Merge branch 'develop' into 9773

CHANGELOG.md

@@ -158,6 +158,9 @@
 - [9541](https://github.com/vegaprotocol/vega/issues/9731) - Add filtering for party to the referral fees API.
 - [9541](https://github.com/vegaprotocol/vega/issues/9731) - Add X day aggregate totals for referral set referees.
 - [2985](https://github.com/vegaprotocol/system-tests/issues/2985) - Coverage for insurance pool transfers, fix deadlock when terminating pending market through governance.
+- [9770](https://github.com/vegaprotocol/vega/issues/9770) - Fix `PnL` flickering bug.
+- [9785](https://github.com/vegaprotocol/vega/issues/9785) - Support transfers to network treasury.
+- [9743](https://github.com/vegaprotocol/system-tests/issues/9743) - Expose maker fees in fees stats API.
 
 ### 🐛 Fixes
 
@@ -312,6 +315,7 @@
 - [9541](https://github.com/vegaprotocol/vega/issues/9731) - Add filtering for party to the referral fees API.
 - [9751](https://github.com/vegaprotocol/vega/issues/9751) - Make sure that LP fee party accounts exists.
 - [9762](https://github.com/vegaprotocol/vega/issues/9762) - Referral fees API not filtering by party correctly.
+- [9775](https://github.com/vegaprotocol/vega/issues/9775) - Do not pay discount if set is not eligible
 
 ## 0.72.1
 

commands/transfer_funds.go

@@ -94,7 +94,7 @@ func checkTransfer(cmd *commandspb.Transfer) (e Errors) {
 	} else {
 		switch k := cmd.Kind.(type) {
 		case *commandspb.Transfer_OneOff:
-			if cmd.ToAccountType != vega.AccountType_ACCOUNT_TYPE_GLOBAL_REWARD && cmd.ToAccountType != vega.AccountType_ACCOUNT_TYPE_GENERAL && cmd.ToAccountType != vega.AccountType_ACCOUNT_TYPE_UNSPECIFIED {
+			if cmd.ToAccountType != vega.AccountType_ACCOUNT_TYPE_GLOBAL_REWARD && cmd.ToAccountType != vega.AccountType_ACCOUNT_TYPE_GENERAL && cmd.ToAccountType != vega.AccountType_ACCOUNT_TYPE_UNSPECIFIED && cmd.ToAccountType != vega.AccountType_ACCOUNT_TYPE_NETWORK_TREASURY {
 				errs.AddForProperty("transfer.to_account_type", errors.New("account type is not valid for one off transfer"))
 			}
 			if k.OneOff.GetDeliverOn() < 0 {

core/collateral/engine.go

@@ -2538,7 +2538,7 @@ func (e *Engine) getTransferFundsTransferRequest(ctx context.Context, t *types.T
 			}
 
 		// this could not exists as well, let's just create in this case
-		case types.AccountTypeGlobalReward, types.AccountTypeLPFeeReward, types.AccountTypeMakerReceivedFeeReward,
+		case types.AccountTypeGlobalReward, types.AccountTypeLPFeeReward, types.AccountTypeMakerReceivedFeeReward, types.AccountTypeNetworkTreasury,
 			types.AccountTypeMakerPaidFeeReward, types.AccountTypeMarketProposerReward, types.AccountTypeAveragePositionReward,
 			types.AccountTypeRelativeReturnReward, types.AccountTypeReturnVolatilityReward, types.AccountTypeValidatorRankingReward:
 			market := noMarket
@@ -2550,7 +2550,6 @@ func (e *Engine) getTransferFundsTransferRequest(ctx context.Context, t *types.T
 				// shouldn't happen, we just created it...
 				return nil, err
 			}
-
 		default:
 			return nil, fmt.Errorf("unsupported to account for TransferFunds: %v", accountType.String())
 		}

core/execution/common/liquidity_provision.go

@@ -396,7 +396,7 @@ func (m *MarketLiquidity) updateSharesWithLiquidityScores(shares, scores map[str
 
 func (m *MarketLiquidity) canSubmitCommitment(marketState types.MarketState) bool {
 	switch marketState {
-	case types.MarketStateActive, types.MarketStatePending, types.MarketStateSuspended, types.MarketStateProposed:
+	case types.MarketStateActive, types.MarketStatePending, types.MarketStateSuspended, types.MarketStateProposed, types.MarketStateSuspendedViaGovernance:
 		return true
 	}
 
