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feat: integrate stop orders into market-sim #521

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merged 17 commits into from
Oct 20, 2023
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cdummett
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@cdummett cdummett commented Oct 6, 2023

Description

PR implements stop orders into market-sim and the fuzzing test.

Moves towards an approach where the service layer has multiple "build" methods which can build vega protos for submitting transactions.

In a future PR this can be applied to existing commands and tidied up into it's own module which the service layer can access through compartmentalisation. Basic service layer methods for doing 'frequent' commands like submit order or submit liquidity will still exist. More complicated orders like a pegged iceberg order will not be supported on the service layer.

Approach prevents a cluttered service layer with methods with 30+ fields.

Testing

Currently failing fuzz test - blocked by vegaprotocol/vega#9811

Breaking Changes

  • create methods renamed to build
  • moved build_pegged_order to service layer in preparation to be moved to new module

@cdummett cdummett added the enhancement New feature or request label Oct 6, 2023
@cdummett cdummett self-assigned this Oct 6, 2023
@cdummett cdummett marked this pull request as ready for review October 17, 2023 17:22
@cdummett cdummett requested a review from a team as a code owner October 17, 2023 17:22
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@TomMcL TomMcL left a comment

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Looks good, one small query

vega_sim/api/data.py Outdated Show resolved Hide resolved
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@TomMcL TomMcL left a comment

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lgtm

@cdummett cdummett merged commit 1a3bc4d into develop Oct 20, 2023
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@cdummett cdummett deleted the feat/stop_orders branch October 20, 2023 09:58
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2 participants