Release v0.78.3

CHANGELOG.md

@@ -19,6 +19,16 @@
 - [](https://github.com/vegaprotocol/vega/issues/xxx)
 
 
+## 0.78.3
+
+### 🐛 Fixes
+
+- [11664](https://github.com/vegaprotocol/vega/issues/11664) - Remove unneeded check for market length in `GetPartyStats`.
+- [11662](https://github.com/vegaprotocol/vega/issues/11662) - Remove reference to public from query.
+- [11665](https://github.com/vegaprotocol/vega/issues/11665) - Delay the final termination of a transfer to the following epoch.
+- [11672](https://github.com/vegaprotocol/vega/issues/11672) - Add missing fees in GraphQL bindings.
+- [11668](https://github.com/vegaprotocol/vega/issues/11668) - Market depth for `AMM's` when stepping over fair-price adds volume.
+
 ## 0.78.2
 
 ### 🛠 Improvements
@@ -33,6 +43,7 @@
 - [11650](https://github.com/vegaprotocol/vega/issues/11650) - Add include sub accounts flag to `listPositions`.
 - [11641](https://github.com/vegaprotocol/vega/issues/11641) - Panic with pegged orders.
 - [11646](https://github.com/vegaprotocol/vega/issues/11646) - Add tier numbers to API.
+- [11665](https://github.com/vegaprotocol/vega/issues/11665) - Delay the final termination of a transfer to the following epoch.
 
 
 ## 0.78.1
@@ -66,6 +77,9 @@
 - [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.
+- [11512](https://github.com/vegaprotocol/vega/issues/11512) - Add loss socialisation amounts to funding payment API.
+- [11627](https://github.com/vegaprotocol/vega/issues/11627) - Add eligible keys filter to reward transfers.
+
 
 ### 🐛 Fixes
 

core/banking/recurring_transfers.go

@@ -363,13 +363,6 @@ func (e *Engine) distributeRecurringTransfers(ctx context.Context, newEpoch uint
 		}
 
 		tresps = append(tresps, resps...)
-
-		// if we don't have anymore
-		if v.EndEpoch != nil && *v.EndEpoch == e.currentEpoch {
-			v.Status = types.TransferStatusDone
-			transfersDone = append(transfersDone, events.NewRecurringTransferFundsEvent(ctx, v, e.getGameID(v)))
-			doneIDs = append(doneIDs, v.ID)
-		}
 	}
 
 	// send events

core/banking/recurring_transfers_test.go

@@ -148,6 +148,8 @@ func TestMaturation(t *testing.T) {
 	e.OnEpoch(context.Background(), types.Epoch{Seq: 11, Action: vega.EpochAction_EPOCH_ACTION_END})
 	e.OnEpoch(context.Background(), types.Epoch{Seq: 12, Action: vega.EpochAction_EPOCH_ACTION_START})
 	e.OnEpoch(context.Background(), types.Epoch{Seq: 12, Action: vega.EpochAction_EPOCH_ACTION_END})
+	e.OnEpoch(context.Background(), types.Epoch{Seq: 13, Action: vega.EpochAction_EPOCH_ACTION_START})
+	e.OnEpoch(context.Background(), types.Epoch{Seq: 13, Action: vega.EpochAction_EPOCH_ACTION_END})
 
 	require.Equal(t, 10, len(seenEvts))
 	stoppedIDs := map[string]struct{}{}

core/integration/features/transfers/recurring_transfers.feature

@@ -132,7 +132,7 @@ Scenario: As a user I can create a recurring transfer that decreases over time w
     Then "576380694832d9271682e86fffbbcebc09ca79c259baa5d4d0298e12ecdee303" should have general account balance of "21900" for asset "VEGA"
 
     # end of epoch 5 - the transfer is ended so can't be cancelled
-    When the network moves ahead "7" blocks
+    When the network moves ahead "8" blocks
     Then "a7c4b181ef9bf5e9029a016f854e4ad471208020fd86187d07f0b420004f06a4" should have general account balance of "962005" for asset "VEGA"
     Then "576380694832d9271682e86fffbbcebc09ca79c259baa5d4d0298e12ecdee303" should have general account balance of "25330" for asset "VEGA"
 
