Merge branch 'develop' into 11457

vegaprotocol · Jul 15, 2024 · b8ccac8 · b8ccac8
2 parents e03e11e + 11fd3cd
commit b8ccac8
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -34,6 +34,7 @@
 - [11400](https://github.com/vegaprotocol/vega/issues/11400) - Add support for long block auction.
 - [11026](https://github.com/vegaprotocol/vega/issues/11026) - Add API flag to get paid liquidity fees for a `vAMM` using the parent key.
 - [11027](https://github.com/vegaprotocol/vega/issues/11027) - Add API filters to get fees and rewards by market, across epochs.
+- [10360](https://github.com/vegaprotocol/vega/issues/10360) - Scale funding payment by fraction of period spent outside of auction.
 
 ### 🐛 Fixes
 
@@ -57,6 +58,8 @@
 - [11442](https://github.com/vegaprotocol/vega/issues/11442) - Add validation to `submitAMM` to ensure the curves can be successfully generated. 
 - [11448](https://github.com/vegaprotocol/vega/issues/11448) - Fix team game score query with epoch filter. 
 - [11457](https://github.com/vegaprotocol/vega/issues/11457) - Fix cursor column ordering for game scores. 
+- [11454](https://github.com/vegaprotocol/vega/issues/11454) - Ensure ended transfers proper handling. 
+
 
 ## 0.76.1
 

diff --git a/core/banking/recurring_transfers.go b/core/banking/recurring_transfers.go
@@ -247,6 +247,14 @@ func (e *Engine) distributeRecurringTransfers(ctx context.Context, newEpoch uint
 			continue
 		}
 
+		// if the transfer should have been ended and has not, end it now.
+		if v.EndEpoch != nil && *v.EndEpoch < e.currentEpoch {
+			v.Status = types.TransferStatusDone
+			transfersDone = append(transfersDone, events.NewRecurringTransferFundsEvent(ctx, v, e.getGameID(v)))
+			doneIDs = append(doneIDs, v.ID)
+			continue
+		}
+
 		if v.DispatchStrategy != nil && v.DispatchStrategy.TransferInterval != nil &&
 			((newEpoch-v.StartEpoch+1) < uint64(*v.DispatchStrategy.TransferInterval) ||
 				(newEpoch-v.StartEpoch+1)%uint64(*v.DispatchStrategy.TransferInterval) != 0) {

diff --git a/core/banking/recurring_transfers_test.go b/core/banking/recurring_transfers_test.go
@@ -44,6 +44,62 @@ func TestRecurringTransfers(t *testing.T) {
 	t.Run("invalid recurring transfers, in the past", testInvalidRecurringTransfersInThePast)
 }
 
+func TestExpireOldTransfers(t *testing.T) {
+	e := getTestEngine(t)
+
+	ctx := context.Background()
+
+	e.OnMinTransferQuantumMultiple(context.Background(), num.DecimalFromFloat(1))
+	e.assets.EXPECT().Get(gomock.Any()).AnyTimes().Return(assets.NewAsset(&mockAsset{name: assetNameETH, quantum: num.DecimalFromFloat(10)}), nil)
+	e.broker.EXPECT().Send(gomock.Any()).AnyTimes()
+	fromAcc := types.Account{
+		Balance: num.NewUint(100000), // enough for the all
+	}
+	e.col.EXPECT().GetPartyGeneralAccount(gomock.Any(), gomock.Any()).AnyTimes().Return(&fromAcc, nil)
+
+	endEpoch := uint64(12)
+	transfers := []*types.TransferFunds{}
+	for i := 0; i < 10; i++ {
+		transfers = append(transfers, &types.TransferFunds{
+			Kind: types.TransferCommandKindRecurring,
+			Recurring: &types.RecurringTransfer{
+				TransferBase: &types.TransferBase{
+					ID:              fmt.Sprintf("TRANSFERID-%d", i),
+					From:            "03ae90688632c649c4beab6040ff5bd04dbde8efbf737d8673bbda792a110301",
+					FromAccountType: types.AccountTypeGeneral,
+					To:              crypto.RandomHash(),
+					ToAccountType:   types.AccountTypeGeneral,
+					Asset:           assetNameETH,
+					Amount:          num.NewUint(10),
+					Reference:       "someref",
+				},
+				StartEpoch: 10,
+				EndEpoch:   &endEpoch,
+				Factor:     num.MustDecimalFromString("1"),
+			},
+		})
+		require.NoError(t, e.TransferFunds(ctx, transfers[i]))
+	}
+	e.col.EXPECT().TransferFunds(gomock.Any(), gomock.Any(), gomock.Any(), gomock.Any(), gomock.Any(), gomock.Any()).Return(nil, nil).AnyTimes()
+
+	seenEvts := []events.Event{}
+	e.broker.EXPECT().SendBatch(gomock.Any()).DoAndReturn(func(evts []events.Event) {
+		seenEvts = append(seenEvts, evts...)
+	}).AnyTimes()
+
+	e.OnEpoch(context.Background(), types.Epoch{Seq: 15, Action: vega.EpochAction_EPOCH_ACTION_START})
+	e.OnEpoch(context.Background(), types.Epoch{Seq: 15, Action: vega.EpochAction_EPOCH_ACTION_END})
+
+	require.Equal(t, 10, len(seenEvts))
+	stoppedIDs := map[string]struct{}{}
+	for _, e2 := range seenEvts {
+		if e2.StreamMessage().GetTransfer().Status == types.TransferStatusDone {
+			stoppedIDs[e2.StreamMessage().GetTransfer().Id] = struct{}{}
+		}
+	}
+	require.Equal(t, 10, len(stoppedIDs))
+}
+
 func TestMaturation(t *testing.T) {
 	e := getTestEngine(t)
 

