feat: temp commit

.env

@@ -1,4 +1,4 @@
-VEGA_SIM_VEGA_TAG=07b6292ceaf5c69182066084f20e26d95c326456
+VEGA_SIM_VEGA_TAG=10155-next-closeout
 VEGA_SIM_CONSOLE_TAG=develop
 VEGA_DEFAULT_KEY_NAME='Key 1'
 VEGA_SIM_NETWORKS_INTERNAL_TAG=main

vega_sim/api/data.py

@@ -374,6 +374,53 @@ class Position:
     position_status: vega_protos.vega.PositionStatus
 
 
+@dataclass(frozen=True)
+class PositionResolution:
+    market_id: str
+    distressed: int
+    closed: int
+    mark_price: float
+
+
+@dataclass(frozen=True)
+class SettleDistressed:
+    market_id: str
+    party_id: str
+    margin: float
+    price: float
+
+
+def _position_resolution_from_proto(
+    position_resolution: vega_protos.events.v1.events.PositionResolution,
+    decimal_spec: DecimalSpec,
+) -> PositionResolution:
+    return PositionResolution(
+        market_id=position_resolution.market_id,
+        distressed=position_resolution.distressed,
+        closed=position_resolution.closed,
+        mark_price=num_from_padded_int(
+            position_resolution.mark_price, decimals=decimal_spec.price_decimals
+        ),
+    )
+
+
+def _settle_distressed_from_proto(
+    settle_distressed: vega_protos.events.v1.events.SettleDistressed,
+    decimal_spec: DecimalSpec,
+):
+    return SettleDistressed(
+        market_id=settle_distressed.market_id,
+        party_id=settle_distressed.party_id,
+        margin=num_from_padded_int(
+            int(settle_distressed.margin),
+            decimals=decimal_spec.asset_decimals,
+        ),
+        price=num_from_padded_int(
+            int(settle_distressed.price), decimals=decimal_spec.price_decimals
+        ),
+    )
+
+
 def _network_parameter_from_proto(network_parameter: vega_protos.vega.NetworkParameter):
     return NetworkParameter(key=network_parameter.key, value=network_parameter.value)
 
@@ -838,7 +885,7 @@ def _position_from_proto(
         average_entry_price=num_from_padded_int(
             position.average_entry_price, decimal_spec.price_decimals
         ),
-        updated_at=datetime.datetime.fromtimestamp(int(position.updated_at / 1e9)),
+        updated_at=datetime.datetime.fromtimestamp(position.updated_at / 1e9),
         loss_socialisation_amount=num_from_padded_int(
             position.loss_socialisation_amount,
             decimal_spec.asset_decimals,
@@ -2310,6 +2357,42 @@ def market_data_subscription_handler(
     )
 
 
+def position_resolution_subscription_handler(
+    stream: Iterable[vega_protos.api.v1.core.ObserveEventBusResponse],
+    mkt_pos_dp: Optional[Dict[str, int]] = None,
+    mkt_price_dp: Optional[Dict[str, int]] = None,
+    mkt_to_asset: Optional[Dict[str, str]] = None,
+    asset_dp: Optional[Dict[str, int]] = None,
+) -> Transfer:
+    return _stream_handler(
+        stream_item=stream,
+        extraction_fn=lambda evt: evt.position_resolution,
+        conversion_fn=_position_resolution_from_proto,
+        mkt_pos_dp=mkt_pos_dp,
+        mkt_price_dp=mkt_price_dp,
+        mkt_to_asset=mkt_to_asset,
+        asset_dp=asset_dp,
+    )
+
+
+def settle_distressed_subscription_handler(
+    stream: Iterable[vega_protos.api.v1.core.ObserveEventBusResponse],
+    mkt_pos_dp: Optional[Dict[str, int]] = None,
+    mkt_price_dp: Optional[Dict[str, int]] = None,
+    mkt_to_asset: Optional[Dict[str, str]] = None,
+    asset_dp: Optional[Dict[str, int]] = None,
+) -> Transfer:
+    return _stream_handler(
+        stream_item=stream,
+        extraction_fn=lambda evt: evt.settle_distressed,
+        conversion_fn=_settle_distressed_from_proto,
+        mkt_pos_dp=mkt_pos_dp,
+        mkt_price_dp=mkt_price_dp,
+        mkt_to_asset=mkt_to_asset,
+        asset_dp=asset_dp,
+    )
+
+
 def network_parameter_handler(
     stream: Iterable[vega_protos.api.v1.core.ObserveEventBusResponse],
 ) -> Transfer:

vega_sim/api/market.py

@@ -251,7 +251,8 @@ class PriceMonitoringParameters(Config):
                     "auction_extension": 3600,
                 },
             ]
-        }
+        },
+        "none": {"triggers": []},
     }
 
     def load(self, opt: Optional[str] = None):
@@ -393,10 +394,10 @@ def build(self):
 class LiquidationStrategy(Config):
     OPTS = {
         "default": {
-            "disposal_time_step": 1,
-            "disposal_fraction": 1,
-            "full_disposal_size": 10000000,
-            "max_fraction_consumed": 0.5,
+            "disposal_time_step": 30,
+            "disposal_fraction": 0.1,
+            "full_disposal_size": 1,
+            "max_fraction_consumed": 0.1,
         }
     }
 

