AMM rewards should be sent to the owner's key

CHANGELOG.md

@@ -30,7 +30,7 @@
 - [11127](https://github.com/vegaprotocol/vega/issues/11127) - Price monitoring engine should record all observations with the same weight
 - [10995](https://github.com/vegaprotocol/vega/issues/10995) - Liquidation range defined by its own parameter.
 - [11167](https://github.com/vegaprotocol/vega/issues/11167) - Add realised return reward metric.
-- [11165] (https://github.com/vegaprotocol/vega/issues/11165) - Include negative returns in relative returns reward metric.
+- [11165](https://github.com/vegaprotocol/vega/issues/11165) - Include negative returns in relative returns reward metric.
 - [11151](https://github.com/vegaprotocol/vega/issues/11151) - Remove name field from the spot markets.
 - [11170](https://github.com/vegaprotocol/vega/issues/11170) - Add transfer interval support.
 - [11143](https://github.com/vegaprotocol/vega/issues/11143) - Add support for new asset proposal in batch governance proposal.
@@ -40,6 +40,7 @@
 - [11143](https://github.com/vegaprotocol/vega/issues/11143) - Add support for new asset proposal in batch governance proposal
 - [11182](https://github.com/vegaprotocol/vega/issues/11182) - Remove reduce only restriction on spot markets stop orders.
 - [11153](https://github.com/vegaprotocol/vega/issues/11153) - Add check on start-up that bridge `RPC-endpoints` are functional.
+- [11211](https://github.com/vegaprotocol/vega/issues/11211) - Liquidation engine includes `vAMM` shapes as available volume.
 
 ### 🐛 Fixes
 
@@ -82,6 +83,8 @@
 - [11193](https://github.com/vegaprotocol/vega/issues/11193) - Fix loading of liquidation strategy from proto with missing data. 
 - [11200](https://github.com/vegaprotocol/vega/issues/11200) - Make sure a party can afford the trades before they are submitted to the book. 
 - [11205](https://github.com/vegaprotocol/vega/issues/11205) - Evaluate transfer interval correctly. 
+- [10374](https://github.com/vegaprotocol/vega/issues/10374) - Add transfer ID to recurring governance transfer ledger entries.
+
 ## 0.75.0
 
 ### 🚨 Breaking changes
@@ -166,6 +169,7 @@
 
 - [10702](https://github.com/vegaprotocol/vega/pull/10700) - Use second precision in `GetMarginIncrease()` so that perpetual product uses second precision everywhere.
 - [10698](https://github.com/vegaprotocol/vega/issues/10698) - Prevent `L2` from making too many `RPC` calls.
+- [971](https://github.com/vegaprotocol/core-test-coverage/issues/971) - Add `AMM` support to the integration test framework.
 
 ## 0.74.2
 
@@ -200,6 +204,9 @@
 - [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/10621) - Fix market activity tracker storing incorrect data for previous `epochMakerFeesPaid`.
+- [10643](https://github.com/vegaprotocol/vega/issues/10643) - Games `API` not showing quantum values and added filter for team and party.
+
+## 0.74.0
 
 ### 🚨 Breaking changes
 

cmd/data-node/commands/start/node.go

@@ -240,6 +240,7 @@ func (l *NodeCommand) createGRPCServer(config api.Config) *api.GRPCServer {
 		l.gamesService,
 		l.marginModesService,
 		l.timeWeightedNotionalPositionService,
+		l.ammPoolsService,
 	)
 	return grpcServer
 }

cmd/data-node/commands/start/sqlsubscribers.go

@@ -82,6 +82,7 @@ type SQLSubscribers struct {
 	gamesStore                        *sqlstore.Games
 	marginModesStore                  *sqlstore.MarginModes
 	timeWeightedNotionalPositionStore *sqlstore.TimeWeightedNotionalPosition
+	ammPoolsStore                     *sqlstore.AMMPools
 
 	// Services
 	candleService                       *candlesv2.Svc
@@ -138,6 +139,7 @@ type SQLSubscribers struct {
 	gamesService                        *service.Games
 	marginModesService                  *service.MarginModes
 	timeWeightedNotionalPositionService *service.TimeWeightedNotionalPosition
+	ammPoolsService                     *service.AMMPools
 
 	// Subscribers
 	accountSub                      *sqlsubscribers.Account
@@ -190,6 +192,7 @@ type SQLSubscribers struct {
 	transactionResultsSub           *sqlsubscribers.TransactionResults
 	marginModesSub                  *sqlsubscribers.MarginModes
 	timeWeightedNotionalPositionSub *sqlsubscribers.TimeWeightedNotionalPosition
+	ammPoolsSub                     *sqlsubscribers.AMMPools
 }
 
 func (s *SQLSubscribers) GetSQLSubscribers() []broker.SQLBrokerSubscriber {
@@ -246,6 +249,7 @@ func (s *SQLSubscribers) GetSQLSubscribers() []broker.SQLBrokerSubscriber {
 		s.transactionResultsSub,
 		s.marginModesSub,
 		s.timeWeightedNotionalPositionSub,
+		s.ammPoolsSub,
 	}
 }
 