diff --git a/core/integration/features/settlement/0019-MCAL_018.feature b/core/integration/features/settlement/0019-MCAL_018.feature
@@ -2,7 +2,7 @@ Feature: check when settlement data precision is different/equal to the settleme
 
   Background:
 
-    And the following assets are registered:
+    Given the following assets are registered:
       | id  | decimal places |
       | USD | 2              |
 
@@ -26,15 +26,15 @@ Feature: check when settlement data precision is different/equal to the settleme
 
   @Perpetual
   Scenario: 001 oracle data decimal > asset decimal 0070-MKTD-018, 0019-MCAL-091
+    # start at this timestamp
+    Given time is updated to "2021-02-11T16:35:21Z"
     And the markets:
       | id        | quote name | asset | risk model                  | margin calculator         | auction duration | fees         | price monitoring | data source config | linear slippage factor | quadratic slippage factor | position decimal places | market type | sla params      |
       | ETH/DEC19 | ETH        | USD   | default-simple-risk-model-3 | default-margin-calculator | 1                | default-none | default-none     | perp-oracle-1      | 0.25                   | 0                         | -1                      | perp        | default-futures |
     And the following network parameters are set:
-      | name                           | value |
-      | market.auction.minimumDuration | 1     |
-      | limits.markets.maxPeggedOrders | 2     |
-    Given the following network parameters are set:
       | name                                    | value |
+      | market.auction.minimumDuration          | 1     |
+      | limits.markets.maxPeggedOrders          | 2     |
       | network.markPriceUpdateMaximumFrequency | 5s    |
     And the parties deposit on asset's general account the following amount:
       | party  | asset | amount     |
@@ -62,11 +62,13 @@ Feature: check when settlement data precision is different/equal to the settleme
       | aux2  | ETH/DEC19 | buy  | 1      | 1000  | 0                | TYPE_LIMIT | TIF_GTC |
       | aux   | ETH/DEC19 | sell | 1      | 1000  | 0                | TYPE_LIMIT | TIF_GTC |
 
-    Then the opening auction period ends for market "ETH/DEC19"
+    # Time moves forwards 2s
+    Then the network moves ahead "2" blocks
     And the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "ETH/DEC19"
 
+    # Another +1s making it 2021-02-11T16:35:24
     When the network moves ahead "1" blocks
-    When the parties place the following orders:
+    And the parties place the following orders:
       | party  | market id | side | volume | price | resulting trades | type       | tif     |
       | party1 | ETH/DEC19 | sell | 1      | 1000  | 0                | TYPE_LIMIT | TIF_GTC |
       | party2 | ETH/DEC19 | buy  | 1      | 1000  | 1                | TYPE_LIMIT | TIF_GTC |
@@ -88,9 +90,18 @@ Feature: check when settlement data precision is different/equal to the settleme
       | party3 | USD   | ETH/DEC19 | 132000  | 99866000  |
       | lp1    | USD   | ETH/DEC19 | 6600000 | 492200000 |
 
