Merge pull request #11382 from vegaprotocol/11023-amm-fees

11023 amm fees

CHANGELOG.md

@@ -27,6 +27,7 @@
 - [11268](https://github.com/vegaprotocol/vega/issues/11268) - Include derived parties vesting stats API
 - [11266](https://github.com/vegaprotocol/vega/issues/11266) - Include derived parties rewards API
 - [11357](https://github.com/vegaprotocol/vega/issues/11357) - Support historical game scores
+- [11023](https://github.com/vegaprotocol/vega/issues/11023) - Add proposed fees to `vAMM` data.
 
 ### 🐛 Fixes
 

core/events/amm_pool.go

@@ -35,8 +35,9 @@ func NewAMMPoolEvent(
 	p *types.ConcentratedLiquidityParameters,
 	status types.AMMPoolStatus,
 	statusReason types.AMMStatusReason,
+	fees num.Decimal,
 ) *AMMPool {
-	order := &AMMPool{
+	return &AMMPool{
 		Base: newBase(ctx, AMMPoolEvent),
 		pool: &eventspb.AMM{
 			Id:           poolID,
@@ -47,10 +48,9 @@ func NewAMMPoolEvent(
 			Parameters:   p.ToProtoEvent(),
 			Status:       status,
 			StatusReason: statusReason,
+			ProposedFee:  fees.String(),
 		},
 	}
-	// set to original order price
-	return order
 }
 
 func (p AMMPool) IsParty(id string) bool {

core/execution/amm/engine.go

@@ -612,6 +612,7 @@ func (e *Engine) Create(
 				ctx, submit.Party, e.marketID, subAccount, poolID,
 				submit.CommitmentAmount, submit.Parameters,
 				types.AMMPoolStatusRejected, types.AMMStatusReasonPartyAlreadyOwnsAPool,
+				submit.ProposedFee,
 			),
 		)
 
@@ -628,6 +629,7 @@ func (e *Engine) Create(
 				ctx, submit.Party, e.marketID, subAccount, poolID,
 				submit.CommitmentAmount, submit.Parameters,
 				types.AMMPoolStatusRejected, reason,
+				submit.ProposedFee,
 			),
 		)
 		return nil, err
@@ -640,6 +642,7 @@ func (e *Engine) Create(
 				ctx, submit.Party, e.marketID, subAccount, poolID,
 				submit.CommitmentAmount, submit.Parameters,
 				types.AMMPoolStatusRejected, types.AMMStatusReasonUnspecified,
+				submit.ProposedFee,
 			),
 		)
 
@@ -667,6 +670,7 @@ func (e *Engine) Create(
 				ctx, submit.Party, e.marketID, subAccount, poolID,
 				submit.CommitmentAmount, submit.Parameters,
 				types.AMMPoolStatusRejected, types.AMMStatusReasonCommitmentTooLow,
+				submit.ProposedFee,
 			),
 		)
 
@@ -801,6 +805,7 @@ func (e *Engine) sendUpdate(ctx context.Context, pool *Pool) {
 			ctx, pool.owner, e.marketID, pool.AMMParty, pool.ID,
 			pool.Commitment, pool.Parameters,
 			pool.status, types.AMMStatusReasonUnspecified,
+			pool.ProposedFee,
 		),
 	)
 }

core/execution/future/market.go

@@ -5446,6 +5446,7 @@ func (m *Market) SubmitAMM(ctx context.Context, submit *types.SubmitAMM, determi
 					ctx, pool.Owner(), m.GetID(), pool.AMMParty, pool.ID,
 					pool.CommitmentAmount(), pool.Parameters,
 					types.AMMPoolStatusRejected, types.AMMStatusReasonCannotRebase,
+					pool.ProposedFee,
 				),
 			)
 			return err
@@ -5459,6 +5460,7 @@ func (m *Market) SubmitAMM(ctx context.Context, submit *types.SubmitAMM, determi
 				ctx, submit.Party, m.GetID(), pool.AMMParty, pool.ID,
 				submit.CommitmentAmount, submit.Parameters,
 				types.AMMPoolStatusRejected, types.AMMStatusReasonCannotFillCommitment,
+				pool.ProposedFee,
 			),
 		)
 		return err
@@ -5483,6 +5485,7 @@ func (m *Market) SubmitAMM(ctx context.Context, submit *types.SubmitAMM, determi
 				ctx, submit.Party, m.GetID(), pool.AMMParty, pool.ID,
 				submit.CommitmentAmount, submit.Parameters,
 				types.AMMPoolStatusRejected, types.AMMStatusReasonCannotRebase,
+				pool.ProposedFee,
 			),
 		)
 		return err

