vega-frontend-monorepo/apps/trading/e2e/fixtures/market.py

256 lines
6.8 KiB
Python

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
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