vega_sim/builders/mybuilder.py

@@ -0,0 +1,28 @@
+import json
+import vega_sim.builders as build
+
+from google.protobuf.json_format import MessageToJson
+
+import vega_sim.proto.vega as vega_protos
+
+
+if __name__ == "__main__":
+    asset_id = "8ba0b10971f0c4747746cd01ff05a53ae75ca91eba1d4d050b527910c983e27e"
+    market_id = "d3c94abd0738d3eb6d319654aa86a13268ef00070ef35367c5fd50fae0c00f5d"
+
+    asset_decimals = {asset_id: 6}
+
+    command = MessageToJson(
+        vega_protos.wallet.v1.wallet.SubmitTransactionRequest(
+            liquidity_provision_amendment=build.commands.commands.liquidity_provision_amendment(
+                asset_decimals=asset_decimals,
+                asset_id=asset_id,
+                market_id=market_id,
+                commitment_amount=10000,
+                fee=0.001,
+            )
+        ),
+        indent="",
+    ).replace("\n", "")
+
+    print(command)

vega_sim/local_data_cache.py

@@ -24,6 +24,7 @@
 
 def _queue_forwarder(
     data_client: vac.VegaCoreClient,
+    counter: dict,
     stream_registry: List[
         Tuple[
             Any,
@@ -57,6 +58,7 @@ def _queue_forwarder(
             for event in o.events:
                 if (kill_thread_sig is not None) and kill_thread_sig.is_set():
                     return
+                counter[event.type] += 1
                 output = retry(5, 1.0, lambda: handlers[event.type](event))
                 if isinstance(output, (list, GeneratorType)):
                     for elem in output:
@@ -99,6 +101,11 @@ def __init__(
         self._asset_decimals = asset_decimals
         self._market_to_asset = market_to_asset
 
+        # Initialise a counter to count the number of events
+        self._event_counter: Dict[str:int] = dict.fromkeys(
+            vega_protos.events.v1.events.BusEventType.values(), 0
+        )
+
         self.time_update_lock = threading.RLock()
         self.orders_lock = threading.RLock()
         self.transfers_lock = threading.RLock()
@@ -109,6 +116,8 @@ def __init__(
         self.trades_lock = threading.RLock()
         self.ledger_entries_lock = threading.RLock()
         self.network_parameter_lock = threading.RLock()
+        self.position_resolution_lock = threading.RLock()
+        self.settle_distressed_lock = threading.RLock()
         self._time_update_from_feed = 0
         self._live_order_state_from_feed = {}
         self._dead_order_state_from_feed = {}
@@ -122,6 +131,8 @@ def __init__(
         self._trades_from_feed: List[data.Trade] = []
         self._ledger_entries_from_feed: List[data.LedgerEntry] = []
         self._network_parameter_from_feed: Dict[str, data.NetworkParameter] = {}
+        self._position_resolution_from_feed: Dict[str, data.PositionResolution] = {}
+        self._settle_distressed_from_feed: List[data.SettleDistressed]
 
         self._observation_thread = None
         self._aggregated_observation_feed: Queue[Any] = Queue()
@@ -186,6 +197,20 @@ def __init__(
                     evt.network_parameter,
                 ),
             ),
+            (
+                (events_protos.BUS_EVENT_TYPE_POSITION_RESOLUTION,),
+                lambda evt: data.position_resolution_subscription_handler(
+                    evt,
+                    self._market_pos_decimals,
+                    self._market_price_decimals,
+                    self._market_to_asset,
+                    self._asset_decimals,
+                ),
+            ),
+            (
+                (events_protos.BUS_EVENT_TYPE_SETTLE_DISTRESSED,),
+                lambda evt: evt.settle_distressed,
+            ),
         ]
         self._high_load_stream_registry = [
             (
@@ -211,6 +236,11 @@ def stop(self) -> None:
         self._observation_thread.join()
         self._forwarding_thread.join()
 
+    def bus_event_count_from_feed(
+        self, bus_event_type: vega_protos.events.v1.events.BusEventType
+    ) -> int:
+        return self._event_counter[bus_event_type]
+
     def time_update_from_feed(
         self,
     ) -> int:
@@ -294,6 +324,12 @@ def network_parameter_from_feed(
             self.initialise_network_parameters()
         return self._network_parameter_from_feed[key]
 
+    def position_resolution_from_feed(
+        self,
+        market_id: str,
+    ) -> data.PositionResolution:
+        return self._position_resolution_from_feed.get(market_id, None)
+
     def start_live_feeds(
         self,
         market_ids: Optional[Union[str, List[str]]] = None,
@@ -333,6 +369,7 @@ def start_live_feeds(
             target=_queue_forwarder,
             args=(
                 self._event_bus_client,
+                self._event_counter,
                 self.stream_registry
                 + (self._high_load_stream_registry if start_high_load_feeds else []),
                 self._aggregated_observation_feed,
@@ -553,11 +590,15 @@ def _monitor_stream(self) -> None:
                     with self.network_parameter_lock:
                         self._network_parameter_from_feed[update.key] = update
 
