chore(trading): updated specs according to changes in accordion panel

apps/explorer/src/app/components/markets/market-details.tsx

@@ -3,6 +3,7 @@ import type { MarketInfoWithData } from '@vegaprotocol/markets';
 import {
   LiquidityPriceRangeInfoPanel,
   LiquiditySLAParametersInfoPanel,
+  MarginScalingFactorsPanel,
   PriceMonitoringBoundsInfoPanel,
   SuccessionLineInfoPanel,
   getDataSourceSpecForSettlementData,
@@ -17,7 +18,6 @@ import {
   OracleInfoPanel,
   RiskFactorsInfoPanel,
   RiskModelInfoPanel,
-  RiskParametersInfoPanel,
   SettlementAssetInfoPanel,
 } from '@vegaprotocol/markets';
 import { MarketInfoTable } from '@vegaprotocol/markets';
@@ -69,8 +69,8 @@ export const MarketDetails = ({ market }: { market: MarketInfoWithData }) => {
       <MetadataInfoPanel market={market} />
       <h2 className={headerClassName}>{t('Risk model')}</h2>
       <RiskModelInfoPanel market={market} />
-      <h2 className={headerClassName}>{t('Risk parameters')}</h2>
-      <RiskParametersInfoPanel market={market} />
+      <h2 className={headerClassName}>{t('Margin scaling factors')}</h2>
+      <MarginScalingFactorsPanel market={market} />
       <h2 className={headerClassName}>{t('Risk factors')}</h2>
       <RiskFactorsInfoPanel market={market} />
       {(market.data?.priceMonitoringBounds || []).map((trigger, i) => (

apps/governance/src/routes/proposals/components/proposal-market-data/proposal-market-data.tsx

@@ -12,12 +12,12 @@ import {
   PriceMonitoringBoundsInfoPanel,
   RiskFactorsInfoPanel,
   RiskModelInfoPanel,
-  RiskParametersInfoPanel,
   SettlementAssetInfoPanel,
   getDataSourceSpecForSettlementSchedule,
   getDataSourceSpecForSettlementData,
   getDataSourceSpecForTradingTermination,
   getSigners,
+  MarginScalingFactorsPanel,
 } from '@vegaprotocol/markets';
 import {
   Button,
@@ -219,8 +219,10 @@ export const ProposalMarketData = ({
               parentMarket={parentMarketData}
             />
 
-            <h2 className={marketDataHeaderStyles}>{t('Risk parameters')}</h2>
-            <RiskParametersInfoPanel
+            <h2 className={marketDataHeaderStyles}>
+              {t('Margin scaling factors')}
+            </h2>
+            <MarginScalingFactorsPanel
               market={marketData}
               parentMarket={parentMarketData}
             />

libs/markets/src/lib/components/market-info/MarketInfo.graphql

@@ -138,6 +138,8 @@ query MarketInfo($marketId: ID!) {
     positionDecimalPlaces
     state
     tradingMode
+    linearSlippageFactor
+    quadraticSlippageFactor
     proposal {
       id
       rationale {

libs/markets/src/lib/components/market-info/info-key-value-table.tsx

@@ -44,8 +44,6 @@ export const Row = ({
   // a specific parentValue is missing. These values are only used when we
   // have successor market parent data.
 
-  const className = 'text-sm';
-
   const getFormattedValue = (value: ReactNode) => {
     if (typeof value !== 'string' && typeof value !== 'number') return value;
     if (unformatted || isNaN(Number(value))) {
@@ -75,8 +73,8 @@ export const Row = ({
       key={field}
       inline={true}
       noBorder={noBorder}
-      dtClassName={className}
-      ddClassName={className}
+      dtClassName="text-xs"
+      ddClassName="text-xs"
     >
       <div className="flex items-center gap-3">
         <Tooltip description={tooltipMapping[field]} align="start">