@@ -679,7 +679,7 @@ func (m *MarketLiquidity) ensureAndTransferCollateral(
 	// first check if there's enough funds in the gen + bond
 	// account to cover the new commitment
 	if !m.collateral.CanCoverBond(m.marketID, party, m.asset, commitmentAmount.Clone()) {
-		return nil, ErrCommitmentSubmissionNotAllowed
+		return nil, ErrNotEnoughStake
 	}
 
 	// build our transfer to be sent to collateral

core/execution/future/market.go

@@ -49,6 +49,7 @@ import (
 	"code.vegaprotocol.io/vega/libs/ptr"
 	"code.vegaprotocol.io/vega/logging"
 	vegapb "code.vegaprotocol.io/vega/protos/vega"
+
 	"golang.org/x/exp/maps"
 )
 
@@ -362,12 +363,10 @@ func (m *Market) OnEpochEvent(ctx context.Context, epoch types.Epoch) {
 		if !m.finalFeesDistributed {
 			m.liquidity.OnEpochEnd(ctx, m.timeService.GetTimeNow())
 		}
-		FeesStats := m.fee.GetFeesStatsOnEpochEnd()
-		FeesStats.Market = m.GetID()
-		FeesStats.EpochSeq = epoch.Seq
-		m.broker.Send(
-			events.NewFeesStatsEvent(ctx, FeesStats),
-		)
+		feesStats := m.fee.GetFeesStatsOnEpochEnd()
+		feesStats.Market = m.GetID()
+		feesStats.EpochSeq = epoch.Seq
+		m.broker.Send(events.NewFeesStatsEvent(ctx, feesStats))
 	}
 
 	m.updateLiquidityFee(ctx)

core/fee/engine.go

@@ -151,7 +151,7 @@ func (e *Engine) CalculateForContinuousMode(
 	}
 
 	var (
-		aggressor, maker             string
+		taker, maker                 string
 		totalFeeAmount               = num.UintZero()
 		totalInfrastructureFeeAmount = num.UintZero()
 		totalLiquidityFeeAmount      = num.UintZero()
@@ -162,29 +162,34 @@ func (e *Engine) CalculateForContinuousMode(
 		transfersRecv = make([]*types.Transfer, 0, len(trades)+2)
 	)
 
-	for _, v := range trades {
-		aggressor = v.Buyer
-		if v.Aggressor == types.SideSell {
-			aggressor = v.Seller
+	for _, trade := range trades {
+		taker = trade.Buyer
+		maker = trade.Seller
+		if trade.Aggressor == types.SideSell {
+			taker = trade.Seller
+			maker = trade.Buyer
 		}
-		fee, reward := e.applyDiscountsAndRewards(aggressor, e.calculateContinuousModeFees(v), referral, volumeDiscountService)
-		switch v.Aggressor {
+		fee, reward := e.applyDiscountsAndRewards(taker, e.calculateContinuousModeFees(trade), referral, volumeDiscountService)
+
+		e.feesStats.RegisterMakerFee(maker, taker, fee.MakerFee)
+
+		switch trade.Aggressor {
 		case types.SideBuy:
-			v.BuyerFee = fee
-			v.SellerFee = types.NewFee()
-			maker = v.Seller
+			trade.BuyerFee = fee
+			trade.SellerFee = types.NewFee()
+			maker = trade.Seller
 		case types.SideSell:
-			v.SellerFee = fee
-			v.BuyerFee = types.NewFee()
-			maker = v.Buyer
+			trade.SellerFee = fee
+			trade.BuyerFee = types.NewFee()
+			maker = trade.Buyer
 		}
 
 		totalFeeAmount.AddSum(fee.InfrastructureFee, fee.LiquidityFee, fee.MakerFee)
 		totalInfrastructureFeeAmount.AddSum(fee.InfrastructureFee)
 		totalLiquidityFeeAmount.AddSum(fee.LiquidityFee)
 		// create a transfer for the aggressor
 		transfers = append(transfers, &types.Transfer{
-			Owner: aggressor,
+			Owner: taker,
 			Amount: &types.FinancialAmount{
 				Asset:  e.asset,
 				Amount: fee.MakerFee.Clone(),
@@ -211,7 +216,7 @@ func (e *Engine) CalculateForContinuousMode(
 
