Merge pull request #9764 from vegaprotocol/feat/9743

Add MakerFees to FeeStats

CHANGELOG.md

@@ -160,6 +160,7 @@
 - [2985](https://github.com/vegaprotocol/system-tests/issues/2985) - Coverage for insurance pool transfers, fix deadlock when terminating pending market through governance.
 - [9770](https://github.com/vegaprotocol/vega/issues/9770) - Fix `PnL` flickering bug.
 - [9785](https://github.com/vegaprotocol/vega/issues/9785) - Support transfers to network treasury.
+- [9743](https://github.com/vegaprotocol/system-tests/issues/9743) - Expose maker fees in fees stats API.
 
 ### 🐛 Fixes
 

core/execution/future/market.go

@@ -49,6 +49,7 @@ import (
 	"code.vegaprotocol.io/vega/libs/ptr"
 	"code.vegaprotocol.io/vega/logging"
 	vegapb "code.vegaprotocol.io/vega/protos/vega"
+
 	"golang.org/x/exp/maps"
 )
 
@@ -362,12 +363,10 @@ func (m *Market) OnEpochEvent(ctx context.Context, epoch types.Epoch) {
 		if !m.finalFeesDistributed {
 			m.liquidity.OnEpochEnd(ctx, m.timeService.GetTimeNow())
 		}
-		FeesStats := m.fee.GetFeesStatsOnEpochEnd()
-		FeesStats.Market = m.GetID()
-		FeesStats.EpochSeq = epoch.Seq
-		m.broker.Send(
-			events.NewFeesStatsEvent(ctx, FeesStats),
-		)
+		feesStats := m.fee.GetFeesStatsOnEpochEnd()
+		feesStats.Market = m.GetID()
+		feesStats.EpochSeq = epoch.Seq
+		m.broker.Send(events.NewFeesStatsEvent(ctx, feesStats))
 	}
 
 	m.updateLiquidityFee(ctx)

core/fee/engine.go

@@ -151,7 +151,7 @@ func (e *Engine) CalculateForContinuousMode(
 	}
 
 	var (
-		aggressor, maker             string
+		taker, maker                 string
 		totalFeeAmount               = num.UintZero()
 		totalInfrastructureFeeAmount = num.UintZero()
 		totalLiquidityFeeAmount      = num.UintZero()
@@ -162,29 +162,34 @@ func (e *Engine) CalculateForContinuousMode(
 		transfersRecv = make([]*types.Transfer, 0, len(trades)+2)
 	)
 
-	for _, v := range trades {
-		aggressor = v.Buyer
-		if v.Aggressor == types.SideSell {
-			aggressor = v.Seller
+	for _, trade := range trades {
+		taker = trade.Buyer
+		maker = trade.Seller
+		if trade.Aggressor == types.SideSell {
+			taker = trade.Seller
+			maker = trade.Buyer
 		}
-		fee, reward := e.applyDiscountsAndRewards(aggressor, e.calculateContinuousModeFees(v), referral, volumeDiscountService)
-		switch v.Aggressor {
+		fee, reward := e.applyDiscountsAndRewards(taker, e.calculateContinuousModeFees(trade), referral, volumeDiscountService)
+
+		e.feesStats.RegisterMakerFee(maker, taker, fee.MakerFee)
+
+		switch trade.Aggressor {
 		case types.SideBuy:
-			v.BuyerFee = fee
-			v.SellerFee = types.NewFee()
-			maker = v.Seller
+			trade.BuyerFee = fee
+			trade.SellerFee = types.NewFee()
+			maker = trade.Seller
 		case types.SideSell:
-			v.SellerFee = fee
-			v.BuyerFee = types.NewFee()
-			maker = v.Buyer
+			trade.SellerFee = fee
+			trade.BuyerFee = types.NewFee()
+			maker = trade.Buyer
 		}
 
 		totalFeeAmount.AddSum(fee.InfrastructureFee, fee.LiquidityFee, fee.MakerFee)
 		totalInfrastructureFeeAmount.AddSum(fee.InfrastructureFee)
 		totalLiquidityFeeAmount.AddSum(fee.LiquidityFee)
 		// create a transfer for the aggressor
 		transfers = append(transfers, &types.Transfer{
-			Owner: aggressor,
+			Owner: taker,
 			Amount: &types.FinancialAmount{
 				Asset:  e.asset,
 				Amount: fee.MakerFee.Clone(),
@@ -211,7 +216,7 @@ func (e *Engine) CalculateForContinuousMode(
 
