diff --git a/.env b/.env index 3d09a2df5..cfcb764f7 100644 --- a/.env +++ b/.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 diff --git a/vega_sim/api/data.py b/vega_sim/api/data.py index d0c2bbac0..04c40780c 100644 --- a/vega_sim/api/data.py +++ b/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: diff --git a/vega_sim/api/market.py b/vega_sim/api/market.py index e7c6e12e5..ac96740af 100644 --- a/vega_sim/api/market.py +++ b/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, } } diff --git a/vega_sim/builders/mybuilder.py b/vega_sim/builders/mybuilder.py new file mode 100644 index 000000000..d95df2227 --- /dev/null +++ b/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) diff --git a/vega_sim/local_data_cache.py b/vega_sim/local_data_cache.py index d508d7e04..6cce24040 100644 --- a/vega_sim/local_data_cache.py +++ b/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, 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) _globals = globals() @@ -39,10 +39,10 @@ _globals[ "DESCRIPTOR" ]._serialized_options = b"Z/code.vegaprotocol.io/vega/protos/vega/events/v1" - _globals["_PROTOCOLUPGRADEPROPOSALSTATUS"]._serialized_start = 25674 - _globals["_PROTOCOLUPGRADEPROPOSALSTATUS"]._serialized_end = 25895 - _globals["_BUSEVENTTYPE"]._serialized_start = 25898 - _globals["_BUSEVENTTYPE"]._serialized_end = 29174 + _globals["_PROTOCOLUPGRADEPROPOSALSTATUS"]._serialized_start = 25713 + _globals["_PROTOCOLUPGRADEPROPOSALSTATUS"]._serialized_end = 25934 + _globals["_BUSEVENTTYPE"]._serialized_start = 25937 + _globals["_BUSEVENTTYPE"]._serialized_end = 29213 _globals["_VESTINGBALANCESSUMMARY"]._serialized_start = 251 _globals["_VESTINGBALANCESSUMMARY"]._serialized_end = 397 _globals["_PARTYVESTINGSUMMARY"]._serialized_start = 400 @@ -118,107 +118,107 @@ _globals["_STREAMSTARTEVENT"]._serialized_start = 7111 _globals["_STREAMSTARTEVENT"]._serialized_end = 7156 _globals["_REWARDPAYOUTEVENT"]._serialized_start = 7159 - 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_globals["_PRODUCTDATA"]._serialized_start = 9525 _globals["_PRODUCTDATA"]._serialized_end = 9608 _globals["_MARKETDATA"]._serialized_start = 9611 - _globals["_MARKETDATA"]._serialized_end = 11187 - _globals["_LIQUIDITYPROVIDERFEESHARE"]._serialized_start = 11190 - _globals["_LIQUIDITYPROVIDERFEESHARE"]._serialized_end = 11413 - _globals["_LIQUIDITYPROVIDERSLA"]._serialized_start = 11416 - _globals["_LIQUIDITYPROVIDERSLA"]._serialized_end = 11946 - _globals["_PRICEMONITORINGBOUNDS"]._serialized_start = 11949 - _globals["_PRICEMONITORINGBOUNDS"]._serialized_end = 12149 - _globals["_ERRORDETAIL"]._serialized_start = 12151 - _globals["_ERRORDETAIL"]._serialized_end = 12232 - _globals["_NETWORKPARAMETER"]._serialized_start = 12234 - _globals["_NETWORKPARAMETER"]._serialized_end = 12292 - _globals["_NETWORKLIMITS"]._serialized_start = 12295 - _globals["_NETWORKLIMITS"]._serialized_end = 12801 - _globals["_LIQUIDITYORDER"]._serialized_start = 12803 - 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_globals["_VOLUMEDISCOUNTPROGRAM"]._serialized_start = 18850 + _globals["_VOLUMEDISCOUNTPROGRAM"]._serialized_end = 19071 + _globals["_ACTIVITYSTREAKBENEFITTIERS"]._serialized_start = 19073 + _globals["_ACTIVITYSTREAKBENEFITTIERS"]._serialized_end = 19156 + _globals["_ACTIVITYSTREAKBENEFITTIER"]._serialized_start = 19159 + _globals["_ACTIVITYSTREAKBENEFITTIER"]._serialized_end = 19334 # @@protoc_insertion_point(module_scope) diff --git a/vega_sim/proto/vega/vega_pb2.pyi b/vega_sim/proto/vega/vega_pb2.pyi index dbcedda04..4abdf84e7 100644 --- a/vega_sim/proto/vega/vega_pb2.pyi +++ b/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): diff --git a/vega_sim/scenario/common/agents.py b/vega_sim/scenario/common/agents.py index 5a960f5bf..602f21a96 100644 --- a/vega_sim/scenario/common/agents.py +++ b/vega_sim/scenario/common/agents.py @@ -25,7 +25,14 @@ import vega_sim.api.faucet as faucet import vega_sim.builders as build -from vega_sim.api.data import AccountData, MarketDepth, Order, Trade, Position +from vega_sim.api.data import ( + AccountData, + MarketDepth, + Order, + Trade, + Position, + PositionResolution, +) from vega_sim.api.helpers import get_enum from vega_sim.api.trading import OrderRejectedError from vega_sim.environment import VegaState @@ -34,6 +41,7 @@ from vega_sim.null_service import VegaService, VegaServiceNull from vega_sim.proto.vega import markets as markets_protos from vega_sim.proto.vega import vega as vega_protos +from vega_sim.proto.vega.events.v1.events_pb2 import BusEventType from vega_sim.scenario.common.utils.ideal_mm_models import GLFT_approx, a_s_mm_model from vega_sim.service import PeggedOrder @@ -49,6 +57,8 @@ class MarketHistoryData: market_depth: Dict[str, MarketDepth] trades: Dict[str, List[Trade]] positions: List[Position] + position_resolutions: Dict[str, PositionResolution] + bus_event_counts: Dict[BusEventType, int] # Send selling/buying MOs to hit LP orders @@ -2000,7 +2010,7 @@ def initialise( self, vega: VegaService, create_key: bool = True, - mint_key: bool = False, + mint_key: bool = True, ): """Initialise the agents wallet and mint the required market asset. @@ -2854,6 +2864,7 @@ def step(self, vega_state: VegaState): market_datas = {} market_depths = {} market_trades = {} + position_resolutions = {} start_time = self.vega.get_blockchain_time() @@ -2864,6 +2875,9 @@ def step(self, vega_state: VegaState): market_depths[market.id] = self.vega.market_depth( market.id, num_levels=50 ) + position_resolution = self.vega.position_resolution_from_feed(market.id) + if position_resolution is not None: + position_resolutions[market.id] = position_resolution all_trades = self.vega.get_trades_from_stream( exclude_trade_ids=self.seen_trades @@ -2875,7 +2889,12 @@ def step(self, vega_state: VegaState): positions = self.vega.list_all_positions() - accounts = self.vega.get_accounts_from_stream() + bus_event_counts = { + bus_event_type: self.vega.bus_event_count_from_feed(bus_event_type) + for bus_event_type in BusEventType.values() + } + + accounts = self.vega.list_accounts() self.states.append( MarketHistoryData( at_time=start_time, @@ -2885,6 +2904,8 @@ def step(self, vega_state: VegaState): market_depth=market_depths, trades=market_trades, positions=positions, + position_resolutions=position_resolutions, + bus_event_counts=bus_event_counts, ) ) @@ -3114,6 +3135,8 @@ def step(self, vega_state: VegaState): class UncrossAuctionAgent(StateAgentWithWallet): + NAME_BASE = "uncross_auction_trader" + def __init__( self, key_name: str, diff --git a/vega_sim/scenario/liquidations/plot.py b/vega_sim/scenario/liquidations/plot.py new file mode 100644 index 000000000..894a1bf27 --- /dev/null +++ b/vega_sim/scenario/liquidations/plot.py @@ -0,0 +1,64 @@ +"""plot.py script for plotting outputs from a liquidation scenario run. +Plots: +- lets overlay price monitoring bounds on the market depth plot +- market insurance pool +- network position +- network pnl (realised + unrealised) +- where to get loss socialisation data from? +- insurance + realised + loss = 0 VERIFY plot +""" + +import argparse +from typing import Union + +import matplotlib.pyplot as plt +from matplotlib.axes import Axes +from matplotlib.figure import Figure +from matplotlib.gridspec import GridSpec + +from vega_sim.tools.scenario_plots import market_depth_plot, liquidation_plot + + +def init_liquidation_analysis_figure() -> Figure: + fig = plt.figure(figsize=[11.69, 8.27]) + fig.suptitle( + f"Liquidation Analysis", + fontsize=18, + fontweight="bold", + color=(0.2, 0.2, 0.2), + ) + fig.tight_layout() + + gs = GridSpec( + nrows=1, + ncols=2, + # height_ratios=[1, 3], + hspace=0.3, + ) + return fig, gs + + +if __name__ == "__main__": + fig: Figure = None + (fig, gs) = init_liquidation_analysis_figure() + + parser = argparse.ArgumentParser() + parser.add_argument("-r", "--run") + args = parser.parse_args() + + # Slot 1 - Market Depth Plot + market_depth_plot( + run_name=args.run, + fig=fig, + ss=gs[0, 0], + overlay_mid=True, + overlay_bounds=True, + overlay_auctions=True, + ) + # Slot 2 - Liquidation Plots + liquidation_plot(run_name=args.run, fig=fig, ss=gs[0, 1]) + + axes = fig.get_axes() + axes[0].sharex(axes[-1]) + + plt.show() diff --git a/vega_sim/scenario/liquidations/scenario.py b/vega_sim/scenario/liquidations/scenario.py index 9b3865eee..7e4639eef 100644 --- a/vega_sim/scenario/liquidations/scenario.py +++ b/vega_sim/scenario/liquidations/scenario.py @@ -15,62 +15,19 @@ from vega_sim.null_service import VegaServiceNull # Import agents -from vega_sim.scenario.common.agents import ExponentialShapedMarketMaker +from vega_sim.scenario.configurable_market.agents import ConfigurableMarketManager from vega_sim.scenario.common.agents import ( StateAgent, - UncrossAuctionAgent, ExponentialShapedMarketMaker, + UncrossAuctionAgent, + MarketOrderTrader, + LimitOrderTrader, ) -from vega_sim.scenario.configurable_market.agents import ConfigurableMarketManager from vega_sim.scenario.fuzzed_markets.agents import ( RiskyMarketOrderTrader, ) -def _create_price_process( - random_state: np.random.RandomState, num_steps, decimal_places -): - price_process = [1500] - - while len(price_process) < num_steps + 1: - # Add a stable price-process with a random duration of 5-20% of the sim - price_process = np.concatenate( - ( - price_process, - random_walk( - num_steps=random_state.randint( - int(0.05 * num_steps), int(0.20 * num_steps) - ), - sigma=2, - starting_price=price_process[-1], - decimal_precision=decimal_places, - ), - ) - ) - # Add an unstable price-process with a random duration of 5-10% of the sim - price_process = np.concatenate( - ( - price_process, - random_walk( - num_steps=random_state.randint( - int(0.05 * num_steps), int(0.10 * num_steps) - ), - sigma=2, - drift=random_state.uniform(-1, 1), - starting_price=price_process[-1], - decimal_precision=decimal_places, - ), - ) - ) - - # Add spikes to the price monitoring auction - spike_at = random_state.randint(0, num_steps, size=3) - for i in spike_at: - price_process[i] = price_process[i] * random_state.choice([0.95, 1.05]) - - return price_process - - class LiquidationScenario(Scenario): def __init__( self, @@ -78,6 +35,12 @@ def __init__( transactions_per_block: int = 4096, block_length_seconds: float = 1, step_length_seconds: Optional[float] = None, + disposal_time_step: Optional[int] = None, + disposal_fraction: Optional[float] = None, + full_disposal_size: Optional[int] = None, + max_fraction_consumed: Optional[float] = None, + price_sigma: Optional[float] = 1, + price_drift: Optional[float] = 0, ): super().__init__() self.num_steps = num_steps @@ -89,6 +52,14 @@ def __init__( self.block_length_seconds = block_length_seconds self.transactions_per_block = transactions_per_block + self.disposal_time_step = disposal_time_step + self.disposal_fraction = disposal_fraction + self.full_disposal_size = full_disposal_size + self.max_fraction_consumed = max_fraction_consumed + + self.price_sigma = price_sigma + self.price_drift = price_drift + def configure_agents( self, vega: VegaServiceNull, @@ -100,21 +71,30 @@ def configure_agents( random_state if random_state is not None else np.random.RandomState() ) - market_name = "ETH/USDT Expiry 2023 Sept 30th" - market_code = "ETH/USDT-230930" - asset_name = "USDT" - asset_dp = 18 - self.agents = [] self.initial_asset_mint = 10e9 + # Create market configuration