From cc8c4f013a531b966c783635baf536b9e334db42 Mon Sep 17 00:00:00 2001 From: Charlie Date: Thu, 18 Apr 2024 17:13:20 +0100 Subject: [PATCH] temp --- .env | 2 +- poetry.lock | 6 +- pyproject.toml | 2 +- vega_sim/api/governance.py | 1 + vega_sim/api/market.py | 3 + vega_sim/builders/markets.py | 2 + vega_sim/configs/mainnet/BTCUSDT.py | 1 + vega_sim/configs/mainnet/EGLPUSDT.py | 1 + vega_sim/configs/mainnet/ETHUSDT.py | 1 + vega_sim/configs/mainnet/INJUSDT.py | 1 + vega_sim/configs/mainnet/LDOUSDT.py | 1 + vega_sim/configs/mainnet/SNXUSDT.py | 1 + vega_sim/configs/mainnet/SOLUSDT.py | 1 + vega_sim/configs/research/ESHRUSDT.py | 1 + vega_sim/configs/research/HLPUSDT.py | 1 + vega_sim/configs/research/future/BTCUSDT.py | 1 + vega_sim/configs/research/future/ETHUSDT.py | 1 + .../configs/research/perpetual/BTCUSDT.py | 1 + .../configs/research/perpetual/ETHUSDT.py | 1 + .../vega/checkpoint/v1/checkpoint_pb2.py | 98 +-- .../vega/checkpoint/v1/checkpoint_pb2.pyi | 5 +- vega_sim/proto/vega/events/v1/events_pb2.py | 96 +-- vega_sim/proto/vega/events/v1/events_pb2.pyi | 21 + vega_sim/proto/vega/markets_pb2.py | 12 +- vega_sim/proto/vega/markets_pb2.pyi | 4 + .../proto/vega/snapshot/v1/snapshot_pb2.py | 740 +++++++++--------- .../proto/vega/snapshot/v1/snapshot_pb2.pyi | 89 ++- vega_sim/proto/vega/vega_pb2.py | 188 ++--- vega_sim/proto/vega/vega_pb2.pyi | 4 + 29 files changed, 701 insertions(+), 585 deletions(-) diff --git a/.env b/.env index 3e50ce65f..54bb8f537 100644 --- a/.env +++ b/.env @@ -1,4 +1,4 @@ -VEGA_SIM_VEGA_TAG=1d53ad7f2b6b6bb8215b8994c9f5f91418599a8b +VEGA_SIM_VEGA_TAG=10995-liquidation-range VEGA_SIM_CONSOLE_TAG=develop VEGA_DEFAULT_KEY_NAME='Key 1' VEGA_SIM_NETWORKS_INTERNAL_TAG=main diff --git a/poetry.lock b/poetry.lock index 92f1c11d0..45f8820c9 100644 --- a/poetry.lock +++ b/poetry.lock @@ -4241,8 +4241,8 @@ toml = "^0.10.2" [package.source] type = "git" url = "https://github.com/cdummett/vegapy/" -reference = "develop" -resolved_reference = "fab6f82ad9e19f529d73f640bba65b2ad31f8ac8" +reference = "feat/liquidation-slippage-range" +resolved_reference = "2d9453500060bf0e1f0a0893ee1bae604bb64cb4" [[package]] name = "wcwidth" @@ -4594,4 +4594,4 @@ profile = ["pytest-profiling", "snakeviz"] [metadata] lock-version = "2.0" python-versions = "^3.9,<3.12" -content-hash = "36e74802508ac6506dbda8877c77be25a325a553bdcda28ed02a1b551fd4099f" +content-hash = "c57c86c0283bf868ba9be2b18b033dd10c65007add671205e5519f88ec2e738d" diff --git a/pyproject.toml b/pyproject.toml index 2e2c68169..1a0e9a454 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -53,7 +53,7 @@ Jinja2 = "*" nbmake = "*" matplotlib = "*" pytest-xdist = "*" -vegapy = {git = "https://github.com/cdummett/vegapy/", branch="develop"} +vegapy = {git = "https://github.com/cdummett/vegapy/", branch="feat/liquidation-slippage-range"} [build-system] diff --git a/vega_sim/api/governance.py b/vega_sim/api/governance.py index 3d5560699..bc09d0e7c 100644 --- a/vega_sim/api/governance.py +++ b/vega_sim/api/governance.py @@ -228,6 +228,7 @@ def __propose_market( disposal_fraction="1", full_disposal_size=1000000000, max_fraction_consumed="0.5", + disposal_slippage_range="0.5", ), mark_price_configuration=vega_protos.markets.CompositePriceConfiguration( composite_price_type=vega_protos.markets.COMPOSITE_PRICE_TYPE_LAST_TRADE, diff --git a/vega_sim/api/market.py b/vega_sim/api/market.py index b1358e7fa..8eef654fd 100644 --- a/vega_sim/api/market.py +++ b/vega_sim/api/market.py @@ -633,6 +633,7 @@ class LiquidationStrategy(Config): "disposal_fraction": 0.1, "full_disposal_size": 0, "max_fraction_consumed": 0.1, + "disposal_slippage_range": 0.5, } } @@ -643,6 +644,7 @@ def load(self, opt: Optional[str] = None): self.disposal_fraction = config["disposal_fraction"] self.full_disposal_size = config["full_disposal_size"] self.max_fraction_consumed = config["max_fraction_consumed"] + self.disposal_slippage_range = config["disposal_slippage_range"] def build(self): return build.markets.liquidation_strategy( @@ -650,6 +652,7 @@ def build(self): disposal_fraction=self.disposal_fraction, full_disposal_size=self.full_disposal_size, max_fraction_consumed=self.max_fraction_consumed, + disposal_slippage_range=self.disposal_slippage_range, ) diff --git a/vega_sim/builders/markets.py b/vega_sim/builders/markets.py index b22ff1864..bd8126832 100644 --- a/vega_sim/builders/markets.py +++ b/vega_sim/builders/markets.py @@ -182,12 +182,14 @@ def liquidation_strategy( disposal_fraction: float, full_disposal_size: float, max_fraction_consumed: float, + disposal_slippage_range: float, ) -> vega_protos.markets.LiquidationStrategy: return vega_protos.markets.LiquidationStrategy( disposal_time_step=int(disposal_time_step), disposal_fraction=str(disposal_fraction), full_disposal_size=num_to_padded_int(full_disposal_size, 1), max_fraction_consumed=str(max_fraction_consumed), + disposal_slippage_range=str(disposal_slippage_range), ) diff --git a/vega_sim/configs/mainnet/BTCUSDT.py b/vega_sim/configs/mainnet/BTCUSDT.py index 77e3be50d..516b95d18 100644 --- a/vega_sim/configs/mainnet/BTCUSDT.py +++ b/vega_sim/configs/mainnet/BTCUSDT.py @@ -174,6 +174,7 @@ "disposalFraction": "1", "fullDisposalSize": "1000000", "maxFractionConsumed": "0.1", + "disposalSlippageRange": "0.03", }, "markPriceConfiguration": { "decayWeight": "1", diff --git a/vega_sim/configs/mainnet/EGLPUSDT.py b/vega_sim/configs/mainnet/EGLPUSDT.py index cd04fde98..11371c86c 100644 --- a/vega_sim/configs/mainnet/EGLPUSDT.py +++ b/vega_sim/configs/mainnet/EGLPUSDT.py @@ -516,6 +516,7 @@ "disposalFraction": "0.1", "fullDisposalSize": "10000", "maxFractionConsumed": "0.1", + "disposalSlippageRange": "0.03", }, "markPriceConfiguration": { "compositePriceType": "COMPOSITE_PRICE_TYPE_LAST_TRADE", diff --git a/vega_sim/configs/mainnet/ETHUSDT.py b/vega_sim/configs/mainnet/ETHUSDT.py index 34cbaed49..b08f11979 100644 --- a/vega_sim/configs/mainnet/ETHUSDT.py +++ b/vega_sim/configs/mainnet/ETHUSDT.py @@ -174,6 +174,7 @@ "disposalFraction": "1", "fullDisposalSize": "1000000", "maxFractionConsumed": "0.1", + "disposalSlippageRange": "0.03", }, "markPriceConfiguration": { "decayWeight": "1", diff --git a/vega_sim/configs/mainnet/INJUSDT.py b/vega_sim/configs/mainnet/INJUSDT.py index 1ee3e6f3e..5ef8a8b8d 100644 --- a/vega_sim/configs/mainnet/INJUSDT.py +++ b/vega_sim/configs/mainnet/INJUSDT.py @@ -174,6 +174,7 @@ "disposalFraction": "1", "fullDisposalSize": "1000000", "maxFractionConsumed": "0.1", + "disposalSlippageRange": "0.03", }, "markPriceConfiguration": { "decayWeight": "1", diff --git a/vega_sim/configs/mainnet/LDOUSDT.py b/vega_sim/configs/mainnet/LDOUSDT.py index e0e132405..19b96e89d 100644 --- a/vega_sim/configs/mainnet/LDOUSDT.py +++ b/vega_sim/configs/mainnet/LDOUSDT.py @@ -174,6 +174,7 @@ "disposalFraction": "1", "fullDisposalSize": "1000000", "maxFractionConsumed": "0.1", + "disposalSlippageRange": "0.03", }, "markPriceConfiguration": { "decayWeight": "1", diff --git a/vega_sim/configs/mainnet/SNXUSDT.py b/vega_sim/configs/mainnet/SNXUSDT.py index baff20852..2ad90b640 100644 --- a/vega_sim/configs/mainnet/SNXUSDT.py +++ b/vega_sim/configs/mainnet/SNXUSDT.py @@ -174,6 +174,7 @@ "disposalFraction": "1", "fullDisposalSize": "1000000", "maxFractionConsumed": "0.1", + "disposalSlippageRange": "0.03", }, "markPriceConfiguration": { "decayWeight": "1", diff --git a/vega_sim/configs/mainnet/SOLUSDT.py b/vega_sim/configs/mainnet/SOLUSDT.py index f0a0daa07..8be2c1bbc 100644 --- a/vega_sim/configs/mainnet/SOLUSDT.py +++ b/vega_sim/configs/mainnet/SOLUSDT.py @@ -177,6 +177,7 @@ "disposalFraction": "1", "fullDisposalSize": "1000000", "maxFractionConsumed": "0.1", + "disposalSlippageRange": "0.03", }, "markPriceConfiguration": { "decayWeight": "1", diff --git a/vega_sim/configs/research/ESHRUSDT.py b/vega_sim/configs/research/ESHRUSDT.py index e757a743f..d3271eb8c 100644 --- a/vega_sim/configs/research/ESHRUSDT.py +++ b/vega_sim/configs/research/ESHRUSDT.py @@ -507,6 +507,7 @@ "disposalFraction": "0.1", "fullDisposalSize": "10000", "maxFractionConsumed": "0.1", + "disposalSlippageRange": "0.2", }, "liquidityFeeSettings": {"method": "METHOD_MARGINAL_COST"}, "liquidityMonitoringParameters": { diff --git a/vega_sim/configs/research/HLPUSDT.py b/vega_sim/configs/research/HLPUSDT.py index 46e9d301c..9703e2a04 100644 --- a/vega_sim/configs/research/HLPUSDT.py +++ b/vega_sim/configs/research/HLPUSDT.py @@ -507,6 +507,7 @@ "disposalFraction": "0.1", "fullDisposalSize": "10000", "maxFractionConsumed": "0.1", + "disposalSlippageRange": "0.2", }, "liquidityFeeSettings": {"method": "METHOD_MARGINAL_COST"}, "liquidityMonitoringParameters": { diff --git a/vega_sim/configs/research/future/BTCUSDT.py b/vega_sim/configs/research/future/BTCUSDT.py index 134daf8f5..44a6da767 100644 --- a/vega_sim/configs/research/future/BTCUSDT.py +++ b/vega_sim/configs/research/future/BTCUSDT.py @@ -118,6 +118,7 @@ "disposalFraction": "1", "fullDisposalSize": "1000000", "maxFractionConsumed": "0.1", + "disposalSlippageRange": "0.03", }, "markPriceConfiguration": { "compositePriceType": "COMPOSITE_PRICE_TYPE_LAST_TRADE", diff --git a/vega_sim/configs/research/future/ETHUSDT.py b/vega_sim/configs/research/future/ETHUSDT.py index 905527fd5..11cd97a73 100644 --- a/vega_sim/configs/research/future/ETHUSDT.py +++ b/vega_sim/configs/research/future/ETHUSDT.py @@ -118,6 +118,7 @@ "disposalFraction": "1", "fullDisposalSize": "1000000", "maxFractionConsumed": "0.1", + "disposalSlippageRange": "0.03", }, "markPriceConfiguration": { "compositePriceType": "COMPOSITE_PRICE_TYPE_LAST_TRADE", diff --git a/vega_sim/configs/research/perpetual/BTCUSDT.py b/vega_sim/configs/research/perpetual/BTCUSDT.py index 7e97b667e..e1a045cfe 100644 --- a/vega_sim/configs/research/perpetual/BTCUSDT.py +++ b/vega_sim/configs/research/perpetual/BTCUSDT.py @@ -174,6 +174,7 @@ "disposalFraction": "1", "fullDisposalSize": "1000000", "maxFractionConsumed": "0.1", + "disposalSlippageRange": "0.03", }, "markPriceConfiguration": { "decayWeight": "1", diff --git a/vega_sim/configs/research/perpetual/ETHUSDT.py b/vega_sim/configs/research/perpetual/ETHUSDT.py index b8a9f0c1a..7a4f40ea1 100644 --- a/vega_sim/configs/research/perpetual/ETHUSDT.py +++ b/vega_sim/configs/research/perpetual/ETHUSDT.py @@ -174,6 +174,7 @@ "disposalFraction": "1", "fullDisposalSize": "1000000", "maxFractionConsumed": "0.1", + "disposalSlippageRange": "0.03", }, "markPriceConfiguration": { "decayWeight": "1", diff --git a/vega_sim/proto/vega/checkpoint/v1/checkpoint_pb2.py b/vega_sim/proto/vega/checkpoint/v1/checkpoint_pb2.py index 4bf9d1564..09f6bb900 100644 --- a/vega_sim/proto/vega/checkpoint/v1/checkpoint_pb2.py +++ b/vega_sim/proto/vega/checkpoint/v1/checkpoint_pb2.py @@ -22,7 +22,7 @@ DESCRIPTOR = _descriptor_pool.Default().AddSerializedFile( - 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7500 + _globals["_MARKETTOPARTYTAKERNOTIONALVOLUME"]._serialized_end = 7651 + _globals["_EPOCHRETURNSDATA"]._serialized_start = 7653 + _globals["_EPOCHRETURNSDATA"]._serialized_end = 7730 + _globals["_RETURNSDATA"]._serialized_start = 7732 + _globals["_RETURNSDATA"]._serialized_end = 7791 + _globals["_TWPOSITIONDATA"]._serialized_start = 7793 + _globals["_TWPOSITIONDATA"]._serialized_end = 7912 + _globals["_TWNOTIONALDATA"]._serialized_start = 7914 + _globals["_TWNOTIONALDATA"]._serialized_end = 8033 + _globals["_PARTYFEES"]._serialized_start = 8035 + _globals["_PARTYFEES"]._serialized_end = 8086 + _globals["_PARTYFEESHISTORY"]._serialized_start = 8088 + _globals["_PARTYFEESHISTORY"]._serialized_end = 8146 + _globals["_ASSETACTION"]._serialized_start = 8149 + _globals["_ASSETACTION"]._serialized_end = 8701 + _globals["_ELSSHARE"]._serialized_start = 8704 + _globals["_ELSSHARE"]._serialized_end = 8857 + _globals["_MARKETSTATE"]._serialized_start = 8860 + _globals["_MARKETSTATE"]._serialized_end = 9157 + _globals["_EXECUTIONSTATE"]._serialized_start = 9159 + _globals["_EXECUTIONSTATE"]._serialized_end = 9228 # @@protoc_insertion_point(module_scope) diff --git a/vega_sim/proto/vega/checkpoint/v1/checkpoint_pb2.pyi b/vega_sim/proto/vega/checkpoint/v1/checkpoint_pb2.pyi index d2460b6af..1f94a2f33 100644 --- a/vega_sim/proto/vega/checkpoint/v1/checkpoint_pb2.pyi +++ b/vega_sim/proto/vega/checkpoint/v1/checkpoint_pb2.pyi @@ -442,18 +442,21 @@ class Banking(_message.Message): ) -> None: ... class BridgeState(_message.Message): - __slots__ = ("active", "block_height", "log_index") + __slots__ = ("active", "block_height", "log_index", "chain_id") ACTIVE_FIELD_NUMBER: _ClassVar[int] BLOCK_HEIGHT_FIELD_NUMBER: _ClassVar[int] LOG_INDEX_FIELD_NUMBER: _ClassVar[int] + CHAIN_ID_FIELD_NUMBER: _ClassVar[int] active: bool block_height: int log_index: int + chain_id: str def __init__( self, active: bool = ..., block_height: _Optional[int] = ..., log_index: _Optional[int] = ..., + chain_id: _Optional[str] = ..., ) -> None: ... class Validators(_message.Message): diff --git a/vega_sim/proto/vega/events/v1/events_pb2.py b/vega_sim/proto/vega/events/v1/events_pb2.py index cd16bfc6d..67eb8ff4d 100644 --- a/vega_sim/proto/vega/events/v1/events_pb2.py +++ b/vega_sim/proto/vega/events/v1/events_pb2.py @@ -26,7 +26,7 @@ DESCRIPTOR = _descriptor_pool.Default().AddSerializedFile( - b'\n\x1bvega/events/v1/events.proto\x12\x0evega.events.v1\x1a\x11vega/assets.proto\x1a\x1fvega/commands/v1/commands.proto\x1a\x1bvega/commands/v1/data.proto\x1a)vega/commands/v1/validator_commands.proto\x1a\x15vega/governance.proto\x1a\x12vega/markets.proto\x1a\x11vega/oracle.proto\x1a\x0fvega/vega.proto"\xce\x01\n#TimeWeightedNotionalPositionUpdated\x12\x1b\n\tepoch_seq\x18\x01 \x01(\x04R\x08\x65pochSeq\x12\x14\n\x05\x61sset\x18\x02 \x01(\tR\x05\x61sset\x12\x14\n\x05party\x18\x03 \x01(\tR\x05party\x12\x17\n\x07game_id\x18\x04 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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 = 27440 - _globals["_PROTOCOLUPGRADEPROPOSALSTATUS"]._serialized_end = 27661 - _globals["_BUSEVENTTYPE"]._serialized_start = 27664 - _globals["_BUSEVENTTYPE"]._serialized_end = 31128 + _globals["_PROTOCOLUPGRADEPROPOSALSTATUS"]._serialized_start = 27623 + _globals["_PROTOCOLUPGRADEPROPOSALSTATUS"]._serialized_end = 27844 + _globals["_BUSEVENTTYPE"]._serialized_start = 27847 + _globals["_BUSEVENTTYPE"]._serialized_end = 31348 _globals["_TIMEWEIGHTEDNOTIONALPOSITIONUPDATED"]._serialized_start = 251 _globals["_TIMEWEIGHTEDNOTIONALPOSITIONUPDATED"]._serialized_end = 457 _globals["_VESTINGBALANCESSUMMARY"]._serialized_start = 460 @@ -189,46 +189,48 @@ _globals["_CORESNAPSHOTDATA"]._serialized_end = 16826 _globals["_EXPIREDORDERS"]._serialized_start = 16828 _globals["_EXPIREDORDERS"]._serialized_end = 16901 - _globals["_TEAMCREATED"]._serialized_start = 16904 - _globals["_TEAMCREATED"]._serialized_end = 17199 - _globals["_TEAMUPDATED"]._serialized_start = 17202 - _globals["_TEAMUPDATED"]._serialized_end = 17411 - _globals["_REFEREESWITCHEDTEAM"]._serialized_start = 17414 - _globals["_REFEREESWITCHEDTEAM"]._serialized_end = 17585 - _globals["_REFEREEJOINEDTEAM"]._serialized_start = 17587 - _globals["_REFEREEJOINEDTEAM"]._serialized_end = 17713 - _globals["_REFERRALSETCREATED"]._serialized_start = 17716 - _globals["_REFERRALSETCREATED"]._serialized_end = 17849 - _globals["_REFERRALSETSTATSUPDATED"]._serialized_start = 17852 - _globals["_REFERRALSETSTATSUPDATED"]._serialized_end = 18318 - _globals["_REFEREESTATS"]._serialized_start = 18321 - _globals["_REFEREESTATS"]._serialized_end = 18466 - _globals["_REFEREEJOINEDREFERRALSET"]._serialized_start = 18469 - _globals["_REFEREEJOINEDREFERRALSET"]._serialized_end = 18600 - _globals["_REFERRALPROGRAMSTARTED"]._serialized_start = 18603 - _globals["_REFERRALPROGRAMSTARTED"]._serialized_end = 18734 - _globals["_REFERRALPROGRAMUPDATED"]._serialized_start = 18737 - _globals["_REFERRALPROGRAMUPDATED"]._serialized_end = 18868 - _globals["_REFERRALPROGRAMENDED"]._serialized_start = 18870 - _globals["_REFERRALPROGRAMENDED"]._serialized_end = 18988 - _globals["_VOLUMEDISCOUNTPROGRAMSTARTED"]._serialized_start = 18991 - _globals["_VOLUMEDISCOUNTPROGRAMSTARTED"]._serialized_end = 19134 - _globals["_VOLUMEDISCOUNTPROGRAMUPDATED"]._serialized_start = 19137 - _globals["_VOLUMEDISCOUNTPROGRAMUPDATED"]._serialized_end = 19280 - _globals["_VOLUMEDISCOUNTPROGRAMENDED"]._serialized_start = 19282 - _globals["_VOLUMEDISCOUNTPROGRAMENDED"]._serialized_end = 19406 - _globals["_PAIDLIQUIDITYFEESSTATS"]._serialized_start = 19409 - _globals["_PAIDLIQUIDITYFEESSTATS"]._serialized_end = 19624 - _globals["_PARTYMARGINMODEUPDATED"]._serialized_start = 19627 - _globals["_PARTYMARGINMODEUPDATED"]._serialized_end = 20043 - _globals["_PARTYPROFILEUPDATED"]._serialized_start = 20045 - _globals["_PARTYPROFILEUPDATED"]._serialized_end = 20127 - _globals["_TEAMSSTATSUPDATED"]._serialized_start = 20129 - _globals["_TEAMSSTATSUPDATED"]._serialized_end = 20224 - _globals["_TEAMSTATS"]._serialized_start = 20226 - _globals["_TEAMSTATS"]._serialized_end = 20332 - _globals["_TEAMMEMBERSTATS"]._serialized_start = 20334 - _globals["_TEAMMEMBERSTATS"]._serialized_end = 20419 - _globals["_BUSEVENT"]._serialized_start = 20422 - _globals["_BUSEVENT"]._serialized_end = 27437 + _globals["_CANCELLEDORDERS"]._serialized_start = 16903 + _globals["_CANCELLEDORDERS"]._serialized_end = 17005 + _globals["_TEAMCREATED"]._serialized_start = 17008 + _globals["_TEAMCREATED"]._serialized_end = 17303 + _globals["_TEAMUPDATED"]._serialized_start = 17306 + _globals["_TEAMUPDATED"]._serialized_end = 17515 + _globals["_REFEREESWITCHEDTEAM"]._serialized_start = 17518 + _globals["_REFEREESWITCHEDTEAM"]._serialized_end = 17689 + _globals["_REFEREEJOINEDTEAM"]._serialized_start = 17691 + _globals["_REFEREEJOINEDTEAM"]._serialized_end = 17817 + _globals["_REFERRALSETCREATED"]._serialized_start = 17820 + _globals["_REFERRALSETCREATED"]._serialized_end = 17953 + _globals["_REFERRALSETSTATSUPDATED"]._serialized_start = 17956 + _globals["_REFERRALSETSTATSUPDATED"]._serialized_end = 18422 + _globals["_REFEREESTATS"]._serialized_start = 18425 + _globals["_REFEREESTATS"]._serialized_end = 18570 + _globals["_REFEREEJOINEDREFERRALSET"]._serialized_start = 18573 + _globals["_REFEREEJOINEDREFERRALSET"]._serialized_end = 18704 + _globals["_REFERRALPROGRAMSTARTED"]._serialized_start = 18707 + _globals["_REFERRALPROGRAMSTARTED"]._serialized_end = 18838 + _globals["_REFERRALPROGRAMUPDATED"]._serialized_start = 18841 + _globals["_REFERRALPROGRAMUPDATED"]._serialized_end = 18972 + _globals["_REFERRALPROGRAMENDED"]._serialized_start = 18974 + _globals["_REFERRALPROGRAMENDED"]._serialized_end = 19092 + _globals["_VOLUMEDISCOUNTPROGRAMSTARTED"]._serialized_start = 19095 + _globals["_VOLUMEDISCOUNTPROGRAMSTARTED"]._serialized_end = 19238 + _globals["_VOLUMEDISCOUNTPROGRAMUPDATED"]._serialized_start = 19241 + _globals["_VOLUMEDISCOUNTPROGRAMUPDATED"]._serialized_end = 19384 + _globals["_VOLUMEDISCOUNTPROGRAMENDED"]._serialized_start = 19386 + _globals["_VOLUMEDISCOUNTPROGRAMENDED"]._serialized_end = 19510 + _globals["_PAIDLIQUIDITYFEESSTATS"]._serialized_start = 19513 + _globals["_PAIDLIQUIDITYFEESSTATS"]._serialized_end = 19728 + _globals["_PARTYMARGINMODEUPDATED"]._serialized_start = 19731 + _globals["_PARTYMARGINMODEUPDATED"]._serialized_end = 20147 + _globals["_PARTYPROFILEUPDATED"]._serialized_start = 20149 + _globals["_PARTYPROFILEUPDATED"]._serialized_end = 20231 + _globals["_TEAMSSTATSUPDATED"]._serialized_start = 20233 + _globals["_TEAMSSTATSUPDATED"]._serialized_end = 20328 + _globals["_TEAMSTATS"]._serialized_start = 20330 + _globals["_TEAMSTATS"]._serialized_end = 20436 + _globals["_TEAMMEMBERSTATS"]._serialized_start = 20438 + _globals["_TEAMMEMBERSTATS"]._serialized_end = 20523 + _globals["_BUSEVENT"]._serialized_start = 20526 + _globals["_BUSEVENT"]._serialized_end = 27620 # @@protoc_insertion_point(module_scope) diff --git a/vega_sim/proto/vega/events/v1/events_pb2.pyi b/vega_sim/proto/vega/events/v1/events_pb2.pyi index dffcc540c..604ad452d 100644 --- a/vega_sim/proto/vega/events/v1/events_pb2.pyi +++ b/vega_sim/proto/vega/events/v1/events_pb2.pyi @@ -120,6 +120,7 @@ class BusEventType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper): BUS_EVENT_TYPE_PARTY_PROFILE_UPDATED: _ClassVar[BusEventType] BUS_EVENT_TYPE_TEAMS_STATS_UPDATED: _ClassVar[BusEventType] BUS_EVENT_TYPE_TIME_WEIGHTED_NOTIONAL_POSITION_UPDATED: _ClassVar[BusEventType] + BUS_EVENT_TYPE_CANCELLED_ORDERS: _ClassVar[BusEventType] BUS_EVENT_TYPE_MARKET: _ClassVar[BusEventType] BUS_EVENT_TYPE_TX_ERROR: _ClassVar[BusEventType] @@ -216,6 +217,7 @@ BUS_EVENT_TYPE_PARTY_MARGIN_MODE_UPDATED: BusEventType BUS_EVENT_TYPE_PARTY_PROFILE_UPDATED: BusEventType BUS_EVENT_TYPE_TEAMS_STATS_UPDATED: BusEventType BUS_EVENT_TYPE_TIME_WEIGHTED_NOTIONAL_POSITION_UPDATED: BusEventType +BUS_EVENT_TYPE_CANCELLED_ORDERS: BusEventType BUS_EVENT_TYPE_MARKET: BusEventType BUS_EVENT_TYPE_TX_ERROR: BusEventType @@ -1997,6 +1999,21 @@ class ExpiredOrders(_message.Message): order_ids: _Optional[_Iterable[str]] = ..., ) -> None: ... +class CancelledOrders(_message.Message): + __slots__ = ("market_id", "party_id", "order_ids") + MARKET_ID_FIELD_NUMBER: _ClassVar[int] + PARTY_ID_FIELD_NUMBER: _ClassVar[int] + ORDER_IDS_FIELD_NUMBER: _ClassVar[int] + market_id: str + party_id: str + order_ids: _containers.RepeatedScalarFieldContainer[str] + def __init__( + self, + market_id: _Optional[str] = ..., + party_id: _Optional[str] = ..., + order_ids: _Optional[_Iterable[str]] = ..., + ) -> None: ... + class TeamCreated(_message.Message): __slots__ = ( "team_id", @@ -2487,6 +2504,7 @@ class BusEvent(_message.Message): "party_profile_updated", "teams_stats_updated", "time_weighted_notional_position_updated", + "cancelled_orders", "market", "tx_err_event", "version", @@ -2581,6 +2599,7 @@ class BusEvent(_message.Message): PARTY_PROFILE_UPDATED_FIELD_NUMBER: _ClassVar[int] TEAMS_STATS_UPDATED_FIELD_NUMBER: _ClassVar[int] TIME_WEIGHTED_NOTIONAL_POSITION_UPDATED_FIELD_NUMBER: _ClassVar[int] + CANCELLED_ORDERS_FIELD_NUMBER: _ClassVar[int] MARKET_FIELD_NUMBER: _ClassVar[int] TX_ERR_EVENT_FIELD_NUMBER: _ClassVar[int] VERSION_FIELD_NUMBER: _ClassVar[int] @@ -2674,6 +2693,7 @@ class BusEvent(_message.Message): party_profile_updated: PartyProfileUpdated teams_stats_updated: TeamsStatsUpdated time_weighted_notional_position_updated: TimeWeightedNotionalPositionUpdated + cancelled_orders: CancelledOrders market: MarketEvent tx_err_event: TxErrorEvent version: int @@ -2813,6 +2833,7 @@ class BusEvent(_message.Message): time_weighted_notional_position_updated: _Optional[ _Union[TimeWeightedNotionalPositionUpdated, _Mapping] ] = ..., + cancelled_orders: _Optional[_Union[CancelledOrders, _Mapping]] = ..., market: _Optional[_Union[MarketEvent, _Mapping]] = ..., tx_err_event: _Optional[_Union[TxErrorEvent, _Mapping]] = ..., version: _Optional[int] = ..., diff --git a/vega_sim/proto/vega/markets_pb2.py b/vega_sim/proto/vega/markets_pb2.py index 738476dd4..828361bb5 100644 --- a/vega_sim/proto/vega/markets_pb2.py +++ b/vega_sim/proto/vega/markets_pb2.py @@ -17,7 +17,7 @@ DESCRIPTOR = _descriptor_pool.Default().AddSerializedFile( - b'\n\x12vega/markets.proto\x12\x04vega\x1a\x16vega/data_source.proto"E\n\x0f\x41uctionDuration\x12\x1a\n\x08\x64uration\x18\x01 \x01(\x03R\x08\x64uration\x12\x16\n\x06volume\x18\x02 \x01(\x04R\x06volume"Z\n\x04Spot\x12\x1d\n\nbase_asset\x18\x01 \x01(\tR\tbaseAsset\x12\x1f\n\x0bquote_asset\x18\x02 \x01(\tR\nquoteAsset\x12\x12\n\x04name\x18\x03 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\x03(\tR\x18sourceStalenessTolerance\x12J\n\x14\x63omposite_price_type\x18\x06 \x01(\x0e\x32\x18.vega.CompositePriceTypeR\x12\x63ompositePriceType\x12\x46\n\x11\x64\x61ta_sources_spec\x18\x07 \x03(\x0b\x32\x1a.vega.DataSourceDefinitionR\x0f\x64\x61taSourcesSpec\x12]\n\x19\x64\x61ta_sources_spec_binding\x18\x08 \x03(\x0b\x32".vega.SpecBindingForCompositePriceR\x16\x64\x61taSourcesSpecBinding*\xa3\x01\n\x12\x43ompositePriceType\x12$\n COMPOSITE_PRICE_TYPE_UNSPECIFIED\x10\x00\x12!\n\x1d\x43OMPOSITE_PRICE_TYPE_WEIGHTED\x10\x01\x12\x1f\n\x1b\x43OMPOSITE_PRICE_TYPE_MEDIAN\x10\x02\x12#\n\x1f\x43OMPOSITE_PRICE_TYPE_LAST_TRADE\x10\x03\x42\'Z%code.vegaprotocol.io/vega/protos/vegab\x06proto3' ) _globals = globals() @@ -28,8 +28,8 @@ _globals["DESCRIPTOR"]._serialized_options = ( b"Z%code.vegaprotocol.io/vega/protos/vega" ) - _globals["_COMPOSITEPRICETYPE"]._serialized_start = 7311 - _globals["_COMPOSITEPRICETYPE"]._serialized_end = 7474 + _globals["_COMPOSITEPRICETYPE"]._serialized_start = 7367 + _globals["_COMPOSITEPRICETYPE"]._serialized_end = 7530 _globals["_AUCTIONDURATION"]._serialized_start = 52 _globals["_AUCTIONDURATION"]._serialized_end = 121 _globals["_SPOT"]._serialized_start = 123 @@ -89,7 +89,7 @@ _globals["_MARKETTIMESTAMPS"]._serialized_start = 6504 _globals["_MARKETTIMESTAMPS"]._serialized_end = 6618 _globals["_LIQUIDATIONSTRATEGY"]._serialized_start = 6621 - _globals["_LIQUIDATIONSTRATEGY"]._serialized_end = 6831 - _globals["_COMPOSITEPRICECONFIGURATION"]._serialized_start = 6834 - _globals["_COMPOSITEPRICECONFIGURATION"]._serialized_end = 7308 + _globals["_LIQUIDATIONSTRATEGY"]._serialized_end = 6887 + _globals["_COMPOSITEPRICECONFIGURATION"]._serialized_start = 6890 + _globals["_COMPOSITEPRICECONFIGURATION"]._serialized_end = 7364 # @@protoc_insertion_point(module_scope) diff --git a/vega_sim/proto/vega/markets_pb2.pyi b/vega_sim/proto/vega/markets_pb2.pyi index 642b15f4b..6084188cf 100644 --- a/vega_sim/proto/vega/markets_pb2.pyi +++ b/vega_sim/proto/vega/markets_pb2.pyi @@ -616,21 +616,25 @@ class LiquidationStrategy(_message.Message): "disposal_fraction", "full_disposal_size", "max_fraction_consumed", + "disposal_slippage_range", ) DISPOSAL_TIME_STEP_FIELD_NUMBER: _ClassVar[int] DISPOSAL_FRACTION_FIELD_NUMBER: _ClassVar[int] FULL_DISPOSAL_SIZE_FIELD_NUMBER: _ClassVar[int] MAX_FRACTION_CONSUMED_FIELD_NUMBER: _ClassVar[int] + DISPOSAL_SLIPPAGE_RANGE_FIELD_NUMBER: _ClassVar[int] disposal_time_step: int disposal_fraction: str full_disposal_size: int max_fraction_consumed: str + disposal_slippage_range: str def __init__( self, disposal_time_step: _Optional[int] = ..., disposal_fraction: _Optional[str] = ..., full_disposal_size: _Optional[int] = ..., max_fraction_consumed: _Optional[str] = ..., + disposal_slippage_range: _Optional[str] = ..., ) -> None: ... class CompositePriceConfiguration(_message.Message): diff --git a/vega_sim/proto/vega/snapshot/v1/snapshot_pb2.py b/vega_sim/proto/vega/snapshot/v1/snapshot_pb2.py 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_globals["_PARTYPROFILE"]._serialized_start = 40936 + _globals["_PARTYPROFILE"]._serialized_end = 41043 + _globals["_MARKETLIQUIDITY"]._serialized_start = 41045 + _globals["_MARKETLIQUIDITY"]._serialized_end = 41095 # @@protoc_insertion_point(module_scope) diff --git a/vega_sim/proto/vega/snapshot/v1/snapshot_pb2.pyi b/vega_sim/proto/vega/snapshot/v1/snapshot_pb2.pyi index 2329d1fd1..bbebb99c1 100644 --- a/vega_sim/proto/vega/snapshot/v1/snapshot_pb2.pyi +++ b/vega_sim/proto/vega/snapshot/v1/snapshot_pb2.pyi @@ -196,7 +196,9 @@ class Payload(_message.Message): "parties", "l2_eth_oracles", "eth_oracle_verifier_misc", - "banking_secondary_bridge_state", + "banking_evm_bridge_states", + "evm_event_forwarders", + "evm_multisig_topologies", ) ACTIVE_ASSETS_FIELD_NUMBER: _ClassVar[int] PENDING_ASSETS_FIELD_NUMBER: _ClassVar[int] @@ -276,7 +278,9 @@ class Payload(_message.Message): PARTIES_FIELD_NUMBER: _ClassVar[int] L2_ETH_ORACLES_FIELD_NUMBER: _ClassVar[int] ETH_ORACLE_VERIFIER_MISC_FIELD_NUMBER: _ClassVar[int] - BANKING_SECONDARY_BRIDGE_STATE_FIELD_NUMBER: _ClassVar[int] + BANKING_EVM_BRIDGE_STATES_FIELD_NUMBER: _ClassVar[int] + EVM_EVENT_FORWARDERS_FIELD_NUMBER: _ClassVar[int] + EVM_MULTISIG_TOPOLOGIES_FIELD_NUMBER: _ClassVar[int] active_assets: ActiveAssets pending_assets: PendingAssets banking_withdrawals: BankingWithdrawals @@ -355,7 +359,9 @@ class Payload(_message.Message): parties: Parties l2_eth_oracles: L2EthOracles eth_oracle_verifier_misc: EthOracleVerifierMisc - banking_secondary_bridge_state: BankingBridgeState + banking_evm_bridge_states: BankingEVMBridgeStates + evm_event_forwarders: EVMEventForwarders + evm_multisig_topologies: EVMMultisigTopologies def __init__( self, active_assets: _Optional[_Union[ActiveAssets, _Mapping]] = ..., @@ -490,8 +496,12 @@ class Payload(_message.Message): eth_oracle_verifier_misc: _Optional[ _Union[EthOracleVerifierMisc, _Mapping] ] = ..., - banking_secondary_bridge_state: _Optional[ - _Union[BankingBridgeState, _Mapping] + banking_evm_bridge_states: _Optional[ + _Union[BankingEVMBridgeStates, _Mapping] + ] = ..., + evm_event_forwarders: _Optional[_Union[EVMEventForwarders, _Mapping]] = ..., + evm_multisig_topologies: _Optional[ + _Union[EVMMultisigTopologies, _Mapping] ] = ..., ) -> None: ... @@ -720,18 +730,29 @@ class EventForwarderBucket(_message.Message): ) -> None: ... class EventForwarder(_message.Message): - __slots__ = ("acked_events", "buckets", "scope") + __slots__ = ("acked_events", "buckets", "chain_id") ACKED_EVENTS_FIELD_NUMBER: _ClassVar[int] BUCKETS_FIELD_NUMBER: _ClassVar[int] - SCOPE_FIELD_NUMBER: _ClassVar[int] + CHAIN_ID_FIELD_NUMBER: _ClassVar[int] acked_events: _containers.RepeatedScalarFieldContainer[str] buckets: _containers.RepeatedCompositeFieldContainer[EventForwarderBucket] - scope: str + chain_id: str def __init__( self, acked_events: _Optional[_Iterable[str]] = ..., buckets: _Optional[_Iterable[_Union[EventForwarderBucket, _Mapping]]] = ..., - scope: _Optional[str] = ..., + chain_id: _Optional[str] = ..., + ) -> None: ... + +class EVMEventForwarders(_message.Message): + __slots__ = ("evm_event_forwarders",) + EVM_EVENT_FORWARDERS_FIELD_NUMBER: _ClassVar[int] + evm_event_forwarders: _containers.RepeatedCompositeFieldContainer[EventForwarder] + def __init__( + self, + evm_event_forwarders: _Optional[ + _Iterable[_Union[EventForwarder, _Mapping]] + ] = ..., ) -> None: ... class CollateralAccounts(_message.Message): @@ -928,6 +949,19 @@ class BankingBridgeState(_message.Message): bridge_state: _Optional[_Union[_checkpoint_pb2.BridgeState, _Mapping]] = ..., ) -> None: ... +class BankingEVMBridgeStates(_message.Message): + __slots__ = ("bridge_states",) + BRIDGE_STATES_FIELD_NUMBER: _ClassVar[int] + bridge_states: _containers.RepeatedCompositeFieldContainer[ + _checkpoint_pb2.BridgeState + ] + def __init__( + self, + bridge_states: _Optional[ + _Iterable[_Union[_checkpoint_pb2.BridgeState, _Mapping]] + ] = ..., + ) -> None: ... + class Checkpoint(_message.Message): __slots__ = ("next_cp",) NEXT_CP_FIELD_NUMBER: _ClassVar[int] @@ -3191,19 +3225,17 @@ class SignerEventsPerAddress(_message.Message): ) -> None: ... class ERC20MultiSigTopologyVerified(_message.Message): - __slots__ = ("signers", "events_per_address", "threshold", "seen_events", "scope") + __slots__ = ("signers", "events_per_address", "threshold", "seen_events") SIGNERS_FIELD_NUMBER: _ClassVar[int] EVENTS_PER_ADDRESS_FIELD_NUMBER: _ClassVar[int] THRESHOLD_FIELD_NUMBER: _ClassVar[int] SEEN_EVENTS_FIELD_NUMBER: _ClassVar[int] - SCOPE_FIELD_NUMBER: _ClassVar[int] signers: _containers.RepeatedScalarFieldContainer[str] events_per_address: _containers.RepeatedCompositeFieldContainer[ SignerEventsPerAddress ] threshold: _events_pb2.ERC20MultiSigThresholdSetEvent seen_events: _containers.RepeatedScalarFieldContainer[str] - scope: str def __init__( self, signers: _Optional[_Iterable[str]] = ..., @@ -3214,7 +3246,6 @@ class ERC20MultiSigTopologyVerified(_message.Message): _Union[_events_pb2.ERC20MultiSigThresholdSetEvent, _Mapping] ] = ..., seen_events: _Optional[_Iterable[str]] = ..., - scope: _Optional[str] = ..., ) -> None: ... class ERC20MultiSigTopologyPending(_message.Message): @@ -3223,13 +3254,11 @@ class