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feat: buyback and treasury fees + split reward/discount components #11431

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merged 1 commit into from
Aug 5, 2024
Merged

feat: buyback and treasury fees + split reward/discount components #11431

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2 changes: 2 additions & 0 deletions CHANGELOG.md
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Original file line number Diff line number Diff line change
Expand Up @@ -12,6 +12,8 @@

### 🛠 Improvements

- [11428](https://github.com/vegaprotocol/vega/issues/11428) - Add buy back and treasury fee and separate discount/reward factors.
- [11468](https://github.com/vegaprotocol/vega/issues/11468) - Added support for volume rebate program.
- [11459](https://github.com/vegaprotocol/vega/issues/11459) - Deprecate time weight position reward metric and replace it with time weighted notional.

### 🐛 Fixes
Expand Down
14 changes: 14 additions & 0 deletions cmd/data-node/commands/start/sqlsubscribers.go
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Original file line number Diff line number Diff line change
Expand Up @@ -84,6 +84,8 @@ type SQLSubscribers struct {
timeWeightedNotionalPositionStore *sqlstore.TimeWeightedNotionalPosition
gameScoreStore *sqlstore.GameScores
ammPoolsStore *sqlstore.AMMPools
volumeRebateStatsStore *sqlstore.VolumeRebateStats
volumeRebateProgramsStore *sqlstore.VolumeRebatePrograms

// Services
candleService *candlesv2.Svc
Expand Down Expand Up @@ -142,6 +144,8 @@ type SQLSubscribers struct {
timeWeightedNotionalPositionService *service.TimeWeightedNotionalPosition
gameScoreService *service.GameScore
ammPoolsService *service.AMMPools
volumeRebateStatsService *service.VolumeRebateStats
volumeRebateProgramService *service.VolumeRebatePrograms

// Subscribers
accountSub *sqlsubscribers.Account
Expand Down Expand Up @@ -196,6 +200,8 @@ type SQLSubscribers struct {
timeWeightedNotionalPositionSub *sqlsubscribers.TimeWeightedNotionalPosition
gameScoreSub *sqlsubscribers.GameScore
ammPoolsSub *sqlsubscribers.AMMPools
volumeRebateStatsSub *sqlsubscribers.VolumeRebateStatsUpdated
volumeRebateProgramSub *sqlsubscribers.VolumeRebateProgram
}

func (s *SQLSubscribers) GetSQLSubscribers() []broker.SQLBrokerSubscriber {
Expand Down Expand Up @@ -254,6 +260,8 @@ func (s *SQLSubscribers) GetSQLSubscribers() []broker.SQLBrokerSubscriber {
s.timeWeightedNotionalPositionSub,
s.gameScoreSub,
s.ammPoolsSub,
s.volumeRebateProgramSub,
s.volumeRebateStatsSub,
}
}

Expand Down Expand Up @@ -317,6 +325,8 @@ func (s *SQLSubscribers) CreateAllStores(ctx context.Context, Log *logging.Logge
s.timeWeightedNotionalPositionStore = sqlstore.NewTimeWeightedNotionalPosition(transactionalConnectionSource)
s.gameScoreStore = sqlstore.NewGameScores(transactionalConnectionSource)
s.ammPoolsStore = sqlstore.NewAMMPools(transactionalConnectionSource)
s.volumeRebateStatsStore = sqlstore.NewVolumeRebateStats(transactionalConnectionSource)
s.volumeRebateProgramsStore = sqlstore.NewVolumeRebatePrograms(transactionalConnectionSource)
}

func (s *SQLSubscribers) SetupServices(ctx context.Context, log *logging.Logger, cfg service.Config, candlesConfig candlesv2.Config) error {
Expand Down Expand Up @@ -374,6 +384,8 @@ func (s *SQLSubscribers) SetupServices(ctx context.Context, log *logging.Logger,
s.timeWeightedNotionalPositionService = service.NewTimeWeightedNotionalPosition(s.timeWeightedNotionalPositionStore)
s.gameScoreService = service.NewGameScore(s.gameScoreStore, log)
s.ammPoolsService = service.NewAMMPools(s.ammPoolsStore)
s.volumeRebateStatsService = service.NewVolumeRebateStats(s.volumeRebateStatsStore)
s.volumeRebateProgramService = service.NewVolumeRebatePrograms(s.volumeRebateProgramsStore)