market_config = MarketConfig() - - # Create fuzzed price process - price_process = _create_price_process( - random_state=self.random_state, + market_name = "ETH/USDT Expiry 2023 Sept 30th" + market_code = "ETH/USDT-230930" + asset_name = "USDT" + asset_dp = 18 + for key, value in [ + ("liquidation_strategy.disposal_time_step", self.disposal_time_step), + ("liquidation_strategy.disposal_fraction", self.disposal_fraction), + ("liquidation_strategy.full_disposal_size", self.full_disposal_size), + ("liquidation_strategy.max_fraction_consumed", self.max_fraction_consumed), + ]: + if value is not None: + market_config.set(key, value) + # Create price process for market + price_process = random_walk( num_steps=self.num_steps, - decimal_places=int(market_config.decimal_places), + sigma=self.price_sigma, + drift=self.price_drift, + starting_price=1000, + decimal_precision=market_config.decimal_places, ) agents: List[StateAgent] = [] @@ -139,7 +119,7 @@ def configure_agents( initial_asset_mint=self.initial_asset_mint, market_name=market_name, asset_name=asset_name, - commitment_amount=1e6, + commitment_amount=1e8, market_decimal_places=market_config.decimal_places, asset_decimal_places=asset_dp, num_steps=self.num_steps, @@ -154,36 +134,73 @@ def configure_agents( agents.extend( [ UncrossAuctionAgent( - key_name=f"AGENT_{str(i_agent).zfill(3)}", + key_name=f"UA_AGENT_{str(i_agent).zfill(3)}", side=side, initial_asset_mint=self.initial_asset_mint, price_process=iter(price_process), market_name=market_name, asset_name=asset_name, uncrossing_size=20, - tag=(f"AGENT_{str(i_agent).zfill(3)}"), + tag=str(i_agent).zfill(3), ) for i_agent, side in enumerate(["SIDE_BUY", "SIDE_SELL"]) ] ) - + agents.extend( + [ + MarketOrderTrader( + key_name=f"MO_AGENT_{str(i_agent).zfill(3)}", + market_name=market_name, + asset_name=asset_name, + buy_intensity=10, + sell_intensity=10, + base_order_size=0.01, + step_bias=0.1, + tag=str(i_agent).zfill(3), + ) + for i_agent in range(10) + ] + ) + agents.extend( + [ + LimitOrderTrader( + key_name=f"LO_AGENT_{str(i_agent).zfill(3)}", + market_name=market_name, + asset_name=asset_name, + time_in_force_opts={"TIME_IN_FORCE_GTT": 1}, + buy_volume=0.001, + sell_volume=0.001, + buy_intensity=10, + sell_intensity=10, + submit_bias=1, + cancel_bias=0, + duration=120, + price_process=price_process, + spread=0, + mean=-3, + sigma=0.5, + initial_asset_mint=1e9, + tag=str(i_agent).zfill(3), + ) + for i_agent in range(10) + ] + ) agents.extend( [ RiskyMarketOrderTrader( - key_name=f"SIDE_{side}_AGENT_{str(i_agent).zfill(3)}", + key_name=f"RO_AGENT_{str(i_agent).zfill(3)}_SIDE_{side}", market_name=market_name, asset_name=asset_name, side=side, initial_asset_mint=1_000, - size_factor=0.6, - step_bias=0.1, - tag=f"SIDE_{side}_AGENT_{str(i_agent).zfill(3)}", + size_factor=0.5, + step_bias=0.5, + tag=f"{side}_{str(i_agent).zfill(3)}", ) for side in ["SIDE_BUY", "SIDE_SELL"] for i_agent in range(10) ] ) - return {agent.name(): agent for agent in agents} def configure_environment( diff --git a/vega_sim/scenario/registry.py b/vega_sim/scenario/registry.py index 09954167f..6c3b27964 100644 --- a/vega_sim/scenario/registry.py +++ b/vega_sim/scenario/registry.py @@ -252,9 +252,11 @@ lps_commitment_amount=[100000, 100000], ), "liq_a": lambda: LiquidationScenario( - num_steps=500, - step_length_seconds=1, + num_steps=600, + step_length_seconds=5, block_length_seconds=1, transactions_per_block=4096, + price_sigma=1, + price_drift=0, ), } diff --git a/vega_sim/service.py b/vega_sim/service.py index 8a30fef3b..5dadf1d73 100644 --- a/vega_sim/service.py +++ b/vega_sim/service.py @@ -2022,6 +2022,14 @@ def transfer_status_from_feed( def network_parameter_from_feed(self, key: str) -> data.NetworkParameter: return self.data_cache.network_parameter_from_feed(key=key) + def