@@ -174,7 +174,7 @@ Scenario: As a user I can create a recurring transfer that decreases over time w
     Then "576380694832d9271682e86fffbbcebc09ca79c259baa5d4d0298e12ecdee303" should have general account balance of "21900" for asset "VEGA"
 
     # end of epoch 5 - the transfer is ended so can't be cancelled
-    When the network moves ahead "7" blocks
+    When the network moves ahead "8" blocks
     Then "a7c4b181ef9bf5e9029a016f854e4ad471208020fd86187d07f0b420004f06a4" should have general account balance of "956340" for asset "VEGA"
     Then "576380694832d9271682e86fffbbcebc09ca79c259baa5d4d0298e12ecdee303" should have general account balance of "25330" for asset "VEGA"
 

datanode/gateway/graphql/resolvers.go

@@ -3043,6 +3043,8 @@ func (r *myTradeResolver) BuyerFee(_ context.Context, obj *vegapb.Trade) (*Trade
 		fee.LiquidityFee = obj.BuyerFee.LiquidityFee
 		fee.LiquidityFeeReferralDiscount = setIfExists(obj.BuyerFee.LiquidityFeeReferrerDiscount)
 		fee.LiquidityFeeVolumeDiscount = setIfExists(obj.BuyerFee.LiquidityFeeVolumeDiscount)
+		fee.TreasuryFee = obj.BuyerFee.TreasuryFee
+		fee.BuyBackFee = obj.BuyerFee.BuyBackFee
 	}
 	return &fee, nil
 }
@@ -3068,6 +3070,8 @@ func (r *myTradeResolver) SellerFee(_ context.Context, obj *vegapb.Trade) (*Trad
 		fee.LiquidityFee = obj.SellerFee.LiquidityFee
 		fee.LiquidityFeeReferralDiscount = setIfExists(obj.SellerFee.LiquidityFeeReferrerDiscount)
 		fee.LiquidityFeeVolumeDiscount = setIfExists(obj.SellerFee.LiquidityFeeVolumeDiscount)
+		fee.TreasuryFee = obj.SellerFee.TreasuryFee
+		fee.BuyBackFee = obj.SellerFee.BuyBackFee
 	}
 
 	return &fee, nil

datanode/service/market_depth_amm.go

@@ -244,6 +244,8 @@ func (m *MarketDepth) expandByLevels(pool entities.AMMPool, levels []*level, pri
 
 	estimated := []bool{}
 	orders := []*types.Order{}
+
+	extraVolume := int64(0)
 	for i := range levels {
 		if i == len(levels)-1 {
 			break
@@ -296,20 +298,32 @@ func (m *MarketDepth) expandByLevels(pool entities.AMMPool, levels []*level, pri
 			side = types.SideSell
 			retPrice = level2.price
 
-			// if we've stepped over the pool's position we need to split the step
+			// if we've stepped over the pool's position we need to split the volume and add it to the outer levels
 			if v1.GreaterThan(ammDefn.position) {
 				volume := v1.Sub(ammDefn.position).Abs().IntPart()
-				o := m.makeOrder(level1.price, ammDefn.partyID, uint64(volume), types.SideBuy)
-				orders = append(orders, o)
-				estimated = append(estimated, level1.estimated)
 
-				// now set v1 ready for the second half of this split
-				v1 = ammDefn.position
+				// we want to add the volume to the previous order, because thats the price in marketDP when rounded away
+				// from the fair-price
+				if len(orders) != 0 {
+					o := orders[len(orders)-1]
+					o.Size += uint64(volume)
+					o.Remaining += uint64(volume)
+				}
+
+				// we need to add this volume to the price level we step to next
+				extraVolume = ammDefn.position.Sub(v2).Abs().IntPart()
+				continue
 			}
 		}
 		// calculate the volume
 		volume := v1.Sub(v2).Abs().IntPart()
 
