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chore: tidy protos and rename AmmPool -> amm, and subaccount -> ammPa…
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…rtyId
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@wwestgarth
wwestgarth committed May 14, 2024
1 parent 2050961 commit 542ed9f
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Showing 41 changed files with 5,944 additions and 5,896 deletions.
22 changes: 11 additions & 11 deletions core/events/amm_pool.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -25,24 +25,24 @@ import (

type AMMPool struct {
*Base
pool *eventspb.AMMPool
pool *eventspb.AMM
}

func NewAMMPoolEvent(
ctx context.Context,
party, market, subAccount, poolID string,
party, market, ammParty, poolID string,
commitment *num.Uint,
p *types.ConcentratedLiquidityParameters,
status types.AMMPoolStatus,
statusReason types.AMMPoolStatusReason,
statusReason types.AMMStatusReason,
) *AMMPool {
order := &AMMPool{
Base: newBase(ctx, AMMPoolEvent),
pool: &eventspb.AMMPool{
pool: &eventspb.AMM{
Id: poolID,
PartyId: party,
MarketId: market,
PoolId: poolID,
SubAccount: subAccount,
AmmPartyId: ammParty,
Commitment: commitment.String(),
Parameters: p.ToProtoEvent(),
Status: status,
Expand All @@ -65,18 +65,18 @@ func (p AMMPool) MarketID() string {
return p.pool.MarketId
}

func (p *AMMPool) AMMPool() *eventspb.AMMPool {
func (p *AMMPool) AMMPool() *eventspb.AMM {
return p.pool
}

func (p AMMPool) Proto() eventspb.AMMPool {
func (p AMMPool) Proto() eventspb.AMM {
return *p.pool
}

func (p AMMPool) StreamMessage() *eventspb.BusEvent {
busEvent := newBusEventFromBase(p.Base)
busEvent.Event = &eventspb.BusEvent_AmmPool{
AmmPool: p.pool,
busEvent.Event = &eventspb.BusEvent_Amm{
Amm: p.pool,
}

return busEvent
Expand All @@ -85,7 +85,7 @@ func (p AMMPool) StreamMessage() *eventspb.BusEvent {
func AMMPoolEventFromStream(ctx context.Context, be *eventspb.BusEvent) *AMMPool {
pool := &AMMPool{
Base: newBaseFromBusEvent(ctx, AMMPoolEvent, be),
pool: be.GetAmmPool(),
pool: be.GetAmm(),
}
return pool
}
4 changes: 2 additions & 2 deletions core/events/bus.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -274,7 +274,7 @@ var (
eventspb.BusEventType_BUS_EVENT_TYPE_TEAMS_STATS_UPDATED: TeamsStatsUpdatedEvent,
eventspb.BusEventType_BUS_EVENT_TYPE_TIME_WEIGHTED_NOTIONAL_POSITION_UPDATED: TimeWeightedNotionalPositionUpdatedEvent,
eventspb.BusEventType_BUS_EVENT_TYPE_CANCELLED_ORDERS: CancelledOrdersEvent,
eventspb.BusEventType_BUS_EVENT_TYPE_AMM_POOL: AMMPoolEvent,
eventspb.BusEventType_BUS_EVENT_TYPE_AMM: AMMPoolEvent,
// If adding a type here, please also add it to datanode/broker/convert.go
}

Expand Down Expand Up @@ -367,7 +367,7 @@ var (
TeamsStatsUpdatedEvent: eventspb.BusEventType_BUS_EVENT_TYPE_TEAMS_STATS_UPDATED,
TimeWeightedNotionalPositionUpdatedEvent: eventspb.BusEventType_BUS_EVENT_TYPE_TIME_WEIGHTED_NOTIONAL_POSITION_UPDATED,
CancelledOrdersEvent: eventspb.BusEventType_BUS_EVENT_TYPE_CANCELLED_ORDERS,
AMMPoolEvent: eventspb.BusEventType_BUS_EVENT_TYPE_AMM_POOL,
AMMPoolEvent: eventspb.BusEventType_BUS_EVENT_TYPE_AMM,
// If adding a type here, please also add it to datanode/broker/convert.go
}

Expand Down
92 changes: 46 additions & 46 deletions core/execution/amm/engine.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -139,8 +139,8 @@ type Engine struct {
// sqrt calculator with cache
rooter *Sqrter