 	// now create transfer for the infrastructure
 	transfers = append(transfers, &types.Transfer{
-		Owner: aggressor,
+		Owner: taker,
 		Amount: &types.FinancialAmount{
 			Asset:  e.asset,
 			Amount: totalInfrastructureFeeAmount,
@@ -220,7 +225,7 @@ func (e *Engine) CalculateForContinuousMode(
 	})
 	// now create transfer for the liquidity
 	transfers = append(transfers, &types.Transfer{
-		Owner: aggressor,
+		Owner: taker,
 		Amount: &types.FinancialAmount{
 			Asset:  e.asset,
 			Amount: totalLiquidityFeeAmount,
@@ -230,9 +235,9 @@ func (e *Engine) CalculateForContinuousMode(
 
 	// if there's a referral reward - add transfers for it
 	if !totalRewardAmount.IsZero() {
-		referrer, _ := referral.GetReferrer(types.PartyID(aggressor))
+		referrer, _ := referral.GetReferrer(types.PartyID(taker))
 		transfers = append(transfers, &types.Transfer{
-			Owner: aggressor,
+			Owner: taker,
 			Amount: &types.FinancialAmount{
 				Asset:  e.asset,
 				Amount: totalRewardAmount.Clone(),
@@ -250,7 +255,7 @@ func (e *Engine) CalculateForContinuousMode(
 	}
 
 	return &feesTransfer{
-		totalFeesAmountsPerParty: map[string]*num.Uint{aggressor: totalFeeAmount, maker: num.UintZero()},
+		totalFeesAmountsPerParty: map[string]*num.Uint{taker: totalFeeAmount, maker: num.UintZero()},
 		transfers:                append(transfers, transfersRecv...),
 	}, nil
 }

core/fee/rebate_stats.go

@@ -25,6 +25,12 @@ import (
 )
 
 type FeesStats struct {
+	// TotalMakerFeesReceived is the total maker fees received by the maker side.
+	// maker -> amount
+	TotalMakerFeesReceived map[string]*num.Uint
+	// MakerFeesGenerated tracks maker fees paid by taker (aggressor) to the maker.
+	// taker -> maker -> amount
+	MakerFeesGenerated       map[string]map[string]*num.Uint
 	TotalRewardsPaid         map[string]*num.Uint
 	ReferrerRewardsGenerated map[string]map[string]*num.Uint
 	RefereeDiscountApplied   map[string]*num.Uint
@@ -33,6 +39,8 @@ type FeesStats struct {
 
 func NewFeesStats() *FeesStats {
 	return &FeesStats{
+		TotalMakerFeesReceived:   map[string]*num.Uint{},
+		MakerFeesGenerated:       map[string]map[string]*num.Uint{},
 		TotalRewardsPaid:         map[string]*num.Uint{},
 		ReferrerRewardsGenerated: map[string]map[string]*num.Uint{},
 		RefereeDiscountApplied:   map[string]*num.Uint{},
@@ -64,9 +72,46 @@ func NewFeesStatsFromProto(fsp *eventspb.FeesStats) *FeesStats {
 		fs.ReferrerRewardsGenerated[v.Referrer] = rg
 	}
 
+	for _, v := range fsp.TotalMakerFeesReceived {
+		fs.TotalMakerFeesReceived[v.Party] = num.MustUintFromString(v.Amount, 10)
+	}
+
+	for _, f := range fsp.MakerFeesGenerated {
+		rg := map[string]*num.Uint{}
+		for _, pa := range f.MakerFeesPaid {
+			rg[pa.Party] = num.MustUintFromString(pa.Amount, 10)
+		}
+
+		fs.MakerFeesGenerated[f.Taker] = rg
+	}
+
 	return fs
 }
 
