diff --git a/commands/proposal_submission.go b/commands/proposal_submission.go index 1e1a7193a1..01dceb7fef 100644 --- a/commands/proposal_submission.go +++ b/commands/proposal_submission.go @@ -461,7 +461,7 @@ func checkVolumeRebateProgramChanges(changes *vegapb.VolumeRebateProgramChanges, func checkVolumeRebateBenefitTier(index int, tier *vegapb.VolumeRebateBenefitTier) Errors { errs := NewErrors() - propertyPath := fmt.Sprintf("update_volume_discount_program.changes.benefit_tiers.%d", index) + propertyPath := fmt.Sprintf("update_volume_rebate_program.changes.benefit_tiers.%d", index) if len(tier.MinimumPartyMakerVolumeFraction) == 0 { errs.AddForProperty(propertyPath+".minimum_party_maker_volume_fraction", ErrIsRequired) } else { diff --git a/commands/proposal_submission_update_rebate_program_test.go b/commands/proposal_submission_update_rebate_program_test.go new file mode 100644 index 0000000000..d009304a60 --- /dev/null +++ b/commands/proposal_submission_update_rebate_program_test.go @@ -0,0 +1,173 @@ +// 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 . + +package commands_test + +import ( + "testing" + "time" + + "code.vegaprotocol.io/vega/commands" + types "code.vegaprotocol.io/vega/protos/vega" + commandspb "code.vegaprotocol.io/vega/protos/vega/commands/v1" + + "github.com/stretchr/testify/assert" +) + +func TestVolumeRebateSubmission(t *testing.T) { + t.Run("empty submission", testUpdateRebateProgram) + t.Run("0095-HVMR-001: invalid end timestamp", testInvalidEndTime) + t.Run("0095-HVMR-003: tier validation", testInvalidTiers) + t.Run("0095-HVMR-004: invalid window length", testInvalidWindowLength) +} + +func testUpdateRebateProgram(t *testing.T) { + err := checkProposalSubmission(&commandspb.ProposalSubmission{ + Terms: &types.ProposalTerms{ + Change: &types.ProposalTerms_UpdateVolumeRebateProgram{}, + }, + }) + + assert.Contains(t, err.Get("proposal_submission.terms.change.update_volume_rebate_program"), commands.ErrIsRequired) + // missing changes, same problem + err = checkProposalSubmission(&commandspb.ProposalSubmission{ + Terms: &types.ProposalTerms{ + Change: &types.ProposalTerms_UpdateVolumeRebateProgram{ + UpdateVolumeRebateProgram: &types.UpdateVolumeRebateProgram{}, + }, + }, + }) + + assert.Contains(t, err.Get("proposal_submission.terms.change.update_volume_rebate_program.changes"), commands.ErrIsRequired) +} + +// testInvalidEndTime covers 0095-HVMR-001. +func testInvalidEndTime(t *testing.T) { + end := time.Now() + enact := end.Add(time.Second) + prop := &commandspb.ProposalSubmission{ + Terms: &types.ProposalTerms{ + EnactmentTimestamp: enact.Unix(), + Change: &types.ProposalTerms_UpdateVolumeRebateProgram{ + UpdateVolumeRebateProgram: &types.UpdateVolumeRebateProgram{ + Changes: &types.VolumeRebateProgramChanges{ + EndOfProgramTimestamp: end.Unix(), + }, + }, + }, + }, + } + err := checkProposalSubmission(prop) + assert.Contains(t, err.Get("proposal_submission.terms.change.update_volume_rebate_program.changes.end_of_program_timestamp"), commands.ErrMustBeGreaterThanEnactmentTimestamp) +} + +// testInvalidWindowLength covers 0095-HVMR-004. +func testInvalidWindowLength(t *testing.T) { + enact := time.Now() + end := enact.Add(time.Second) + prop := &commandspb.ProposalSubmission{ + Terms: &types.ProposalTerms{ + EnactmentTimestamp: enact.Unix(), + Change: &types.ProposalTerms_UpdateVolumeRebateProgram{ + UpdateVolumeRebateProgram: &types.UpdateVolumeRebateProgram{ + Changes: &types.VolumeRebateProgramChanges{ + EndOfProgramTimestamp: end.Unix(), + WindowLength: 0, // zero is invalid + }, + }, + }, + }, + } + err := checkProposalSubmission(prop) + assert.Contains(t, err.Get("proposal_submission.terms.change.update_volume_rebate_program.changes.window_length"), commands.ErrIsRequired) + // now too high of a value + prop = &commandspb.ProposalSubmission{ + Terms: &types.ProposalTerms{ + EnactmentTimestamp: enact.Unix(), + Change: &types.ProposalTerms_UpdateVolumeRebateProgram{ + UpdateVolumeRebateProgram: &types.UpdateVolumeRebateProgram{ + Changes: &types.VolumeRebateProgramChanges{ + EndOfProgramTimestamp: end.Unix(), + WindowLength: 10000, + }, + }, + }, + }, + } + err = checkProposalSubmission(prop) + assert.Contains(t, err.Get("proposal_submission.terms.change.update_volume_rebate_program.changes.window_length"), commands.ErrMustBeAtMost200) +} + +// testInvalidTiers covers 0095-HVMR-003. +func testInvalidTiers(t *testing.T) { + errMap := map[string]error{ + "proposal_submission.terms.change.update_volume_rebate_program.changes.benefit_tiers.0.minimum_party_maker_volume_fraction": commands.ErrIsRequired, + "proposal_submission.terms.change.update_volume_rebate_program.changes.benefit_tiers.1.minimum_party_maker_volume_fraction": commands.ErrIsNotValidNumber, + "proposal_submission.terms.change.update_volume_rebate_program.changes.benefit_tiers.2.minimum_party_maker_volume_fraction": commands.ErrMustBePositive, + "proposal_submission.terms.change.update_volume_rebate_program.changes.benefit_tiers.3.minimum_party_maker_volume_fraction": commands.ErrMustBePositive, + "proposal_submission.terms.change.update_volume_rebate_program.changes.benefit_tiers.4.additional_maker_rebate": commands.ErrIsRequired, + "proposal_submission.terms.change.update_volume_rebate_program.changes.benefit_tiers.5.additional_maker_rebate": commands.ErrIsNotValidNumber, + "proposal_submission.terms.change.update_volume_rebate_program.changes.benefit_tiers.6.additional_maker_rebate": commands.ErrMustBePositiveOrZero, + } + enact := time.Now() + end := enact.Add(time.Second) + prop := &commandspb.ProposalSubmission{ + Terms: &types.ProposalTerms{ + EnactmentTimestamp: enact.Unix(), + Change: &types.ProposalTerms_UpdateVolumeRebateProgram{ + UpdateVolumeRebateProgram: &types.UpdateVolumeRebateProgram{ + Changes: &types.VolumeRebateProgramChanges{ + EndOfProgramTimestamp: end.Unix(), + WindowLength: 10, + BenefitTiers: []*types.VolumeRebateBenefitTier{ + { + MinimumPartyMakerVolumeFraction: "", + AdditionalMakerRebate: "0.1", + }, + { + MinimumPartyMakerVolumeFraction: "invalid", + AdditionalMakerRebate: "0.1", + }, + { + MinimumPartyMakerVolumeFraction: "-1", + AdditionalMakerRebate: "0.1", + }, + { + MinimumPartyMakerVolumeFraction: "0", + AdditionalMakerRebate: "0.1", + }, + { + MinimumPartyMakerVolumeFraction: "0.1", + AdditionalMakerRebate: "", + }, + { + MinimumPartyMakerVolumeFraction: "0.1", + AdditionalMakerRebate: "invalid", + }, + { + MinimumPartyMakerVolumeFraction: "0.1", + AdditionalMakerRebate: "-0.1", + }, + }, + }, + }, + }, + }, + } + err := checkProposalSubmission(prop) + for g, c := range errMap { + assert.Contains(t, err.Get(g), c, err.Error()) + } +} diff --git a/core/governance/engine_update_referral_program_test.go b/core/governance/engine_update_referral_program_test.go index 4bf5f1fea1..f8516efdb2 100644 --- a/core/governance/engine_update_referral_program_test.go +++ b/core/governance/engine_update_referral_program_test.go @@ -108,6 +108,7 @@ func testSubmittingProposalForReferralProgramUpdateSucceeds(t *testing.T) { require.NotNil(t, toSubmit) } +// testSubmittingProposalForReferralProgramUpdateWithTooManyTiersFails covers 0095-HVMR-002. func testSubmittingProposalForReferralProgramUpdateWithTooManyTiersFails(t *testing.T) { now := time.Now() ctx := vgtest.VegaContext(vgrand.RandomStr(5), vgtest.RandomPositiveI64()) @@ -324,6 +325,7 @@ func testSubmittingProposalForReferralProgramUpdateWithTooHighDiscountFactorFail require.Nil(t, toSubmit) } +// testSubmittingProposalForReferralProgramUpdateEndsBeforeEnactsFails covers 0095-HVMR-001. func testSubmittingProposalForReferralProgramUpdateEndsBeforeEnactsFails(t *testing.T) { now := time.Now() ctx := vgtest.VegaContext(vgrand.RandomStr(5), vgtest.RandomPositiveI64()) diff --git a/core/integration/features/verified/finite-rewards.feature b/core/integration/features/verified/finite-rewards.feature