// a mapping of all sub accounts to the party owning them.
subAccounts map[string]string
// a mapping of all amm-party-ids to the party owning them.
ammParties map[string]string

minCommitmentQuantum *num.Uint
}
Expand All @@ -166,7 +166,7 @@ func New(
marketActivityTracker: marketActivityTracker,
pools: map[string]*Pool{},
poolsCpy: []*Pool{},
subAccounts: map[string]string{},
ammParties: map[string]string{},
minCommitmentQuantum: num.UintZero(),
rooter: &Sqrter{cache: map[string]num.Decimal{}},
priceFactor: priceFactor,
Expand All @@ -188,8 +188,8 @@ func NewFromProto(
) (*Engine, error) {
e := New(log, broker, collateral, marketID, assetID, position, priceFactor, positionFactor, marketActivityTracker)

for _, v := range state.SubAccounts {
e.subAccounts[v.Key] = v.Value
for _, v := range state.AmmPartyIds {
e.ammParties[v.Key] = v.Value
}

// TODO consider whether we want the cache in the snapshot, it might be pretty large/slow and I'm not sure what we gain
Expand All @@ -211,7 +211,7 @@ func NewFromProto(
func (e *Engine) IntoProto() *v1.AmmState {
state := &v1.AmmState{
Sqrter: make([]*v1.StringMapEntry, 0, len(e.rooter.cache)),
SubAccounts: make([]*v1.StringMapEntry, 0, len(e.subAccounts)),
AmmPartyIds: make([]*v1.StringMapEntry, 0, len(e.ammParties)),
Pools: make([]*v1.PoolMapEntry, 0, len(e.pools)),
}

Expand All @@ -223,17 +223,17 @@ func (e *Engine) IntoProto() *v1.AmmState {
}
sort.Slice(state.Sqrter, func(i, j int) bool { return state.Sqrter[i].Key < state.Sqrter[j].Key })

for k, v := range e.subAccounts {
state.SubAccounts = append(state.SubAccounts, &v1.StringMapEntry{
for k, v := range e.ammParties {
state.AmmPartyIds = append(state.AmmPartyIds, &v1.StringMapEntry{
Key: k,
Value: v,
})
}
sort.Slice(state.SubAccounts, func(i, j int) bool { return state.SubAccounts[i].Key < state.SubAccounts[j].Key })
sort.Slice(state.AmmPartyIds, func(i, j int) bool { return state.AmmPartyIds[i].Key < state.AmmPartyIds[j].Key })

for _, v := range e.poolsCpy {
state.Pools = append(state.Pools, &v1.PoolMapEntry{
Party: v.party,
Party: v.owner,
Pool: v.IntoProto(),
})
}
Expand All @@ -260,7 +260,7 @@ func (e *Engine) OnMTM(ctx context.Context) {
e.log.Error("unable to release subaccount balance", logging.Error(err))
}
p.status = types.AMMPoolStatusCancelled
rm = append(rm, p.party)
rm = append(rm, p.owner)
}
for _, party := range rm {
e.remove(ctx, party)
Expand All @@ -277,7 +277,7 @@ func (e *Engine) OnTick(ctx context.Context, _ time.Time) {
for _, p := range e.poolsCpy {
if p.getBalance().IsZero() {
p.status = types.AMMPoolStatusStopped
rm = append(rm, p.party)
rm = append(rm, p.owner)
}
}
for _, party := range rm {
Expand All @@ -288,14 +288,14 @@ func (e *Engine) OnTick(ctx context.Context, _ time.Time) {
// RemoveDistressed checks if any of the closed out parties are AMM's and if so the AMM is stopped and removed.
func (e *Engine) RemoveDistressed(ctx context.Context, closed []events.MarketPosition) {
for _, c := range closed {
owner, ok := e.subAccounts[c.Party()]
owner, ok := e.ammParties[c.Party()]
if !ok {
continue
}
p, ok := e.pools[owner]
if !ok {
e.log.Panic("could not find pool for subaccount, not possible",
logging.String("subaccount", c.Party()),
e.log.Panic("could not find pool for owner, not possible",
logging.String("owner", c.Party()),
logging.String("owner", owner),
)
}
Expand All @@ -304,8 +304,8 @@ func (e *Engine) RemoveDistressed(ctx context.Context, closed []events.MarketPos
}
}

func (e *Engine) IsPoolSubAccount(key string) bool {
_, yes := e.subAccounts[key]
func (e *Engine) IsAMMPartyID(key string) bool {
_, yes := e.ammParties[key]
return yes
}