 	// now create transfer for the infrastructure
 	transfers = append(transfers, &types.Transfer{
-		Owner: aggressor,
+		Owner: taker,
 		Amount: &types.FinancialAmount{
 			Asset:  e.asset,
 			Amount: totalInfrastructureFeeAmount,
@@ -220,7 +225,7 @@ func (e *Engine) CalculateForContinuousMode(
 	})
 	// now create transfer for the liquidity
 	transfers = append(transfers, &types.Transfer{
-		Owner: aggressor,
+		Owner: taker,
 		Amount: &types.FinancialAmount{
 			Asset:  e.asset,
 			Amount: totalLiquidityFeeAmount,
@@ -230,9 +235,9 @@ func (e *Engine) CalculateForContinuousMode(
 
 	// if there's a referral reward - add transfers for it
 	if !totalRewardAmount.IsZero() {
-		referrer, _ := referral.GetReferrer(types.PartyID(aggressor))
+		referrer, _ := referral.GetReferrer(types.PartyID(taker))
 		transfers = append(transfers, &types.Transfer{
-			Owner: aggressor,
+			Owner: taker,
 			Amount: &types.FinancialAmount{
 				Asset:  e.asset,
 				Amount: totalRewardAmount.Clone(),
@@ -250,7 +255,7 @@ func (e *Engine) CalculateForContinuousMode(
 	}
 
 	return &feesTransfer{
-		totalFeesAmountsPerParty: map[string]*num.Uint{aggressor: totalFeeAmount, maker: num.UintZero()},
+		totalFeesAmountsPerParty: map[string]*num.Uint{taker: totalFeeAmount, maker: num.UintZero()},
 		transfers:                append(transfers, transfersRecv...),
 	}, nil
 }

core/fee/rebate_stats.go

@@ -25,6 +25,12 @@ import (
 )
 
 type FeesStats struct {
+	// TotalMakerFeesReceived is the total maker fees received by the maker side.
+	// maker -> amount
+	TotalMakerFeesReceived map[string]*num.Uint
+	// MakerFeesGenerated tracks maker fees paid by taker (aggressor) to the maker.
+	// taker -> maker -> amount
+	MakerFeesGenerated       map[string]map[string]*num.Uint
 	TotalRewardsPaid         map[string]*num.Uint
 	ReferrerRewardsGenerated map[string]map[string]*num.Uint
 	RefereeDiscountApplied   map[string]*num.Uint
@@ -33,6 +39,8 @@ type FeesStats struct {
 
 func NewFeesStats() *FeesStats {
 	return &FeesStats{
+		TotalMakerFeesReceived:   map[string]*num.Uint{},
+		MakerFeesGenerated:       map[string]map[string]*num.Uint{},
 		TotalRewardsPaid:         map[string]*num.Uint{},
 		ReferrerRewardsGenerated: map[string]map[string]*num.Uint{},
 		RefereeDiscountApplied:   map[string]*num.Uint{},
@@ -64,9 +72,46 @@ func NewFeesStatsFromProto(fsp *eventspb.FeesStats) *FeesStats {
 		fs.ReferrerRewardsGenerated[v.Referrer] = rg
 	}
 
+	for _, v := range fsp.TotalMakerFeesReceived {
+		fs.TotalMakerFeesReceived[v.Party] = num.MustUintFromString(v.Amount, 10)
+	}
+
+	for _, f := range fsp.MakerFeesGenerated {
+		rg := map[string]*num.Uint{}
+		for _, pa := range f.MakerFeesPaid {
+			rg[pa.Party] = num.MustUintFromString(pa.Amount, 10)
+		}
+
+		fs.MakerFeesGenerated[f.Taker] = rg
+	}
+
 	return fs
 }
 
