feat: protocol automated purchase auctions

vegaprotocol · Sep 21, 2024 · 924c2e2 · 924c2e2
1 parent 3a48987
commit 924c2e2
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Showing 60 changed files with 12,728 additions and 8,534 deletions.
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -14,7 +14,8 @@
 
 - [11644](https://github.com/vegaprotocol/vega/issues/11644) - `liveOnly` flag has been added to the `AMM` API to show only active `AMMs`.
 - [11519](https://github.com/vegaprotocol/vega/issues/11519) - Add fees to position API types.
-
+- [11685](https://github.com/vegaprotocol/vega/issues/11685) - Automated purchase support added.  
+
 ### 🐛 Fixes
 
 - [11672](https://github.com/vegaprotocol/vega/issues/11672) - Add missing fees in GraphQL bindings.

diff --git a/commands/proposal_submission.go b/commands/proposal_submission.go
@@ -31,6 +31,7 @@ import (
 	"code.vegaprotocol.io/vega/libs/num"
 	"code.vegaprotocol.io/vega/protos/vega"
 	protoTypes "code.vegaprotocol.io/vega/protos/vega"
+	types "code.vegaprotocol.io/vega/protos/vega"
 	vegapb "code.vegaprotocol.io/vega/protos/vega"
 	commandspb "code.vegaprotocol.io/vega/protos/vega/commands/v1"
 	datapb "code.vegaprotocol.io/vega/protos/vega/data/v1"
@@ -216,6 +217,8 @@ func checkProposalChanges(terms *protoTypes.ProposalTerms) Errors {
 		errs.Merge(checkVolumeDiscountProgram(terms, c))
 	case *protoTypes.ProposalTerms_UpdateVolumeRebateProgram:
 		errs.Merge(checkVolumeRebateProgram(terms, c))
+	case *protoTypes.ProposalTerms_NewProtocolAutomatedPurchase:
+		errs.Merge(checkAutomatedPurchaseConfig(c))
 	default:
 		return errs.FinalAddForProperty("proposal_submission.terms.change", ErrIsNotValid)
 	}
@@ -411,6 +414,126 @@ func checkReferralProgramChanges(changes *vegapb.ReferralProgramChanges, enactme
 	return errs
 }
 