+		// this is extra volume from when we stepped over the AMM's fair-price
+		if extraVolume != 0 {
+			volume += extraVolume
+			extraVolume = 0
+		}
+
 		orders = append(
 			orders,
 			m.makeOrder(retPrice, ammDefn.partyID, uint64(volume), side),

datanode/service/market_depth_amm_test.go

@@ -89,7 +89,7 @@ func Test_0015_NP_OBES_002(t *testing.T) {
 	marketID := vgcrypto.RandomHash()
 
 	mds.orders.EXPECT().GetLiveOrders(gomock.Any()).Return([]entities.Order{}, nil)
-	ensureDecimalPlaces(t, mds)
+	ensureDecimalPlaces(t, mds, 1, 1)
 	mds.pos.EXPECT().GetByMarketAndParty(gomock.Any(), gomock.Any(), gomock.Any()).Return(entities.Position{OpenVolume: 0}, nil)
 
 	// mid-price is 100
@@ -143,7 +143,7 @@ func TestAMMMarketDepth(t *testing.T) {
 	marketID := vgcrypto.RandomHash()
 
 	ensureLiveOrders(t, mds, marketID)
-	ensureDecimalPlaces(t, mds)
+	ensureDecimalPlaces(t, mds, 1, 1)
 	mds.pos.EXPECT().GetByMarketAndParty(gomock.Any(), gomock.Any(), gomock.Any()).Return(entities.Position{OpenVolume: 0}, nil)
 	mds.marketData.EXPECT().GetMarketDataByID(gomock.Any(), gomock.Any()).Times(1).Return(entities.MarketData{MidPrice: num.DecimalFromInt64(2000)}, nil)
 
@@ -180,7 +180,7 @@ func TestAMMMarketDepth(t *testing.T) {
 	assert.Equal(t, 120, int(mds.service.GetAMMVolume(marketID, false)))
 	assert.Equal(t, 260, int(mds.service.GetTotalVolume(marketID)))
 
-	assert.Equal(t, "1996", mds.service.GetBestBidPrice(marketID).String())
+	assert.Equal(t, "1995", mds.service.GetBestBidPrice(marketID).String())
 	assert.Equal(t, "1998", mds.service.GetBestAskPrice(marketID).String())
 
 	// now the AMM is updated so that its definition has changed, namely that its curve when short is removed
@@ -194,7 +194,7 @@ func TestAMMMarketDepth(t *testing.T) {
 	assert.Equal(t, 65, int(mds.service.GetAMMVolume(marketID, true)))
 	assert.Equal(t, 60, int(mds.service.GetAMMVolume(marketID, false)))
 	assert.Equal(t, 145, int(mds.service.GetTotalVolume(marketID)))
-	assert.Equal(t, "1996", mds.service.GetBestBidPrice(marketID).String())
+	assert.Equal(t, "1995", mds.service.GetBestBidPrice(marketID).String())
 	assert.Equal(t, "1998", mds.service.GetBestAskPrice(marketID).String())
 
 	// and there should definitely be no volume at 2001
@@ -227,7 +227,7 @@ func TestAMMInitialiseNoAMM(t *testing.T) {
 	newMarket := vgcrypto.RandomHash()
 	pool := getAMMDefinition(t, newMarket)
 
-	ensureDecimalPlaces(t, mds)
+	ensureDecimalPlaces(t, mds, 1, 1)
 	mds.pos.EXPECT().GetByMarketAndParty(gomock.Any(), gomock.Any(), gomock.Any()).Return(entities.Position{OpenVolume: 0}, nil)
 	mds.marketData.EXPECT().GetMarketDataByID(gomock.Any(), gomock.Any()).Times(1).Return(entities.MarketData{MidPrice: num.DecimalFromInt64(2000)}, nil)
 	mds.service.OnAMMUpdate(pool, time.Now(), 1000)
@@ -252,7 +252,7 @@ func TestAMMStepOverFairPrice(t *testing.T) {
 