position_resolution_from_feed(self, market_id: str) -> data.PositionResolution: + return self.data_cache.position_resolution_from_feed(market_id=market_id) + + def bus_event_count_from_feed( + self, bus_event_type: vega_protos.events.v1.events.BusEventType + ) -> int: + return self.data_cache.bus_event_count_from_feed(bus_event_type=bus_event_type) + @raw_data def liquidity_provisions( self, diff --git a/vega_sim/tools/scenario_output.py b/vega_sim/tools/scenario_output.py index c418ad2a2..3cfc765dd 100644 --- a/vega_sim/tools/scenario_output.py +++ b/vega_sim/tools/scenario_output.py @@ -25,12 +25,16 @@ MARKET_CHAIN_FILE_NAME = "market_chain.json" LEDGER_ENTRIES_FILE_NAME = "ledger_entries.csv" POSITIONS_FILE_NAME = "positions.csv" +POSITION_RESOLUTIONS_FILE_NAME = "position_resolutions.csv" +BUS_EVENT_TYPE_COUNTS_FILE_NAME = "bus_event_type_counts.csv" + +import datetime def resource_data_to_row(data: ResourceData): return [ { - "time": data.at_time, + "time": datetime.datetime.fromtimestamp(data.at_time / 1e9), "vega_cpu_per": data.vega_cpu_per, "vega_mem_rss": data.vega_mem_rss, "vega_mem_vms": data.vega_mem_vms, @@ -46,7 +50,7 @@ def history_data_to_row(data: MarketHistoryData) -> List[pd.Series]: market_data = data.market_data[market_id] yield { - "time": data.at_time, + "time": datetime.datetime.fromtimestamp(data.at_time / 1e9), "mark_price": market_data.mark_price, "market_id": market_id, "mark_price": market_data.mark_price, @@ -75,7 +79,7 @@ def history_data_to_order_book_rows(data: MarketHistoryData) -> List[dict]: for side, side_vals in [("BID", depth.buys), ("ASK", depth.sells)]: for i, level_data in enumerate(side_vals): yield { - "time": data.at_time, + "time": datetime.datetime.fromtimestamp(data.at_time / 1e9), "side": side, "price": level_data.price, "volume": level_data.volume, @@ -89,7 +93,7 @@ def history_data_to_trade_rows(data: MarketHistoryData) -> List[dict]: for trade in trades: yield { "time": trade.timestamp, - "seen_at": data.at_time, + "seen_at": datetime.datetime.fromtimestamp(data.at_time / 1e9), "id": trade.id, "price": trade.price, "size": trade.size, @@ -114,7 +118,7 @@ def history_data_to_trade_rows(data: MarketHistoryData) -> List[dict]: def history_data_to_account_rows(data: MarketHistoryData) -> List[dict]: for account in data.accounts: yield { - "time": data.at_time, + "time": datetime.datetime.fromtimestamp(data.at_time / 1e9), "party_id": account.owner, "balance": account.balance, "market_id": account.market_id, @@ -126,6 +130,7 @@ def history_data_to_account_rows(data: MarketHistoryData) -> List[dict]: def history_data_to_position_rows(data: MarketHistoryData) -> List[dict]: for position in data.positions: yield { + "time": datetime.datetime.fromtimestamp(data.at_time / 1e9), "market_id": position.market_id, "party_id": position.party_id, "open_volume": position.open_volume, @@ -138,6 +143,22 @@ def history_data_to_position_rows(data: MarketHistoryData) -> List[dict]: } +def history_data_to_position_resolution_rows(data: MarketHistoryData) -> List[dict]: + for _, position_resolution in data.position_resolutions.items(): + yield { + "time": datetime.datetime.fromtimestamp(data.at_time / 1e9), + "market_id": position_resolution.market_id, + "distressed": position_resolution.distressed, + "closed": position_resolution.closed, + "mark_price": position_resolution.mark_price, + } + + +def history_data_to_bus_event_type_counts(data: MarketHistoryData) -> List[dict]: + data.bus_event_counts["time"] = datetime.datetime.fromtimestamp(data.at_time / 1e9) + yield data.bus_event_counts + + def _market_data_standard_output( market_history_data: List[MarketHistoryData], file_name: str, @@ -179,6 +200,8 @@ def market_data_standard_output( TRADES_FILE_NAME: history_data_to_trade_rows, ACCOUNTS_FILE_NAME: history_data_to_account_rows, POSITIONS_FILE_NAME: history_data_to_position_rows, + POSITION_RESOLUTIONS_FILE_NAME: history_data_to_position_resolution_rows, + BUS_EVENT_TYPE_COUNTS_FILE_NAME: history_data_to_bus_event_type_counts, } ) for file_name, data_fn in data_fns.items(): @@ -426,5 +449,19 @@ def load_positions_df( run_name = run_name if run_name is not None else DEFAULT_RUN_NAME df = pd.read_csv(os.path.join(output_path, run_name, POSITIONS_FILE_NAME)) if not df.empty: - df["time"] = pd.to_datetime(df.updated_at) + df["time"] = pd.to_datetime(df.time) + df["updated_at"] = pd.to_datetime(df.updated_at) + return df.drop_duplicates() + + +def load_bus_event_type_counts_df( + run_name: Optional[str] = None, + output_path: str = DEFAULT_PATH, +) -> pd.DataFrame: + run_name = run_name if run_name is not None else DEFAULT_RUN_NAME + df = pd.read_csv( + os.path.join(output_path, run_name, BUS_EVENT_TYPE_COUNTS_FILE_NAME) + ) + if not df.empty: + df["time"] = pd.to_datetime(df.time) return df.drop_duplicates() diff --git a/vega_sim/tools/scenario_plots.py b/vega_sim/tools/scenario_plots.py index 6fad191d5..f2d77d0a5 100644 --- a/vega_sim/tools/scenario_plots.py +++ b/vega_sim/tools/scenario_plots.py @@ -82,6 +82,8 @@ load_resource_df, load_assets_df, load_ledger_entries_df, + load_positions_df, + load_bus_event_type_counts_df, ) @@ -655,7 +657,11 @@ def account_plots(run_name: Optional[str] = None, agent_types: Optional[list] = return fig -def plot_price_monitoring(run_name: Optional[str] = None): +def plot_price_monitoring( + run_name: Optional[str] = None, + fig: Optional[Figure] = None, + ss: Optional[SubplotSpec] = None, +): data_df = load_market_data_df(run_name=run_name) market_chains = load_market_chain(run_name=run_name) if not market_chains: @@ -663,6 +669,22 @@ def plot_price_monitoring(run_name: Optional[str] = None): market_id: [market_id] for market_id in data_df["market_id"].unique() } + if ss is None: + gs = GridSpec( + nrows=2, + ncols=1, + height_ratios=[1, 5], + hspace=0.1, + ) + else: + gs = GridSpecFromSubplotSpec( + subplot_spec=ss, + nrows=2, + ncols=1, + height_ratios=[1, 5], + hspace=0.1, + ) + figs = {} for market_id, market_children in market_chains.items(): market_data_df = _series_df_to_single_series( @@ -743,7 +765,7 @@ def plot_price_monitoring(run_name: Optional[str] = None): label="extension", ) - ax.plot( + ax.step( valid_prices["datetime"], valid_prices["min_valid_price"], "r-", @@ -751,7 +773,7 @@ def plot_price_monitoring(run_name: Optional[str] = None): alpha=0.4, label="valid price bounds", ) - ax.plot( + ax.step( valid_prices["datetime"], valid_prices["max_valid_price"], "r-", @@ -760,21 +782,21 @@ def plot_price_monitoring(run_name: Optional[str] = None): label="_nolegend", ) - ax.plot( + ax.step( market_data_df.index, market_data_df["mark_price"].replace(0, np.nan), "b-", alpha=1.0, label="mark price", ) - ax.plot( + ax.step( market_data_df.index, market_data_df["mid_price"].replace(0, np.nan), "b-", alpha=0.4, label="mid price", ) - ax.plot( + ax.step( market_data_df.index, market_data_df["indicative_price"].replace(0, np.nan), "g-", @@ -1102,6 +1124,284 @@ def determine_poi(row): return fig +def market_depth_plot( + run_name: Optional[str] = None, + fig: Optional[Figure] = None, + ss: Optional[GridSpecFromSubplotSpec] = None, + overlay_mid: bool = False, + overlay_bounds: bool = False, + overlay_auctions: bool = False, +): + # Get market data + market_data = load_market_data_df(run_name=run_name) + + if fig is None: + fig = plt.figure(figsize=[10, 8]) + fig.suptitle( + f"Market Depth Plot", + fontsize=18, + fontweight="bold", + color=(0.2, 0.2, 0.2), + ) + fig.tight_layout() + if ss is None: + gs = GridSpec( + nrows=1, + ncols=1, + ) + else: + gs = GridSpecFromSubplotSpec( + subplot_spec=ss, + nrows=1, + ncols=1, + ) + + axs: list[plt.Axes] = [] + axs.append(fig.add_subplot(gs[0, 0])) + axs[-1].set_title( + f"Price History", + loc="left", + fontsize=12, + color=(0.3, 0.3, 0.3), + ) + + valid_prices = defaultdict(lambda: []) + for index in market_data.index: + all_bounds = ast.literal_eval(market_data.loc[index]["price_monitoring_bounds"]) + valid_prices["datetime"].append(index) + valid_prices["min_valid_price"].append(np.nan) + valid_prices["max_valid_price"].append(np.nan) + + for _, individual_bound in enumerate(all_bounds): + valid_prices["min_valid_price"][-1] = ( + individual_bound[0] + if valid_prices["min_valid_price"][-1] is np.nan + else max(individual_bound[0], valid_prices["min_valid_price"][-1]) + ) + valid_prices["max_valid_price"][-1] = ( + individual_bound[1] + if valid_prices["max_valid_price"][-1] is np.nan + else min(individual_bound[1], valid_prices["max_valid_price"][-1]) + ) + + market_data.mid_price.replace(0, np.nan, inplace=True) + market_data.mark_price.replace(0, np.nan, inplace=True) + market_data.indicative_price.replace(0, np.nan, inplace=True) + + axs[-1].step( + market_data.index.values, market_data.mark_price, "b", label="mark price" + ) + axs[-1].step(market_data.index.values, market_data.indicative_price, "g") + if overlay_mid: + axs[-1].step( + market_data.index.values, market_data.mid_price, "b", linewidth="0.1" + ) + if overlay_bounds: + axs[-1].step( + valid_prices["datetime"], + valid_prices["min_valid_price"], + "r-", + label="price monitoring bounds", + ) + axs[-1].step(valid_prices["datetime"], valid_prices["max_valid_price"], "r-") + plt.legend() + if overlay_auctions: + plot_overlay_auctions(ax=axs[-1], chained_market_data=market_data) + return fig + + +def liquidation_plot( + run_name: Optional[str] = None, + fig: Optional[Figure] = None, + ss: Optional[SubplotSpec] = None, +): + market_data = load_market_data_df(run_name=run_name) + accounts_df: pd.DataFrame = load_accounts_df(run_name=run_name).set_index( + ["party_id", "market_id", "type"], append=True + ) + positions_df: pd.DataFrame = load_positions_df(run_name=run_name).set_index( + ["updated_at", "party_id", "market_id"], + ) + losses: pd.DataFrame = ( + load_positions_df(run_name=run_name) + .set_index("time") + .groupby("time")["loss_socialisation_amount"] + .sum() + ) + if fig is None: + fig = plt.figure(figsize=[10, 8]) + fig.suptitle( + f"Market Depth Plot", + fontsize=18, + fontweight="bold", + color=(0.2, 0.2, 0.2), + ) + fig.tight_layout() + if ss is None: + gs = GridSpec(nrows=4, ncols=1, hspace=0.6, height_ratios=[1, 1, 1, 1]) + else: + gs = GridSpecFromSubplotSpec( + subplot_spec=ss, + nrows=4, + ncols=1, + hspace=0.3, + height_ratios=[1, 4, 4, 4], + ) + + a = accounts_df.xs( + ( + "network", + vega_protos.vega.ACCOUNT_TYPE_INSURANCE, + ), + level=( + 1, + 3, + ), + ) + p = positions_df.xs( + ("network",), + level=(1,), + ) + + axs: list[plt.Axes] = [] + + # SETTLE DISTRESSED PLOT + # Add a plot showing the balance in the market insurance pool + bus_event_types = load_bus_event_type_counts_df(run_name=run_name).set_index( + ["time"] + ) + axs.append(fig.add_subplot(gs[0, 0])) + axs[-1].set_title( + f"Parties Liquidated", + loc="left", + fontsize=12, + color=(0.3, 0.3, 0.3), + ) + plt.axhline(y=0, color="k", alpha=0.5, linewidth=1) + plt.bar( + bus_event_types.index.values, + bus_event_types[ + str(vega_protos.events.v1.events.BUS_EVENT_TYPE_SETTLE_DISTRESSED) + ].diff(), + color="r", + label="settle distressed", + width=0.0001, + ) + plot_overlay_auctions(ax=axs[-1], chained_market_data=market_data) + axs[-1].tick_params( + axis="x", which="both", bottom=False, top=False, labelbottom=False + ) + axs[-1].tick_params(axis="y", which="both", left=False, labelleft=False) + + # MARKET INSURANCE