Expand Down Expand Up @@ -445,7 +445,7 @@ func (e *Engine) submit(active []*Pool, agg *types.Order, inner, outer *num.Uint
o := &types.Order{
ID: e.idgen.NextID(),
MarketID: p.market,
Party: p.SubAccount,
Party: p.AMMParty,
Size: volume,
Remaining: volume,
Price: price,
Expand All @@ -454,7 +454,7 @@ func (e *Engine) submit(active []*Pool, agg *types.Order, inner, outer *num.Uint
Type: types.OrderTypeMarket,
CreatedAt: agg.CreatedAt,
Status: types.OrderStatusFilled,
Reference: "vamm-" + p.SubAccount,
Reference: "vamm-" + p.AMMParty,
GeneratedOffbook: true,
}
o.OriginalPrice, _ = num.UintFromDecimal(o.Price.ToDecimal().Div(e.priceFactor))
Expand Down Expand Up @@ -594,24 +594,24 @@ func (e *Engine) Create(
idgen := idgeneration.New(deterministicID)
poolID := idgen.NextID()

subAccount := DeriveSubAccount(submit.Party, submit.MarketID, version, 0)
subAccount := DeriveAMMParty(submit.Party, submit.MarketID, version, 0)
_, ok := e.pools[submit.Party]
if ok {
e.broker.Send(
events.NewAMMPoolEvent(
ctx, submit.Party, e.marketID, subAccount, poolID,
submit.CommitmentAmount, submit.Parameters,
types.AMMPoolStatusRejected, types.AMMPoolStatusReasonPartyAlreadyOwnsAPool,
types.AMMPoolStatusRejected, types.AMMStatusReasonPartyAlreadyOwnsAPool,
),
)

return nil, ErrPartyAlreadyOwnAPool(e.marketID)
}

if err := e.ensureCommitmentAmount(ctx, submit.Party, subAccount, submit.CommitmentAmount); err != nil {
reason := types.AMMPoolStatusReasonCannotFillCommitment
reason := types.AMMStatusReasonCannotFillCommitment
if err == ErrCommitmentTooLow {
reason = types.AMMPoolStatusReasonCommitmentTooLow
reason = types.AMMStatusReasonCommitmentTooLow
}
e.broker.Send(
events.NewAMMPoolEvent(
Expand All @@ -629,7 +629,7 @@ func (e *Engine) Create(
events.NewAMMPoolEvent(
ctx, submit.Party, e.marketID, subAccount, poolID,
submit.CommitmentAmount, submit.Parameters,
types.AMMPoolStatusRejected, types.AMMPoolStatusReasonUnspecified,
types.AMMPoolStatusRejected, types.AMMStatusReasonUnspecified,
),
)

Expand All @@ -655,7 +655,7 @@ func (e *Engine) Create(
events.NewAMMPoolEvent(
ctx, submit.Party, e.marketID, subAccount, poolID,
submit.CommitmentAmount, submit.Parameters,
types.AMMPoolStatusRejected, types.AMMPoolStatusReasonCommitmentTooLow,
types.AMMPoolStatusRejected, types.AMMStatusReasonCommitmentTooLow,
),
)

Expand All @@ -676,7 +676,7 @@ func (e *Engine) Confirm(
pool *Pool,
) error {
e.log.Debug("AMM added for market",
logging.String("owner", pool.party),
logging.String("owner", pool.owner),
logging.String("marketID", e.marketID),
logging.String("poolID", pool.ID),
)
Expand All @@ -701,7 +701,7 @@ func (e *Engine) Amend(
}

if amend.CommitmentAmount != nil {
if err := e.ensureCommitmentAmount(ctx, amend.Party, pool.SubAccount, amend.CommitmentAmount); err != nil {
if err := e.ensureCommitmentAmount(ctx, amend.Party, pool.AMMParty, amend.CommitmentAmount); err != nil {
return nil, nil, err
}
}
Expand All @@ -726,7 +726,7 @@ func (e *Engine) CancelAMM(
return nil, ErrNoPoolMatchingParty
}

if cancel.Method == types.AMMPoolCancellationMethodReduceOnly {
if cancel.Method == types.AMMCancellationMethodReduceOnly {
// pool will now only accept trades that will reduce its position
pool.status = types.AMMPoolStatusReduceOnly
e.sendUpdate(ctx, pool)
Expand All @@ -749,7 +749,7 @@ func (e *Engine) StopPool(
ctx context.Context,
key string,
) error {
party, ok := e.subAccounts[key]
party, ok := e.ammParties[key]
if !ok {
return ErrNoPoolMatchingParty
}
Expand All @@ -765,17 +765,17 @@ func (e *Engine) MarketClosing(ctx context.Context) error {
}
p.status = types.AMMPoolStatusStopped
e.sendUpdate(ctx, p)
e.marketActivityTracker.RemoveAMMSubAccount(e.assetID, e.marketID, p.SubAccount)
e.marketActivityTracker.RemoveAMMParty(e.assetID, e.marketID, p.AMMParty)
}
return nil
}