new file mode 100644 index 0000000000..7205098e82 --- /dev/null +++ b/core/integration/features/verified/finite-rewards.feature @@ -0,0 +1,118 @@ +Feature: Team Rewards + + Setup a maker fees received team game with a fee cap. + + We want to make it so that one team is allocated rewards and the other team is allocated rewards. + + - Team A should have also paid rewards and not have their rewards capped. + - Team B should not have paid rewards and have their rewards capped. + + Question is what happens to the left over rewards. + + + Background: + + And the average block duration is "1" + And the following network parameters are set: + | name | value | + | referralProgram.minStakedVegaTokens | 0 | + | market.fee.factors.makerFee | 0.01 | + | network.markPriceUpdateMaximumFrequency | 0s | + | validators.epoch.length | 60s | + + # Initialise the markets + And the following assets are registered: + | id | decimal places | quantum | + | USD-0-1 | 0 | 1 | + And the markets: + | id | quote name | asset | risk model | margin calculator | auction duration | fees | price monitoring | data source config | linear slippage factor | quadratic slippage factor | sla params | decimal places | position decimal places | + | ETH/USD-0-1 | ETH | USD-0-1 | default-log-normal-risk-model | default-margin-calculator | 1 | default-none | default-none | default-eth-for-future | 1e-3 | 0 | default-futures | 0 | 0 | + + # Initialise the parties + Given the parties deposit on asset's general account the following amount: + | party | asset | amount | + | aux1 | USD-0-1 | 1000000000000 | + | aux2 | USD-0-1 | 1000000000000 | + | party1 | USD-0-1 | 1000000000000 | + | party2 | USD-0-1 | 1000000000000 | + | a3c024b4e23230c89884a54a813b1ecb4cb0f827a38641c66eeca466da6b2ddf | USD-0-1 | 1000000000000 | + + # Exit opening auctions + When the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | + | aux1 | ETH/USD-0-1 | buy | 1 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | + | aux2 | ETH/USD-0-1 | sell | 1 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | + And the opening auction period ends for market "ETH/USD-0-1" + And the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "ETH/USD-0-1" + + Given the parties create the following referral codes: + | party | code | is_team | team | + | party1 | referral-code-1 | true | team1 | + Given the parties create the following referral codes: + | party | code | is_team | team | + | party2 | referral-code-1 | true | team2 | + + Scenario: Check a one-off pay out can be done with start epoch = end epoch + + Given the current epoch is "0" + When the parties submit the following recurring transfers: + | id | from | from_account_type | to | to_account_type | entity_scope | asset | amount | start_epoch | end_epoch | factor | metric | metric_asset | markets | lock_period | window_length | ntop | cap_reward_fee_multiple | + | 1 | a3c024b4e23230c89884a54a813b1ecb4cb0f827a38641c66eeca466da6b2ddf | ACCOUNT_TYPE_GENERAL | 0000000000000000000000000000000000000000000000000000000000000000 | ACCOUNT_TYPE_REWARD_MAKER_RECEIVED_FEES | TEAMS | USD-0-1 | 100 | 1 | 2 | 1 | DISPATCH_METRIC_MAKER_FEES_RECEIVED | USD-0-1 | ETH/USD-0-1 | 10 | 1 | 1 | 1 | + Then the network moves ahead "1" epochs + + ## pary1 + And the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | + | aux1 | ETH/USD-0-1 | sell | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | + | party1 | ETH/USD-0-1 | buy | 10 | 1000 | 1 | TYPE_LIMIT | TIF_GTC | + | party1 | ETH/USD-0-1 | buy | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | + | aux1 | ETH/USD-0-1 | sell | 10 | 1000 | 1 | TYPE_LIMIT | TIF_GTC | + And the following trades should be executed: + | buyer | size | price | seller | aggressor side | buyer maker fee | seller maker fee | + | party1 | 10 | 1000 | aux1 | buy | 100 | 0 | + | party1 | 10 | 1000 | aux1 | sell | 0 | 100 | + + # party2 + And the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | + | aux1 | ETH/USD-0-1 | sell | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | + | party2 | ETH/USD-0-1 | buy | 10 | 1000 | 1 | TYPE_LIMIT | TIF_GTC | + And the following trades should be executed: + | buyer | size | price | seller | aggressor side | buyer maker fee | + | party2 | 10 | 1000 | aux1 | buy | 100 | + + When the network moves ahead "1" epochs + And parties should have the following vesting account balances: + | party | asset | balance | + | party1 | USD-0-1 | 100 | + | party2 | USD-0-1 | 0 | + + + ## pary1 + And the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | + | aux1 | ETH/USD-0-1 | sell | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | + | party1 | ETH/USD-0-1 | buy | 10 | 1000 | 1 | TYPE_LIMIT | TIF_GTC | + | party1 | ETH/USD-0-1 | buy | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | + | aux1 | ETH/USD-0-1 | sell | 10 | 1000 | 1 | TYPE_LIMIT | TIF_GTC | + And the following trades should be executed: + | buyer | size | price | seller | aggressor side | buyer maker fee | seller maker fee | + | party1 | 10 | 1000 | aux1 | buy | 100 | 0 | + | party1 | 10 | 1000 | aux1 | sell | 0 | 100 | + + # party2 + And the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | + | aux1 | ETH/USD-0-1 | sell | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | + | party2 | ETH/USD-0-1 | buy | 10 | 1000 | 1 | TYPE_LIMIT | TIF_GTC | + And the following trades should be executed: + | buyer | size | price | seller | aggressor side | buyer maker fee | + | party2 | 10 | 1000 | aux1 | buy | 100 | + + When the network moves ahead "1" epochs + And parties should have the following vesting account balances: + | party | asset | balance | + | party1 | USD-0-1 | 200 | + | party2 | USD-0-1 | 0 | + + Then debug transfers diff --git a/core/integration/features/verified/quick-test.feature b/core/integration/features/verified/quick-test.feature new file mode 100644 index 0000000000..3864697c33 --- /dev/null +++ b/core/integration/features/verified/quick-test.feature @@ -0,0 +1,94 @@ +Feature: Quick-test + + Scenario: + And the average block duration is "1" + And the following network parameters are set: + | name | value | + | market.fee.factors.makerFee | 0 | + | market.fee.factors.infrastructureFee | 0 | + | network.markPriceUpdateMaximumFrequency | 10s | + | validators.epoch.length | 1000s | + + # Initialise the markets + And the following assets are registered: + | id | decimal places | quantum | + | USD-1-10 | 0 | 1 | + And the simple risk model named "simple-risk-model": + | long | short | max move up | min move down | probability of trading | + | 0.01 | 0.01 | 100 | -100 | 0.2 | + And the margin calculator named "margin-calculator": + | search factor | initial factor | release factor | + | 1 | 1 | 1 | + And the markets: + | id | quote name | asset | risk model | margin calculator | auction duration | fees | price monitoring | data source config | linear slippage factor | quadratic slippage factor | sla params | decimal places | position decimal places | + | ETH/USD-1-10 | ETH | USD-1-10 | simple-risk-model | margin-calculator | 1 | default-none | default-none | default-eth-for-future | 1e-3 | 0 | default-futures | 0 | 0 | + + # Initialise the parties + Given the parties deposit on asset's general account the following amount: + | party | asset | amount | + | aux1 | USD-1-10 | 1000000000000 | + | aux2 | USD-1-10 | 1000000000000 | + | party1 | USD-1-10 | 1000000000000 | + | party2 | USD-1-10 | 1000000000000 | + | party3 | USD-1-10 | 1000000000000 | + | a3c024b4e23230c89884a54a813b1ecb4cb0f827a38641c66eeca466da6b2ddf | USD-1-10 | 1000000000000 | + + + + + # Exit opening auctions + When the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | + | aux1 | ETH/USD-1-10 | buy | 1 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | + | aux2 | ETH/USD-1-10 | sell | 1 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | + And the opening auction period ends for market "ETH/USD-1-10" + And