datanode/entities/amm_pool.go

@@ -43,6 +43,7 @@ type AMMPool struct {
 	ParametersUpperBound           *num.Decimal
 	ParametersLeverageAtLowerBound *num.Decimal
 	ParametersLeverageAtUpperBound *num.Decimal
+	ProposedFee                    *num.Decimal
 	CreatedAt                      time.Time
 	LastUpdated                    time.Time
 }
@@ -61,7 +62,7 @@ func AMMPoolFromProto(pool *eventspb.AMM, vegaTime time.Time) (AMMPool, error) {
 		parametersBase,
 		commitment num.Decimal
 		parametersLowerBound,
-		parametersUpperBound *num.Decimal
+		parametersUpperBound, fee *num.Decimal
 		err error
 	)
 	partyID := PartyID(pool.PartyId)
@@ -117,6 +118,14 @@ func AMMPoolFromProto(pool *eventspb.AMM, vegaTime time.Time) (AMMPool, error) {
 		upperLeverage = &v
 	}
 
+	if len(pool.ProposedFee) > 0 {
+		fd, err := num.DecimalFromString(pool.ProposedFee)
+		if err != nil {
+			return AMMPool{}, err
+		}
+		fee = &fd
+	}
+
 	return AMMPool{
 		PartyID:                        partyID,
 		MarketID:                       marketID,
@@ -130,13 +139,15 @@ func AMMPoolFromProto(pool *eventspb.AMM, vegaTime time.Time) (AMMPool, error) {
 		ParametersUpperBound:           parametersUpperBound,
 		ParametersLeverageAtLowerBound: lowerLeverage,
 		ParametersLeverageAtUpperBound: upperLeverage,
+		ProposedFee:                    fee,
 		CreatedAt:                      vegaTime,
 		LastUpdated:                    vegaTime,
 	}, nil
 }
 
 func (p AMMPool) ToProto() *eventspb.AMM {
 	var lowerBound, upperBound, lowerLeverage, upperLeverage *string
+	var fee string
 
 	if p.ParametersLowerBound != nil {
 		lowerBound = ptr.From(p.ParametersLowerBound.String())
@@ -153,6 +164,9 @@ func (p AMMPool) ToProto() *eventspb.AMM {
 	if p.ParametersLeverageAtUpperBound != nil {
 		upperLeverage = ptr.From(p.ParametersLeverageAtUpperBound.String())
 	}
+	if p.ProposedFee != nil {
+		fee = p.ProposedFee.String()
+	}
 
 	return &eventspb.AMM{
 		PartyId:      p.PartyID.String(),
@@ -162,6 +176,7 @@ func (p AMMPool) ToProto() *eventspb.AMM {
 		Commitment:   p.Commitment.String(),
 		Status:       eventspb.AMM_Status(p.Status),
 		StatusReason: eventspb.AMM_StatusReason(p.StatusReason),
+		ProposedFee:  fee,
 		Parameters: &eventspb.AMM_ConcentratedLiquidityParameters{
 			Base:                 p.ParametersBase.String(),
 			LowerBound:           lowerBound,

datanode/gateway/graphql/schema.graphql

@@ -7593,6 +7593,8 @@ type AMM {
   status: AMMStatus!
   "Reason for status if applicable"
   statusReason: AMMStatusReason!
+  "Proposed fee"
+  proposedFee: String
 }
 
 type ConcentratedLiquidityParameters {

datanode/networkhistory/service_test.go

@@ -379,12 +379,12 @@ func TestMain(t *testing.M) {
 		log.Infof("%s", goldenSourceHistorySegment[4000].HistorySegmentID)
 		log.Infof("%s", goldenSourceHistorySegment[5000].HistorySegmentID)
 