libs/markets/src/lib/components/market-info/market-info-accordion.tsx

@@ -32,6 +32,7 @@ import {
   LiquidityMonitoringParametersInfoPanel,
   LiquidityPriceRangeInfoPanel,
   LiquiditySLAParametersInfoPanel,
+  MarginScalingFactorsPanel,
   MarketPriceInfoPanel,
   MarketVolumeInfoPanel,
   MetadataInfoPanel,
@@ -39,7 +40,6 @@ import {
   PriceMonitoringBoundsInfoPanel,
   RiskFactorsInfoPanel,
   RiskModelInfoPanel,
-  RiskParametersInfoPanel,
   SettlementAssetInfoPanel,
   SuccessionLineInfoPanel,
 } from './market-info-panels';
@@ -236,9 +236,9 @@ export const MarketInfoAccordion = ({
             content={<RiskModelInfoPanel market={market} />}
           />
           <AccordionItem
-            itemId="risk-parameters"
-            title={t('Risk parameters')}
-            content={<RiskParametersInfoPanel market={market} />}
+            itemId="margin-scaling-factors"
+            title={t('Margin scaling factors')}
+            content={<MarginScalingFactorsPanel market={market} />}
           />
           <AccordionItem
             itemId="risk-factors"

libs/markets/src/lib/components/market-info/market-info-panels.tsx

@@ -45,6 +45,7 @@ import type {
 } from '@vegaprotocol/types';
 import {
   ConditionOperatorMapping,
+  MarketStateMapping,
   MarketTradingModeMapping,
 } from '@vegaprotocol/types';
 import {
@@ -220,58 +221,78 @@ export const KeyDetailsInfoPanel = ({
   const assetDecimals = getAsset(market).decimals;
 
   return (
-    <MarketInfoTable
-      data={
-        FLAGS.SUCCESSOR_MARKETS
-          ? {
-              name: market.tradableInstrument.instrument.name,
-              marketID: market.id,
-              parentMarketID: parentMarketIdData?.market?.parentMarketID || '-',
-              insurancePoolFraction:
-                (successorProposalDetails?.proposal?.terms.change.__typename ===
-                  'NewMarket' &&
-                  successorProposalDetails.proposal.terms.change
-                    .successorConfiguration?.insurancePoolFraction) ||
-                '-',
-              tradingMode:
-                market.tradingMode &&
-                MarketTradingModeMapping[market.tradingMode],
-              marketDecimalPlaces: market.decimalPlaces,
-              positionDecimalPlaces: market.positionDecimalPlaces,
-              settlementAssetDecimalPlaces: assetDecimals,
-            }
-          : {
-              name: market.tradableInstrument.instrument.name,
-              marketID: market.id,
-              tradingMode:
-                market.tradingMode &&
-                MarketTradingModeMapping[market.tradingMode],
-              marketDecimalPlaces: market.decimalPlaces,
-              positionDecimalPlaces: market.positionDecimalPlaces,
-              settlementAssetDecimalPlaces: assetDecimals,
-            }
-      }
-      parentData={
-        parentMarket && {
-          name: parentMarket?.tradableInstrument?.instrument?.name,
-          marketID: parentMarket?.id,
-          parentMarketID: grandparentMarketIdData?.market?.parentMarketID,
-          insurancePoolFraction:
-            parentSuccessorProposalDetails?.proposal?.terms.change
-              .__typename === 'NewMarket' &&
-            parentSuccessorProposalDetails.proposal.terms.change
-              .successorConfiguration?.insurancePoolFraction,
-          tradingMode:
-            parentMarket?.tradingMode &&
-            MarketTradingModeMapping[
-              parentMarket.tradingMode as MarketTradingMode
-            ],
-          marketDecimalPlaces: parentMarket?.decimalPlaces,
-          positionDecimalPlaces: parentMarket?.positionDecimalPlaces,
-          settlementAssetDecimalPlaces: assetDecimals,
+    <>
+      <KeyValueTable>
+        <KeyValueTableRow noBorder>
+          <div>{t('Market ID')}</div>
+          <CopyWithTooltip text={market.id}>
+            <button
+              data-testid="copy-eth-oracle-address"
+              className="uppercase text-right"
+            >
+              <span className="flex gap-1">
+                {truncateMiddle(market.id)}
+                <VegaIcon name={VegaIconNames.COPY} size={16} />
+              </span>
+            </button>
+          </CopyWithTooltip>
+        </KeyValueTableRow>
+      </KeyValueTable>
+      <MarketInfoTable
+        data={
+          FLAGS.SUCCESSOR_MARKETS
+            ? {
+                name: market.tradableInstrument.instrument.name,
+                parentMarketID:
+                  parentMarketIdData?.market?.parentMarketID || '-',
+                insurancePoolFraction:
+                  (successorProposalDetails?.proposal?.terms.change
+                    .__typename === 'NewMarket' &&
+                    successorProposalDetails.proposal.terms.change
+                      .successorConfiguration?.insurancePoolFraction) ||
+                  '-',
+                status: market.state && MarketStateMapping[market.state],
+                tradingMode:
+                  market.tradingMode &&
+                  MarketTradingModeMapping[market.tradingMode],
+                marketDecimalPlaces: market.decimalPlaces,
+                positionDecimalPlaces: market.positionDecimalPlaces,
+                settlementAssetDecimalPlaces: assetDecimals,
+              }
+            : {
+                name: market.tradableInstrument.instrument.name,
+                status: market.state && MarketStateMapping[market.state],
+                tradingMode:
+                  market.tradingMode &&
+                  MarketTradingModeMapping[market.tradingMode],
+                marketDecimalPlaces: market.decimalPlaces,
+                positionDecimalPlaces: market.positionDecimalPlaces,
+                settlementAssetDecimalPlaces: assetDecimals,
+              }
         }
-      }
-    />
+        parentData={
+          parentMarket && {
+            name: parentMarket?.tradableInstrument?.instrument?.name,
+            parentMarketID: grandparentMarketIdData?.market?.parentMarketID,
+            insurancePoolFraction:
+              parentSuccessorProposalDetails?.proposal?.terms.change
+                .__typename === 'NewMarket' &&
+              parentSuccessorProposalDetails.proposal.terms.change
+                .successorConfiguration?.insurancePoolFraction,
+            status:
+              parentMarket?.state && MarketStateMapping[parentMarket.state],
+            tradingMode:
+              parentMarket?.tradingMode &&
+              MarketTradingModeMapping[
+                parentMarket.tradingMode as MarketTradingMode
+              ],
+            marketDecimalPlaces: parentMarket?.decimalPlaces,
+            positionDecimalPlaces: parentMarket?.positionDecimalPlaces,
+            settlementAssetDecimalPlaces: assetDecimals,
+          }
+        }
+      />
+    </>
   );
 };
 