+func (f *FeesStats) RegisterMakerFee(makerID, takerID string, amount *num.Uint) {
+	total, ok := f.TotalMakerFeesReceived[makerID]
+	if !ok {
+		total = num.NewUint(0)
+		f.TotalMakerFeesReceived[makerID] = total
+	}
+
+	total.Add(total, amount)
+
+	makerFeesGenerated, ok := f.MakerFeesGenerated[takerID]
+	if !ok {
+		makerFeesGenerated = map[string]*num.Uint{}
+		f.MakerFeesGenerated[takerID] = makerFeesGenerated
+	}
+
+	makerTally, ok := makerFeesGenerated[makerID]
+	if !ok {
+		makerTally = num.NewUint(0)
+		makerFeesGenerated[makerID] = makerTally
+	}
+
+	makerTally.Add(makerTally, amount)
+}
+
 func (f *FeesStats) RegisterReferrerReward(
 	referrer, referee string,
 	amount *num.Uint,
@@ -121,6 +166,8 @@ func (f *FeesStats) ToProto(asset string) *eventspb.FeesStats {
 		ReferrerRewardsGenerated: make([]*eventspb.ReferrerRewardsGenerated, 0, len(f.ReferrerRewardsGenerated)),
 		RefereesDiscountApplied:  make([]*eventspb.PartyAmount, 0, len(f.RefereeDiscountApplied)),
 		VolumeDiscountApplied:    make([]*eventspb.PartyAmount, 0, len(f.VolumeDiscountApplied)),
+		TotalMakerFeesReceived:   make([]*eventspb.PartyAmount, 0, len(f.TotalMakerFeesReceived)),
+		MakerFeesGenerated:       make([]*eventspb.MakerFeesGenerated, 0, len(f.MakerFeesGenerated)),
 	}
 
 	totalRewardsPaidParties := maps.Keys(f.TotalRewardsPaid)
@@ -179,5 +226,41 @@ func (f *FeesStats) ToProto(asset string) *eventspb.FeesStats {
 		fs.ReferrerRewardsGenerated = append(fs.ReferrerRewardsGenerated, rewardsGenerated)
 	}
 
+	totalMakerFeesReceivedParties := maps.Keys(f.TotalMakerFeesReceived)
+	sort.Strings(totalMakerFeesReceivedParties)
+	for _, maker := range totalMakerFeesReceivedParties {
+		amount := f.TotalMakerFeesReceived[maker]
+		fs.TotalMakerFeesReceived = append(fs.TotalMakerFeesReceived, &eventspb.PartyAmount{
+			Party:  maker,
+			Amount: amount.String(),
+		})
+	}
+
+	makerFeesGeneratedParties := maps.Keys(f.MakerFeesGenerated)
+	sort.Strings(makerFeesGeneratedParties)
+	for _, taker := range makerFeesGeneratedParties {
+		makersAmounts := f.MakerFeesGenerated[taker]
+
+		rewardsGenerated := &eventspb.MakerFeesGenerated{
+			Taker:         taker,
+			MakerFeesPaid: make([]*eventspb.PartyAmount, 0, len(makersAmounts)),
+		}
+
+		makersAmountsParties := maps.Keys(makersAmounts)
+		sort.Strings(makersAmountsParties)
+		for _, maker := range makersAmountsParties {
+			amount := makersAmounts[maker]
+			rewardsGenerated.MakerFeesPaid = append(
+				rewardsGenerated.MakerFeesPaid,
+				&eventspb.PartyAmount{
+					Party:  maker,
+					Amount: amount.String(),
+				},
+			)
+		}
+
+		fs.MakerFeesGenerated = append(fs.MakerFeesGenerated, rewardsGenerated)
+	}
+
 	return fs
 }

core/integration/features/liquidity-provision/0044-LIME-020.feature

@@ -10,8 +10,8 @@ Feature: Test LP mechanics when there are multiple liquidity providers;
       | 0.000001      | 0.1 | 0  | 0 | 1.0   |
     And the liquidity monitoring parameters:
       | name               | triggering ratio | time window | scaling factor |
-      | lqm-params         | 1.0              | 20s         | 1              |  
-    
+      | lqm-params         | 1.0              | 20s         | 1              |
+
     And the following network parameters are set:
       | name                                          | value |
       | market.value.windowLength                     | 60s   |
@@ -209,7 +209,7 @@ Feature: Test LP mechanics when there are multiple liquidity providers;
     #AC: 0044-LIME-030, lp increases commitment and they do not have sufficient collateral in the settlement asset
     And the parties submit the following liquidity provision:
       | id   | party | market id | commitment amount | fee  | lp type   | error                             |
-      | lp_1 | lp1   | ETH/MAR22 | 600000            | 0.02 | amendment | commitment submission not allowed |
+      | lp_1 | lp1   | ETH/MAR22 | 600000            | 0.02 | amendment | commitment submission rejected, not enough stake |
     Then the network moves ahead "1" blocks
     And the supplied stake should be "60000" for the market "ETH/MAR22"
 
