Merge pull request #11431 from vegaprotocol/buyback

feat: buyback and treasury fees + split reward/discount components

CHANGELOG.md

@@ -12,6 +12,8 @@
 
 ### 🛠 Improvements
 
+- [11428](https://github.com/vegaprotocol/vega/issues/11428) - Add buy back and treasury fee and separate discount/reward factors. 
+- [11468](https://github.com/vegaprotocol/vega/issues/11468) - Added support for volume rebate program.
 - [11459](https://github.com/vegaprotocol/vega/issues/11459) - Deprecate time weight position reward metric and replace it with time weighted notional. 
 
 ### 🐛 Fixes

cmd/data-node/commands/start/sqlsubscribers.go

@@ -84,6 +84,8 @@ type SQLSubscribers struct {
 	timeWeightedNotionalPositionStore *sqlstore.TimeWeightedNotionalPosition
 	gameScoreStore                    *sqlstore.GameScores
 	ammPoolsStore                     *sqlstore.AMMPools
+	volumeRebateStatsStore            *sqlstore.VolumeRebateStats
+	volumeRebateProgramsStore         *sqlstore.VolumeRebatePrograms
 
 	// Services
 	candleService                       *candlesv2.Svc
@@ -142,6 +144,8 @@ type SQLSubscribers struct {
 	timeWeightedNotionalPositionService *service.TimeWeightedNotionalPosition
 	gameScoreService                    *service.GameScore
 	ammPoolsService                     *service.AMMPools
+	volumeRebateStatsService            *service.VolumeRebateStats
+	volumeRebateProgramService          *service.VolumeRebatePrograms
 
 	// Subscribers
 	accountSub                      *sqlsubscribers.Account
@@ -196,6 +200,8 @@ type SQLSubscribers struct {
 	timeWeightedNotionalPositionSub *sqlsubscribers.TimeWeightedNotionalPosition
 	gameScoreSub                    *sqlsubscribers.GameScore
 	ammPoolsSub                     *sqlsubscribers.AMMPools
+	volumeRebateStatsSub            *sqlsubscribers.VolumeRebateStatsUpdated
+	volumeRebateProgramSub          *sqlsubscribers.VolumeRebateProgram
 }
 
 func (s *SQLSubscribers) GetSQLSubscribers() []broker.SQLBrokerSubscriber {
@@ -254,6 +260,8 @@ func (s *SQLSubscribers) GetSQLSubscribers() []broker.SQLBrokerSubscriber {
 		s.timeWeightedNotionalPositionSub,
 		s.gameScoreSub,
 		s.ammPoolsSub,
+		s.volumeRebateProgramSub,
+		s.volumeRebateStatsSub,
 	}
 }
 
@@ -317,6 +325,8 @@ func (s *SQLSubscribers) CreateAllStores(ctx context.Context, Log *logging.Logge
 	s.timeWeightedNotionalPositionStore = sqlstore.NewTimeWeightedNotionalPosition(transactionalConnectionSource)
 	s.gameScoreStore = sqlstore.NewGameScores(transactionalConnectionSource)
 	s.ammPoolsStore = sqlstore.NewAMMPools(transactionalConnectionSource)
+	s.volumeRebateStatsStore = sqlstore.NewVolumeRebateStats(transactionalConnectionSource)
+	s.volumeRebateProgramsStore = sqlstore.NewVolumeRebatePrograms(transactionalConnectionSource)
 }
 
 func (s *SQLSubscribers) SetupServices(ctx context.Context, log *logging.Logger, cfg service.Config, candlesConfig candlesv2.Config) error {
@@ -374,6 +384,8 @@ func (s *SQLSubscribers) SetupServices(ctx context.Context, log *logging.Logger,
 	s.timeWeightedNotionalPositionService = service.NewTimeWeightedNotionalPosition(s.timeWeightedNotionalPositionStore)
 	s.gameScoreService = service.NewGameScore(s.gameScoreStore, log)
 	s.ammPoolsService = service.NewAMMPools(s.ammPoolsStore)
+	s.volumeRebateStatsService = service.NewVolumeRebateStats(s.volumeRebateStatsStore)
+	s.volumeRebateProgramService = service.NewVolumeRebatePrograms(s.volumeRebateProgramsStore)
 