POOL + axs.append(fig.add_subplot(gs[1, 0], sharex=axs[-1])) + axs[-1].set_title( + f"Market Insurance Pool", + loc="left", + fontsize=12, + color=(0.3, 0.3, 0.3), + ) + plt.axhline(y=0, color="k", alpha=0.5, linewidth=1) + plt.step(a.index.get_level_values(0), a.balance.values, label="balance") + axs[-1].twinx().step( + losses.index.values, losses.values, "r", label="loss socialisation" + ) + plt.legend() + plot_overlay_auctions(ax=axs[-1], chained_market_data=market_data) + axs[-1].tick_params( + axis="x", which="both", bottom=False, top=False, labelbottom=False + ) + + # NETWORK POSITION + axs.append(fig.add_subplot(gs[2, 0], sharex=axs[-1])) + axs[-1].set_title( + f"Network Position", + loc="left", + fontsize=12, + color=(0.3, 0.3, 0.3), + ) + plt.axhline(y=0, color="k", alpha=0.5, linewidth=1) + plt.step(p.index.get_level_values(0), p.open_volume) + plot_overlay_auctions(ax=axs[-1], chained_market_data=market_data) + axs[-1].tick_params( + axis="x", which="both", bottom=False, top=False, labelbottom=False + ) + + # NETWORK PNL + axs.append(fig.add_subplot(gs[3, 0], sharex=axs[-1])) + axs[-1].set_title( + f"Network PnL", + loc="left", + fontsize=12, + color=(0.3, 0.3, 0.3), + ) + plt.axhline(y=0, color="k", alpha=0.5, linewidth=1) + plt.step(p.index.get_level_values(0), p.realised_pnl, "r", label="realised") + plt.step(p.index.get_level_values(0), p.unrealised_pnl, "b", label="unrealised") + plt.step( + p.index.get_level_values(0), + p.realised_pnl + p.unrealised_pnl, + "g", + label="total", + ) + plt.legend() + plot_overlay_auctions(ax=axs[-1], chained_market_data=market_data) + + from matplotlib.backend_bases import MouseButton + + def on_move(event): + if event.inaxes: + print( + f"data coords {event.xdata} {event.ydata},", + f"pixel coords {event.x} {event.y}", + ) + + def on_click(event): + if event.button is MouseButton.LEFT: + print("disconnecting callback") + for ax in axs: + ax.axvline(event.xdata) + fig.canvas.draw() + fig.canvas.flush_events() + + plt.disconnect(binding_id) + + binding_id = plt.connect("motion_notify_event", on_move) + plt.connect("button_press_event", on_click) + + return fig + + +def plot_overlay_auctions(ax: Axes, chained_market_data: pd.DataFrame): + twinx = ax.twinx() + twinx.set_ylim(0, 1) + # Plot period where auctions triggered (but not extended) + series = (chained_market_data["trigger"] == 3).astype(int) & ( + chained_market_data["extension_trigger"] != 3 + ).astype(int) + twinx.fill_between( + series.index, + series, + step="post", + alpha=0.1, + color="r", + linewidth=0, + label="auction", + ) + # Plot periods where auctions extended + series = (chained_market_data["extension_trigger"] == 3).astype(int) + twinx.fill_between( + series.index, + series, + step="post", + alpha=0.1, + color="orange", + linewidth=0, + label="extension", + ) + twinx.tick_params(axis="y", which="both", right=False, labelright=False) + + if __name__ == "__main__": parser = argparse.ArgumentParser() parser.add_argument("--fuzzing", action="store_true") @@ -1111,6 +1411,8 @@ def determine_poi(row): parser.add_argument("--rewards", action="store_true") parser.add_argument("--resources", action="store_true") parser.add_argument("--sla", action="store_true") + parser.add_argument("--liquidation", action="store_true") + parser.add_argument("--depth", action="store_true") parser.add_argument("--all", action="store_true") parser.add_argument("--show", action="store_true") @@ -1160,5 +1462,16 @@ def determine_poi(row): if args.save: fig.savefig(f"{dir}/sla.jpg") + if args.liquidation or args.all: + fig = liquidation_plot() + if args.save: + fig.savefig(f"{dir}/liquidation.jpg") + + if args.depth or args.all: + fig = market_depth_plot() + if args.save: + fig.savefig(f"{dir}/depth.jpg") + if args.show: + plt.ion() plt.show()