@@ -261,5 +261,3 @@ Feature: Test LP mechanics when there are multiple liquidity providers;
       | from   | to  | from account                | to account                     | market id | amount | asset |
       | market | lp1 | ACCOUNT_TYPE_FEES_LIQUIDITY | ACCOUNT_TYPE_LP_LIQUIDITY_FEES | ETH/MAR22 | 33     | USD   |
       | market | lp2 | ACCOUNT_TYPE_FEES_LIQUIDITY | ACCOUNT_TYPE_LP_LIQUIDITY_FEES | ETH/MAR22 | 6      | USD   |
-
-

core/integration/features/liquidity-provision/0044-LIME-063.feature

@@ -18,7 +18,7 @@ Feature: Test LP mechanics when there are multiple liquidity providers, and LPs
       | market.fee.factors.makerFee                   | 0.004 |
     And the liquidity monitoring parameters:
       | name               | triggering ratio | time window | scaling factor |
-      | lqm-params         | 1.0              | 20s         | 1              |  
+      | lqm-params         | 1.0              | 20s         | 1              |
     #risk factor short:3.5569036
     #risk factor long:0.801225765
     And the following assets are registered:
@@ -114,7 +114,7 @@ Feature: Test LP mechanics when there are multiple liquidity providers, and LPs
     #AC 0044-LIME-063: When the LP increases its commitment and the increment is higher than its general account balance, the increments are rejected
     And the parties submit the following liquidity provision:
       | id   | party | market id | commitment amount | fee  | lp type   | error                             |
-      | lp_1 | lp1   | ETH/MAR22 | 600000            | 0.02 | amendment | commitment submission not allowed |
+      | lp_1 | lp1   | ETH/MAR22 | 600000            | 0.02 | amendment | commitment submission rejected, not enough stake |
 
     #AC 0044-LIME-101: During continuous trading an LP can submit a transaction to decrease commitment but it will only happen at the end of current epoch.
     And the parties submit the following liquidity provision:
@@ -189,7 +189,3 @@ Feature: Test LP mechanics when there are multiple liquidity providers, and LPs
       | lp1  | market | ACCOUNT_TYPE_BOND | ACCOUNT_TYPE_INSURANCE | ETH/MAR22 | 206    | USD   |
       | lp2  | market | ACCOUNT_TYPE_BOND | ACCOUNT_TYPE_INSURANCE | ETH/MAR22 | 310    | USD   |
     And the insurance pool balance should be "1546" for the market "ETH/MAR22"
-
-
-
-

core/integration/features/liquidity-provision/0044-LIME-LP_amendment.feature

@@ -25,8 +25,8 @@ Feature: Test LP mechanics when there are multiple liquidity providers;
       | 0.5         | 0.5                          | 1                             | 1.0                    |
     And the liquidity monitoring parameters:
       | name               | triggering ratio | time window | scaling factor |
-      | lqm-params         | 1.0              | 20s         | 10             |  
-    
+      | lqm-params         | 1.0              | 20s         | 10             |
+
     And the markets:
       | id        | quote name | asset | liquidity monitoring | risk model            | margin calculator   | auction duration | fees          | price monitoring | data source config     | linear slippage factor | quadratic slippage factor | sla params |
       | ETH/MAR22 | USD        | USD   | lqm-params           | log-normal-risk-model | margin-calculator-1 | 2                | fees-config-1 | price-monitoring | default-eth-for-future | 1e0                    | 0                         | SLA        |
@@ -192,7 +192,7 @@ Feature: Test LP mechanics when there are multiple liquidity providers;
     #AC: 0044-LIME-030, lp increases commitment and they do not have sufficient collateral in the settlement asset
     And the parties submit the following liquidity provision:
       | id   | party | market id | commitment amount | fee  | lp type   | error                             |
-      | lp_1 | lp1   | ETH/MAR22 | 600000            | 0.02 | amendment | commitment submission not allowed |
+      | lp_1 | lp1   | ETH/MAR22 | 600000            | 0.02 | amendment | commitment submission rejected, not enough stake |
     Then the network moves ahead "1" blocks
     And the supplied stake should be "60000" for the market "ETH/MAR22"
 
@@ -201,6 +201,3 @@ Feature: Test LP mechanics when there are multiple liquidity providers;
       | id   | party | market id | commitment amount | fee  | lp type   |
       | lp_1 | lp1   | ETH/MAR22 | 60000             | 0.02 | amendment |
     And the supplied stake should be "70000" for the market "ETH/MAR22"
-
-
-