 	s.marketDepthService = service.NewMarketDepth(
 		cfg.MarketDepth,
@@ -455,5 +467,7 @@ func (s *SQLSubscribers) SetupSQLSubscribers() {
 	s.marginModesSub = sqlsubscribers.NewMarginModes(s.marginModesService)
 	s.timeWeightedNotionalPositionSub = sqlsubscribers.NewTimeWeightedNotionalPosition(s.timeWeightedNotionalPositionService)
 	s.gameScoreSub = sqlsubscribers.NewGameScore(s.gameScoreStore)
+	s.volumeRebateStatsSub = sqlsubscribers.NewVolumeRebateStatsUpdated(s.volumeRebateStatsService)
+	s.volumeRebateProgramSub = sqlsubscribers.NewVolumeRebateProgram(s.volumeRebateProgramService)
 	s.ammPoolsSub = sqlsubscribers.NewAMMPools(s.ammPoolsService, s.marketDepthService)
 }

commands/proposal_submission.go

@@ -454,14 +454,26 @@ func checkVolumeBenefitTier(index int, tier *vegapb.VolumeBenefitTier) Errors {
 			errs.AddForProperty(propertyPath+".minimum_running_notional_taker_volume", ErrMustBePositive)
 		}
 	}
-	if len(tier.VolumeDiscountFactor) == 0 {
-		errs.AddForProperty(propertyPath+".volume_discount_factor", ErrIsRequired)
+	if tier.VolumeDiscountFactors == nil {
+		errs.AddForProperty(propertyPath+".volume_discount_factors", ErrIsRequired)
 	} else {
-		rdf, err := num.DecimalFromString(tier.VolumeDiscountFactor)
+		rdf, err := num.DecimalFromString(tier.VolumeDiscountFactors.MakerDiscountFactor)
 		if err != nil {
-			errs.AddForProperty(propertyPath+".volume_discount_factor", ErrIsNotValidNumber)
+			errs.AddForProperty(propertyPath+".volume_discount_factors.maker_discount_factor", ErrIsNotValidNumber)
 		} else if rdf.IsNegative() {
-			errs.AddForProperty(propertyPath+".volume_discount_factor", ErrMustBePositiveOrZero)
+			errs.AddForProperty(propertyPath+".volume_discount_factors.maker_discount_factor", ErrMustBePositiveOrZero)
+		}
+		rdf, err = num.DecimalFromString(tier.VolumeDiscountFactors.LiquidityDiscountFactor)
+		if err != nil {
+			errs.AddForProperty(propertyPath+".volume_discount_factors.liquidity_discount_factor", ErrIsNotValidNumber)
+		} else if rdf.IsNegative() {
+			errs.AddForProperty(propertyPath+".volume_discount_factors.liquidity_discount_factor", ErrMustBePositiveOrZero)
+		}
+		rdf, err = num.DecimalFromString(tier.VolumeDiscountFactors.InfrastructureDiscountFactor)
+		if err != nil {
+			errs.AddForProperty(propertyPath+".volume_discount_factors.infrastructure_discount_factor", ErrIsNotValidNumber)
+		} else if rdf.IsNegative() {
+			errs.AddForProperty(propertyPath+".volume_discount_factors.infrastructure_discount_factor", ErrMustBePositiveOrZero)
 		}
 	}
 	return errs
@@ -494,25 +506,73 @@ func checkBenefitTier(index int, tier *vegapb.BenefitTier) Errors {
 		}
 	}
 
