feat: Add eligible keys filter to reward transfers

CHANGELOG.md

@@ -29,7 +29,8 @@
 - [11533](https://github.com/vegaprotocol/vega/issues/11533) - Suppose per party fee discounts in fee estimation.
 - [11577](https://github.com/vegaprotocol/vega/issues/11577) - Add API for party discounts and rewards.
 - [10716](https://github.com/vegaprotocol/vega/issues/10716) - Set Tendermint defaults during init.
--[11624](https://github.com/vegaprotocol/vega/issues/11624) - prevent creation of rewards with no payout, but with high computational cost.
+- [11624](https://github.com/vegaprotocol/vega/issues/11624) - prevent creation of rewards with no payout, but with high computational cost.
+- [11627](https://github.com/vegaprotocol/vega/issues/11627) - Add eligible keys filter to reward transfers. 
 
 ### 🐛 Fixes
 

core/banking/engine.go

@@ -109,7 +109,7 @@ type Topology interface {
 type MarketActivityTracker interface {
 	CalculateMetricForIndividuals(ctx context.Context, ds *vega.DispatchStrategy) []*types.PartyContributionScore
 	CalculateMetricForTeams(ctx context.Context, ds *vega.DispatchStrategy) ([]*types.PartyContributionScore, map[string][]*types.PartyContributionScore)
-	GetMarketsWithEligibleProposer(asset string, markets []string, payoutAsset string, funder string) []*types.MarketContributionScore
+	GetMarketsWithEligibleProposer(asset string, markets []string, payoutAsset string, funder string, eligibleKeys []string) []*types.MarketContributionScore
 	MarkPaidProposer(asset, market, payoutAsset string, marketsInScope []string, funder string)
 	MarketTrackedForAsset(market, asset string) bool
 	TeamStatsForMarkets(allMarketsForAssets, onlyTheseMarkets []string) map[string]map[string]*num.Uint

core/banking/gov_transfers.go

@@ -233,7 +233,7 @@ func (e *Engine) processGovernanceTransfer(
 		ds := gTransfer.Config.RecurringTransferConfig.DispatchStrategy
 		// if the metric is market value we make the transfer to the market account (as opposed to the metric's hash account)
 		if ds.Metric == vegapb.DispatchMetric_DISPATCH_METRIC_MARKET_VALUE {
-			marketProposersScore := e.marketActivityTracker.GetMarketsWithEligibleProposer(ds.AssetForMetric, ds.Markets, gTransfer.Config.Asset, gTransfer.Config.Source)
+			marketProposersScore := e.marketActivityTracker.GetMarketsWithEligibleProposer(ds.AssetForMetric, ds.Markets, gTransfer.Config.Asset, gTransfer.Config.Source, ds.EligibleKeys)
 			for _, fms := range marketProposersScore {
 				amt, _ := num.UintFromDecimal(transferAmount.ToDecimal().Mul(fms.Score))
 				if amt.IsZero() {

core/banking/recurring_transfers.go

@@ -307,7 +307,7 @@ func (e *Engine) distributeRecurringTransfers(ctx context.Context, newEpoch uint
 				// different to how all other metric based rewards behave. The reason is that we need the context of the funder
 				// and this context is lost when the transfer has already gone through
 				if v.DispatchStrategy.Metric == vegapb.DispatchMetric_DISPATCH_METRIC_MARKET_VALUE {
-					marketProposersScore := e.marketActivityTracker.GetMarketsWithEligibleProposer(v.DispatchStrategy.AssetForMetric, v.DispatchStrategy.Markets, v.Asset, v.From)
+					marketProposersScore := e.marketActivityTracker.GetMarketsWithEligibleProposer(v.DispatchStrategy.AssetForMetric, v.DispatchStrategy.Markets, v.Asset, v.From, v.DispatchStrategy.EligibleKeys)
 					for _, fms := range marketProposersScore {
 						amt, _ := num.UintFromDecimal(amount.ToDecimal().Mul(fms.Score))
 						if amt.IsZero() {

core/execution/common/market_activity_tracker.go

@@ -344,7 +344,12 @@ func (mat *MarketActivityTracker) RemoveAMMParty(asset, marketID, ammParty strin
 