-    When the oracles broadcast data with block time signed with "0xCAFECAFE1":
+
+    And the oracles broadcast data with block time signed with "0xCAFECAFE1":
       | name             | value      | time offset |
       | perp.funding.cue | 1613061324 | 0s          |
+    # 4320h is 6 * 30 * 24 (180days, or 6 months) with a block duration of 10 days (so 18 ticks)
+    # making it 2021-08-10T16:35:24
+    Then the network moves ahead "4320h" with block duration of "240h"
+    # now move ahead the remaining time to get to 2021-08-11T11:04:07
+    # We're moving by 66,583s (18 * 3600 + 29 * 60 + 43), divisible by 11 (6053)
+    # So set block duration to 6053 for 11 ticks
+    And the network moves ahead "18h29m43s" with block duration of "6053s"
+    #When time is updated to "2021-08-12T11:04:07Z"
 
     When the network moves ahead "5" blocks
     When the oracles broadcast data with block time signed with "0xCAFECAFE1":
@@ -109,6 +120,7 @@ Feature: check when settlement data precision is different/equal to the settleme
 
   @Perpetual
   Scenario: 002 oracle data decimal < asset decimal 0070-MKTD-019
+    Given time is updated to "2021-02-11T16:35:21Z"
     And the markets:
       | id        | quote name | asset | risk model                  | margin calculator         | auction duration | fees         | price monitoring | data source config | linear slippage factor | quadratic slippage factor | position decimal places | decimal places | market type | sla params      |
       | ETH/DEC19 | ETH        | USD   | default-simple-risk-model-3 | default-margin-calculator | 1                | default-none | default-none     | perp-oracle-3      | 0.25                   | 0                         | 1                       | 2              | perp        | default-futures |
@@ -145,11 +157,12 @@ Feature: check when settlement data precision is different/equal to the settleme
       | aux2  | ETH/DEC19 | buy  | 100    | 100000 | 0                | TYPE_LIMIT | TIF_GTC |
       | aux   | ETH/DEC19 | sell | 100    | 100000 | 0                | TYPE_LIMIT | TIF_GTC |
 
-    Then the opening auction period ends for market "ETH/DEC19"
+    Then the network moves ahead "2" blocks
     And the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "ETH/DEC19"
 
+    # Time at start of the scenario is now +3s
     When the network moves ahead "1" blocks
-    When the parties place the following orders:
+    And the parties place the following orders:
       | party  | market id | side | volume | price  | resulting trades | type       | tif     |
       | party1 | ETH/DEC19 | sell | 100    | 100000 | 0                | TYPE_LIMIT | TIF_GTC |
       | party2 | ETH/DEC19 | buy  | 100    | 100000 | 1                | TYPE_LIMIT | TIF_GTC |
@@ -171,17 +184,29 @@ Feature: check when settlement data precision is different/equal to the settleme
       | party3 | USD   | ETH/DEC19 | 132000  | 99866000  |
       | lp1    | USD   | ETH/DEC19 | 6600000 | 492200000 |
 
+
     When the oracles broadcast data with block time signed with "0xCAFECAFE3":
       | name             | value      | time offset |
       | perp.funding.cue | 1613061324 | 0s          |
 
-    When the network moves ahead "5" blocks
-    When the oracles broadcast data with block time signed with "0xCAFECAFE3":
+    # 4320h is 6 * 30 * 24 (180days, or 6 months) with a block duration of 10 days (so 18 ticks)
+    # making it 2021-08-10T16:35:24
+    Then the network moves ahead "4320h" with block duration of "240h"
+    # now move ahead the remaining time to get to 2021-08-11T11:04:07
+    # We're moving by 66,583s (18 * 3600 + 29 * 60 + 43), divisible by 11 (6053)
+    # So set block duration to 6053 for 11 ticks
+    And the network moves ahead "18h29m43s" with block duration of "6053s"
+
+    #    When time is updated to "2021-08-12T11:04:07Z"
+
+    And the network moves ahead "5" blocks
+    Then the oracles broadcast data with block time signed with "0xCAFECAFE3":
       | name             | value      | time offset |
       | perp.ETH.value   | 30000      | 0s          |
       | perp.funding.cue | 1628766252 | 0s          |
     #1628766252 is half year after the first oracel time
 