func (e *Engine) sendUpdate(ctx context.Context, pool *Pool) {
e.broker.Send(
events.NewAMMPoolEvent(
ctx, pool.party, e.marketID, pool.SubAccount, pool.ID,
ctx, pool.owner, e.marketID, pool.AMMParty, pool.ID,
pool.Commitment, pool.Parameters,
pool.status, types.AMMPoolStatusReasonUnspecified,
pool.status, types.AMMStatusReasonUnspecified,
),
)
}
Expand Down Expand Up @@ -819,23 +819,23 @@ func (e *Engine) ensureCommitmentAmount(
// owner of the pool.
func (e *Engine) releaseSubAccounts(ctx context.Context, pool *Pool, mktClose bool) (events.Margin, error) {
if mktClose {
ledgerMovements, err := e.collateral.SubAccountClosed(ctx, pool.party, pool.SubAccount, pool.asset, pool.market)
ledgerMovements, err := e.collateral.SubAccountClosed(ctx, pool.owner, pool.AMMParty, pool.asset, pool.market)
if err != nil {
return nil, err
}
e.broker.Send(events.NewLedgerMovements(ctx, ledgerMovements))
return nil, nil
}
var pos events.MarketPosition
if pp := e.position.GetPositionsByParty(pool.SubAccount); len(pp) > 0 {
if pp := e.position.GetPositionsByParty(pool.AMMParty); len(pp) > 0 {
pos = pp[0]
} else {
// if a pool is cancelled right after creation it won't have a position yet so we just make an empty one to give
// to collateral
pos = positions.NewMarketPosition(pool.SubAccount)
pos = positions.NewMarketPosition(pool.AMMParty)
}

ledgerMovements, closeout, err := e.collateral.SubAccountRelease(ctx, pool.party, pool.SubAccount, pool.asset, pool.market, pos)
ledgerMovements, closeout, err := e.collateral.SubAccountRelease(ctx, pool.owner, pool.AMMParty, pool.asset, pool.market, pos)
if err != nil {
return nil, err
}
Expand Down Expand Up @@ -898,42 +898,42 @@ func (e *Engine) UpdateSubAccountBalance(
func (e *Engine) GetAMMPoolsBySubAccount() map[string]common.AMMPool {
ret := make(map[string]common.AMMPool, len(e.pools))
for _, v := range e.pools {
ret[v.SubAccount] = v
ret[v.AMMParty] = v
}
return ret
}

func (e *Engine) GetAllSubAccounts() []string {
ret := make([]string, 0, len(e.subAccounts))
for _, subAccount := range e.subAccounts {
ret := make([]string, 0, len(e.ammParties))
for _, subAccount := range e.ammParties {
ret = append(ret, subAccount)
}
return ret
}

func (e *Engine) add(p *Pool) {
e.pools[p.party] = p
e.pools[p.owner] = p
e.poolsCpy = append(e.poolsCpy, p)
e.subAccounts[p.SubAccount] = p.party
e.marketActivityTracker.AddAMMSubAccount(e.assetID, e.marketID, p.SubAccount)
e.ammParties[p.AMMParty] = p.owner
e.marketActivityTracker.AddAMMSubAccount(e.assetID, e.marketID, p.AMMParty)
}

func (e *Engine) remove(ctx context.Context, party string) {
for i := range e.poolsCpy {
if e.poolsCpy[i].party == party {
if e.poolsCpy[i].owner == party {
e.poolsCpy = append(e.poolsCpy[:i], e.poolsCpy[i+1:]...)
break
}
}

pool := e.pools[party]
delete(e.pools, party)
delete(e.subAccounts, pool.SubAccount)
delete(e.ammParties, pool.AMMParty)
e.sendUpdate(ctx, pool)
e.marketActivityTracker.RemoveAMMSubAccount(e.assetID, e.marketID, pool.SubAccount)
e.marketActivityTracker.RemoveAMMParty(e.assetID, e.marketID, pool.AMMParty)
}

func DeriveSubAccount(
func DeriveAMMParty(
party, market, version string,
index uint64,
) string {
Expand Down
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