temp

.env

@@ -1,4 +1,4 @@
-VEGA_SIM_VEGA_TAG=v0.78.0-preview.4
+VEGA_SIM_VEGA_TAG=develop
 VEGA_SIM_CONSOLE_TAG=develop
 VEGA_DEFAULT_KEY_NAME='Key 1'
 VEGA_SIM_NETWORKS_INTERNAL_TAG=main

tests/vega_query/fixtures.py

@@ -11,12 +11,15 @@
 
 logger = logging.getLogger(__name__)
 
-DEFAULT_NETWORK = Network.NETWORK_TESTNET
+DEFAULT_NETWORK = Network.NETWORK_LOCAL
+DEFAULT_PORT_DATA_NODE = 56345
 
 
 @fixture(scope="session")
 def tds():
-    client = TradingDataService(network=DEFAULT_NETWORK)
+    client = TradingDataService(
+        network=DEFAULT_NETWORK, port_data_node=DEFAULT_PORT_DATA_NODE
+    )
     yield client
 
 
@@ -106,3 +109,8 @@ def end_timestamp(tds: TradingDataService) -> int:
 @fixture(scope="session")
 def amms(tds: TradingDataService) -> List[protos.vega.events.v1.events.AMM]:
     return tds.list_amms(max_pages=1)
+
+
+@fixture(scope="session")
+def epoch(tds: TradingDataService) -> protos.vega.vega.Epoch:
+    return tds.get_epoch()

tests/vega_query/service/service_trading_data/test_get_current_referral_program.py

@@ -0,0 +1,13 @@
+import pytest
+
+from vega_query.service.service_trading_data import TradingDataService
+from tests.vega_query.fixtures import tds
+
+import vega_protos.protos as protos
+
+
+@pytest.mark.vega_query
+def test_get_current_referral_program(tds: TradingDataService):
+    program = tds.get_current_referral_program()
+    if program is not None:
+        assert isinstance(program, protos.data_node.api.v2.trading_data.ReferralProgram)

tests/vega_query/service/service_trading_data/test_get_current_volume_discount_program.py

@@ -0,0 +1,15 @@
+import pytest
+
+from vega_query.service.service_trading_data import TradingDataService
+from tests.vega_query.fixtures import tds
+
+import vega_protos.protos as protos
+
+
+@pytest.mark.vega_query
+def test_get_latest_volume_discount_program(tds: TradingDataService):
+    program = tds.get_current_volume_discount_program()
+    if program is not None:
+        assert isinstance(
+            program, protos.data_node.api.v2.trading_data.VolumeDiscountProgram
+        )

tests/vega_query/service/service_trading_data/test_get_current_volume_rebate_program.py

@@ -0,0 +1,15 @@
+import pytest
+
+from vega_query.service.service_trading_data import TradingDataService
+from tests.vega_query.fixtures import tds
+
+import vega_protos.protos as protos
+
+
+@pytest.mark.vega_query
+def test_get_latest_volume_rebate_program(tds: TradingDataService):
+    program = tds.get_current_volume_rebate_program()
+    if program is not None:
+        assert isinstance(
+            program, protos.data_node.api.v2.trading_data.VolumeRebateProgram
+        )

tests/vega_query/service/service_trading_data/test_get_epoch.py

@@ -0,0 +1,26 @@
+import pytest
+
+from vega_query.service.service_trading_data import TradingDataService
+from tests.vega_query.fixtures import tds, epoch
+
+import vega_protos.protos as protos
+
+
+@pytest.mark.vega_query
+def test_get_epoch(tds: TradingDataService):
+    epoch = tds.get_epoch()
+    assert isinstance(epoch, protos.vega.vega.Epoch)
+
+
+@pytest.mark.vega_query
+def test_get_epoch_id(tds: TradingDataService, epoch: protos.vega.vega.Epoch):
+    id = epoch.seq
+    epoch = tds.get_epoch(id=id)
+    assert epoch.seq == id
+
+
+@pytest.mark.vega_query
+def test_get_epoch_block(tds: TradingDataService, epoch: protos.vega.vega.Epoch):
+    block = epoch.timestamps.first_block
+    epoch = tds.get_epoch(block=block)
+    assert epoch.timestamps.first_block == block

tests/vega_query/service/service_trading_data/test_get_volume_discount_program_stats.py