+func (f *FeesStats) RegisterMakerFee(makerID, takerID string, amount *num.Uint) {
+	total, ok := f.TotalMakerFeesReceived[makerID]
+	if !ok {
+		total = num.NewUint(0)
+		f.TotalMakerFeesReceived[makerID] = total
+	}
+
+	total.Add(total, amount)
+
+	makerFeesGenerated, ok := f.MakerFeesGenerated[takerID]
+	if !ok {
+		makerFeesGenerated = map[string]*num.Uint{}
+		f.MakerFeesGenerated[takerID] = makerFeesGenerated
+	}
+
+	makerTally, ok := makerFeesGenerated[makerID]
+	if !ok {
+		makerTally = num.NewUint(0)
+		makerFeesGenerated[makerID] = makerTally
+	}
+
+	makerTally.Add(makerTally, amount)
+}
+
 func (f *FeesStats) RegisterReferrerReward(
 	referrer, referee string,
 	amount *num.Uint,
@@ -121,6 +166,8 @@ func (f *FeesStats) ToProto(asset string) *eventspb.FeesStats {
 		ReferrerRewardsGenerated: make([]*eventspb.ReferrerRewardsGenerated, 0, len(f.ReferrerRewardsGenerated)),
 		RefereesDiscountApplied:  make([]*eventspb.PartyAmount, 0, len(f.RefereeDiscountApplied)),
 		VolumeDiscountApplied:    make([]*eventspb.PartyAmount, 0, len(f.VolumeDiscountApplied)),
+		TotalMakerFeesReceived:   make([]*eventspb.PartyAmount, 0, len(f.TotalMakerFeesReceived)),
+		MakerFeesGenerated:       make([]*eventspb.MakerFeesGenerated, 0, len(f.MakerFeesGenerated)),
 	}
 
 	totalRewardsPaidParties := maps.Keys(f.TotalRewardsPaid)
@@ -179,5 +226,41 @@ func (f *FeesStats) ToProto(asset string) *eventspb.FeesStats {
 		fs.ReferrerRewardsGenerated = append(fs.ReferrerRewardsGenerated, rewardsGenerated)
 	}
 
+	totalMakerFeesReceivedParties := maps.Keys(f.TotalMakerFeesReceived)
+	sort.Strings(totalMakerFeesReceivedParties)
+	for _, maker := range totalMakerFeesReceivedParties {
+		amount := f.TotalMakerFeesReceived[maker]
+		fs.TotalMakerFeesReceived = append(fs.TotalMakerFeesReceived, &eventspb.PartyAmount{
+			Party:  maker,
+			Amount: amount.String(),
+		})
+	}
+
+	makerFeesGeneratedParties := maps.Keys(f.MakerFeesGenerated)
+	sort.Strings(makerFeesGeneratedParties)
+	for _, taker := range makerFeesGeneratedParties {
+		makersAmounts := f.MakerFeesGenerated[taker]
+
+		rewardsGenerated := &eventspb.MakerFeesGenerated{
+			Taker:         taker,
+			MakerFeesPaid: make([]*eventspb.PartyAmount, 0, len(makersAmounts)),
+		}
+
+		makersAmountsParties := maps.Keys(makersAmounts)
+		sort.Strings(makersAmountsParties)
+		for _, maker := range makersAmountsParties {
+			amount := makersAmounts[maker]
+			rewardsGenerated.MakerFeesPaid = append(
+				rewardsGenerated.MakerFeesPaid,
+				&eventspb.PartyAmount{
+					Party:  maker,
+					Amount: amount.String(),
+				},
+			)
+		}
+
+		fs.MakerFeesGenerated = append(fs.MakerFeesGenerated, rewardsGenerated)
+	}
+
 	return fs
 }

datanode/api/trading_data_v2.go

@@ -4450,7 +4450,7 @@ func (t *TradingDataServiceV2) GetFeesStats(ctx context.Context, req *v2.GetFees
 		assetID = ptr.From(entities.AssetID(*req.AssetId))
 	}
 
-	stats, err := t.feesStatsService.GetFeesStats(ctx, marketID, assetID, req.EpochSeq, req.Referrer, req.Referee)
+	stats, err := t.feesStatsService.GetFeesStats(ctx, marketID, assetID, req.EpochSeq, req.PartyId)
 	if err != nil {
 		return nil, formatE(ErrGetFeesStats, err)
 	}