+                elif isinstance(update, data.PositionResolution):
+                    with self.position_resolution_lock:
+                        self._position_resolution_from_feed[update.market_id,] = update
+
                 elif update is None:
                     logger.debug("Failed to process event into update.")
 
                 else:
-                    logger.info(f"Unhandled update {update}")
+                    logger.debug(f"Unhandled update {update}")
 
     def get_ledger_entries_from_stream(
         self,

vega_sim/proto/vega/events/v1/events_pb2.pyi

@@ -1000,6 +1000,7 @@ class RewardPayoutEvent(_message.Message):
         "reward_type",
         "market",
         "locked_until_epoch",
+        "quantum_amount",
     )
     PARTY_FIELD_NUMBER: _ClassVar[int]
     EPOCH_SEQ_FIELD_NUMBER: _ClassVar[int]
@@ -1010,6 +1011,7 @@ class RewardPayoutEvent(_message.Message):
     REWARD_TYPE_FIELD_NUMBER: _ClassVar[int]
     MARKET_FIELD_NUMBER: _ClassVar[int]
     LOCKED_UNTIL_EPOCH_FIELD_NUMBER: _ClassVar[int]
+    QUANTUM_AMOUNT_FIELD_NUMBER: _ClassVar[int]
     party: str
     epoch_seq: str
     asset: str
@@ -1019,6 +1021,7 @@ class RewardPayoutEvent(_message.Message):
     reward_type: str
     market: str
     locked_until_epoch: str
+    quantum_amount: str
     def __init__(
         self,
         party: _Optional[str] = ...,
@@ -1030,6 +1033,7 @@ class RewardPayoutEvent(_message.Message):
         reward_type: _Optional[str] = ...,
         market: _Optional[str] = ...,
         locked_until_epoch: _Optional[str] = ...,
+        quantum_amount: _Optional[str] = ...,
     ) -> None: ...
 
 class ValidatorScoreEvent(_message.Message):

vega_sim/proto/vega/vega_pb2.pyi

@@ -1527,6 +1527,7 @@ class MarketData(_message.Message):
         "market_growth",
         "product_data",
         "liquidity_provider_sla",
+        "next_network_closeout",
     )
     MARK_PRICE_FIELD_NUMBER: _ClassVar[int]
     BEST_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
@@ -1560,6 +1561,7 @@ class MarketData(_message.Message):
     MARKET_GROWTH_FIELD_NUMBER: _ClassVar[int]
     PRODUCT_DATA_FIELD_NUMBER: _ClassVar[int]
     LIQUIDITY_PROVIDER_SLA_FIELD_NUMBER: _ClassVar[int]
+    NEXT_NETWORK_CLOSEOUT_FIELD_NUMBER: _ClassVar[int]
     mark_price: str
     best_bid_price: str
     best_bid_volume: int
@@ -1598,6 +1600,7 @@ class MarketData(_message.Message):
     liquidity_provider_sla: _containers.RepeatedCompositeFieldContainer[
         LiquidityProviderSLA
     ]
+    next_network_closeout: int
     def __init__(
         self,
         mark_price: _Optional[str] = ...,
@@ -1640,6 +1643,7 @@ class MarketData(_message.Message):
         liquidity_provider_sla: _Optional[
             _Iterable[_Union[LiquidityProviderSLA, _Mapping]]
         ] = ...,
+        next_network_closeout: _Optional[int] = ...,
     ) -> None: ...
 
 class LiquidityProviderFeeShare(_message.Message):
@@ -2250,6 +2254,7 @@ class Reward(_message.Message):
         "market_id",
         "reward_type",
         "locked_until_epoch",
+        "quantum_amount",
     )
     ASSET_ID_FIELD_NUMBER: _ClassVar[int]
     PARTY_ID_FIELD_NUMBER: _ClassVar[int]
@@ -2260,6 +2265,7 @@ class Reward(_message.Message):
     MARKET_ID_FIELD_NUMBER: _ClassVar[int]
     REWARD_TYPE_FIELD_NUMBER: _ClassVar[int]
     LOCKED_UNTIL_EPOCH_FIELD_NUMBER: _ClassVar[int]
+    QUANTUM_AMOUNT_FIELD_NUMBER: _ClassVar[int]
     asset_id: str
     party_id: str
     epoch: int
@@ -2269,6 +2275,7 @@ class Reward(_message.Message):
     market_id: str
     reward_type: str
     locked_until_epoch: int
+    quantum_amount: str
     def __init__(
         self,
         asset_id: _Optional[str] = ...,
@@ -2280,6 +2287,7 @@ class Reward(_message.Message):
         market_id: _Optional[str] = ...,
         reward_type: _Optional[str] = ...,
         locked_until_epoch: _Optional[int] = ...,
+        quantum_amount: _Optional[str] = ...,
     ) -> None: ...
 
 class RewardSummary(_message.Message):