feat: return all the price monitoring bounds + add active field

Signed-off-by: Jeremy Letang <[email protected]>

CHANGELOG.md

@@ -40,6 +40,7 @@
 - [11143](https://github.com/vegaprotocol/vega/issues/11143) - Add support for new asset proposal in batch governance proposal
 - [11182](https://github.com/vegaprotocol/vega/issues/11182) - Remove reduce only restriction on spot markets stop orders.
 - [11153](https://github.com/vegaprotocol/vega/issues/11153) - Add check on start-up that bridge `RPC-endpoints` are functional.
+- [11196](https://github.com/vegaprotocol/vega/issues/11196) - Add an active field in the price monitoring bounds payload.
 
 ### 🐛 Fixes
 
@@ -79,9 +80,9 @@
 - [11159](https://github.com/vegaprotocol/vega/issues/11159) - Reject stop orders with size override position for spot product.
 - [11161](https://github.com/vegaprotocol/vega/issues/11161) - Add validation for time in force GFA in stop order submission.
 - [11177](https://github.com/vegaprotocol/vega/issues/11177) - Adjust the formulas for reduced position to the spec update and fix handling of closed out position.
-- [11193](https://github.com/vegaprotocol/vega/issues/11193) - Fix loading of liquidation strategy from proto with missing data. 
-- [11200](https://github.com/vegaprotocol/vega/issues/11200) - Make sure a party can afford the trades before they are submitted to the book. 
-- [11205](https://github.com/vegaprotocol/vega/issues/11205) - Evaluate transfer interval correctly. 
+- [11193](https://github.com/vegaprotocol/vega/issues/11193) - Fix loading of liquidation strategy from proto with missing data.
+- [11200](https://github.com/vegaprotocol/vega/issues/11200) - Make sure a party can afford the trades before they are submitted to the book.
+- [11205](https://github.com/vegaprotocol/vega/issues/11205) - Evaluate transfer interval correctly.
 ## 0.75.0
 
 ### 🚨 Breaking changes

core/execution/common/interfaces.go

@@ -52,6 +52,7 @@ type PriceMonitor interface {
 	CheckPrice(ctx context.Context, as price.AuctionState, price *num.Uint, persistent bool, recordInHistory bool) bool
 	ResetPriceHistory(price *num.Uint)
 	GetCurrentBounds() []*types.PriceMonitoringBounds
+	GetBounds() []*types.PriceMonitoringBounds
 	SetMinDuration(d time.Duration)
 	GetValidPriceRange() (num.WrappedDecimal, num.WrappedDecimal)
 	// Snapshot

core/execution/future/market.go

@@ -747,7 +747,7 @@ func (m *Market) GetMarketData() types.MarketData {
 	} else {
 		targetStake = m.getTargetStake().String()
 	}
-	bounds := m.pMonitor.GetCurrentBounds()
+	bounds := m.pMonitor.GetBounds()
 	for _, b := range bounds {
 		b.MaxValidPrice = m.priceToMarketPrecision(b.MaxValidPrice) // effictively floors this
 		b.MinValidPrice = m.priceToMarketPrecision(b.MinValidPrice)

core/execution/future/market_test.go

@@ -3353,7 +3353,20 @@ func TestPriceMonitoringBoundsInGetMarketData(t *testing.T) {
 	auctionEndTime := openEnd.Add(time.Duration(t1.AuctionExtension) * time.Second)
 	require.Equal(t, auctionEndTime.UnixNano(), auctionEnd) // In auction
 	require.Equal(t, types.MarketStateSuspended, tm.market.State())
-	require.Equal(t, 1, len(md.PriceMonitoringBounds))
+	// 2 in total
+	require.Equal(t, 2, len(md.PriceMonitoringBounds))
+	active, triggerd := 0, 0
+	for _, v := range md.PriceMonitoringBounds {
+		if v.Active {
+			active++
+			continue
+		}
+		triggerd++
+	}
+	// 1 active
+	require.Equal(t, 1, active)
+	// 1 triggered
+	require.Equal(t, 1, triggerd)
 
 	tm.now = auctionEndTime
 	closed := tm.market.OnTick(vegacontext.WithTraceID(context.Background(), vgcrypto.RandomHash()), auctionEndTime)

core/execution/spot/market.go

@@ -397,7 +397,7 @@ func (m *Market) GetMarketData() types.MarketData {
 	}
 
 	targetStake := m.getTargetStake().String()
-	bounds := m.pMonitor.GetCurrentBounds()
+	bounds := m.pMonitor.GetBounds()
 	for _, b := range bounds {
 		b.MaxValidPrice = m.priceToMarketPrecision(b.MaxValidPrice) // effictively floors this
 		b.MinValidPrice = m.priceToMarketPrecision(b.MinValidPrice)

core/monitor/price/pricemonitoring.go

@@ -251,6 +251,32 @@ func (e *Engine) GetCurrentBounds() []*types.PriceMonitoringBounds {
 	return ret
 }
 