datanode/entities/fees_stats.go

@@ -0,0 +1,49 @@
+package entities
+
+import (
+	"time"
+
+	eventspb "code.vegaprotocol.io/vega/protos/vega/events/v1"
+)
+
+type FeesStats struct {
+	MarketID                 MarketID
+	AssetID                  AssetID
+	EpochSeq                 uint64
+	TotalRewardsPaid         []*eventspb.PartyAmount
+	ReferrerRewardsGenerated []*eventspb.ReferrerRewardsGenerated
+	RefereesDiscountApplied  []*eventspb.PartyAmount
+	VolumeDiscountApplied    []*eventspb.PartyAmount
+	TotalMakerFeesReceived   []*eventspb.PartyAmount
+	MakerFeesGenerated       []*eventspb.MakerFeesGenerated
+	VegaTime                 time.Time
+}
+
+func FeesStatsFromProto(proto *eventspb.FeesStats, vegaTime time.Time) *FeesStats {
+	return &FeesStats{
+		MarketID:                 MarketID(proto.Market),
+		AssetID:                  AssetID(proto.Asset),
+		EpochSeq:                 proto.EpochSeq,
+		TotalRewardsPaid:         proto.TotalRewardsPaid,
+		ReferrerRewardsGenerated: proto.ReferrerRewardsGenerated,
+		RefereesDiscountApplied:  proto.RefereesDiscountApplied,
+		VolumeDiscountApplied:    proto.VolumeDiscountApplied,
+		TotalMakerFeesReceived:   proto.TotalMakerFeesReceived,
+		MakerFeesGenerated:       proto.MakerFeesGenerated,
+		VegaTime:                 vegaTime,
+	}
+}
+
+func (stats *FeesStats) ToProto() *eventspb.FeesStats {
+	return &eventspb.FeesStats{
+		Market:                   stats.MarketID.String(),
+		Asset:                    stats.AssetID.String(),
+		EpochSeq:                 stats.EpochSeq,
+		TotalRewardsPaid:         stats.TotalRewardsPaid,
+		ReferrerRewardsGenerated: stats.ReferrerRewardsGenerated,
+		RefereesDiscountApplied:  stats.RefereesDiscountApplied,
+		VolumeDiscountApplied:    stats.VolumeDiscountApplied,
+		TotalMakerFeesReceived:   stats.TotalMakerFeesReceived,
+		MakerFeesGenerated:       stats.MakerFeesGenerated,
+	}
+}

datanode/entities/referral_set_stats.go

@@ -54,17 +54,6 @@ type (
 		SetID    string
 		PartyID  string
 	}
-
-	FeesStats struct {
-		MarketID                 MarketID
-		AssetID                  AssetID
-		EpochSeq                 uint64
-		TotalRewardsPaid         []*eventspb.PartyAmount
-		ReferrerRewardsGenerated []*eventspb.ReferrerRewardsGenerated
-		RefereesDiscountApplied  []*eventspb.PartyAmount
-		VolumeDiscountApplied    []*eventspb.PartyAmount
-		VegaTime                 time.Time
-	}
 )
 
 func (s FlattenReferralSetStats) Cursor() *Cursor {
@@ -120,28 +109,3 @@ func ReferralSetStatsFromProto(proto *eventspb.ReferralSetStatsUpdated, vegaTime
 		RewardsFactorMultiplier:               proto.RewardsFactorMultiplier,
 	}, nil
 }
-
-func FeesStatsFromProto(proto *eventspb.FeesStats, vegaTime time.Time) *FeesStats {
-	return &FeesStats{
-		MarketID:                 MarketID(proto.Market),
-		AssetID:                  AssetID(proto.Asset),
-		EpochSeq:                 proto.EpochSeq,
-		TotalRewardsPaid:         proto.TotalRewardsPaid,
-		ReferrerRewardsGenerated: proto.ReferrerRewardsGenerated,
-		RefereesDiscountApplied:  proto.RefereesDiscountApplied,
-		VolumeDiscountApplied:    proto.VolumeDiscountApplied,
-		VegaTime:                 vegaTime,
-	}
-}
-
-func (stats *FeesStats) ToProto() *eventspb.FeesStats {
-	return &eventspb.FeesStats{
-		Market:                   stats.MarketID.String(),
-		Asset:                    stats.AssetID.String(),
-		EpochSeq:                 stats.EpochSeq,
-		TotalRewardsPaid:         stats.TotalRewardsPaid,
-		ReferrerRewardsGenerated: stats.ReferrerRewardsGenerated,
-		RefereesDiscountApplied:  stats.RefereesDiscountApplied,
-		VolumeDiscountApplied:    stats.VolumeDiscountApplied,
-	}
-}

datanode/gateway/graphql/fees_stats_resolver.go

@@ -43,6 +43,10 @@ func (r *feesStatsResolver) Epoch(_ context.Context, obj *eventspb.FeesStats) (i
 	return int(obj.EpochSeq), nil
 }
 
+func (r *feesStatsResolver) TotalMakeFeesReceived(_ context.Context, obj *eventspb.FeesStats) ([]*eventspb.PartyAmount, error) {
+	return obj.TotalMakerFeesReceived, nil
+}
+
 func (r *referrerRewardsGeneratedResolver) ReferrerID(_ context.Context, obj *eventspb.ReferrerRewardsGenerated) (string, error) {
 	return obj.Referrer, nil
 }