.locator('[col-id="state"]')).to_have_text("No trading")
expect(row_selector.locator('[col-id="state"]')).to_have_text("Trading Terminated")
expect(row_selector.locator('[col-id="settlementDate"]')).to_have_text("Unknown")
# TODO Create test for terminated market with settlement date in future
@@ -174,9 +174,9 @@ def test_market_lifecycle(proposed_market, vega: VegaServiceNull, page: Page):
vega.wait_fn(1)
vega.wait_for_total_catchup()
# market state should be changed to "No trading" because of the invalid oracle
# market state should be changed to "Trading Terminated" because of the invalid oracle
expect(trading_mode).to_have_text("No trading")
expect(market_state).to_have_text("No trading")
expect(market_state).to_have_text("Trading Terminated")
# settle market
vega.submit_termination_and_settlement_data(
@@ -15,6 +15,7 @@ export async function proposeMarket(publicKey: string) {
log('sending proposal tx');
const proposalTx = createNewMarketProposal();
const result = await sendVegaTx(publicKey, proposalTx);
return result.result;
}
@@ -118,7 +119,6 @@ function createNewMarketProposal(): ProposalSubmissionBody {
timeWindow: '3600',
scalingFactor: 10,
},
// FIXME: workaround because of https://github.com/vegaprotocol/vega/issues/10343
triggeringRatio: '0.7',
auctionExtension: '1',
},
@@ -329,9 +329,8 @@ export const DealTicket = ({
const marketTradingModeError = validateMarketTradingMode(
marketTradingMode,
t('No trading')
t('Trading terminated')
);
if (marketTradingModeError !== true) {
return {
message: marketTradingModeError,
+4
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@@ -11,6 +11,9 @@ 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: '',
@@ -72,6 +75,7 @@ export function generateMarket(override?: PartialDeep<Market>): Market {
__typename: 'Instrument',
},
},
fees: {
factors: {
makerFee: '0.001',
+3
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@@ -54,6 +54,9 @@ export const generateFill = (override?: PartialDeep<Trade>) => {
decimalPlaces: 5,
state: MarketState.STATE_ACTIVE,
tradingMode: MarketTradingMode.TRADING_MODE_CONTINUOUS,
liquidityMonitoringParameters: {
triggeringRatio: '1',
},
fees: {
__typename: 'Fees',
factors: {
@@ -22,7 +22,9 @@ export const generateFundingPayment = (
decimalPlaces: 5,
state: MarketState.STATE_ACTIVE,
tradingMode: MarketTradingMode.TRADING_MODE_CONTINUOUS,
liquidityMonitoringParameters: {
triggeringRatio: '1',
},
fees: {
__typename: 'Fees',
factors: {
+1 -1
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@@ -116,7 +116,7 @@
"Total fees": "Total fees",
"Total margin available": "Total margin available",
"TOTAL_MARGIN_AVAILABLE": "Total margin available = general {{assetSymbol}} balance ({{generalAccountBalance}} {{assetSymbol}}) + margin balance ({{marginAccountBalance}} {{assetSymbol}}) - maintenance level ({{marginMaintenance}} {{assetSymbol}}).",
"No trading": "No trading",
"Trading terminated": "Trading terminated",
"Trailing percent offset cannot be higher than 99.9": "Trailing percent offset cannot be higher than 99.9",
"Trailing percent offset cannot be lower than {{trailingPercentOffsetStep}}": "Trailing percent offset cannot be lower than {{trailingPercentOffsetStep}}",
"Trailing percentage offset": "Trailing percentage offset",
@@ -124,11 +124,27 @@ 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',
})
);
@@ -143,6 +159,7 @@ describe('useCheckLiquidityStatus', () => {
useCheckLiquidityStatus({
suppliedStake: '101',
targetStake: '100',
triggeringRatio: '1',
})
);
@@ -121,9 +121,11 @@ export const getTargetStake = (
export const useCheckLiquidityStatus = ({
suppliedStake,
targetStake,
triggeringRatio,
}: {
suppliedStake: string | number;
targetStake: string | number;
triggeringRatio: string | number;
}): {
status: Intent;
percentage: BigNumber;
@@ -140,12 +142,23 @@ export const useCheckLiquidityStatus = ({
percentage,
};
}
if (new BigNumber(suppliedStake).gte(targetStake)) {
if (new BigNumber(suppliedStake).gte(new BigNumber(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. "🔴 $600,002 liquidity supplied"
} else {
return {
File diff suppressed because one or more lines are too long
@@ -188,6 +188,7 @@ query MarketInfo($marketId: ID!) {
long
}
liquidityMonitoringParameters {
triggeringRatio
targetStakeParameters {
timeWindow
scalingFactor
File diff suppressed because one or more lines are too long
@@ -745,6 +745,7 @@ export const LiquidityMonitoringParametersInfoPanel = ({
parentMarket,
}: MarketInfoProps) => {
const marketData = {
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.'
+3
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@@ -35,6 +35,9 @@ fragment MarketFields on Market {
open
close
}
liquidityMonitoringParameters {
triggeringRatio
}
}
query Markets {
+3
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@@ -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,
-2
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@@ -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: {