s.marketDepthService = service.NewMarketDepth(
cfg.MarketDepth,
Expand Down Expand Up @@ -455,5 +467,7 @@ func (s *SQLSubscribers) SetupSQLSubscribers() {
s.marginModesSub = sqlsubscribers.NewMarginModes(s.marginModesService)
s.timeWeightedNotionalPositionSub = sqlsubscribers.NewTimeWeightedNotionalPosition(s.timeWeightedNotionalPositionService)
s.gameScoreSub = sqlsubscribers.NewGameScore(s.gameScoreStore)
s.volumeRebateStatsSub = sqlsubscribers.NewVolumeRebateStatsUpdated(s.volumeRebateStatsService)
s.volumeRebateProgramSub = sqlsubscribers.NewVolumeRebateProgram(s.volumeRebateProgramService)
s.ammPoolsSub = sqlsubscribers.NewAMMPools(s.ammPoolsService, s.marketDepthService)
}
98 changes: 79 additions & 19 deletions commands/proposal_submission.go
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Original file line number Diff line number Diff line change
Expand Up @@ -454,14 +454,26 @@ func checkVolumeBenefitTier(index int, tier *vegapb.VolumeBenefitTier) Errors {
errs.AddForProperty(propertyPath+".minimum_running_notional_taker_volume", ErrMustBePositive)
}
}
if len(tier.VolumeDiscountFactor) == 0 {
errs.AddForProperty(propertyPath+".volume_discount_factor", ErrIsRequired)
if tier.VolumeDiscountFactors == nil {
errs.AddForProperty(propertyPath+".volume_discount_factors", ErrIsRequired)
} else {
rdf, err := num.DecimalFromString(tier.VolumeDiscountFactor)
rdf, err := num.DecimalFromString(tier.VolumeDiscountFactors.MakerDiscountFactor)
if err != nil {
errs.AddForProperty(propertyPath+".volume_discount_factor", ErrIsNotValidNumber)
errs.AddForProperty(propertyPath+".volume_discount_factors.maker_discount_factor", ErrIsNotValidNumber)
} else if rdf.IsNegative() {
errs.AddForProperty(propertyPath+".volume_discount_factor", ErrMustBePositiveOrZero)
errs.AddForProperty(propertyPath+".volume_discount_factors.maker_discount_factor", ErrMustBePositiveOrZero)
}
rdf, err = num.DecimalFromString(tier.VolumeDiscountFactors.LiquidityDiscountFactor)
if err != nil {
errs.AddForProperty(propertyPath+".volume_discount_factors.liquidity_discount_factor", ErrIsNotValidNumber)
} else if rdf.IsNegative() {
errs.AddForProperty(propertyPath+".volume_discount_factors.liquidity_discount_factor", ErrMustBePositiveOrZero)
}
rdf, err = num.DecimalFromString(tier.VolumeDiscountFactors.InfrastructureDiscountFactor)
if err != nil {
errs.AddForProperty(propertyPath+".volume_discount_factors.infrastructure_discount_factor", ErrIsNotValidNumber)
} else if rdf.IsNegative() {
errs.AddForProperty(propertyPath+".volume_discount_factors.infrastructure_discount_factor", ErrMustBePositiveOrZero)
}
}
return errs
Expand Down Expand Up @@ -494,25 +506,73 @@ func checkBenefitTier(index int, tier *vegapb.BenefitTier) Errors {
}
}