 	marketID := vgcrypto.RandomHash()
 	ensureLiveOrders(t, mds, marketID)
-	ensureDecimalPlaces(t, mds)
+	ensureDecimalPlaces(t, mds, 1, 1)
 	mds.pos.EXPECT().GetByMarketAndParty(gomock.Any(), gomock.Any(), gomock.Any()).Return(entities.Position{OpenVolume: 0}, nil)
 	mds.marketData.EXPECT().GetMarketDataByID(gomock.Any(), gomock.Any()).Times(1).Return(entities.MarketData{MidPrice: num.DecimalFromInt64(2000)}, nil)
 
@@ -280,11 +280,12 @@ func TestAMMStepOverFairPrice(t *testing.T) {
 		37,
 	)
 
-	assert.Equal(t, "1999", mds.service.GetBestBidPrice(marketID).String())
-	assert.Equal(t, "2000", mds.service.GetBestAskPrice(marketID).String())
-	assert.Equal(t, 2, int(mds.service.GetVolumeAtPrice(marketID, types.SideBuy, 1999)))
-	assert.Equal(t, 1, int(mds.service.GetVolumeAtPrice(marketID, types.SideSell, 2000)))
-	assert.Equal(t, 3, int(mds.service.GetVolumeAtPrice(marketID, types.SideSell, 2001)))
+	assert.Equal(t, "1998", mds.service.GetBestBidPrice(marketID).String())
+	assert.Equal(t, "2001", mds.service.GetBestAskPrice(marketID).String())
+	assert.Equal(t, 0, int(mds.service.GetVolumeAtPrice(marketID, types.SideBuy, 1999)))
+	assert.Equal(t, 0, int(mds.service.GetVolumeAtPrice(marketID, types.SideSell, 2000)))
+	assert.Equal(t, 5, int(mds.service.GetVolumeAtPrice(marketID, types.SideBuy, 1998)))
+	assert.Equal(t, 4, int(mds.service.GetVolumeAtPrice(marketID, types.SideSell, 2001)))
 }
 
 func TestAMMSmallBounds(t *testing.T) {
@@ -300,7 +301,7 @@ func TestAMMSmallBounds(t *testing.T) {
 
 	marketID := vgcrypto.RandomHash()
 	ensureLiveOrders(t, mds, marketID)
-	ensureDecimalPlaces(t, mds)
+	ensureDecimalPlaces(t, mds, 1, 1)
 	mds.pos.EXPECT().GetByMarketAndParty(gomock.Any(), gomock.Any(), gomock.Any()).Return(entities.Position{OpenVolume: 0}, nil)
 	mds.marketData.EXPECT().GetMarketDataByID(gomock.Any(), gomock.Any()).Times(1).Return(entities.MarketData{MidPrice: num.DecimalFromInt64(2000)}, nil)
 
@@ -331,7 +332,7 @@ func TestEstimatedStepOverAMMBound(t *testing.T) {
 
 	marketID := vgcrypto.RandomHash()
 	ensureLiveOrders(t, mds, marketID)
-	ensureDecimalPlaces(t, mds)
+	ensureDecimalPlaces(t, mds, 1, 1)
 	mds.pos.EXPECT().GetByMarketAndParty(gomock.Any(), gomock.Any(), gomock.Any()).Return(entities.Position{OpenVolume: 0}, nil)
 	mds.marketData.EXPECT().GetMarketDataByID(gomock.Any(), gomock.Any()).Times(1).Return(entities.MarketData{MidPrice: num.DecimalFromInt64(2000)}, nil)
 