@@ -432,8 +453,8 @@ export const SettlementAssetInfoPanel = ({ market }: MarketInfoProps) => {
         asset={asset}
         inline={true}
         noBorder={true}
-        dtClassName="text-black dark:text-white text-ui !px-0 !font-normal"
-        ddClassName="text-black dark:text-white text-ui !px-0 !font-normal max-w-full"
+        dtClassName="text-black dark:text-white text-ui !px-0 text-xs"
+        ddClassName="text-black dark:text-white text-ui !px-0 max-w-full text-xs"
       />
       <p className="mt-4 text-xs">
         {t(
@@ -505,18 +526,53 @@ export const RiskModelInfoPanel = ({
   }
 
   return (
-    <MarketInfoTable
-      data={{ tau, riskAversionParameter }}
-      parentData={parentData}
-      unformatted
-    />
+    <>
+      <MarketInfoTable
+        data={{ tau, riskAversionParameter }}
+        parentData={parentData}
+        unformatted
+      />
+      <RiskParametersInfoPanel market={market} parentMarket={parentMarket} />
+    </>
   );
 };
 
-export const RiskParametersInfoPanel = ({
+export const MarginScalingFactorsPanel = ({
   market,
   parentMarket,
 }: MarketInfoProps) => {
+  const data = {
+    linearSlippageFactor: market.linearSlippageFactor,
+    quadraticSlippageFactor: market.quadraticSlippageFactor,
+    searchLevel:
+      market.tradableInstrument.marginCalculator?.scalingFactors.searchLevel,
+    initialMargin:
+      market.tradableInstrument.marginCalculator?.scalingFactors.initialMargin,
+    collateralRelease:
+      market.tradableInstrument.marginCalculator?.scalingFactors
+        .collateralRelease,
+  };
+
+  const parentData = parentMarket
+    ? {
+        linearSlippageFactor: parentMarket?.linearSlippageFactor,
+        quadraticSlippageFactor: parentMarket?.quadraticSlippageFactor,
+        searchLevel:
+          parentMarket?.tradableInstrument.marginCalculator?.scalingFactors
+            .searchLevel,
+        initialMargin:
+          parentMarket?.tradableInstrument.marginCalculator?.scalingFactors
+            .initialMargin,
+        collateralRelease:
+          parentMarket?.tradableInstrument.marginCalculator?.scalingFactors
+            .collateralRelease,
+      }
+    : undefined;
+
+  return <MarketInfoTable data={data} parentData={parentData} unformatted />;
+};
+
+const RiskParametersInfoPanel = ({ market, parentMarket }: MarketInfoProps) => {
   const marketType = market.tradableInstrument.riskModel.__typename;
 