@@ -0,0 +1,32 @@
+import pytest
+
+from vega_query.service.service_trading_data import TradingDataService
+from tests.vega_query.fixtures import tds, parties
+
+from typing import List
+
+import vega_protos.protos as protos
+
+
+@pytest.mark.vega_query
+def test_get_volume_discount_stats(tds: TradingDataService):
+    for stat in tds.get_volume_discount_stats():
+        assert isinstance(
+            stat, protos.data_node.api.v2.trading_data.VolumeDiscountStats
+        )
+
+
+@pytest.mark.vega_query
+def test_get_volume_discount_stats_at_epoch(tds: TradingDataService):
+    at_epoch = 0
+    for stat in tds.get_volume_discount_stats(at_epoch=0):
+        assert stat.at_epoch == at_epoch
+
+
+@pytest.mark.vega_query
+def test_get_volume_discount_stats_party_id(
+    tds: TradingDataService, parties: List[str]
+):
+    party_id = parties[0]
+    for stat in tds.get_volume_discount_stats(party_id=party_id):
+        assert stat.party_id == party_id

tests/vega_query/service/service_trading_data/test_get_volume_rebate_program_stats.py

@@ -0,0 +1,29 @@
+import pytest
+
+from vega_query.service.service_trading_data import TradingDataService
+from tests.vega_query.fixtures import tds, parties
+
+from typing import List
+
+import vega_protos.protos as protos
+
+
+@pytest.mark.vega_query
+def test_get_volume_rebate_stats(tds: TradingDataService):
+    for stat in tds.get_volume_rebate_stats():
+        assert isinstance(stat, protos.data_node.api.v2.trading_data.VolumeRebateStats)
+
+
+@pytest.mark.vega_query
+def test_get_volume_rebate_stats_at_epoch(tds: TradingDataService):
+    at_epoch = 0
+    for stat in tds.get_volume_rebate_stats(at_epoch=0):
+        assert stat.at_epoch == at_epoch
+
+
+@pytest.mark.vega_query
+def test_get_volume_rebate_stats_party_id(tds: TradingDataService, parties: List[str]):
+    party_id = parties[0]
+    stats = tds.get_volume_rebate_stats(party_id=party_id)
+    for stat in stats:
+        assert stat.party_id == party_id

vega_query/service/service_trading_data.py

@@ -763,9 +763,13 @@ def list_governance_data(
     #     # TODO: Implement method
     #     pass
 
-    # def get_epoch(self, max_pages: Optional[int] = None) -> Any:
-    #     # TODO: Implement method
-    #     pass
+    @log_client_method
+    def get_epoch(
+        self, id: Optional[int] = None, block: Optional[int] = None
+    ) -> protos.vega.vega.Epoch:
+        return self.__stub.GetEpoch(
+            trading_data.GetEpochRequest(id=id, block=block)
+        ).epoch
 
     # def estimate_fee(self, max_pages: Optional[int] = None) -> Any:
     #     # TODO: Implement method
@@ -972,11 +976,11 @@ def list_funding_payments(
     #     # TODO: Implement method
     #     pass
 
-    # def get_current_referral_program(
-    #     self, max_pages: Optional[int] = None
-    # ) -> Any:
-    #     # TODO: Implement method
-    #     pass
+    @log_client_method
+    def get_current_referral_program(self, max_pages: Optional[int] = None) -> Any:
+        return self.__stub.GetCurrentReferralProgram(
+            trading_data.GetCurrentReferralProgramRequest()
+        ).current_referral_program
 
     # def list_referral_sets(self, max_pages: Optional[int] = None) -> Any:
     #     # TODO: Implement method
@@ -1014,17 +1018,55 @@ def list_funding_payments(
     #     # TODO: Implement method
     #     pass
 
-    # def get_current_volume_discount_program(
-    #     self, max_pages: Optional[int] = None
-    # ) -> Any:
-    #     # TODO: Implement method
-    #     pass
+    @log_client_method
+    def get_current_volume_discount_program(
+        self,
+    ) -> trading_data.VolumeDiscountProgram:
+        return self.__stub.GetCurrentVolumeDiscountProgram(
+            trading_data.GetCurrentVolumeDiscountProgramRequest()
+        ).current_volume_discount_program
 