+    #Then debug funding period events
     And the following transfers should happen:
       | from   | to     | from account            | to account              | market id | amount | asset |
       | aux2   | market | ACCOUNT_TYPE_MARGIN     | ACCOUNT_TYPE_SETTLEMENT | ETH/DEC19 | 74700  | USD   |
@@ -190,15 +215,17 @@ Feature: check when settlement data precision is different/equal to the settleme
       | market | aux    | ACCOUNT_TYPE_SETTLEMENT | ACCOUNT_TYPE_MARGIN     | ETH/DEC19 | 74700  | USD   |
       | market | party1 | ACCOUNT_TYPE_SETTLEMENT | ACCOUNT_TYPE_MARGIN     | ETH/DEC19 | 149400 | USD   |
 
+  @PBlock
   Scenario: 003 oracle data decimal = asset decimal, while market decimal is 1,  0070-MKTD-020
+    Given time is updated to "2021-02-11T16:35:21Z"
     And the markets:
       | id        | quote name | asset | risk model                  | margin calculator         | auction duration | fees         | price monitoring | data source config | linear slippage factor | quadratic slippage factor | decimal places | position decimal places | market type | sla params      |
       | ETH/DEC19 | ETH        | USD   | default-simple-risk-model-3 | default-margin-calculator | 1                | default-none | default-none     | perp-oracle-2      | 0.25                   | 0                         | 1              | -1                      | perp        | default-futures |
     And the following network parameters are set:
       | name                           | value |
       | market.auction.minimumDuration | 1     |
       | limits.markets.maxPeggedOrders | 2     |
-    Given the following network parameters are set:
+    And the following network parameters are set:
       | name                                    | value |
       | network.markPriceUpdateMaximumFrequency | 5s    |
     And the parties deposit on asset's general account the following amount:
@@ -227,7 +254,7 @@ Feature: check when settlement data precision is different/equal to the settleme
       | aux2  | ETH/DEC19 | buy  | 1      | 10000 | 0                | TYPE_LIMIT | TIF_GTC |
       | aux   | ETH/DEC19 | sell | 1      | 10000 | 0                | TYPE_LIMIT | TIF_GTC |
 
-    Then the opening auction period ends for market "ETH/DEC19"
+    Then the network moves ahead "2" blocks
     And the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "ETH/DEC19"
 
     When the network moves ahead "1" blocks
@@ -253,25 +280,30 @@ Feature: check when settlement data precision is different/equal to the settleme
       | party3 | USD   | ETH/DEC19 | 132000  | 99866000  |
       | lp1    | USD   | ETH/DEC19 | 6600000 | 492200000 |
 
+
     When the oracles broadcast data with block time signed with "0xCAFECAFE2":
       | name             | value      | time offset |
       | perp.funding.cue | 1613061324 | 0s          |
-
-    When the network moves ahead "5" blocks
-    When the oracles broadcast data with block time signed with "0xCAFECAFE2":
+
+    # 4320h is 6 * 30 * 24 (180days, or 6 months) with a block duration of 10 days (so 18 ticks)
+    # making it 2021-08-10T16:35:24
+    Then the network moves ahead "4320h" with block duration of "240h"
+    # now move ahead the remaining time to get to 2021-08-11T11:04:07
+    # We're moving by 66,583s (18 * 3600 + 29 * 60 + 43), divisible by 11 (6053)
+    # So set block duration to 6053 for 11 ticks
+    And the network moves ahead "18h29m43s" with block duration of "6053s"
+
+    And the network moves ahead "5" blocks
+    And the oracles broadcast data with block time signed with "0xCAFECAFE2":
       | name             | value      | time offset |
       | perp.ETH.value   | 300000     | 0s          |
       | perp.funding.cue | 1628766252 | 0s          |
     #1628766252 is half year after the first oracel time
 
-    And the following transfers should happen:
+    Then the following transfers should happen:
       | from   | to     | from account            | to account              | market id | amount | asset |
       | aux2   | market | ACCOUNT_TYPE_MARGIN     | ACCOUNT_TYPE_SETTLEMENT | ETH/DEC19 | 74700  | USD   |
       | party2 | market | ACCOUNT_TYPE_MARGIN     | ACCOUNT_TYPE_SETTLEMENT | ETH/DEC19 | 74700  | USD   |
       | party3 | market | ACCOUNT_TYPE_MARGIN     | ACCOUNT_TYPE_SETTLEMENT | ETH/DEC19 | 74700  | USD   |
       | market | aux    | ACCOUNT_TYPE_SETTLEMENT | ACCOUNT_TYPE_MARGIN     | ETH/DEC19 | 74700  | USD   |
       | market | party1 | ACCOUNT_TYPE_SETTLEMENT | ACCOUNT_TYPE_MARGIN     | ETH/DEC19 | 149400 | USD   |
-
-
-
-