   let data, parentData;
@@ -562,27 +618,66 @@ export const RiskFactorsInfoPanel = ({
   market,
   parentMarket,
 }: MarketInfoProps) => {
-  if (!market.riskFactors) {
-    return null;
-  }
+  const getLeverageFactors = (market: MarketInfo) => {
+    if (!market.riskFactors) {
+      return undefined;
+    }
 
-  const { short, long } = market.riskFactors;
+    const { short, long } = market.riskFactors;
 
-  let parentData;
+    const maxLeverageLong = new BigNumber(1).dividedBy(
+      new BigNumber(market.linearSlippageFactor).plus(long)
+    );
 
-  if (parentMarket?.riskFactors) {
-    const parentShort = parentMarket.riskFactors.short;
-    const parentLong = parentMarket.riskFactors.long;
-    parentData = { short: parentShort, long: parentLong };
-  }
+    const maxLeverageShort = new BigNumber(1).dividedBy(
+      new BigNumber(market.linearSlippageFactor).plus(short)
+    );
 
-  return (
-    <MarketInfoTable
-      data={{ short, long }}
-      parentData={parentData}
-      unformatted
-    />
-  );
+    const maxInitialLeverageLong = !market.tradableInstrument.marginCalculator
+      ? undefined
+      : new BigNumber(1)
+          .dividedBy(
+            market.tradableInstrument.marginCalculator.scalingFactors
+              .initialMargin
+          )
+          .times(maxLeverageLong);
+
+    const maxInitialLeverageShort = !market.tradableInstrument.marginCalculator
+      ? undefined
+      : new BigNumber(1)
+          .dividedBy(
+            market.tradableInstrument.marginCalculator.scalingFactors
+              .initialMargin
+          )
+          .times(maxLeverageShort);
+
+    const formatValue = (number: BigNumber | string | undefined) => {
+      if (!number) return undefined;
+      const value = new BigNumber(number);
+      if (value.gte(10)) {
+        return value.toFixed(3);
+      } else {
+        return value.toFixed(5);
+      }
+    };
+
+    const data = {
+      long: formatValue(long),
+      short: formatValue(short),
+      maxLeverageLong: formatValue(maxLeverageLong),
+      maxLeverageShort: formatValue(maxLeverageShort),
+      maxInitialLeverageLong: formatValue(maxInitialLeverageLong),
+      maxInitialLeverageShort: formatValue(maxInitialLeverageShort),
+    };
+    return data;
+  };
+
+  const data = getLeverageFactors(market);
+  const parentData = parentMarket
+    ? getLeverageFactors(parentMarket)
+    : undefined;
+
+  return <MarketInfoTable data={data} parentData={parentData} unformatted />;
 };
 
 export const PriceMonitoringBoundsInfoPanel = ({

libs/markets/src/lib/components/market-info/market-info.mock.ts

@@ -23,6 +23,8 @@ export const marketInfoQuery = (
           description: '',
         },
       },
+      linearSlippageFactor: '0.01',
+      quadraticSlippageFactor: '0.0001',
       marketTimestamps: {
         __typename: 'MarketTimestamps',
         open: '2022-11-15T02:15:24.543614154Z',

libs/types/src/__generated__/types.ts

@@ -1287,6 +1287,39 @@ export type Filter = {
   key: PropertyKey;
 };
 