-		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[1000].HistorySegmentID, "Qmf5QzhfokNqFE7N5Kf1oUmrzA94tTJNRWxB9ULShf1uzV", snapshots)
-		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[2000].HistorySegmentID, "QmbsusmxWeUxCHdJRznLbtcevgKhF4dkvL9yFnhpJS3wQa", snapshots)
-		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[2500].HistorySegmentID, "QmPfUnXkuBzmMjB2rcdtGMNhdd6mc3cvYMfS9rnMXjfu6L", snapshots)
-		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[3000].HistorySegmentID, "QmRwtm3pUuUYG69tmbssFkYd2DafLELBeDfxuEjqjmXct8", snapshots)
-		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[4000].HistorySegmentID, "QmQmC4xrdSJMiJ9MLgWdU1mptVv9TdSsYyosusd8dCt8A4", snapshots)
-		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[5000].HistorySegmentID, "QmU3zDAHiQYWLyeYzwwCAynoh8A7g38ZaLpdV2h5pgkuL5", snapshots)
+		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[1000].HistorySegmentID, "QmcnPQ9EtzgCBpeJ54ztxw6dkS8baWkndFqayQSAvvreYR", snapshots)
+		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[2000].HistorySegmentID, "QmNw9naAXcxgXPxiMNih6ciUoH6i6kdE4Kop42B4b5VXnH", snapshots)
+		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[2500].HistorySegmentID, "QmTn7YCSP5ZPBQNQHXroFatrKMuHshdUP8PdxRXPoLw74D", snapshots)
+		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[3000].HistorySegmentID, "QmT2KLMWgezCczmcBkc1yXn3bgs7mBZWeTBARsAtJxFAVA", snapshots)
+		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[4000].HistorySegmentID, "QmP9FKxEewC98C4YVhAmgJCxLeK49cLSPnve3Nrykz4efp", snapshots)
+		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[5000].HistorySegmentID, "QmaPTyvUKeLBaASEXXbpFvzpkaHpZKTpiLEu6zfax1Yo8L", snapshots)
 	}, postgresRuntimePath, sqlFs)
 
 	if exitCode != 0 {

datanode/sqlstore/amm_pool.go

@@ -51,7 +51,7 @@ insert into amms(party_id, market_id, id, amm_party_id,
 commitment, status, status_reason, 	parameters_base,
 parameters_lower_bound, parameters_upper_bound,
 parameters_leverage_at_lower_bound, parameters_leverage_at_upper_bound,
-created_at, last_updated) values ($1, $2, $3, $4, $5, $6, $7, $8, $9, $10, $11, $12, $13, $14)
+created_at, last_updated, proposed_fee) values ($1, $2, $3, $4, $5, $6, $7, $8, $9, $10, $11, $12, $13, $14, $15)
 on conflict (party_id, market_id, id, amm_party_id) do update set
 	commitment=excluded.commitment,
 	status=excluded.status,
@@ -61,7 +61,8 @@ on conflict (party_id, market_id, id, amm_party_id) do update set
 	parameters_upper_bound=excluded.parameters_upper_bound,
 	parameters_leverage_at_lower_bound=excluded.parameters_leverage_at_lower_bound,
 	parameters_leverage_at_upper_bound=excluded.parameters_leverage_at_upper_bound,
-	last_updated=excluded.last_updated;`,
+	last_updated=excluded.last_updated,
+	proposed_fee=excluded.proposed_fee;`,
 		pool.PartyID,
 		pool.MarketID,
 		pool.ID,
@@ -76,6 +77,7 @@ on conflict (party_id, market_id, id, amm_party_id) do update set
 		pool.ParametersLeverageAtUpperBound,
 		pool.CreatedAt,
 		pool.LastUpdated,
+		pool.ProposedFee,
 	); err != nil {
 		return fmt.Errorf("could not upsert AMM Pool: %w", err)
 	}

datanode/sqlstore/migrations/0113_add_proposed_fee.sql

@@ -0,0 +1,7 @@
+-- +goose Up
+
+ALTER TABLE amms ADD COLUMN IF NOT EXISTS proposed_fee numeric;
+
+-- +goose Down
+
+ALTER TABLE amms DROP COLUMN IF EXISTS proposed_fee;

protos/sources/vega/events/v1/events.proto

@@ -48,6 +48,8 @@ message AMM {
   Status status = 7;
   // Reason for the AMM's current status.
   StatusReason status_reason = 8;
+  // Nominated liquidity fee factor, which is an input to the calculation of taker fees on the market.
+  string proposed_fee = 9;
 
   enum Status {
     STATUS_UNSPECIFIED = 0;