-    # def get_volume_discount_stats(
-    #     self, max_pages: Optional[int] = None
-    # ) -> Any:
-    #     # TODO: Implement method
-    #     pass
+    @log_client_method
+    def get_volume_discount_stats(
+        self,
+        at_epoch: Optional[int] = None,
+        party_id: Optional[int] = None,
+        max_pages: Optional[int] = None,
+    ) -> List[trading_data.VolumeDiscountStats]:
+        return unroll_v2_pagination(
+            base_request=trading_data.GetVolumeDiscountStatsRequest(
+                at_epoch=at_epoch,
+                party_id=party_id,
+            ),
+            request_func=lambda x: self.__stub.GetVolumeDiscountStats(x).stats,
+            extraction_func=lambda res: [i.node for i in res.edges],
+            max_pages=max_pages,
+        )
+
+    @log_client_method
+    def get_current_volume_rebate_program(
+        self,
+    ) -> trading_data.VolumeRebateProgram:
+        return self.__stub.GetCurrentVolumeRebateProgram(
+            trading_data.GetCurrentVolumeRebateProgramRequest()
+        ).current_volume_rebate_program
+
+    @log_client_method
+    def get_volume_rebate_stats(
+        self,
+        at_epoch: Optional[int] = None,
+        party_id: Optional[int] = None,
+        max_pages: Optional[int] = None,
+    ) -> List[trading_data.VolumeRebateStats]:
+        return unroll_v2_pagination(
+            base_request=trading_data.GetVolumeRebateStatsRequest(
+                at_epoch=at_epoch,
+                party_id=party_id,
+            ),
+            request_func=lambda x: self.__stub.GetVolumeRebateStats(x).stats,
+            extraction_func=lambda res: [i.node for i in res.edges],
+            max_pages=max_pages,
+        )
 
     # def get_vesting_balances_summary(
     #     self, max_pages: Optional[int] = None

vega_sim/scenario/benchmark/registry.py

@@ -161,4 +161,20 @@
             ),
         ],
     ),
+    "programs": BenchmarkScenario(
+        block_length_seconds=1,
+        step_length_seconds=30,
+        benchmark_configs=[
+            BenchmarkConfig(
+                market_config=configs.research.futr.BTCUSDT.CONFIG,
+                initial_price=70000,
+                annualised_volatility=1,
+                notional_trade_volume=100,
+            ),
+        ],
+        volume_discounts_enabled=True,
+        volume_rebate_enabled=True,
+        referrals_enabled=True,
+        initial_network_parameters={"market.fee.factors.infrastructureFee": "0.0002"},
+    ),
 }

vega_sim/scenario/benchmark/scenario.py

@@ -20,6 +20,9 @@
     ExponentialShapedMarketMaker,
     MarketOrderTrader,
     LimitOrderTrader,
+    ReferralProgramManager,
+    VolumeRebateProgramManager,
+    VolumeDiscountProgramManager,
 )
 from vega_sim.scenario.fuzzed_markets.agents import (
     RiskyMarketOrderTrader,
@@ -35,6 +38,9 @@ def __init__(
         block_length_seconds: float = 1,
         step_length_seconds: Optional[float] = None,
         initial_network_parameters: Dict[str, Any] = None,
+        volume_discounts_enabled: bool = False,
+        volume_rebate_enabled: bool = False,
+        referrals_enabled: bool = False,
         output: bool = True,
     ):
         super().__init__()
@@ -54,6 +60,9 @@ def __init__(
         self.initial_network_parameters = (
             initial_network_parameters if initial_network_parameters is not None else {}
         )
+        self.volume_discounts_enabled = volume_discounts_enabled
+        self.volume_rebate_enabled = volume_rebate_enabled
+        self.referrals_enabled = referrals_enabled
 
     def configure_agents(
         self,
@@ -74,6 +83,29 @@ def configure_agents(
                 network_parameters=self.initial_network_parameters,
             )
         )
+
+        if self.referrals_enabled:
+            self.agents.append(
+                ReferralProgramManager(
+                    wallet_name="ProgramManagers",
+                    key_name="ReferralProgramManager",
+                )
+            )
+        if self.volume_discounts_enabled:
+            self.agents.append(
+                VolumeDiscountProgramManager(
+                    wallet_name="ProgramManagers",
+                    key_name="VolumeDiscountProgramManager",
+                )
+            )
+        if self.volume_rebate_enabled:
+            self.agents.append(
+                VolumeRebateProgramManager(
+                    wallet_name="ProgramManagers",
+                    key_name="VolumeRebateProgramManager",
+                )
+            )
+
         for _, benchmark_config in enumerate(self.benchmark_configs):
 
             market_name = benchmark_config.market_config.instrument.name