+func checkAutomatedPurchaseConfig(newAutoPurchase *vegapb.ProposalTerms_NewProtocolAutomatedPurchase) Errors {
+	validAccountTypes := map[types.AccountType]struct{}{}
+	validAccountTypes[types.AccountType_ACCOUNT_TYPE_GLOBAL_INSURANCE] = struct{}{}
+	validAccountTypes[types.AccountType_ACCOUNT_TYPE_GLOBAL_REWARD] = struct{}{}
+	validAccountTypes[types.AccountType_ACCOUNT_TYPE_NETWORK_TREASURY] = struct{}{}
+	validAccountTypes[types.AccountType_ACCOUNT_TYPE_BUY_BACK_FEES] = struct{}{}
+
+	errs := NewErrors()
+	if newAutoPurchase.NewProtocolAutomatedPurchase == nil {
+		return errs.FinalAddForProperty("proposal_submission.terms.change.automated_purchase_config", ErrIsRequired)
+	}
+	if newAutoPurchase.NewProtocolAutomatedPurchase.Changes == nil {
+		return errs.FinalAddForProperty("proposal_submission.terms.change.automated_purchase_config.changes", ErrIsRequired)
+	}
+
+	change := newAutoPurchase.NewProtocolAutomatedPurchase.Changes
+	if len(change.From) == 0 {
+		errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.from", ErrIsRequired)
+	}
+
+	// TODO @charlie check which account types are valid for this
+	if change.FromAccountType == protoTypes.AccountType_ACCOUNT_TYPE_UNSPECIFIED {
+		errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.from_account_type", ErrIsRequired)
+	}
+	if _, ok := validAccountTypes[change.FromAccountType]; !ok {
+		errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.from_account_type", ErrIsNotValid)
+	}
+	if change.ToAccountType == protoTypes.AccountType_ACCOUNT_TYPE_UNSPECIFIED {
+		errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.to_account_type", ErrIsRequired)
+	}
+	if _, ok := validAccountTypes[change.ToAccountType]; !ok {
+		errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.to_account_type", ErrIsNotValid)
+	}
+	if len(change.MarketId) == 0 {
+		errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.market_id", ErrIsRequired)
+	}
+	if change.PriceOracle == nil {
+		errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.price_oracle", ErrIsRequired)
+	} else {
+		errs.Merge(checkDataSourceSpec(change.PriceOracle, "data_spec_for_price_oracle", "proposal_submission.terms.change.automated_purchase_config", false))
+	}
+	if len(change.OracleOffsetFactor) == 0 {
+		errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.oracle_offset_factor", ErrIsRequired)
+	} else {
+		d, err := num.DecimalFromString(change.OracleOffsetFactor)
+		if err != nil {
+			errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.oracle_offset_factor", ErrNotAValidFloat)
+		} else if !d.IsPositive() {
+			errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.oracle_offset_factor", ErrMustBePositive)
+		}
+	}
+	if change.AuctionSchedule == nil {
+		errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.auction_schedule", ErrIsRequired)
+	} else {
+		switch tp := change.AuctionSchedule.SourceType.(type) {
+		case *vegapb.DataSourceDefinition_External:
+			errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.auction_schedule", fmt.Errorf("auction schedule must be an internal time trigger"))
+		case *vegapb.DataSourceDefinition_Internal:
+			switch tp.Internal.SourceType.(type) {
+			case *vegapb.DataSourceDefinitionInternal_Time:
+				errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.auction_schedule", fmt.Errorf("auction schedule must be an internal time trigger"))
+			default:
+			}
+		}
+		errs.Merge(checkDataSourceSpec(change.AuctionSchedule, "data_spec_for_auction_schedule", "proposal_submission.terms.change.automated_purchase_config", false))
+	}
+	if len(change.AuctionDuration) == 0 {
+		errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.auction_duration", ErrIsRequired)
+	} else {
+		if _, err := time.ParseDuration(change.AuctionDuration); err != nil {
+			errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.auction_duration", fmt.Errorf("must be a valid duration"))
+		}
+	}
+
+	if change.AuctionVolumeSnapshotSchedule == nil {
+		errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.auction_volume_snapshot_schedule", ErrIsRequired)
+	} else {
+		switch tp := change.AuctionVolumeSnapshotSchedule.SourceType.(type) {
+		case *vegapb.DataSourceDefinition_External:
+			errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.auction_volume_snapshot_schedule", fmt.Errorf("auction snapshot volume schedule must be an internal time trigger"))
+		case *vegapb.DataSourceDefinition_Internal:
+			switch tp.Internal.SourceType.(type) {
+			case *vegapb.DataSourceDefinitionInternal_Time:
+				errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.auction_volume_snapshot_schedule", fmt.Errorf("auction snapshot volume schedule must be an internal time trigger"))
+			default:
+			}
+		}
+		errs.Merge(checkDataSourceSpec(change.AuctionSchedule, "data_spec_for_auction_volume_snapshot_schedule", "proposal_submission.terms.change.automated_purchase_config", false))
+	}
+
+	var min, max *num.Uint
+	if len(change.MinimumAuctionSize) == 0 {
+		errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.minimum_auction_size", ErrIsRequired)
+	} else {
+		minSize, overflow := num.UintFromString(change.MinimumAuctionSize, 10)
+		if overflow || minSize.IsZero() || minSize.IsNegative() {
+			errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.minimum_auction_size", ErrMustBePositive)
+		} else {
+			min = minSize
+		}
+	}
+	if len(change.MaximumAuctionSize) == 0 {
+		errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.maximum_auction_size", ErrIsRequired)
+	} else {
+		maxSize, overflow := num.UintFromString(change.MinimumAuctionSize, 10)
+		if overflow || maxSize.IsZero() || maxSize.IsNegative() {
+			errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.maximum_auction_size", ErrMustBePositive)
+		} else {
+			max = maxSize
+		}
+	}
+	if min.GT(max) {
+		errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.maximum_auction_size", fmt.Errorf("must be greater than or equal to minimum_auction_size"))
+	}
+	if change.ExpiryTimestamp < 0 {
+		errs.AddForProperty("proposal_submission.terms.change.automated_purchase_config.expiry_timestamp", ErrMustBePositiveOrZero)
+	}
+	return errs
+}
+
 func checkVolumeRebateProgram(terms *vegapb.ProposalTerms, change *vegapb.ProposalTerms_UpdateVolumeRebateProgram) Errors {
 	errs := NewErrors()
 	if change.UpdateVolumeRebateProgram == nil {