+/** The funding payment from a perpetual market. */
+export type FundingPayment = {
+  __typename?: 'FundingPayment';
+  /** Amount transferred */
+  amount?: Maybe<Scalars['String']>;
+  /** Sequence number of the funding period the funding payment belongs to. */
+  fundingPeriodSeq: Scalars['Int'];
+  /** Market the funding payment applies to. */
+  marketId: Scalars['ID'];
+  /** Party the funding payment applies to. */
+  partyId: Scalars['ID'];
+  /** RFC3339Nano timestamp when the data point was received. */
+  timestamp: Scalars['Timestamp'];
+};
+
+/** Connection type for funding payment */
+export type FundingPaymentConnection = {
+  __typename?: 'FundingPaymentConnection';
+  /** List of funding payments */
+  edges: Array<FundingPaymentEdge>;
+  /** Pagination information */
+  pageInfo: PageInfo;
+};
+
+/** Edge type for funding payment */
+export type FundingPaymentEdge = {
+  __typename?: 'FundingPaymentEdge';
+  /** Cursor identifying the funding payment */
+  cursor: Scalars['String'];
+  /** The funding payment */
+  node: FundingPayment;
+};
+
 /** Details of a funding interval for a perpetual market. */
 export type FundingPeriod = {
   __typename?: 'FundingPeriod';
@@ -4097,6 +4130,8 @@ export type Query = {
   coreSnapshots?: Maybe<CoreSnapshotConnection>;
   /** Get the current referral program */
   currentReferralProgram?: Maybe<CurrentReferralProgram>;
+  /** Get the current volume discount program */
+  currentVolumeDiscountProgram?: Maybe<VolumeDiscountProgram>;
   /** Find a deposit using its ID */
   deposit?: Maybe<Deposit>;
   /** Fetch all deposits */
@@ -4128,6 +4163,8 @@ export type Query = {
   estimatePosition?: Maybe<PositionEstimate>;
   /** Query for historic ethereum key rotations */
   ethereumKeyRotations: EthereumKeyRotationsConnection;
+  /** Funding payment for perpetual markets. */
+  fundingPayments: FundingPaymentConnection;
   /**
    * Funding period data points for a perpetual market. The data points within a funding period are used to calculate the
    * time-weighted average price (TWAP), funding rate and funding payments for each funding period.
@@ -4196,6 +4233,8 @@ export type Query = {
   /** Get referrer fee and discount stats */
   referralFeeStats?: Maybe<ReferralSetFeeStats>;
   referralSetReferees: ReferralSetRefereeConnection;
+  /** Get referral set statistics */
+  referralSetStats: ReferralSetStatsConnection;
   /** List referral sets */
   referralSets: ReferralSetConnection;
   /** Get statistics about the Vega node */
@@ -4224,6 +4263,8 @@ export type Query = {
   transfer?: Maybe<Transfer>;
   /** Get a list of all transfers for a public key */
   transfersConnection?: Maybe<TransferConnection>;
+  /** Get volume discount statistics */
+  volumeDiscountStats: VolumeDiscountStatsConnection;
   /** Find a withdrawal using its ID */
   withdrawal?: Maybe<Withdrawal>;
   /** Fetch all withdrawals */
@@ -4369,6 +4410,14 @@ export type QueryethereumKeyRotationsArgs = {
 };
 
 
+/** Queries allow a caller to read data and filter data via GraphQL. */
+export type QueryfundingPaymentsArgs = {
+  marketId?: InputMaybe<Scalars['ID']>;
+  pagination?: InputMaybe<Pagination>;
+  partyId: Scalars['ID'];
+};
+
+
 /** Queries allow a caller to read data and filter data via GraphQL. */
 export type QueryfundingPeriodDataPointsArgs = {
   dateRange?: InputMaybe<DateRange>;
@@ -4568,6 +4617,15 @@ export type QueryreferralSetRefereesArgs = {
 };
 
 
+/** Queries allow a caller to read data and filter data via GraphQL. */
+export type QueryreferralSetStatsArgs = {
+  epoch?: InputMaybe<Scalars['Int']>;
+  id: Scalars['ID'];
+  pagination?: InputMaybe<Pagination>;
+  partyId?: InputMaybe<Scalars['ID']>;
+};
+
+
 /** Queries allow a caller to read data and filter data via GraphQL. */
 export type QueryreferralSetsArgs = {
   id?: InputMaybe<Scalars['ID']>;
@@ -4642,6 +4700,14 @@ export type QuerytransfersConnectionArgs = {
 };
 
