Merge pull request #10619 from vegaprotocol/release/v0.74.1

Release/v0.74.1
vegaprotocol · Feb 12, 2024 · c58e8fc · c58e8fc
2 parents 43c0791 + ec33b5e
commit c58e8fc
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -19,6 +19,15 @@
 - [](https://github.com/vegaprotocol/vega/issues/xxx) -
 
 
+## 0.74.1
+
+### 🐛 Fixes
+
+- [10611](https://github.com/vegaprotocol/vega/issues/10611) - Added internal config price to update `perps`.
+- [10615](https://github.com/vegaprotocol/vega/issues/10615) - Fix oracle scaling function in internal composite price.
+- [10621](https://github.com/vegaprotocol/vega/issues/10516) - Fix market activity tracker storing incorrect data for previous `epochMakerFeesPaid`.
+
+
 ## 0.74.0
 
 ### 🚨 Breaking changes
@@ -838,6 +847,7 @@
 - [9793](https://github.com/vegaprotocol/vega/issues/9793) - Map network owner correctly in creating account from transfer.
 - [10516](https://github.com/vegaprotocol/vega/issues/10516) - Fix mapping of estimate position.
 
+
 ## 0.70.0
 
 ### 🚨 Breaking changes

diff --git a/core/execution/common/market_activity_tracker.go b/core/execution/common/market_activity_tracker.go
@@ -418,7 +418,7 @@ func (mt *marketTracker) clearFeeActivity() {
 		mt.epochTotalLpFees = mt.epochTotalLpFees[1:]
 	}
 	mt.epochMakerFeesReceived = append(mt.epochMakerFeesReceived, mt.makerFeesReceived)
-	mt.epochMakerFeesPaid = append(mt.epochMakerFeesReceived, mt.makerFeesPaid)
+	mt.epochMakerFeesPaid = append(mt.epochMakerFeesPaid, mt.makerFeesPaid)
 	mt.epochLpFees = append(mt.epochLpFees, mt.lpFees)
 	mt.makerFeesReceived = map[string]*num.Uint{}
 	mt.makerFeesPaid = map[string]*num.Uint{}

diff --git a/core/execution/future/market.go b/core/execution/future/market.go
@@ -621,6 +621,7 @@ func (m *Market) Update(ctx context.Context, config *types.Market, oracleEngine
 		} else if internalCompositePriceConfig != nil {
 			// it's a new index calculator
 			m.internalCompositePriceCalculator = NewCompositePriceCalculator(ctx, internalCompositePriceConfig, oracleEngine, m.timeService)
+			m.internalCompositePriceCalculator.setOraclePriceScalingFunc(m.scaleOracleData)
 		}
 	}
 

diff --git a/core/governance/engine.go b/core/governance/engine.go
@@ -1266,6 +1266,7 @@ func (e *Engine) updatedMarketFromProposal(p *proposal) (*types.Market, types.Pr
 				DataSourceSpecForSettlementData:     product.Perps.DataSourceSpecForSettlementData,
 				DataSourceSpecForSettlementSchedule: product.Perps.DataSourceSpecForSettlementSchedule,
 				DataSourceSpecBinding:               product.Perps.DataSourceSpecBinding,
+				InternalCompositePriceConfig:        product.Perps.InternalCompositePrice,
 			},
 		}
 	default:

diff --git a/core/integration/features/verified/rewards-over-window.feature b/core/integration/features/verified/rewards-over-window.feature
@@ -0,0 +1,116 @@
+Feature: Maker fees paid reward metric calculated correctly for time window
+
+  # Test checks bug where previous maker fees received were being stored in place of
+  # maker fees paid in the market activity tracker.
+
+  Background:
+
+    # Initialise the network
+    Given time is updated to "2023-01-01T00:00:00Z"
+    And the average block duration is "1"
+    And the following network parameters are set:
+      | name                                    | value |
+      | market.fee.factors.makerFee             | 0.001 |
+      | network.markPriceUpdateMaximumFrequency | 0s    |
+      | market.auction.minimumDuration          | 1     |
+      | validators.epoch.length                 | 60s   |
+      | limits.markets.maxPeggedOrders          | 4     |
+      | referralProgram.minStakedVegaTokens     | 0     |
+
+    # Initialise the markets
+    And the following assets are registered:
+      | id       | decimal places | quantum |
+      | USD-1-10 | 1              | 10      |
+    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 | sla params      | decimal places | position decimal places |
+      | ETH/USD-1-10 | ETH        | USD-1-10 | default-log-normal-risk-model | default-margin-calculator | 1                | default-none | default-none     | default-eth-for-future | 1e-3                   | 0                         | default-futures | 0              | 0                       |
+
+    # Initialise the parties
+    Given the parties deposit on asset's general account the following amount:
+      | party                                                            | asset    | amount      |
+      | lpprov                                                           | USD-1-10 | 10000000000 |
+      | aux1                                                             | USD-1-10 | 10000000    |
+      | aux2                                                             | USD-1-10 | 10000000    |
+      | referrer1                                                        | USD-1-10 | 10000000    |
+      | referee1                                                         | USD-1-10 | 10000000    |
+      | referee2                                                         | USD-1-10 | 10000000    |
+      | referee3                                                         | USD-1-10 | 10000000    |
+      | a3c024b4e23230c89884a54a813b1ecb4cb0f827a38641c66eeca466da6b2ddf | USD-1-10 | 10000000    |
+
+    # Exit opening auctions
+    Given the parties submit the following liquidity provision:
+      | id  | party  | market id    | commitment amount | fee  | lp type    |
+      | lp1 | lpprov | ETH/USD-1-10 | 1000000           | 0.01 | submission |
+    And the parties place the following pegged iceberg orders:
+      | party  | market id    | peak size | minimum visible size | side | pegged reference | volume | offset |
+      | lpprov | ETH/USD-1-10 | 5000      | 1000                 | buy  | BID              | 10000  | 1      |
+      | lpprov | ETH/USD-1-10 | 5000      | 1000                 | sell | ASK              | 10000  | 1      |
+    When the parties place the following orders:
+      | party | market id    | side | volume | price | resulting trades | type       | tif     |
+      | aux1  | ETH/USD-1-10 | buy  | 1      | 990   | 0                | TYPE_LIMIT | TIF_GTC |
+      | aux1  | ETH/USD-1-10 | buy  | 1      | 1000  | 0                | TYPE_LIMIT | TIF_GTC |
+      | aux1  | ETH/USD-1-10 | sell | 1      | 1000  | 0                | TYPE_LIMIT | TIF_GTC |
+      | aux2  | ETH/USD-1-10 | sell | 1      | 1100  | 0                | TYPE_LIMIT | TIF_GTC |
+    And the opening auction period ends for market "ETH/USD-1-10"
+    When the network moves ahead "1" blocks
+    And the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "ETH/USD-1-10"
+
+    # Create the teams
+    Given the parties create the following referral codes:
+      | party     | code            | is_team | team  |
+      | referrer1 | referral-code-1 | true    | team1 |
+      | referrer2 | referral-code-2 | true    | team2 |
+    And the parties apply the following referral codes:
+      | party    | code            | is_team | team  |
+      | referee1 | referral-code-1 | true    | team1 |
+      | referee2 | referral-code-2 | true    | team2 |
+      | referee3 | referral-code-2 | true    | team2 |
+    And the team "team1" has the following members:
+      | party     |
+      | referrer1 |
+      | referee1  |
+    And the team "team2" has the following members:
+      | party     |
+      | referrer2 |
+      | referee2  |
+      | referee3  |
+
+
+  Scenario: Party funds pool with recurring transfer scoping individuals
+
+    Given the parties submit the following recurring transfers:
+      | id | from                                                             | from_account_type    | to                                                               | to_account_type                     | entity_scope | teams | ntop | asset    | amount | start_epoch | end_epoch | factor | metric                          | metric_asset | markets      | window_length |
+      | 1  | a3c024b4e23230c89884a54a813b1ecb4cb0f827a38641c66eeca466da6b2ddf | ACCOUNT_TYPE_GENERAL | 0000000000000000000000000000000000000000000000000000000000000000 | ACCOUNT_TYPE_REWARD_MAKER_PAID_FEES | INDIVIDUALS  |       | 1    | USD-1-10 | 10000  | 1           |           | 1      | DISPATCH_METRIC_MAKER_FEES_PAID | USD-1-10     | ETH/USD-1-10 | 2             |
+    And the parties place the following orders:
+      | party     | market id    | side | volume | price | resulting trades | type       | tif     |
+      | referrer1 | ETH/USD-1-10 | sell | 10     | 1000  | 0                | TYPE_LIMIT | TIF_GTC |
+      | referee1  | ETH/USD-1-10 | buy  | 10     | 1000  | 1                | TYPE_LIMIT | TIF_GTC |
+      | referrer1 | ETH/USD-1-10 | sell | 10     | 1000  | 0                | TYPE_LIMIT | TIF_GTC |
+      | referee2  | ETH/USD-1-10 | buy  | 10     | 1000  | 1                | TYPE_LIMIT | TIF_GTC |
+      | referrer1 | ETH/USD-1-10 | sell | 5      | 1000  | 0                | TYPE_LIMIT | TIF_GTC |
+      | referee3  | ETH/USD-1-10 | buy  | 5      | 1000  | 1                | TYPE_LIMIT | TIF_GTC |
+    When the network moves ahead "1" epochs
+
+    Then "referee1" should have vesting account balance of "4000" for asset "USD-1-10"
+    And "referee2" should have vesting account balance of "4000" for asset "USD-1-10"
+    And "referee3" should have vesting account balance of "2000" for asset "USD-1-10"
+
+
+  Scenario: Party funds pool with recurring transfer scoping teams
+
+    Given the parties submit the following recurring transfers:
+      | id | from                                                             | from_account_type    | to                                                               | to_account_type                     | entity_scope | teams | ntop | asset    | amount | start_epoch | end_epoch | factor | metric                          | metric_asset | markets      | window_length |
+      | 1  | a3c024b4e23230c89884a54a813b1ecb4cb0f827a38641c66eeca466da6b2ddf | ACCOUNT_TYPE_GENERAL | 0000000000000000000000000000000000000000000000000000000000000000 | ACCOUNT_TYPE_REWARD_MAKER_PAID_FEES | TEAMS        |       | 1    | USD-1-10 | 10000  | 1           |           | 1      | DISPATCH_METRIC_MAKER_FEES_PAID | USD-1-10     | ETH/USD-1-10 | 2             |
+    And the parties place the following orders:
+      | party     | market id    | side | volume | price | resulting trades | type       | tif     |
+      | referrer1 | ETH/USD-1-10 | sell | 10     | 1000  | 0                | TYPE_LIMIT | TIF_GTC |
+      | referee1  | ETH/USD-1-10 | buy  | 10     | 1000  | 1                | TYPE_LIMIT | TIF_GTC |
+      | referrer1 | ETH/USD-1-10 | sell | 10     | 1000  | 0                | TYPE_LIMIT | TIF_GTC |
+      | referee2  | ETH/USD-1-10 | buy  | 10     | 1000  | 1                | TYPE_LIMIT | TIF_GTC |
+      | referrer1 | ETH/USD-1-10 | sell | 5      | 1000  | 0                | TYPE_LIMIT | TIF_GTC |
+      | referee3  | ETH/USD-1-10 | buy  | 5      | 1000  | 1                | TYPE_LIMIT | TIF_GTC |
+    When the network moves ahead "1" epochs
+
+    Then "referee1" should have vesting account balance of "5000" for asset "USD-1-10"
+    And "referee2" should have vesting account balance of "2500" for asset "USD-1-10"
+    And "referee3" should have vesting account balance of "2500" for asset "USD-1-10"
diff --git a/core/types/governance_update_market.go b/core/types/governance_update_market.go
@@ -520,6 +520,11 @@ func UpdateInstrumentConfigurationFromProto(p *vegapb.UpdateInstrumentConfigurat
 			upperBound = &d
 		}
 