-	if len(tier.ReferralRewardFactor) == 0 {
-		errs.AddForProperty(propertyPath+".referral_reward_factor", ErrIsRequired)
+	if tier.ReferralRewardFactors == nil {
+		errs.AddForProperty(propertyPath+".referral_reward_factors", ErrIsRequired)
 	} else {
-		rrf, err := num.DecimalFromString(tier.ReferralRewardFactor)
-		if err != nil {
-			errs.AddForProperty(propertyPath+".referral_reward_factor", ErrIsNotValidNumber)
-		} else if rrf.IsNegative() {
-			errs.AddForProperty(propertyPath+".referral_reward_factor", ErrMustBePositiveOrZero)
+		if len(tier.ReferralRewardFactors.InfrastructureRewardFactor) == 0 {
+			errs.AddForProperty(propertyPath+".referral_reward_factors.infrastructure_reward_factor", ErrIsRequired)
+		} else {
+			rrf, err := num.DecimalFromString(tier.ReferralRewardFactors.InfrastructureRewardFactor)
+			if err != nil {
+				errs.AddForProperty(propertyPath+".referral_reward_factors.infrastructure_reward_factor", ErrIsNotValidNumber)
+			} else if rrf.IsNegative() {
+				errs.AddForProperty(propertyPath+".referral_reward_factors.infrastructure_reward_factor", ErrMustBePositiveOrZero)
+			}
+		}
+		if len(tier.ReferralRewardFactors.MakerRewardFactor) == 0 {
+			errs.AddForProperty(propertyPath+".referral_reward_factors.maker_reward_factor", ErrIsRequired)
+		} else {
+			rrf, err := num.DecimalFromString(tier.ReferralRewardFactors.MakerRewardFactor)
+			if err != nil {
+				errs.AddForProperty(propertyPath+".referral_reward_factors.maker_reward_factor", ErrIsNotValidNumber)
+			} else if rrf.IsNegative() {
+				errs.AddForProperty(propertyPath+".referral_reward_factors.maker_reward_factor", ErrMustBePositiveOrZero)
+			}
+		}
+		if len(tier.ReferralRewardFactors.LiquidityRewardFactor) == 0 {
+			errs.AddForProperty(propertyPath+".referral_reward_factors.liquidity_reward_factor", ErrIsRequired)
+		} else {
+			rrf, err := num.DecimalFromString(tier.ReferralRewardFactors.LiquidityRewardFactor)
+			if err != nil {
+				errs.AddForProperty(propertyPath+".referral_reward_factors.liquidity_reward_factor", ErrIsNotValidNumber)
+			} else if rrf.IsNegative() {
+				errs.AddForProperty(propertyPath+".referral_reward_factors.liquidity_reward_factor", ErrMustBePositiveOrZero)
+			}
 		}
 	}
 
-	if len(tier.ReferralDiscountFactor) == 0 {
-		errs.AddForProperty(propertyPath+".referral_discount_factor", ErrIsRequired)
+	if tier.ReferralDiscountFactors == nil {
+		errs.AddForProperty(propertyPath+".referral_discount_factors", ErrIsRequired)
 	} else {
-		rdf, err := num.DecimalFromString(tier.ReferralDiscountFactor)
-		if err != nil {
-			errs.AddForProperty(propertyPath+".referral_discount_factor", ErrIsNotValidNumber)
-		} else if rdf.IsNegative() {
-			errs.AddForProperty(propertyPath+".referral_discount_factor", ErrMustBePositiveOrZero)
+		if len(tier.ReferralDiscountFactors.InfrastructureDiscountFactor) == 0 {
+			errs.AddForProperty(propertyPath+".referral_discount_factors.infrastructure_discount_factor", ErrIsRequired)
+		} else {
+			rrf, err := num.DecimalFromString(tier.ReferralDiscountFactors.InfrastructureDiscountFactor)
+			if err != nil {
+				errs.AddForProperty(propertyPath+".referral_discount_factors.infrastructure_discount_factor", ErrIsNotValidNumber)
+			} else if rrf.IsNegative() {
+				errs.AddForProperty(propertyPath+".referral_discount_factors.infrastructure_discount_factor", ErrMustBePositiveOrZero)
+			}
+		}
+		if len(tier.ReferralDiscountFactors.MakerDiscountFactor) == 0 {
+			errs.AddForProperty(propertyPath+".referral_discount_factors.maker_discount_factor", ErrIsRequired)
+		} else {
+			rrf, err := num.DecimalFromString(tier.ReferralDiscountFactors.MakerDiscountFactor)
+			if err != nil {
+				errs.AddForProperty(propertyPath+".referral_discount_factors.maker_discount_factor", ErrIsNotValidNumber)
+			} else if rrf.IsNegative() {
+				errs.AddForProperty(propertyPath+".referral_discount_factors.maker_discount_factor", ErrMustBePositiveOrZero)
+			}
+		}
+		if len(tier.ReferralDiscountFactors.LiquidityDiscountFactor) == 0 {
+			errs.AddForProperty(propertyPath+".referral_discount_factors.liquidity_discount_factor", ErrIsRequired)
+		} else {
+			rrf, err := num.DecimalFromString(tier.ReferralDiscountFactors.LiquidityDiscountFactor)
+			if err != nil {
+				errs.AddForProperty(propertyPath+".referral_discount_factors.liquidity_discount_factor", ErrIsNotValidNumber)
+			} else if rrf.IsNegative() {
+				errs.AddForProperty(propertyPath+".referral_discount_factors.liquidity_discount_factor", ErrMustBePositiveOrZero)
+			}
 		}
 	}