 
+/** Queries allow a caller to read data and filter data via GraphQL. */
+export type QueryvolumeDiscountStatsArgs = {
+  epoch?: InputMaybe<Scalars['Int']>;
+  pagination?: InputMaybe<Pagination>;
+  partyId?: InputMaybe<Scalars['ID']>;
+};
+
+
 /** Queries allow a caller to read data and filter data via GraphQL. */
 export type QuerywithdrawalArgs = {
   id: Scalars['ID'];
@@ -4700,18 +4766,6 @@ export type RecurringTransfer = {
   startEpoch: Scalars['Int'];
 };
 
-export type RefereeStats = {
-  __typename?: 'RefereeStats';
-  /** Discount factor applied to the party. */
-  discountFactor: Scalars['String'];
-  /** Current referee notional taker volume */
-  epochNotionalTakerVolume: Scalars['String'];
-  /** Unique ID of the party. */
-  partyId: Scalars['ID'];
-  /** Reward factor applied to the party. */
-  rewardFactor: Scalars['String'];
-};
-
 /** Referral program information */
 export type ReferralProgram = {
   __typename?: 'ReferralProgram';
@@ -4742,22 +4796,10 @@ export type ReferralSet = {
   id: Scalars['ID'];
   /** Party that created the set. */
   referrer: Scalars['ID'];
-  /**
-   * Referral set statistics for the latest or specific epoch.
-   * If provided the results can be filtered for a specific referee
-   */
-  stats?: Maybe<ReferralSetStats>;
   /** Timestamp as RFC3339Nano when the referral set was updated. */
   updatedAt: Scalars['Timestamp'];
 };
 
-
-/** Data relating to a referral set. */
-export type ReferralSetstatsArgs = {
-  epoch?: InputMaybe<Scalars['Int']>;
-  referee?: InputMaybe<Scalars['ID']>;
-};
-
 /** Connection type for retrieving cursor-based paginated referral set information */
 export type ReferralSetConnection = {
   __typename?: 'ReferralSetConnection';
@@ -4828,14 +4870,36 @@ export type ReferralSetRefereeEdge = {
 
 export type ReferralSetStats = {
   __typename?: 'ReferralSetStats';
-  /** Epoch at which the set's statistics are updated. */
-  atEpoch?: Maybe<Scalars['Int']>;
-  /** Referees' statistics for that epoch. */
-  referees_stats: Array<RefereeStats>;
+  /** Epoch at which the statistics are updated. */
+  atEpoch: Scalars['Int'];
+  /** Discount factor applied to the party. */
+  discountFactor: Scalars['String'];
+  /** Current referee notional taker volume */
+  epochNotionalTakerVolume: Scalars['String'];
+  /** Unique ID of the party. */
+  partyId: Scalars['ID'];
   /** Running volume for the set based on the window length of the current referral program. */
   referralSetRunningNotionalTakerVolume: Scalars['String'];
-  /** Unique ID of the set */
-  setId: Scalars['ID'];
+  /** Reward factor applied to the party. */
+  rewardFactor: Scalars['String'];
+};
+
+/** Connection type for retrieving cursor-based paginated referral set statistics information */
+export type ReferralSetStatsConnection = {
+  __typename?: 'ReferralSetStatsConnection';
+  /** The referral set statistics in this connection */
+  edges: Array<Maybe<ReferralSetStatsEdge>>;
+  /** The pagination information */
+  pageInfo: PageInfo;
+};
+
+/** Edge type containing the referral set statistics and cursor information returned by a ReferralSetStatsConnection */
+export type ReferralSetStatsEdge = {
+  __typename?: 'ReferralSetStatsEdge';
+  /** The cursor for this referral set statistics */
+  cursor: Scalars['String'];
+  /** The referral set statistics */
+  node: ReferralSetStats;
 };
 
 /** Rewards generated for referrers by each of their referees */
@@ -6137,6 +6201,53 @@ export type VolumeBenefitTier = {
   volumeDiscountFactor: Scalars['String'];
 };
 
