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