+// GetBounds returns a list of valid price ranges per price monitoring trigger. Note these are subject to change as the time progresses.
+func (e *Engine) GetBounds() []*types.PriceMonitoringBounds {
+	priceRanges := e.getCurrentPriceRanges(false)
+	ret := make([]*types.PriceMonitoringBounds, 0, len(priceRanges))
+	for ind, pr := range priceRanges {
+		ret = append(ret,
+			&types.PriceMonitoringBounds{
+				MinValidPrice:  pr.MinPrice.Representation(),
+				MaxValidPrice:  pr.MaxPrice.Representation(),
+				Trigger:        e.bounds[ind].Trigger,
+				ReferencePrice: pr.ReferencePrice,
+				Active:         e.bounds[ind].Active,
+			})
+	}
+
+	sort.SliceStable(ret,
+		func(i, j int) bool {
+			if ret[i].Trigger.Horizon == ret[j].Trigger.Horizon {
+				return ret[i].Trigger.Probability.LessThan(ret[j].Trigger.Probability)
+			}
+			return ret[i].Trigger.Horizon < ret[j].Trigger.Horizon
+		})
+
+	return ret
+}
+
 func (e *Engine) OnTimeUpdate(now time.Time) {
 	e.recordTimeChange(now)
 }

core/types/pricemonitoring.go

@@ -51,6 +51,7 @@ type PriceMonitoringBounds struct {
 	MaxValidPrice  *num.Uint
 	Trigger        *PriceMonitoringTrigger
 	ReferencePrice num.Decimal
+	Active         bool
 }
 
 func (p PriceMonitoringBounds) String() string {
@@ -145,6 +146,7 @@ func (p PriceMonitoringBounds) IntoProto() *proto.PriceMonitoringBounds {
 		MaxValidPrice:  num.UintToString(p.MaxValidPrice),
 		Trigger:        trigger,
 		ReferencePrice: p.ReferencePrice.BigInt().String(),
+		Active:         p.Active,
 	}
 }
 
@@ -165,6 +167,7 @@ func PriceMonitoringBoundsFromProto(pr *proto.PriceMonitoringBounds) (*PriceMoni
 		MinValidPrice:  minValid,
 		MaxValidPrice:  maxValid,
 		ReferencePrice: refPrice,
+		Active:         pr.Active,
 	}
 	if pr.Trigger != nil {
 		p.Trigger = PriceMonitoringTriggerFromProto(pr.Trigger)

datanode/entities/marketdata.go

@@ -307,7 +307,7 @@ func priceMonitoringBoundsMatches(bounds, other []*types.PriceMonitoringBounds)
 
 		if bound.MinValidPrice != other[i].MinValidPrice ||
 			bound.MaxValidPrice != other[i].MaxValidPrice ||
-			bound.ReferencePrice != other[i].ReferencePrice {
+			bound.ReferencePrice != other[i].ReferencePrice || bound.Active != other[i].Active {
 			return false
 		}
 

datanode/gateway/graphql/schema.graphql

@@ -2473,6 +2473,8 @@ type PriceMonitoringBounds {
   trigger: PriceMonitoringTrigger!
   "Reference price used to calculate the valid price range"
   referencePrice: String!
+  "Has this bound been triggered yet or is still active"
+  active: Boolean
 }
 
 "TargetStakeParameters contains parameters used in target stake calculation"

protos/sources/vega/vega.proto

@@ -1415,6 +1415,8 @@ message PriceMonitoringBounds {
   PriceMonitoringTrigger trigger = 3;
   // Reference price used to calculate the valid price range. This field is an unsigned integer scaled to the market's decimal places.
   string reference_price = 4;
+  // Has this bound been triggered yet or is still active.
+  bool active = 5;
 }
 
 // Represents Vega domain specific error information over gRPC/Protobuf