@@ -360,7 +361,7 @@ func TestExpansionMuchBiggerThanAMMs(t *testing.T) {
 	marketID := vgcrypto.RandomHash()
 
 	ensureLiveOrders(t, mds, marketID)
-	ensureDecimalPlaces(t, mds)
+	ensureDecimalPlaces(t, mds, 1, 1)
 	mds.pos.EXPECT().GetByMarketAndParty(gomock.Any(), gomock.Any(), gomock.Any()).Return(entities.Position{OpenVolume: 0}, nil)
 	mds.marketData.EXPECT().GetMarketDataByID(gomock.Any(), gomock.Any()).Times(1).Return(entities.MarketData{MidPrice: num.DecimalFromInt64(2000)}, nil)
 
@@ -386,7 +387,7 @@ func TestMidPriceMove(t *testing.T) {
 	marketID := vgcrypto.RandomHash()
 
 	ensureLiveOrders(t, mds, marketID)
-	ensureDecimalPlaces(t, mds)
+	ensureDecimalPlaces(t, mds, 1, 1)
 	mds.pos.EXPECT().GetByMarketAndParty(gomock.Any(), gomock.Any(), gomock.Any()).Return(entities.Position{OpenVolume: 0}, nil)
 	mds.marketData.EXPECT().GetMarketDataByID(gomock.Any(), gomock.Any()).Times(1).Return(entities.MarketData{MidPrice: num.DecimalFromInt64(2000)}, nil)
 
@@ -421,6 +422,29 @@ func TestMidPriceMove(t *testing.T) {
 	assert.Equal(t, "3000", mds.service.GetBestAskPrice(marketID).String()) // this is an actual order volume not AMM volume
 }
 
+func TestFairgroundAMM(t *testing.T) {
+	ctx := context.Background()
+
+	mds := getService(t)
+	defer mds.ctrl.Finish()
+
+	marketID := vgcrypto.RandomHash()
+
+	mds.orders.EXPECT().GetLiveOrders(gomock.Any()).Return(nil, nil)
+	ensureDecimalPlaces(t, mds, 9, 5)
+	mds.pos.EXPECT().GetByMarketAndParty(gomock.Any(), gomock.Any(), gomock.Any()).Return(entities.Position{OpenVolume: -69005905}, nil)
+	mds.marketData.EXPECT().GetMarketDataByID(gomock.Any(), gomock.Any()).Times(1).Return(entities.MarketData{MidPrice: num.DecimalFromInt64(12955)}, nil)
+
+	pool := getAMMDefinitionTestnet(t, marketID)
+	mds.amm.EXPECT().ListActive(gomock.Any()).Return([]entities.AMMPool{pool}, nil).Times(1)
+	mds.service.Initialise(ctx)
+
+	// AMM's fair price is 129543034, so +/- one each side is 129533034, 129553034
+	// the we round *away* from the fair price and get:
+	assert.Equal(t, "12953", mds.service.GetBestBidPrice(marketID).String())
+	assert.Equal(t, "12956", mds.service.GetBestAskPrice(marketID).String())
+}
+
 func ensureLiveOrders(t *testing.T, mds *MDS, marketID string) {
 	t.Helper()
 	mds.orders.EXPECT().GetLiveOrders(gomock.Any()).Return([]entities.Order{
@@ -485,6 +509,25 @@ func getAMMDefinitionMid100(t *testing.T, marketID string) entities.AMMPool {
 	}
 }
 
+func getAMMDefinitionTestnet(t *testing.T, marketID string) entities.AMMPool {
+	t.Helper()
+
+	// position -69005905
+
+	return entities.AMMPool{
+		PartyID:                  entities.PartyID(vgcrypto.RandomHash()),
+		AmmPartyID:               entities.PartyID(vgcrypto.RandomHash()),
+		MarketID:                 entities.MarketID(marketID),
+		ParametersLowerBound:     ptr.From(num.DecimalFromInt64(11403)),
+		LowerVirtualLiquidity:    num.DecimalFromFloat(32934372037780.849503179454583540865465761125),
+		LowerTheoreticalPosition: num.DecimalFromFloat(158269985.323671339473934),
+		ParametersBase:           num.DecimalFromInt64(12670),
+		ParametersUpperBound:     ptr.From(num.DecimalFromInt64(13937)),
+		UpperVirtualLiquidity:    num.DecimalFromFloat(70393727154384.2551793351731482811200266360637),
+		UpperTheoreticalPosition: num.DecimalFromFloat(291036775.097792633711267),
+	}
+}
+
 func ensureAMMs(t *testing.T, mds *MDS, marketID string) entities.AMMPool {
 	t.Helper()
 
