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chore: multi trigger auction configs #665

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@cdummett cdummett commented Apr 29, 2024

Description

Updates the mainnet BTCUSDT and ETHUSDT market configs to use multiple "short" auction triggers with the same look-back horizon.

For now, existing auctions have been split into four smaller auctions.

(Also updates research configs so overnight fuzzing runs will use multi-trigger auctions)

Examples

To run a sim of historic prices from a specific date, add the --datetime flag

python -m vega_sim.scenario.benchmark.run -m mainnet-BTCUSDT --steps 1440 --interval 15 -o -p --datetime 2024-04-13:18:00:00

price_monitoring_analysis

@cdummett cdummett self-assigned this Apr 29, 2024
@cdummett cdummett requested a review from a team as a code owner April 29, 2024 09:23
@cdummett cdummett force-pushed the chore/update_research_configs branch from ef80418 to 084d2ff Compare April 30, 2024 05:37
davidsiska-vega
davidsiska-vega previously approved these changes May 1, 2024
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We may wish to only merge if these go through via governance.

@cdummett cdummett force-pushed the chore/update_research_configs branch from c6a4651 to dcf5a1a Compare May 1, 2024 15:19
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2 participants