@@ -307,6 +311,7 @@ func (s *SQLSubscribers) CreateAllStores(ctx context.Context, Log *logging.Logge
 	s.gamesStore = sqlstore.NewGames(transactionalConnectionSource)
 	s.marginModesStore = sqlstore.NewMarginModes(transactionalConnectionSource)
 	s.timeWeightedNotionalPositionStore = sqlstore.NewTimeWeightedNotionalPosition(transactionalConnectionSource)
+	s.ammPoolsStore = sqlstore.NewAMMPools(transactionalConnectionSource)
 }
 
 func (s *SQLSubscribers) SetupServices(ctx context.Context, log *logging.Logger, candlesConfig candlesv2.Config) error {
@@ -363,6 +368,7 @@ func (s *SQLSubscribers) SetupServices(ctx context.Context, log *logging.Logger,
 	s.gamesService = service.NewGames(s.gamesStore)
 	s.marginModesService = service.NewMarginModes(s.marginModesStore)
 	s.timeWeightedNotionalPositionService = service.NewTimeWeightedNotionalPosition(s.timeWeightedNotionalPositionStore)
+	s.ammPoolsService = service.NewAMMPools(s.ammPoolsStore)
 
 	s.transactionResultsSub = sqlsubscribers.NewTransactionResults(log)
 	s.transactionResultsService = service.NewTransactionResults(s.transactionResultsSub)
@@ -432,4 +438,5 @@ func (s *SQLSubscribers) SetupSQLSubscribers() {
 	s.vestingSummarySub = sqlsubscribers.NewVestingBalancesSummary(s.partyVestingBalancesStore, s.partyLockedBalancesStore)
 	s.marginModesSub = sqlsubscribers.NewMarginModes(s.marginModesService)
 	s.timeWeightedNotionalPositionSub = sqlsubscribers.NewTimeWeightedNotionalPosition(s.timeWeightedNotionalPositionService)
+	s.ammPoolsSub = sqlsubscribers.NewAMMPools(s.ammPoolsService)
 }

