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chore: multi trigger auction configs #665

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chore: multi trigger auction configs #665

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a1bf484
chore: update research configs
cdummett Apr 29, 2024
2e60f8f
chore: update mainnet configs
cdummett Apr 29, 2024
9b32b8d
chore: bump vega 3caafc3
cdummett Apr 29, 2024
b5953bb
chore: bump vegapy a186c32
cdummett Apr 29, 2024
084d2ff
feat: historic prices
cdummett Apr 29, 2024
dcf5a1a
chore: update points triggers
cdummett May 1, 2024
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4 changes: 2 additions & 2 deletions .env
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Original file line number Diff line number Diff line change
@@ -1,5 +1,5 @@
VEGA_SIM_VEGA_TAG=a793a29daae14258e4488b14687a118a245a79f8
VEGA_SIM_CONSOLE_TAG=develop
VEGA_SIM_VEGA_TAG=3caafc3a1c2ed605b99a594317b91086a747f409
VEGA_SIM_CONSOLE_TAG=main
VEGA_DEFAULT_KEY_NAME='Key 1'
VEGA_SIM_NETWORKS_INTERNAL_TAG=main
VEGA_SIM_NETWORKS_TAG=master
2 changes: 1 addition & 1 deletion Jenkinsfile
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Expand Up @@ -14,7 +14,7 @@ pipeline {
disableConcurrentBuilds(abortPrevious: true)
}
parameters {
string( name: 'VEGA_VERSION', defaultValue: 'a793a29daae14258e4488b14687a118a245a79f8',
string( name: 'VEGA_VERSION', defaultValue: '3caafc3a1c2ed605b99a594317b91086a747f409',
description: 'Git branch, tag or hash of the vegaprotocol/vega repository')
string( name: 'VEGACAPSULE_VERSION', defaultValue: 'main',
description: 'Git branch, tag or hash of the vegaprotocol/vegacapsule repository')
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2 changes: 1 addition & 1 deletion poetry.lock
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2 changes: 1 addition & 1 deletion requirements-dev.txt
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Original file line number Diff line number Diff line change
Expand Up @@ -97,7 +97,7 @@ traitlets==5.14.2 ; python_version >= "3.9" and python_version < "3.12"
typing-extensions==4.10.0 ; python_version >= "3.9" and python_version < "3.11"
tzdata==2024.1 ; python_version >= "3.9" and python_version < "3.12"
urllib3==2.2.1 ; python_version >= "3.9" and python_version < "3.12"
vegapy @ git+https://github.com/cdummett/vegapy/@dbfc21c0a6102cebd770d2d34b6a6fe5e4767f3c ; python_version >= "3.9" and python_version < "3.12"
vegapy @ git+https://github.com/cdummett/vegapy/@a186c32d58c0135e0cfdc717b055805024b8f737 ; python_version >= "3.9" and python_version < "3.12"
wcwidth==0.2.13 ; python_version >= "3.9" and python_version < "3.12"
websocket==0.2.1 ; python_version >= "3.9" and python_version < "3.12"
websockets==12.0 ; python_version >= "3.9" and python_version < "3.12"
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2 changes: 1 addition & 1 deletion requirements-learning.txt
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Expand Up @@ -130,7 +130,7 @@ triton==2.2.0 ; platform_system == "Linux" and platform_machine == "x86_64" and
typing-extensions==4.10.0 ; python_version >= "3.9" and python_version < "3.12"
tzdata==2024.1 ; python_version >= "3.9" and python_version < "3.12"
urllib3==2.2.1 ; python_version >= "3.9" and python_version < "3.12"
vegapy @ git+https://github.com/cdummett/vegapy/@dbfc21c0a6102cebd770d2d34b6a6fe5e4767f3c ; python_version >= "3.9" and python_version < "3.12"
vegapy @ git+https://github.com/cdummett/vegapy/@a186c32d58c0135e0cfdc717b055805024b8f737 ; python_version >= "3.9" and python_version < "3.12"
wcwidth==0.2.13 ; python_version >= "3.9" and python_version < "3.12"
websocket==0.2.1 ; python_version >= "3.9" and python_version < "3.12"
websockets==12.0 ; python_version >= "3.9" and python_version < "3.12"
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4 changes: 2 additions & 2 deletions vega_sim/api/market.py
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Original file line number Diff line number Diff line change
Expand Up @@ -949,11 +949,11 @@ def load(self, opt: Optional[Union[dict, str]] = None):

self.base_asset = str(config["base_asset"])
self.quote_asset = str(config["base_asset"])
self.name = str(config["name"])

def build(self):
return build.governance.spot_product(
base_asset=self.base_asset, quote_asset=self.quote_asset, name=self.name
base_asset=self.base_asset,
quote_asset=self.quote_asset,
)


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2 changes: 0 additions & 2 deletions vega_sim/builders/governance.py
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Original file line number Diff line number Diff line change
Expand Up @@ -263,12 +263,10 @@ def perpetual_product(
def spot_product(
base_asset: str,
quote_asset: str,
name: str,
) -> vega_protos.governance.SpotProduct:
return vega_protos.governance.SpotProduct(
base_asset=base_asset,
quote_asset=quote_asset,
name=name,
)