+		var ipc *CompositePriceConfiguration
+		if pr.Perpetual.InternalCompositePriceConfiguration != nil {
+			ipc = CompositePriceConfigurationFromProto(pr.Perpetual.InternalCompositePriceConfiguration)
+		}
+
 		r.Product = &UpdateInstrumentConfigurationPerps{
 			Perps: &UpdatePerpsProduct{
 				QuoteName:                           pr.Perpetual.QuoteName,
@@ -533,6 +538,7 @@ func UpdateInstrumentConfigurationFromProto(p *vegapb.UpdateInstrumentConfigurat
 				DataSourceSpecForSettlementData:     *datasource.NewDefinitionWith(settlement),
 				DataSourceSpecForSettlementSchedule: *datasource.NewDefinitionWith(settlementSchedule),
 				DataSourceSpecBinding:               datasource.SpecBindingForPerpsFromProto(pr.Perpetual.DataSourceSpecBinding),
+				InternalCompositePrice:              ipc,
 			},
 		}
 	}
@@ -589,6 +595,7 @@ type UpdatePerpsProduct struct {
 	DataSourceSpecForSettlementData     dsdefinition.Definition
 	DataSourceSpecForSettlementSchedule dsdefinition.Definition
 	DataSourceSpecBinding               *datasource.SpecBindingForPerps
+	InternalCompositePrice              *CompositePriceConfiguration
 }
 
 func (p UpdatePerpsProduct) IntoProto() *vegapb.UpdatePerpetualProduct {
@@ -603,6 +610,11 @@ func (p UpdatePerpsProduct) IntoProto() *vegapb.UpdatePerpetualProduct {
 		upperBound = ptr.From(p.FundingRateUpperBound.String())
 	}
 