commands/amend_amm.go

@@ -0,0 +1,129 @@
+// Copyright (C) 2023 Gobalsky Labs Limited
+//
+// This program is free software: you can redistribute it and/or modify
+// it under the terms of the GNU Affero General Public License as
+// published by the Free Software Foundation, either version 3 of the
+// License, or (at your option) any later version.
+//
+// This program is distributed in the hope that it will be useful,
+// but WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+// GNU Affero General Public License for more details.
+//
+// You should have received a copy of the GNU Affero General Public License
+// along with this program.  If not, see <http://www.gnu.org/licenses/>.
+
+package commands
+
+import (
+	"math/big"
+
+	"code.vegaprotocol.io/vega/libs/num"
+	commandspb "code.vegaprotocol.io/vega/protos/vega/commands/v1"
+)
+
+func CheckAmendAMM(cmd *commandspb.AmendAMM) error {
+	return checkAmendAMM(cmd).ErrorOrNil()
+}
+
+func checkAmendAMM(cmd *commandspb.AmendAMM) Errors {
+	errs := NewErrors()
+
+	if cmd == nil {
+		return errs.FinalAddForProperty("amend_amm", ErrIsRequired)
+	}
+
+	if len(cmd.MarketId) <= 0 {
+		errs.AddForProperty("amend_amm.market_id", ErrIsRequired)
+	} else if !IsVegaID(cmd.MarketId) {
+		errs.AddForProperty("amend_amm.market_id", ErrShouldBeAValidVegaID)
+	}
+
+	if len(cmd.SlippageTolerance) <= 0 {
+		errs.AddForProperty("amend_amm.slippage_tolerance", ErrIsRequired)
+	} else if slippageTolerance, err := num.DecimalFromString(cmd.SlippageTolerance); err != nil {
+		errs.AddForProperty("amend_amm.slippage_tolerance", ErrIsNotValidNumber)
+	} else if slippageTolerance.LessThanOrEqual(num.DecimalZero()) || slippageTolerance.GreaterThan(num.DecimalOne()) {
+		errs.AddForProperty("amend_amm.slippage_tolerance", ErrMustBeBetween01)
+	}
+
+	var hasUpdate bool
+
+	if cmd.CommitmentAmount != nil {
+		hasUpdate = true
+		if amount, _ := big.NewInt(0).SetString(*cmd.CommitmentAmount, 10); amount == nil {
+			errs.FinalAddForProperty("amend_amm.commitment_amount", ErrIsNotValidNumber)
+		} else if amount.Cmp(big.NewInt(0)) <= 0 {
+			errs.AddForProperty("amend_amm.commitment_amount", ErrMustBePositive)
+		}
+	}
+
+	if cmd.ProposedFee != nil {
+		hasUpdate = true
+		if proposedFee, err := num.DecimalFromString(*cmd.ProposedFee); err != nil {
+			errs.AddForProperty("amend_amm.proposed_fee", ErrIsNotValid)
+		} else if proposedFee.LessThanOrEqual(num.DecimalZero()) {
+			errs.AddForProperty("amend_amm.proposed_fee", ErrMustBePositive)
+		}
+	}
+
+	if cmd.ConcentratedLiquidityParameters != nil {
+		if cmd.ConcentratedLiquidityParameters.Base != nil {
+			hasUpdate = true
+			if amount, _ := big.NewInt(0).SetString(*cmd.ConcentratedLiquidityParameters.Base, 10); amount == nil {
+				errs.FinalAddForProperty("amend_amm.concentrated_liquidity_parameters.base", ErrIsNotValidNumber)
+			} else if amount.Cmp(big.NewInt(0)) <= 0 {
+				errs.AddForProperty("amend_amm.concentrated_liquidity_parameters.base", ErrMustBePositive)
+			}
+		}
+		if cmd.ConcentratedLiquidityParameters.LowerBound != nil {
+			hasUpdate = true
+			if amount, _ := big.NewInt(0).SetString(*cmd.ConcentratedLiquidityParameters.LowerBound, 10); amount == nil {
+				errs.FinalAddForProperty("amend_amm.concentrated_liquidity_parameters.lower_bound", ErrIsNotValidNumber)
+			} else if amount.Cmp(big.NewInt(0)) <= 0 {
+				errs.AddForProperty("amend_amm.concentrated_liquidity_parameters.lower_bound", ErrMustBePositive)
+			}
+		}
+		if cmd.ConcentratedLiquidityParameters.UpperBound != nil {
+			hasUpdate = true
+			if amount, _ := big.NewInt(0).SetString(*cmd.ConcentratedLiquidityParameters.UpperBound, 10); amount == nil {
+				errs.FinalAddForProperty("amend_amm.concentrated_liquidity_parameters.upper_bound", ErrIsNotValidNumber)
+			} else if amount.Cmp(big.NewInt(0)) <= 0 {
+				errs.AddForProperty("amend_amm.concentrated_liquidity_parameters.upper_bound", ErrMustBePositive)
+			}
+		}
+
+		if cmd.ConcentratedLiquidityParameters.LeverageAtUpperBound != nil {
+			hasUpdate = true
+			if leverage, err := num.DecimalFromString(*cmd.ConcentratedLiquidityParameters.LeverageAtUpperBound); err != nil {
+				errs.AddForProperty("amend_amm.concentrated_liquidity_parameters.leverage_at_upper_bound", ErrIsNotValidNumber)
+			} else if leverage.LessThan(num.DecimalZero()) {
+				errs.AddForProperty("amend_amm.concentrated_liquidity_parameters.leverage_at_upper_bound", ErrMustBePositive)
+			}
+		}
+
+		if cmd.ConcentratedLiquidityParameters.LeverageAtLowerBound != nil {
+			hasUpdate = true
+			if leverage, err := num.DecimalFromString(*cmd.ConcentratedLiquidityParameters.LeverageAtLowerBound); err != nil {
+				errs.AddForProperty("amend_amm.concentrated_liquidity_parameters.leverage_at_lower_bound", ErrIsNotValidNumber)
+			} else if leverage.LessThan(num.DecimalZero()) {
+				errs.AddForProperty("amend_amm.concentrated_liquidity_parameters.leverage_at_lower_bound", ErrMustBePositive)
+			}
+		}
+
+		if len(cmd.SlippageTolerance) <= 0 {
+			errs.AddForProperty("submit_amm.slippage_tolerance", ErrIsRequired)
+		} else if slippageTolerance, err := num.DecimalFromString(cmd.SlippageTolerance); err != nil {
+			errs.AddForProperty("submit_amm.slippage_tolerance", ErrIsNotValidNumber)
+		} else if slippageTolerance.LessThan(num.DecimalZero()) {
+			errs.AddForProperty("submit_amm.slippage_tolerance", ErrMustBePositive)
+		}
+	}
+
+	// no update, but also no error, invalid
+	if !hasUpdate && errs.Empty() {
+		errs.FinalAdd(ErrNoUpdatesProvided)
+	}
+
+	return errs
+}