feat: nebula fuzzing (#693)

* chore: remove print * feat: improve fuzzing configurability * chore: align benchmark run parser * chore: reduce volatility and auction frequency * chore: bump most recent version to check * fix: update branch fuzz tests
vegaprotocol · Aug 28, 2024 · 31f42ff · 31f42ff
1 parent 4082e63
commit 31f42ff
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Showing 7 changed files with 233 additions and 132 deletions.
diff --git a/scripts/check_tagged_versions.py b/scripts/check_tagged_versions.py
@@ -1,6 +1,6 @@
 import requests
 
-EARLIEST_VERSION_TO_CHECK = "v0.73.8"
+EARLIEST_VERSION_TO_CHECK = "v0.78.0-preview.4"
 
 
 def check_versions():

diff --git a/tests/integration/test_fuzz.py b/tests/integration/test_fuzz.py
@@ -9,7 +9,7 @@
 def test_fuzz_run():
     # Simply testing that it doesn't error
     with tempfile.TemporaryDirectory() as temp_dir:
-        scenario = REGISTRY["overnight"]
+        scenario = REGISTRY["research"]
         scenario.num_steps = 20
         _run(
             scenario=scenario,

diff --git a/vega_sim/api/governance.py b/vega_sim/api/governance.py
@@ -1201,7 +1201,6 @@ def update_volume_rebate_program(
     proposal.terms.update_volume_rebate_program.CopyFrom(
         vega_protos.governance.UpdateVolumeRebateProgram(changes=volume_rebate_program)
     )
-    print(proposal)
     return _make_and_wait_for_proposal(
         wallet_name=wallet_name,
         wallet=wallet,

diff --git a/vega_sim/scenario/benchmark/run.py b/vega_sim/scenario/benchmark/run.py
@@ -146,7 +146,7 @@ def _run(
 if __name__ == "__main__":
 
     parser = argparse.ArgumentParser()
-    parser.add_argument("-m", "--market", required=True, type=str)
+    parser.add_argument("--scenario", required=True, type=str)
     parser.add_argument("-s", "--steps", default=600, type=int)
     parser.add_argument("-p", "--pause", action="store_true")
     parser.add_argument("-d", "--debug", action="store_true")
@@ -162,12 +162,13 @@ def _run(
         format="%(asctime)s - %(name)s - %(levelname)s - %(message)s",
     )
 
-    if args.market not in REGISTRY:
+    if args.scenario not in REGISTRY:
         raise ValueError(f"Market {args.market} not found")
-    scenario = REGISTRY[args.market].num_steps = args.steps
+    scenario = REGISTRY[args.scenario]
+    scenario.num_steps = args.steps
 
     _run(
-        scenario=REGISTRY[args.market],
+        scenario=scenario,
         wallet=args.wallet,
         console=args.console,
         pause=args.pause,

diff --git a/vega_sim/scenario/fuzzing/registry.py b/vega_sim/scenario/fuzzing/registry.py
@@ -4,7 +4,7 @@
 
 
 REGISTRY = {
-    "overnight": FuzzingScenario(
+    "research": FuzzingScenario(
         block_length_seconds=1,
         step_length_seconds=30,
         benchmark_configs=[
@@ -64,5 +64,76 @@
             ),
         ],
         initial_network_parameters={"validators.epoch.length": "10m"},
+        fuzz_lps=True,
+        fuzz_amms=True,
+        fuzz_traders=True,
+        fuzz_rewards=True,
+        fuzz_rebates=True,
+        fuzz_discounts=True,
+        fuzz_referrals=True,
+    ),
+    "nebula": FuzzingScenario(
+        block_length_seconds=1,
+        step_length_seconds=30,
+        benchmark_configs=[
+            BenchmarkConfig(
+                market_config=configs.mainnet.BTCUSDT.CONFIG,
+                initial_price=80000,
+                annualised_volatility=1.5,
+                notional_trade_volume=100,
+            ),
+            BenchmarkConfig(
+                market_config=configs.mainnet.ETHUSDT.CONFIG,
+                initial_price=4000,
+                annualised_volatility=1.5,
+                notional_trade_volume=100,
+            ),
+            BenchmarkConfig(
+                market_config=configs.mainnet.SOLUSDT.CONFIG,
+                initial_price=20,
+                annualised_volatility=1.5,
+                notional_trade_volume=100,
+            ),
+        ],
+        initial_network_parameters={"validators.epoch.length": "10m"},
+        fuzz_lps=True,
+        fuzz_amms=False,
+        fuzz_traders=True,
+        fuzz_rewards=True,
+        fuzz_rebates=True,
+        fuzz_discounts=True,
+        fuzz_referrals=True,
+    ),
+    "nebula-amm": FuzzingScenario(
+        block_length_seconds=1,
+        step_length_seconds=30,
+        benchmark_configs=[
+            BenchmarkConfig(
+                market_config=configs.mainnet.BTCUSDT.CONFIG,
+                initial_price=80000,
+                annualised_volatility=1.5,
+                notional_trade_volume=100,
+            ),
+            BenchmarkConfig(
+                market_config=configs.mainnet.ETHUSDT.CONFIG,
+                initial_price=4000,
+                annualised_volatility=1.5,
+                notional_trade_volume=100,
+            ),
+            BenchmarkConfig(
+                market_config=configs.mainnet.SOLUSDT.CONFIG,
+                initial_price=20,
+                annualised_volatility=1.5,
+                notional_trade_volume=100,
+            ),
+        ],
+        initial_network_parameters={"validators.epoch.length": "10m"},
+        fuzz_lps=True,
+        fuzz_amms=True,
+        fuzz_traders=True,
+        fuzz_rewards=True,
+        fuzz_rebates=True,
+        fuzz_discounts=True,
+        fuzz_referrals=True,
     ),
 }
diff --git a/vega_sim/scenario/fuzzing/run.py b/vega_sim/scenario/fuzzing/run.py
@@ -149,7 +149,7 @@ def _run(
 if __name__ == "__main__":
 
     parser = argparse.ArgumentParser()
-    parser.add_argument("-m", "--market", required=True, type=str)
+    parser.add_argument("--scenario", required=True, type=str)
     parser.add_argument("-s", "--steps", default=600, type=int)
     parser.add_argument("-p", "--pause", action="store_true")
     parser.add_argument("-d", "--debug", action="store_true")
@@ -165,12 +165,13 @@ def _run(
         format="%(asctime)s - %(name)s - %(levelname)s - %(message)s",
     )
 
-    if args.market not in REGISTRY:
-        raise ValueError(f"Market {args.market} not found")
-    scenario = REGISTRY[args.market].num_steps = args.steps
+    if args.scenario not in REGISTRY:
+        raise ValueError(f"Market {args.scenario} not found")
+    scenario = REGISTRY[args.scenario]
+    scenario.num_steps = args.steps
 
     _run(
-        scenario=REGISTRY[args.market],
+        scenario=scenario,
         wallet=args.wallet,
         console=args.console,
         pause=args.pause,