ERC20MultiSigTopologyPending(_message.Message): "pending_threshold_set", "witnessed_signers", "witnessed_threshold_sets", - "scope", ) PENDING_SIGNERS_FIELD_NUMBER: _ClassVar[int] PENDING_THRESHOLD_SET_FIELD_NUMBER: _ClassVar[int] WITNESSED_SIGNERS_FIELD_NUMBER: _ClassVar[int] WITNESSED_THRESHOLD_SETS_FIELD_NUMBER: _ClassVar[int] - SCOPE_FIELD_NUMBER: _ClassVar[int] pending_signers: _containers.RepeatedCompositeFieldContainer[ _events_pb2.ERC20MultiSigSignerEvent ] @@ -3238,7 +3267,6 @@ class ERC20MultiSigTopologyPending(_message.Message): ] witnessed_signers: _containers.RepeatedScalarFieldContainer[str] witnessed_threshold_sets: _containers.RepeatedScalarFieldContainer[str] - scope: str def __init__( self, pending_signers: _Optional[ @@ -3249,7 +3277,34 @@ class ERC20MultiSigTopologyPending(_message.Message): ] = ..., witnessed_signers: _Optional[_Iterable[str]] = ..., witnessed_threshold_sets: _Optional[_Iterable[str]] = ..., - scope: _Optional[str] = ..., + ) -> None: ... + +class EVMMultisigTopology(_message.Message): + __slots__ = ("chain_id", "verified", "pending") + CHAIN_ID_FIELD_NUMBER: _ClassVar[int] + VERIFIED_FIELD_NUMBER: _ClassVar[int] + PENDING_FIELD_NUMBER: _ClassVar[int] + chain_id: str + verified: ERC20MultiSigTopologyVerified + pending: ERC20MultiSigTopologyPending + def __init__( + self, + chain_id: _Optional[str] = ..., + verified: _Optional[_Union[ERC20MultiSigTopologyVerified, _Mapping]] = ..., + pending: _Optional[_Union[ERC20MultiSigTopologyPending, _Mapping]] = ..., + ) -> None: ... + +class EVMMultisigTopologies(_message.Message): + __slots__ = ("evm_multisig_topology",) + EVM_MULTISIG_TOPOLOGY_FIELD_NUMBER: _ClassVar[int] + evm_multisig_topology: _containers.RepeatedCompositeFieldContainer[ + EVMMultisigTopology + ] + def __init__( + self, + evm_multisig_topology: _Optional[ + _Iterable[_Union[EVMMultisigTopology, _Mapping]] + ] = ..., ) -> None: ... class ProofOfWork(_message.Message): diff --git a/vega_sim/proto/vega/vega_pb2.py b/vega_sim/proto/vega/vega_pb2.py index fcca7b7e3..a51468b2b 100644 --- a/vega_sim/proto/vega/vega_pb2.py +++ b/vega_sim/proto/vega/vega_pb2.py @@ -17,7 +17,7 @@ DESCRIPTOR = _descriptor_pool.Default().AddSerializedFile( - b'\n\x0fvega/vega.proto\x12\x04vega\x1a\x12vega/markets.proto"k\n\x0cPartyProfile\x12\x19\n\x08party_id\x18\x01 \x01(\tR\x07partyId\x12\x14\n\x05\x61lias\x18\x02 \x01(\tR\x05\x61lias\x12*\n\x08metadata\x18\x03 \x03(\x0b\x32\x0e.vega.MetadataR\x08metadata"2\n\x08Metadata\x12\x10\n\x03key\x18\x01 \x01(\tR\x03key\x12\x14\n\x05value\x18\x02 \x01(\tR\x05value"\xf9\x0f\n\tStopOrder\x12\x0e\n\x02id\x18\x01 \x01(\tR\x02id\x12#\n\x0boco_link_id\x18\x02 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_globals["_VESTINGBENEFITTIERS"]._serialized_start = 21001 + _globals["_VESTINGBENEFITTIERS"]._serialized_end = 21070 + _globals["_VESTINGBENEFITTIER"]._serialized_start = 21072 + _globals["_VESTINGBENEFITTIER"]._serialized_end = 21193 + _globals["_STAKINGTIER"]._serialized_start = 21195 + _globals["_STAKINGTIER"]._serialized_end = 21322 + _globals["_VOLUMEDISCOUNTPROGRAM"]._serialized_start = 21325 + _globals["_VOLUMEDISCOUNTPROGRAM"]._serialized_end = 21546 + _globals["_ACTIVITYSTREAKBENEFITTIERS"]._serialized_start = 21548 + _globals["_ACTIVITYSTREAKBENEFITTIERS"]._serialized_end = 21631 + _globals["_ACTIVITYSTREAKBENEFITTIER"]._serialized_start = 21634 + _globals["_ACTIVITYSTREAKBENEFITTIER"]._serialized_end = 21809 # @@protoc_insertion_point(module_scope) diff --git a/vega_sim/proto/vega/vega_pb2.pyi b/vega_sim/proto/vega/vega_pb2.pyi index 276c2128f..52093a409 100644 --- a/vega_sim/proto/vega/vega_pb2.pyi +++ b/vega_sim/proto/vega/vega_pb2.pyi @@ -2183,17 +2183,20 @@ class EVMChainConfig(_message.Message): "collateral_bridge_contract", "confirmations", "multisig_control_contract", + "block_time", ) NETWORK_ID_FIELD_NUMBER: _ClassVar[int] CHAIN_ID_FIELD_NUMBER: _ClassVar[int] COLLATERAL_BRIDGE_CONTRACT_FIELD_NUMBER: _ClassVar[int] CONFIRMATIONS_FIELD_NUMBER: _ClassVar[int] MULTISIG_CONTROL_CONTRACT_FIELD_NUMBER: _ClassVar[int] + BLOCK_TIME_FIELD_NUMBER: _ClassVar[int] network_id: str chain_id: str collateral_bridge_contract: EthereumContractConfig confirmations: int multisig_control_contract: EthereumContractConfig + block_time: str def __init__( self, network_id: _Optional[str] = ..., @@ -2205,6 +2208,7 @@ class EVMChainConfig(_message.Message): multisig_control_contract: _Optional[ _Union[EthereumContractConfig, _Mapping] ] = ..., + block_time: _Optional[str] = ..., ) -> None: ... class EthereumContractConfig(_message.Message):