+	var ipc *vegapb.CompositePriceConfiguration
+	if p.InternalCompositePrice != nil {
+		ipc = p.InternalCompositePrice.IntoProto()
+	}
+
 	return &vegapb.UpdatePerpetualProduct{
 		QuoteName:                           p.QuoteName,
 		MarginFundingFactor:                 p.MarginFundingFactor.String(),
@@ -615,6 +627,7 @@ func (p UpdatePerpsProduct) IntoProto() *vegapb.UpdatePerpetualProduct {
 		DataSourceSpecForSettlementData:     p.DataSourceSpecForSettlementData.IntoProto(),
 		DataSourceSpecForSettlementSchedule: p.DataSourceSpecForSettlementSchedule.IntoProto(),
 		DataSourceSpecBinding:               p.DataSourceSpecBinding.IntoProto(),
+		InternalCompositePriceConfiguration: ipc,
 	}
 }
 
@@ -628,6 +641,7 @@ func (p UpdatePerpsProduct) DeepClone() *UpdatePerpsProduct {
 		DataSourceSpecForSettlementData:     *p.DataSourceSpecForSettlementData.DeepClone().(*dsdefinition.Definition),
 		DataSourceSpecForSettlementSchedule: *p.DataSourceSpecForSettlementSchedule.DeepClone().(*dsdefinition.Definition),
 		DataSourceSpecBinding:               p.DataSourceSpecBinding.DeepClone(),
+		InternalCompositePrice:              p.InternalCompositePrice.DeepClone(),
 	}
 }
 

diff --git a/protos/blockexplorer/api/v1/blockexplorer.pb.go b/protos/blockexplorer/api/v1/blockexplorer.pb.go
diff --git a/protos/data-node/api/v2/trading_data.pb.go b/protos/data-node/api/v2/trading_data.pb.go
diff --git a/protos/sources/blockexplorer/api/v1/blockexplorer.proto b/protos/sources/blockexplorer/api/v1/blockexplorer.proto
@@ -11,7 +11,7 @@ option go_package = "code.vegaprotocol.io/vega/protos/blockexplorer/api/v1";
 option (grpc.gateway.protoc_gen_openapiv2.options.openapiv2_swagger) = {
   info: {
     title: "Vega block explorer APIs";
-    version: "v0.74.0";
+    version: "v0.74.1";
   }
   schemes: [
     HTTP,

diff --git a/protos/sources/data-node/api/v2/trading_data.proto b/protos/sources/data-node/api/v2/trading_data.proto
@@ -17,7 +17,7 @@ option go_package = "code.vegaprotocol.io/vega/protos/data-node/api/v2";
 option (grpc.gateway.protoc_gen_openapiv2.options.openapiv2_swagger) = {
   info: {
     title: "Vega data node APIs";
-    version: "v0.74.0";
+    version: "v0.74.1";
   }
   schemes: [
     HTTP,

diff --git a/protos/sources/vega/api/v1/core.proto b/protos/sources/vega/api/v1/core.proto
@@ -12,7 +12,7 @@ option go_package = "code.vegaprotocol.io/vega/protos/vega/api/v1";
 option (grpc.gateway.protoc_gen_openapiv2.options.openapiv2_swagger) = {
   info: {
     title: "Vega core APIs";
-    version: "v0.74.0";
+    version: "v0.74.1";
   }
   schemes: [
     HTTP,

diff --git a/protos/sources/vega/api/v1/corestate.proto b/protos/sources/vega/api/v1/corestate.proto
@@ -13,7 +13,7 @@ option go_package = "code.vegaprotocol.io/vega/protos/vega/api/v1";
 option (grpc.gateway.protoc_gen_openapiv2.options.openapiv2_swagger) = {
   info: {
     title: "Vega core state APIs";
-    version: "v0.74.0";
+    version: "v0.74.1";
   }
   schemes: [
     HTTP,

diff --git a/protos/vega/api/v1/core.pb.go b/protos/vega/api/v1/core.pb.go
diff --git a/protos/vega/api/v1/corestate.pb.go b/protos/vega/api/v1/corestate.pb.go
diff --git a/version/version.go b/version/version.go
@@ -22,7 +22,7 @@ import (
 
 var (
 	cliVersionHash = ""
-	cliVersion     = "v0.74.0"
+	cliVersion     = "v0.74.1"
 )
 
 func init() {