 // GetMarketsWithEligibleProposer gets all the markets within the given asset (or just all the markets in scope passed as a parameter) that
 // are eligible for proposer bonus.
-func (mat *MarketActivityTracker) GetMarketsWithEligibleProposer(asset string, markets []string, payoutAsset string, funder string) []*types.MarketContributionScore {
+func (mat *MarketActivityTracker) GetMarketsWithEligibleProposer(asset string, markets []string, payoutAsset string, funder string, eligibleKeys []string) []*types.MarketContributionScore {
+	eligibleKeySet := make(map[string]struct{}, len(eligibleKeys))
+	for _, ek := range eligibleKeys {
+		eligibleKeySet[ek] = struct{}{}
+	}
+
 	var mkts []string
 	if len(markets) > 0 {
 		mkts = markets
@@ -377,7 +382,10 @@ func (mat *MarketActivityTracker) GetMarketsWithEligibleProposer(asset string, m
 	for _, a := range assets {
 		for _, v := range mkts {
 			if t, ok := mat.getMarketTracker(a, v); ok && (len(asset) == 0 || t.asset == asset) && mat.IsMarketEligibleForBonus(a, v, payoutAsset, markets, funder) {
-				eligibleMarkets = append(eligibleMarkets, v)
+				proposer := mat.GetProposer(v)
+				if _, ok := eligibleKeySet[proposer]; len(eligibleKeySet) == 0 || ok {
+					eligibleMarkets = append(eligibleMarkets, v)
+				}
 			}
 		}
 	}
@@ -844,6 +852,19 @@ func (mat *MarketActivityTracker) getPartiesInScope(ds *vega.DispatchStrategy) [
 	} else if ds.IndividualScope == vega.IndividualScope_INDIVIDUAL_SCOPE_AMM {
 		parties = sortedK(mat.GetAllAMMParties(ds.AssetForMetric, ds.Markets))
 	}
+	if len(ds.EligibleKeys) > 0 {
+		eligibleParties := make([]string, 0, len(parties))
+		ep := make(map[string]struct{}, len(ds.EligibleKeys))
+		for _, ek := range ds.EligibleKeys {
+			ep[ek] = struct{}{}
+		}
+		for _, pp := range parties {
+			if _, ok := ep[pp]; ok {
+				eligibleParties = append(eligibleParties, pp)
+			}
+		}
+		parties = eligibleParties
+	}
 	return parties
 }
 

core/execution/common/market_activity_tracker_test.go

@@ -1185,12 +1185,14 @@ func TestMarketProposerBonusScenarios(t *testing.T) {
 	tracker.MarketProposed("asset2", "market6", "me2")
 
 	// no trading done so far so expect no one to be eligible for bonus
-	require.Equal(t, 0, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{}, "VEGA", "zohar")))
-	require.Equal(t, 0, len(tracker.GetMarketsWithEligibleProposer("asset2", []string{}, "VEGA", "zohar")))
+	require.Equal(t, 0, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{}, "VEGA", "zohar", []string{})))
+	require.Equal(t, 0, len(tracker.GetMarketsWithEligibleProposer("asset2", []string{}, "VEGA", "zohar", []string{})))
 
 	// market1 goes above the threshold only it should be eligible
 	tracker.AddValueTraded("asset1", "market1", num.NewUint(5001))
-	require.Equal(t, 1, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{"market1", "market2", "market3"}, "VEGA", "zohar")))
+	require.Equal(t, 1, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{"market1", "market2", "market3"}, "VEGA", "zohar", []string{})))
+	require.Equal(t, 1, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{"market1", "market2", "market3"}, "VEGA", "zohar", []string{"me"})))
+	require.Equal(t, 0, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{"market1", "market2", "market3"}, "VEGA", "zohar", []string{"not me"})))
 	require.True(t, tracker.IsMarketEligibleForBonus("asset1", "market1", "VEGA", []string{"market1", "market2", "market3"}, "zohar"))
 	require.False(t, tracker.IsMarketEligibleForBonus("asset1", "market2", "VEGA", []string{"market1", "market2", "market3"}, "zohar"))
 	require.False(t, tracker.IsMarketEligibleForBonus("asset1", "market3", "VEGA", []string{"market1", "market2", "market3"}, "zohar"))
@@ -1200,7 +1202,11 @@ func TestMarketProposerBonusScenarios(t *testing.T) {
 	// now market 2 and 3 become eligible
 	tracker.AddValueTraded("asset1", "market2", num.NewUint(5001))
 	tracker.AddValueTraded("asset1", "market3", num.NewUint(5001))
-	require.Equal(t, 2, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{"market1", "market2", "market3"}, "VEGA", "zohar")))
+	require.Equal(t, 2, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{"market1", "market2", "market3"}, "VEGA", "zohar", []string{})))
+	require.Equal(t, 2, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{"market1", "market2", "market3"}, "VEGA", "zohar", []string{"me", "me2"})))
+	require.Equal(t, 1, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{"market1", "market2", "market3"}, "VEGA", "zohar", []string{"me", "not me"})))
+	require.Equal(t, 1, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{"market1", "market2", "market3"}, "VEGA", "zohar", []string{"me2", "not me"})))
+	require.Equal(t, 0, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{"market1", "market2", "market3"}, "VEGA", "zohar", []string{"not me"})))
 
