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feat: new mark price methodology #10295

Merged
merged 3 commits into from
Jan 9, 2024
Merged

feat: new mark price methodology #10295

merged 3 commits into from
Jan 9, 2024

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ze97286
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@ze97286 ze97286 commented Dec 27, 2023 •
edited by gordsport
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Closes #10294

  • implements the new mark price methodology spec
  • does not support additional oracles in governance or market framework
  • in feature tests mark price methodology defaults to existing (last trade price)
  • does not support spots
{"system-tests":"mark_price_config"}

Tests

close https://github.com/vegaprotocol/core-test-coverage/issues/529
close https://github.com/vegaprotocol/core-test-coverage/issues/531
close https://github.com/vegaprotocol/core-test-coverage/issues/545
close https://github.com/vegaprotocol/core-test-coverage/issues/547

@ze97286 ze97286 requested review from candida-d, gordsport and a team as code owners December 27, 2023 11:39
@ze97286 ze97286 force-pushed the mark_price branch 3 times, most recently from 89df4b8 to 0fe1dd4 Compare December 27, 2023 12:07
candida-d
candida-d reviewed Dec 27, 2023
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🍌

commands/proposal_submission_update_market_test.go Outdated Show resolved Hide resolved
protos/sources/vega/governance.proto Outdated Show resolved Hide resolved
@ze97286 ze97286 requested a review from a team as a code owner December 29, 2023 13:44
@ze97286 ze97286 force-pushed the mark_price branch 7 times, most recently from 084ea7c to 5d14847 Compare December 29, 2023 21:07
@davidsiska-vega davidsiska-vega mentioned this pull request Jan 2, 2024
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@ze97286 ze97286 requested a review from a team as a code owner January 2, 2024 15:37
@ze97286 ze97286 force-pushed the mark_price branch 7 times, most recently from 23355dd to 915b248 Compare January 5, 2024 20:55
@ze97286 ze97286 force-pushed the mark_price branch 4 times, most recently from 3d8c08b to 08fceb7 Compare January 8, 2024 18:22
candida-d
candida-d reviewed Jan 8, 2024
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protos/sources/vega/governance.proto Outdated Show resolved Hide resolved
protos/sources/vega/governance.proto Outdated Show resolved Hide resolved
protos/sources/vega/markets.proto Outdated Show resolved Hide resolved
Jiajia-Cui
Jiajia-Cui approved these changes Jan 9, 2024
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LGTM

EVODelavega
EVODelavega reviewed Jan 9, 2024
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core/execution/future/market_snapshot.go
@@ -329,6 +334,7 @@ func (m *Market) GetState() *types.ExecMarket {
FeeSplitter: m.feeSplitter.GetState(),
SettlementData: sp,
NextMTM: m.nextMTM.UnixNano(),
NextIndexPriceCalc: m.nextIndexPriceCalc.UnixNano(),
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out of scope, but I predict we'll be adding this to market data before too long

@ze97286 ze97286 merged commit 7cabfb3 into develop Jan 9, 2024
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@ze97286 ze97286 deleted the mark_price branch January 9, 2024 10:30
@gordsport gordsport added the feature new feature to be developed label Feb 6, 2024
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@wwestgarth wwestgarth wwestgarth left review comments

@EVODelavega EVODelavega EVODelavega approved these changes

@candida-d candida-d candida-d approved these changes

@Jiajia-Cui Jiajia-Cui Jiajia-Cui approved these changes

@gordsport gordsport Awaiting requested review from gordsport

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[Feature]: New mark price methodology
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@ze97286 @EVODelavega @wwestgarth @candida-d @Jiajia-Cui @gordsport