from vega_sim.service import VegaService from actions.vega import submit_multiple_orders, submit_order, submit_liquidity from wallet_config import MM_WALLET, MM_WALLET2, TERMINATE_WALLET, wallets import logging logger = logging.getLogger() mint_amount: float = 10e5 market_name = "BTC:DAI_2023" default_sell_orders = [[1, 110], [1, 105]] default_buy_orders = [[1, 90], [1, 95]] def setup_simple_market( vega: VegaService, approve_proposal=True, custom_market_name=market_name, custom_asset_name="tDAI", custom_asset_symbol="tDAI", custom_quantum=1 ): for wallet in wallets: vega.create_key(wallet.name) vega.mint( MM_WALLET.name, asset="VOTE", amount=mint_amount, ) vega.update_network_parameter( MM_WALLET.name, parameter="market.fee.factors.makerFee", new_value="0.1" ) vega.forward("10s") vega.wait_fn(1) vega.wait_for_total_catchup() vega.create_asset( MM_WALLET.name, name=custom_asset_name, symbol=custom_asset_symbol, decimals=5, max_faucet_amount=1e10, quantum=custom_quantum, ) vega.wait_fn(1) vega.wait_for_total_catchup() tdai_id = vega.find_asset_id(symbol=custom_asset_symbol) logger.info(f"Created asset: {custom_asset_symbol}") vega.mint( "Key 1", asset=tdai_id, amount=mint_amount, ) vega.mint( MM_WALLET.name, asset=tdai_id, amount=mint_amount, ) vega.mint( MM_WALLET2.name, asset=tdai_id, amount=mint_amount, ) vega.wait_fn(1) vega.wait_for_total_catchup() market_id = vega.create_simple_market( custom_market_name, proposal_key=MM_WALLET.name, settlement_asset_id=tdai_id, termination_key=TERMINATE_WALLET.name, market_decimals=5, approve_proposal=approve_proposal, forward_time_to_enactment=approve_proposal, ) vega.forward("10s") vega.wait_fn(1) vega.wait_for_total_catchup() return market_id def setup_simple_successor_market( vega: VegaService, parent_market_id, tdai_id, market_name, approve_proposal=True ): market_id = vega.create_simple_market( market_name, proposal_key=MM_WALLET.name, settlement_asset_id=tdai_id, termination_key=MM_WALLET2.name, market_decimals=5, approve_proposal=approve_proposal, forward_time_to_enactment=approve_proposal, parent_market_id=parent_market_id, parent_market_insurance_pool_fraction=0.5, ) submit_liquidity(vega, MM_WALLET.name, market_id) submit_multiple_orders( vega, MM_WALLET.name, market_id, "SIDE_SELL", [[1, 110], [1, 105]] ) submit_multiple_orders( vega, MM_WALLET2.name, market_id, "SIDE_BUY", [[1, 90], [1, 95]] ) submit_order(vega, "Key 1", market_id, "SIDE_BUY", 1, 110) vega.forward("10s") vega.wait_fn(1) vega.wait_for_total_catchup() return market_id def setup_opening_auction_market(vega: VegaService, market_id: str = None, buy_orders=default_buy_orders, sell_orders=default_sell_orders, add_liquidity=True, **kwargs): if not market_exists(vega, market_id): market_id = setup_simple_market(vega, **kwargs) if add_liquidity: submit_liquidity(vega, MM_WALLET.name, market_id) submit_multiple_orders( vega, MM_WALLET.name, market_id, "SIDE_SELL", sell_orders ) submit_multiple_orders( vega, MM_WALLET2.name, market_id, "SIDE_BUY", buy_orders ) vega.forward("10s") vega.wait_fn(1) vega.wait_for_total_catchup() return market_id def market_exists(vega: VegaService, market_id: str): if market_id is None: return False all_markets = vega.all_markets() market_ids = [market.id for market in all_markets] return market_id in market_ids # Add sell orders and buy orders to put on the book def setup_continuous_market(vega: VegaService, market_id: str = None, buy_orders=default_buy_orders, sell_orders=default_sell_orders, add_liquidity=True, **kwargs): if not market_exists(vega, market_id) or buy_orders != default_buy_orders or sell_orders != default_sell_orders: market_id = setup_opening_auction_market( vega, market_id, buy_orders, sell_orders, add_liquidity, **kwargs) submit_order(vega, "Key 1", market_id, "SIDE_BUY", sell_orders[0][0], sell_orders[0][1]) vega.forward("10s") vega.wait_fn(1) vega.wait_for_total_catchup() return market_id def setup_perps_market( vega: VegaService, custom_asset_name="tDAI", custom_asset_symbol="tDAI", ): for wallet in wallets: vega.create_key(wallet.name) vega.mint( MM_WALLET.name, asset="VOTE", amount=mint_amount, ) vega.update_network_parameter( MM_WALLET.name, parameter="market.fee.factors.makerFee", new_value="0.1" ) vega.forward("10s") vega.wait_fn(1) vega.wait_for_total_catchup() vega.create_asset( MM_WALLET.name, name=custom_asset_name, symbol=custom_asset_symbol, decimals=5, max_faucet_amount=1e10, ) vega.wait_fn(1) vega.wait_for_total_catchup() tdai_id = vega.find_asset_id(symbol=custom_asset_symbol) logger.info(f"Created asset: {custom_asset_symbol}") vega.mint( "Key 1", asset=tdai_id, amount=mint_amount, ) vega.mint( MM_WALLET.name, asset=tdai_id, amount=mint_amount, ) vega.mint( MM_WALLET2.name, asset=tdai_id, amount=mint_amount, ) vega.wait_fn(1) vega.wait_for_total_catchup() vega.update_network_parameter( proposal_key=MM_WALLET.name, parameter="limits.markets.proposePerpetualEnabled", new_value="1", ) vega.wait_for_total_catchup() market_id = vega.create_simple_perps_market( market_name="BTC:DAI_Perpetual", proposal_key=MM_WALLET.name, settlement_asset_id=tdai_id, settlement_data_key=TERMINATE_WALLET.name, funding_payment_frequency_in_seconds=10, market_decimals=5, ) vega.wait_for_total_catchup() submit_liquidity(vega, MM_WALLET.name, market_id) submit_multiple_orders( vega, MM_WALLET.name, market_id, "SIDE_SELL", [[1, 110], [1, 105]] ) submit_multiple_orders( vega, MM_WALLET2.name, market_id, "SIDE_BUY", [[1, 90], [1, 95]] ) submit_order(vega, "Key 1", market_id, "SIDE_BUY", 1, 110) vega.forward("10s") vega.wait_fn(1) vega.wait_for_total_catchup() return market_id