 	// show that only markets 2 and 3 are now eligible with this combo
 	require.False(t, tracker.IsMarketEligibleForBonus("asset1", "market1", "VEGA", []string{"market1", "market2", "market3"}, "zohar"))
@@ -1212,14 +1218,14 @@ func TestMarketProposerBonusScenarios(t *testing.T) {
 
 	// now market4 goes above the threshold but no one gets paid by this combo
 	tracker.AddValueTraded("asset1", "market4", num.NewUint(5001))
-	require.Equal(t, 0, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{"market1", "market2", "market3"}, "VEGA", "zohar")))
+	require.Equal(t, 0, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{"market1", "market2", "market3"}, "VEGA", "zohar", []string{})))
 	require.False(t, tracker.IsMarketEligibleForBonus("asset1", "market1", "VEGA", []string{"market1", "market2", "market3"}, "zohar"))
 	require.False(t, tracker.IsMarketEligibleForBonus("asset1", "market2", "VEGA", []string{"market1", "market2", "market3"}, "zohar"))
 	require.False(t, tracker.IsMarketEligibleForBonus("asset1", "market3", "VEGA", []string{"market1", "market2", "market3"}, "zohar"))
 	require.False(t, tracker.IsMarketEligibleForBonus("asset1", "market4", "VEGA", []string{"market1", "market2", "market3"}, "zohar"))
 
 	// now "all" is funded by zohar
-	require.Equal(t, 4, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{}, "VEGA", "zohar")))
+	require.Equal(t, 4, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{}, "VEGA", "zohar", []string{})))
 	require.True(t, tracker.IsMarketEligibleForBonus("asset1", "market1", "VEGA", []string{}, "zohar"))
 	require.True(t, tracker.IsMarketEligibleForBonus("asset1", "market2", "VEGA", []string{}, "zohar"))
 	require.True(t, tracker.IsMarketEligibleForBonus("asset1", "market3", "VEGA", []string{}, "zohar"))
@@ -1231,14 +1237,14 @@ func TestMarketProposerBonusScenarios(t *testing.T) {
 	tracker.MarkPaidProposer("asset1", "market4", "VEGA", []string{}, "zohar")
 
 	// everyone were paid so next time no one is eligible
-	require.Equal(t, 0, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{}, "VEGA", "zohar")))
+	require.Equal(t, 0, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{}, "VEGA", "zohar", []string{})))
 
 	// a new market is proposed and gets over the limit
 	tracker.MarketProposed("asset1", "market7", "mememe")
 	tracker.AddValueTraded("asset1", "market7", num.NewUint(5001))
 
 	// only the new market should be eligible for the "all" combo funded by zohar
-	require.Equal(t, 1, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{}, "VEGA", "zohar")))
+	require.Equal(t, 1, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{}, "VEGA", "zohar", []string{})))
 	require.False(t, tracker.IsMarketEligibleForBonus("asset1", "market1", "VEGA", []string{}, "zohar"))
 	require.False(t, tracker.IsMarketEligibleForBonus("asset1", "market2", "VEGA", []string{}, "zohar"))
 	require.False(t, tracker.IsMarketEligibleForBonus("asset1", "market3", "VEGA", []string{}, "zohar"))
@@ -1247,10 +1253,10 @@ func TestMarketProposerBonusScenarios(t *testing.T) {
 	tracker.MarkPaidProposer("asset1", "market7", "VEGA", []string{}, "zohar")
 
 	// check that they are no longer eligible for this combo of all
-	require.Equal(t, 0, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{}, "VEGA", "zohar")))
+	require.Equal(t, 0, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{}, "VEGA", "zohar", []string{})))
 
 	// check new combo
-	require.Equal(t, 3, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{"market1", "market3", "market7"}, "VEGA", "zohar")))
+	require.Equal(t, 3, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{"market1", "market3", "market7"}, "VEGA", "zohar", []string{})))
 	require.True(t, tracker.IsMarketEligibleForBonus("asset1", "market1", "VEGA", []string{"market1", "market3", "market7"}, "zohar"))
 	require.False(t, tracker.IsMarketEligibleForBonus("asset1", "market2", "VEGA", []string{"market1", "market3", "market7"}, "zohar"))
 	require.True(t, tracker.IsMarketEligibleForBonus("asset1", "market3", "VEGA", []string{"market1", "market3", "market7"}, "zohar"))
@@ -1262,10 +1268,10 @@ func TestMarketProposerBonusScenarios(t *testing.T) {
 	tracker.MarkPaidProposer("asset1", "market7", "VEGA", []string{"market1", "market3", "market7"}, "zohar")
 
 	// now that they're marked as paid check they're no longer eligible
-	require.Equal(t, 0, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{"market1", "market3", "market7"}, "VEGA", "zohar")))
+	require.Equal(t, 0, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{"market1", "market3", "market7"}, "VEGA", "zohar", []string{})))
 
