feat: add cumulated trade volume plot

vega_query/visualisations/overlay.py

@@ -895,6 +895,43 @@ def overlay_volume(
     ax.step(x, y, label="volume", where="post")
 
 
+def overlay_cumulative_volume(
+    ax: Axes,
+    trades: List[protos.vega.vega.Trade],
+    price_decimals: int,
+    size_decimals: int,
+):
+    x = []
+    y = []
+    cumulative_volume = 0  # Initialize cumulative volume
+
+    for trade in trades:
+        # Convert timestamp to datetime for x-axis
+        x.append(timestamp_to_datetime(trade.timestamp, nano=True))
+
+        # Ensure price and size are available
+        if hasattr(trade, 'price') and hasattr(trade, 'size'):
+            price = padded_int_to_float(trade.price, price_decimals)
+            size = padded_int_to_float(trade.size, size_decimals)
+
+            # Calculate traded volume (price * size)
+            volume = price * size if price != 0 else 0
+
+            # Debugging: Print current values
+            print(f"Trade timestamp: {trade.timestamp}, Price: {price}, Size: {size}, Volume: {volume}")
+
+            # Accumulate volume
+            cumulative_volume += abs(volume)  # Ensure volume is positive
+            y.append(cumulative_volume)
+        else:
+            # If price or size is missing, assume no change in cumulative volume
+            y.append(cumulative_volume)
+            print(f"Missing price or size for trade at {trade.timestamp}")
+
+    # Plot the cumulative volume data using step plot
+    ax.step(x, y, label="Cumulative Volume", where="post")
+
+
 def overlay_maker_fee(
     ax: Axes,
     trades: List[protos.vega.vega.Trade],

vega_query/visualisations/plots/amm.py

@@ -74,7 +74,7 @@ def create(
     ymin = ymax = 0
     axes: List[Axes] = []
 
-    axn0l = fig.add_subplot(gs[:, 0])
+    axn0l = fig.add_subplot(gs[0, 0])
     axn0r: Axes = axn0l.twinx()
     if market_data_history is not None:
         overlay_mark_price(axn0l, market_data_history, market.decimal_places)
@@ -94,6 +94,10 @@ def create(
     axn0r.legend(loc="upper right", framealpha=1)
     axn0r.add_artist(leg)
 
+    ax10 = fig.add_subplot(gs[1, 0])
+    ax10.set_title("Cumulated traded notional", loc="left")
+    ax10.set_ylabel("traded notional")
+
     ax11 = fig.add_subplot(gs[0, 1])
     ax11.set_title("AMM: Position", loc="left")
     ax11.set_ylabel("Open Volume")
@@ -124,6 +128,13 @@ def create(
             date_range_start_timestamp=start_timestamp,
             date_range_end_timestamp=end_timestamp,
         )
+
+        overlay_cumulative_volume(
+            ax=ax10,
+            trades=trades,
+            price_decimals=market.decimal_places,
+            size_decimals=market.position_decimal_places,
+        )
         overlay_position(
             ax=ax11,
             trades=trades,

vega_sim/scenario/amm/registry.py

@@ -11,9 +11,9 @@
             BenchmarkConfig(
                 market_config=configs.mainnet.BTCUSDT.CONFIG,
                 initial_price=70000,
-                annualised_volatility=1,
+                annualised_volatility=0.5,
                 notional_trade_volume=100,
-                process_theta=0.05,
+                process_theta=0.01,
                 process_drift=-10,
             ),
         ],