@@ -493,7 +536,7 @@ func ensureAMMs(t *testing.T, mds *MDS, marketID string) entities.AMMPool {
 	return pool
 }
 
-func ensureDecimalPlaces(t *testing.T, mds *MDS) {
+func ensureDecimalPlaces(t *testing.T, mds *MDS, adp, mdp int) {
 	t.Helper()
 
 	market := entities.Market{
@@ -506,13 +549,13 @@ func ensureDecimalPlaces(t *testing.T, mds *MDS) {
 				},
 			},
 		},
-		DecimalPlaces: 1,
+		DecimalPlaces: mdp,
 		TickSize:      ptr.From(num.DecimalOne()),
 	}
 	mds.markets.EXPECT().GetByID(gomock.Any(), gomock.Any()).Return(market, nil)
 
 	asset := entities.Asset{
-		Decimals: 1,
+		Decimals: adp,
 	}
 	mds.assets.EXPECT().GetByID(gomock.Any(), gomock.Any()).Return(asset, nil)
 }

datanode/service/party_stats.go

@@ -17,7 +17,6 @@ package service
 
 import (
 	"context"
-	"fmt"
 
 	"code.vegaprotocol.io/vega/datanode/entities"
 	"code.vegaprotocol.io/vega/libs/num"
@@ -101,10 +100,6 @@ func NewPartyStatsService(epoch EpochStore, ref ReferralSetStore, vds VDSStore,
 }
 
 func (s *PSvc) GetPartyStats(ctx context.Context, partyID string, markets []string) (*v2.GetPartyDiscountStatsResponse, error) {
-	// ensure the arguments we received make sense:
-	if len(markets) == 0 {
-		return nil, fmt.Errorf("required to provide at least one market ID")
-	}
 	// first up, last epoch to get the stats:
 	epoch, err := s.epoch.GetCurrent(ctx)
 	if err != nil {

datanode/sqlstore/volume_discount_stats.go

@@ -63,7 +63,7 @@ func (s *VolumeDiscountStats) Add(ctx context.Context, stats *entities.VolumeDis
 }
 
 func (s *VolumeDiscountStats) LatestStats(ctx context.Context, partyID string) (entities.VolumeDiscountStats, error) {
-	query := `SELECT * FROM public.volume_discount_stats WHERE
+	query := `SELECT * FROM volume_discount_stats WHERE
 	at_epoch = (SELECT id - 1 from current_epochs ORDER BY id DESC, vega_time DESC FETCH FIRST ROW ONLY) AND
 	EXISTS (SELECT TRUE FROM jsonb_array_elements(parties_volume_discount_stats) ps WHERE ps->>'party_id' = '$1')`
 	ent := []entities.VolumeDiscountStats{}

protos/sources/blockexplorer/api/v1/blockexplorer.proto

@@ -11,7 +11,7 @@ option go_package = "code.vegaprotocol.io/vega/protos/blockexplorer/api/v1";
 option (grpc.gateway.protoc_gen_openapiv2.options.openapiv2_swagger) = {
   info: {
     title: "Vega block explorer APIs";
-    version: "v0.78.2";
+    version: "v0.78.3";
   }
   schemes: [
     HTTP,

protos/sources/data-node/api/v2/trading_data.proto

@@ -17,7 +17,7 @@ option go_package = "code.vegaprotocol.io/vega/protos/data-node/api/v2";
 option (grpc.gateway.protoc_gen_openapiv2.options.openapiv2_swagger) = {
   info: {
     title: "Vega data node APIs";
-    version: "v0.78.2";
+    version: "v0.78.3";
   }
   schemes: [
     HTTP,