 	// check new asset for the same combo
-	require.Equal(t, 3, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{"market1", "market3", "market7"}, "USDC", "zohar")))
+	require.Equal(t, 3, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{"market1", "market3", "market7"}, "USDC", "zohar", []string{})))
 	require.True(t, tracker.IsMarketEligibleForBonus("asset1", "market1", "USDC", []string{"market1", "market3", "market7"}, "zohar"))
 	require.False(t, tracker.IsMarketEligibleForBonus("asset1", "market2", "USDC", []string{"market1", "market3", "market7"}, "zohar"))
 	require.True(t, tracker.IsMarketEligibleForBonus("asset1", "market3", "USDC", []string{"market1", "market3", "market7"}, "zohar"))
@@ -1277,10 +1283,10 @@ func TestMarketProposerBonusScenarios(t *testing.T) {
 	tracker.MarkPaidProposer("asset1", "market7", "USDC", []string{"market1", "market3", "market7"}, "zohar")
 
 	// now that they're marked as paid check they're no longer eligible
-	require.Equal(t, 0, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{"market1", "market3", "market7"}, "USDC", "zohar")))
+	require.Equal(t, 0, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{"market1", "market3", "market7"}, "USDC", "zohar", []string{})))
 
 	// check new funder for the all combo
-	require.Equal(t, 5, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{}, "VEGA", "jeremy")))
+	require.Equal(t, 5, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{}, "VEGA", "jeremy", []string{})))
 	require.True(t, tracker.IsMarketEligibleForBonus("asset1", "market1", "VEGA", []string{}, "jeremy"))
 	require.True(t, tracker.IsMarketEligibleForBonus("asset1", "market2", "VEGA", []string{}, "jeremy"))
 	require.True(t, tracker.IsMarketEligibleForBonus("asset1", "market3", "VEGA", []string{}, "jeremy"))
@@ -1292,7 +1298,7 @@ func TestMarketProposerBonusScenarios(t *testing.T) {
 	tracker.MarkPaidProposer("asset1", "market3", "VEGA", []string{}, "jeremy")
 	tracker.MarkPaidProposer("asset1", "market4", "VEGA", []string{}, "jeremy")
 	tracker.MarkPaidProposer("asset1", "market7", "VEGA", []string{}, "jeremy")
-	require.Equal(t, 0, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{}, "VEGA", "jeremy")))
+	require.Equal(t, 0, len(tracker.GetMarketsWithEligibleProposer("asset1", []string{}, "VEGA", "jeremy", []string{})))
 }
 
 func TestNotionalMetric(t *testing.T) {

core/integration/steps/transfers.go

@@ -154,7 +154,7 @@ func PartiesSubmitRecurringTransfers(
 func parseRecurringTransferTable(table *godog.Table) []RowWrapper {
 	return StrictParseTable(table, []string{
 		"id", "from", "from_account_type", "to", "to_account_type", "asset", "amount", "start_epoch", "end_epoch", "factor",
-	}, []string{"metric", "metric_asset", "markets", "lock_period", "window_length", "entity_scope", "individual_scope", "teams", "ntop", "staking_requirement", "notional_requirement", "distribution_strategy", "ranks", "cap_reward_fee_multiple", "transfer_interval", "error"})
+	}, []string{"metric", "metric_asset", "markets", "lock_period", "window_length", "entity_scope", "individual_scope", "teams", "ntop", "staking_requirement", "notional_requirement", "distribution_strategy", "ranks", "cap_reward_fee_multiple", "transfer_interval", "eligible_keys", "error"})
 }
 
 func rowToRecurringTransfer(r RowWrapper) *types.RecurringTransfer {
@@ -198,6 +198,11 @@ func rowToRecurringTransfer(r RowWrapper) *types.RecurringTransfer {
 			transferInterval = &interval
 		}
 
+		var eligibleKeys []string
+		if r.HasColumn("eligible_keys") {
+			eligibleKeys = r.StrSlice("eligible_keys", ",")
+		}
+
 		distributionStrategy := proto.DistributionStrategy_DISTRIBUTION_STRATEGY_PRO_RATA
 		var ranks []*proto.Rank
 		if r.HasColumn("distribution_strategy") {
@@ -288,6 +293,7 @@ func rowToRecurringTransfer(r RowWrapper) *types.RecurringTransfer {
 			NotionalTimeWeightedAveragePositionRequirement: notionalRequirement,
 			RankTable:        ranks,
 			TransferInterval: transferInterval,
+			EligibleKeys:     eligibleKeys,
 		}
 		if capRewardFeeMultiple != "" {
 			dispatchStrategy.CapRewardFeeMultiple = &capRewardFeeMultiple