if len(tier.ReferralRewardFactor) == 0 {
errs.AddForProperty(propertyPath+".referral_reward_factor", ErrIsRequired)
if tier.ReferralRewardFactors == nil {
errs.AddForProperty(propertyPath+".referral_reward_factors", ErrIsRequired)
} else {
rrf, err := num.DecimalFromString(tier.ReferralRewardFactor)
if err != nil {
errs.AddForProperty(propertyPath+".referral_reward_factor", ErrIsNotValidNumber)
} else if rrf.IsNegative() {
errs.AddForProperty(propertyPath+".referral_reward_factor", ErrMustBePositiveOrZero)
if len(tier.ReferralRewardFactors.InfrastructureRewardFactor) == 0 {
errs.AddForProperty(propertyPath+".referral_reward_factors.infrastructure_reward_factor", ErrIsRequired)
} else {
rrf, err := num.DecimalFromString(tier.ReferralRewardFactors.InfrastructureRewardFactor)
if err != nil {
errs.AddForProperty(propertyPath+".referral_reward_factors.infrastructure_reward_factor", ErrIsNotValidNumber)
} else if rrf.IsNegative() {
errs.AddForProperty(propertyPath+".referral_reward_factors.infrastructure_reward_factor", ErrMustBePositiveOrZero)
}
}
if len(tier.ReferralRewardFactors.MakerRewardFactor) == 0 {
errs.AddForProperty(propertyPath+".referral_reward_factors.maker_reward_factor", ErrIsRequired)
} else {
rrf, err := num.DecimalFromString(tier.ReferralRewardFactors.MakerRewardFactor)
if err != nil {
errs.AddForProperty(propertyPath+".referral_reward_factors.maker_reward_factor", ErrIsNotValidNumber)
} else if rrf.IsNegative() {
errs.AddForProperty(propertyPath+".referral_reward_factors.maker_reward_factor", ErrMustBePositiveOrZero)
}
}
if len(tier.ReferralRewardFactors.LiquidityRewardFactor) == 0 {
errs.AddForProperty(propertyPath+".referral_reward_factors.liquidity_reward_factor", ErrIsRequired)
} else {
rrf, err := num.DecimalFromString(tier.ReferralRewardFactors.LiquidityRewardFactor)
if err != nil {
errs.AddForProperty(propertyPath+".referral_reward_factors.liquidity_reward_factor", ErrIsNotValidNumber)
} else if rrf.IsNegative() {
errs.AddForProperty(propertyPath+".referral_reward_factors.liquidity_reward_factor", ErrMustBePositiveOrZero)
}
}
}

if len(tier.ReferralDiscountFactor) == 0 {
errs.AddForProperty(propertyPath+".referral_discount_factor", ErrIsRequired)
if tier.ReferralDiscountFactors == nil {
errs.AddForProperty(propertyPath+".referral_discount_factors", ErrIsRequired)
} else {
rdf, err := num.DecimalFromString(tier.ReferralDiscountFactor)
if err != nil {
errs.AddForProperty(propertyPath+".referral_discount_factor", ErrIsNotValidNumber)
} else if rdf.IsNegative() {
errs.AddForProperty(propertyPath+".referral_discount_factor", ErrMustBePositiveOrZero)
if len(tier.ReferralDiscountFactors.InfrastructureDiscountFactor) == 0 {
errs.AddForProperty(propertyPath+".referral_discount_factors.infrastructure_discount_factor", ErrIsRequired)
} else {
rrf, err := num.DecimalFromString(tier.ReferralDiscountFactors.InfrastructureDiscountFactor)
if err != nil {
errs.AddForProperty(propertyPath+".referral_discount_factors.infrastructure_discount_factor", ErrIsNotValidNumber)
} else if rrf.IsNegative() {
errs.AddForProperty(propertyPath+".referral_discount_factors.infrastructure_discount_factor", ErrMustBePositiveOrZero)
}
}
if len(tier.ReferralDiscountFactors.MakerDiscountFactor) == 0 {
errs.AddForProperty(propertyPath+".referral_discount_factors.maker_discount_factor", ErrIsRequired)
} else {
rrf, err := num.DecimalFromString(tier.ReferralDiscountFactors.MakerDiscountFactor)
if err != nil {
errs.AddForProperty(propertyPath+".referral_discount_factors.maker_discount_factor", ErrIsNotValidNumber)
} else if rrf.IsNegative() {
errs.AddForProperty(propertyPath+".referral_discount_factors.maker_discount_factor", ErrMustBePositiveOrZero)
}
}
if len(tier.ReferralDiscountFactors.LiquidityDiscountFactor) == 0 {
errs.AddForProperty(propertyPath+".referral_discount_factors.liquidity_discount_factor", ErrIsRequired)
} else {
rrf, err := num.DecimalFromString(tier.ReferralDiscountFactors.LiquidityDiscountFactor)
if err != nil {
errs.AddForProperty(propertyPath+".referral_discount_factors.liquidity_discount_factor", ErrIsNotValidNumber)
} else if rrf.IsNegative() {
errs.AddForProperty(propertyPath+".referral_discount_factors.liquidity_discount_factor", ErrMustBePositiveOrZero)
}
}
}

Expand Down
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