+/** Volume discount program information */
+export type VolumeDiscountProgram = {
+  __typename?: 'VolumeDiscountProgram';
+  /** Defined tiers in increasing order. First element will give Tier 1, second element will give Tier 2, etc. */
+  benefitTiers: Array<VolumeBenefitTier>;
+  /** Timestamp as Unix time in nanoseconds, after which when the current epoch ends, the programs will end and benefits will be disabled. */
+  endOfProgramTimestamp: Scalars['Timestamp'];
+  /** Timestamp as RFC3339Nano when the program ended. If present, the current program has ended and no program is currently running. */
+  endedAt?: Maybe<Scalars['Timestamp']>;
+  /** Unique ID generated from the proposal that created this program. */
+  id: Scalars['ID'];
+  /** Incremental version of the program. It is incremented each time the volume discount program is edited. */
+  version: Scalars['Int'];
+  /** Number of epochs over which to evaluate parties' running volume. */
+  windowLength: Scalars['Int'];
+};
+
+export type VolumeDiscountStats = {
+  __typename?: 'VolumeDiscountStats';
+  /** Epoch at which the statistics are updated. */
+  atEpoch: Scalars['Int'];
+  /** Discount factor applied to the party. */
+  discountFactor: Scalars['String'];
+  /** Unique ID of the party. */
+  partyId: Scalars['ID'];
+  /** Party's running volume. */
+  runningVolume: Scalars['String'];
+};
+
+/** Connection type for retrieving cursor-based paginated volume discount statistics information */
+export type VolumeDiscountStatsConnection = {
+  __typename?: 'VolumeDiscountStatsConnection';
+  /** The volume discount statistics in this connection */
+  edges: Array<Maybe<VolumeDiscountStatsEdge>>;
+  /** The pagination information */
+  pageInfo: PageInfo;
+};
+
+/** Edge type containing the volume discount statistics and cursor information returned by a VolumeDiscountStatsConnection */
+export type VolumeDiscountStatsEdge = {
+  __typename?: 'VolumeDiscountStatsEdge';
+  /** The cursor for this volume discount statistics */
+  cursor: Scalars['String'];
+  /** The volume discount statistics */
+  node: VolumeDiscountStats;
+};
+
 export type Vote = {
   __typename?: 'Vote';
   /** RFC3339Nano time and date when the vote reached Vega network */

libs/ui-toolkit/src/components/key-value-table/key-value-table.tsx

@@ -74,9 +74,13 @@ export const KeyValueTableRow = ({
     { 'flex-row items-center': inline },
     className
   );
-  const dtClassNames = `break-words ${dtClassName}`;
+  const dtClassNames = classNames(
+    'break-words',
+    dtClassName,
+    'text-neutral-500 dark:text-neutral-300'
+  );
   const ddClassNames = classNames(
-    'break-words text-neutral-500 dark:text-neutral-300',
+    'break-words',
     {
       'font-mono': numerical,
     },

specs/6002-MDET-market-details.md

@@ -90,12 +90,22 @@ When I look into market info I **Must** see following specification:
 - Risk model: (<a name="6002-MDET-209" href="#6002-MDET-209">6002-MDET-209</a>)
   - Tau
   - Risk Aversion Parameter
-- Risk parameters: (<a name="6002-MDET-210" href="#6002-MDET-210">6002-MDET-210</a>)
+  - R
   - Sigma
+- Margin scaling factors (<a name="6002-MDET-210" href="#6002-MDET-210">6002-MDET-210</a>)
+  - Linear Slippage Factor
+  - Quadratic Slippage Factor
+  - Search Level
+  - Initial Margin
+  - Collateral Release
 - Risk factors: (<a name="6002-MDET-211" href="#6002-MDET-211">6002-MDET-211</a>)
-  - Short
   - Long
-- price monitoring bounds <i>(multiple bounds possible)</i>: (<a name="6002-MDET-212" href="#6002-MDET-212">6002-MDET-212</a>)
+  - Short
+  - Max Leverage Long
+  - Max Leverage Short
+  - Max Initial Leverage Long
+  - Max Initial Leverage Short
+- Price monitoring bounds <i>(multiple bounds possible)</i>: (<a name="6002-MDET-212" href="#6002-MDET-212">6002-MDET-212</a>)
   - Highest Price
   - Lowest Price
 - Liquidity monitoring parameters: (<a name="6002-MDET-213" href="#6002-MDET-213">6002-MDET-213</a>)