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78 changes: 74 additions & 4 deletions vega_sim/configs/mainnet/BTCUSDT.py
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Original file line number Diff line number Diff line change
Expand Up @@ -131,22 +131,92 @@
{
"horizon": "21600",
"probability": "0.9999999",
"auctionExtension": "86400",
"auctionExtension": "3600",
},
{
"horizon": "4320",
"horizon": "21600",
"probability": "0.9999999",
"auctionExtension": "3600",
},
{
"horizon": "21600",
"probability": "0.9999999",
"auctionExtension": "3600",
},
{
"horizon": "21600",
"probability": "0.9999999",
"auctionExtension": "3600",
},
{
"horizon": "21600",
"probability": "0.9999999",
"auctionExtension": "3600",
},
{
"horizon": "21600",
"probability": "0.9999999",
"auctionExtension": "3600",
},
{
"horizon": "4320",
"probability": "0.9999999",
"auctionExtension": "900",
},
{
"horizon": "4320",
"probability": "0.9999999",
"auctionExtension": "900",
},
{
"horizon": "4320",
"probability": "0.9999999",
"auctionExtension": "900",
},
{
"horizon": "4320",
"probability": "0.9999999",
"auctionExtension": "900",
},
{
"horizon": "1440",
"probability": "0.9999999",
"auctionExtension": "450",
},
{
"horizon": "1440",
"probability": "0.9999999",
"auctionExtension": "450",
},
{
"horizon": "1440",
"probability": "0.9999999",
"auctionExtension": "1800",
"auctionExtension": "450",
},
{
"horizon": "1440",
"probability": "0.9999999",
"auctionExtension": "450",
},
{
"horizon": "360",
"probability": "0.9999999",
"auctionExtension": "75",
},
{
"horizon": "360",
"probability": "0.9999999",
"auctionExtension": "75",
},
{
"horizon": "360",
"probability": "0.9999999",
"auctionExtension": "75",
},
{
"horizon": "360",
"probability": "0.9999999",
"auctionExtension": "300",
"auctionExtension": "75",
},
]
},
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78 changes: 74 additions & 4 deletions vega_sim/configs/mainnet/ETHUSDT.py
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Original file line number Diff line number Diff line change
Expand Up @@ -131,22 +131,92 @@
{
"horizon": "21600",
"probability": "0.9999999",
"auctionExtension": "86400",
"auctionExtension": "3600",
},
{
"horizon": "4320",
"horizon": "21600",
"probability": "0.9999999",
"auctionExtension": "3600",
},
{
"horizon": "21600",
"probability": "0.9999999",
"auctionExtension": "3600",
},
{
"horizon": "21600",
"probability": "0.9999999",
"auctionExtension": "3600",
},
{
"horizon": "21600",
"probability": "0.9999999",
"auctionExtension": "3600",
},
{
"horizon": "21600",
"probability": "0.9999999",
"auctionExtension": "3600",
},
{
"horizon": "4320",
"probability": "0.9999999",
"auctionExtension": "900",
},
{
"horizon": "4320",
"probability": "0.9999999",
"auctionExtension": "900",
},
{
"horizon": "4320",
"probability": "0.9999999",
"auctionExtension": "900",
},
{
"horizon": "4320",
"probability": "0.9999999",
"auctionExtension": "900",
},
{
"horizon": "1440",
"probability": "0.9999999",
"auctionExtension": "450",
},
{
"horizon": "1440",
"probability": "0.9999999",
"auctionExtension": "450",
},
{
"horizon": "1440",
"probability": "0.9999999",
"auctionExtension": "1800",
"auctionExtension": "450",
},
{
"horizon": "1440",
"probability": "0.9999999",
"auctionExtension": "450",
},
{
"horizon": "360",
"probability": "0.9999999",
"auctionExtension": "75",
},
{
"horizon": "360",
"probability": "0.9999999",
"auctionExtension": "75",
},
{
"horizon": "360",
"probability": "0.9999999",
"auctionExtension": "75",
},
{
"horizon": "360",
"probability": "0.9999999",
"auctionExtension": "300",
"auctionExtension": "75",
},
]
},
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68 changes: 64 additions & 4 deletions vega_sim/configs/research/future/BTCUSDT.py
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Original file line number Diff line number Diff line change
Expand Up @@ -75,22 +75,82 @@
{
"horizon": "21600",
"probability": "0.9999999",
"auctionExtension": "86400",
"auctionExtension": "21600",
},
{
"horizon": "21600",
"probability": "0.9999999",
"auctionExtension": "21600",
},
{
"horizon": "21600",
"probability": "0.9999999",
"auctionExtension": "21600",
},
{
"horizon": "21600",
"probability": "0.9999999",
"auctionExtension": "21600",
},
{
"horizon": "4320",
"probability": "0.9999999",
"auctionExtension": "900",
},
{
"horizon": "4320",
"probability": "0.9999999",
"auctionExtension": "900",
},
{
"horizon": "4320",
"probability": "0.9999999",
"auctionExtension": "900",
},
{
"horizon": "4320",
"probability": "0.9999999",
"auctionExtension": "3600",
"auctionExtension": "900",
},
{
"horizon": "1440",
"probability": "0.9999999",
"auctionExtension": "1800",
"auctionExtension": "450",
},
{
"horizon": "1440",
"probability": "0.9999999",
"auctionExtension": "450",
},
{
"horizon": "1440",
"probability": "0.9999999",
"auctionExtension": "450",
},
{
"horizon": "1440",
"probability": "0.9999999",
"auctionExtension": "450",
},
{
"horizon": "360",
"probability": "0.9999999",
"auctionExtension": "75",
},
{
"horizon": "360",
"probability": "0.9999999",
"auctionExtension": "75",
},
{
"horizon": "360",
"probability": "0.9999999",
"auctionExtension": "75",
},
{
"horizon": "360",
"probability": "0.9999999",
"auctionExtension": "300",
"auctionExtension": "75",
},
]
},
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