the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "ETH/USD-1-10" + When the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | + | aux1 | ETH/USD-1-10 | sell | 1 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | + | aux2 | ETH/USD-1-10 | buy | 1 | 1000 | 1 | TYPE_LIMIT | TIF_GTC | + When the network moves ahead "11" blocks + Then the parties should have the following account balances: + | party | asset | market id | margin | general | + | aux1 | USD-1-10 | ETH/USD-1-10 | 0 | 1000000000000 | + | aux2 | USD-1-10 | ETH/USD-1-10 | 0 | 1000000000000 | + + + + + + Given the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | + | party1 | ETH/USD-1-10 | buy | 1 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | + | party2 | ETH/USD-1-10 | sell | 1 | 1000 | 1 | TYPE_LIMIT | TIF_GTC | + When the network moves ahead "1" blocks + Then the parties should have the following account balances: + | party | asset | market id | margin | general | + | party1 | USD-1-10 | ETH/USD-1-10 | 10 | 999999999990 | + | party2 | USD-1-10 | ETH/USD-1-10 | 10 | 999999999990 | + + + # # X + Given the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | + | party1 | ETH/USD-1-10 | sell | 1 | 990 | 0 | TYPE_LIMIT | TIF_GTC | + | party3 | ETH/USD-1-10 | buy | 1 | 990 | 1 | TYPE_LIMIT | TIF_GTC | + When the network moves ahead "1" blocks + Then the parties should have the following account balances: + | party | asset | market id | margin | general | + | party1 | USD-1-10 | ETH/USD-1-10 | 0 | 1000000000000 | + | party2 | USD-1-10 | ETH/USD-1-10 | 10 | 999999999990 | + | party3 | USD-1-10 | ETH/USD-1-10 | 10 | 999999999990 | + + When the parties withdraw the following assets: + | party | asset | amount | error | + | party1 | USD-1-10 | 1000000000000 | | + + + Then the network moves ahead "100" blocks + Then debug transfers + Then the parties should have the following account balances: + | party | asset | market id | margin | general | + | party1 | USD-1-10 | ETH/USD-1-10 | 0 | 0 | + | party2 | USD-1-10 | ETH/USD-1-10 | 11 | 999999999989 | + | party3 | USD-1-10 | ETH/USD-1-10 | 11 | 999999999989 | diff --git a/core/integration/features/volume-rebate/0095-HVMR-cap.feature b/core/integration/features/volume-rebate/0095-HVMR-cap.feature index 014d4fea85..c8cdf9527d 100644 --- a/core/integration/features/volume-rebate/0095-HVMR-cap.feature +++ b/core/integration/features/volume-rebate/0095-HVMR-cap.feature @@ -42,7 +42,7 @@ Feature: Volume rebate program - rebate cap | party2 | USD-0-1 | 1000000 | - Scenario Outline: Fixed buyback, treasury and rebate factors. Rebate capped correctly where necessary. (0095-HVMR-029)(0095-HVMR-030)(0095-HVMR-31) + Scenario Outline: Fixed buyback, treasury and rebate factors. Rebate capped correctly where necessary. (0095-HVMR-029)(0095-HVMR-030)(0095-HVMR-031) Given the following network parameters are set: | name | value | @@ -252,4 +252,64 @@ Feature: Volume rebate program - rebate cap | 0.003 | 0.000 | 0.002 | 200 | 0 | 0.004 | 300 | + Scenario Outline: Fees updated mid epoch, fees not affected untill next epoch (0029-FEES-051)(0029-FEES-052) + + Given the following network parameters are set: + | name | value | + | market.fee.factors.buybackFee | | + | market.fee.factors.treasuryFee | | + And the volume rebate program tiers named "vrt": + | fraction | rebate | + | 0.0001 | | + And the volume rebate program: + | id | tiers | closing timestamp | window length | + | id | vrt | 0 | 1 | + And the network moves ahead "1" epochs + + Given the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | error | + | party1 | BTC/USD-0-1 | buy | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | | + | party2 | BTC/USD-0-1 | sell | 1 | 50000 | 1 | TYPE_LIMIT | TIF_GTC | | + When the network moves ahead "1" blocks + Then the following trades should be executed: + | buyer | seller | size | price | aggressor side | buyer maker fee | seller maker fee | + | party1 | party2 | 1 | 50000 | sell | 0 | 500 | + + Given the network moves ahead "1" epochs + And the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | error | + | party1 | BTC/USD-0-1 | buy | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | | + | party2 | BTC/USD-0-1 | sell | 1 | 50000 | 1 | TYPE_LIMIT | TIF_GTC | | + When the network moves ahead "1" blocks + Then the following trades should be executed: + | buyer | seller | size | price | aggressor side | seller treasury fee | seller buyback fee | seller high volume maker fee | + | party1 | party2 | 1 | 50000 | sell | | | | + Then the following transfers should happen: + | from | to | from account | to account | market id | amount | asset | type | + | | party1 | ACCOUNT_TYPE_FEES_MAKER | ACCOUNT_TYPE_GENERAL | BTC/USD-0-1 | | USD-0-1 | TRANSFER_TYPE_HIGH_MAKER_FEE_REBATE_RECEIVE | + + Then clear trade events + Given the following network parameters are set: + | name | value | + | market.fee.factors.buybackFee | | + | market.fee.factors.treasuryFee | | + And the network moves ahead "1" blocks + When the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | error | + | party1 | BTC/USD-0-1 | buy | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | | + | party2 | BTC/USD-0-1 | sell | 1 | 50000 | 1 | TYPE_LIMIT | TIF_GTC | | + When the network moves ahead "1" blocks + Then debug trades + Then the following trades should be executed: + | buyer | seller | size | price | aggressor side | seller treasury fee | seller buyback fee | seller high volume maker fee | + | party1 | party2 | 1 | 50000 | sell | | | | + Then the following transfers should happen: + | from | to | from account | to account | market id | amount | asset | type | + | | party1 | ACCOUNT_TYPE_FEES_MAKER | ACCOUNT_TYPE_GENERAL | BTC/USD-0-1 | | USD-0-1 | TRANSFER_TYPE_HIGH_MAKER_FEE_REBATE_RECEIVE | + + Examples: + | rebate | initial buyback | initial treasury | initial buyback amount | initial treasury amount | initial rebate amount | updated buyback | updated treasury | updated buyback amount | updated treasury amount | updated rebate amount | + | 0.003 | 0.004 | 0 | 50 | 0 | 150 | 0.001 | 0 | 0 | 0 | 50 | + | 0.003 | 0 | 0.004 | 0 | 50 | 150 | 0 | 0.001 | 0 | 0 | 50 | + | 0.003 | 0.002 | 0.002 | 25 | 25 | 150 | 0.001 | 0.001 | 0 | 0 | 100 | diff --git a/core/integration/features/volume-rebate/0095-HVMR-multiple.feature b/core/integration/features/volume-rebate/0095-HVMR-multiple.feature new file mode 100644 index 0000000000..763fa804d5 --- /dev/null +++ b/core/integration/features/volume-rebate/0095-HVMR-multiple.feature @@ -0,0 +1,179 @@ +Feature: Volume rebate program - two programs overlapping + Background: + + # Initialise the network and register the assets + Given the average block duration is "1" + And the following network parameters are set: + | name | value | + | market.fee.factors.makerFee | 0.01 | + | market.fee.factors.infrastructureFee | 0.01 | + | market.fee.factors.treasuryFee | 0.1 | + | market.fee.factors.buybackFee | 0.1 | + | network.markPriceUpdateMaximumFrequency | 0s | + | validators.epoch.length | 20s | + | market.auction.minimumDuration | 1 | + + And the following assets are registered: + | id | decimal places | quantum | + | USD-0-1 | 0 | 1 | + | MXN-0-10 | 0 | 10 | + + # Initialise the parties and deposit assets + And the parties deposit on asset's general account the following amount: + | party | asset | amount | + | aux1 | USD-0-1 | 3000000 | + | aux2 | USD-0-1 | 3000000 | + | aux1 | MXN-0-10 | 30000000 | + | aux2 | MXN-0-10 | 30000000 | + | party1 | USD-0-1 | 3000000 | + | party2 | USD-0-1 | 3000000 | + | party1 | MXN-0-10 | 30000000 | + | party2 | MXN-0-10 | 30000000 | + + # Setup the markets + And the price monitoring named "price-monitoring": + | horizon | probability | auction extension | + | 3600 | 0.99 | 1 | + And the markets: + | id | quote name | asset | risk model | margin calculator | auction duration | fees | price monitoring | data source config | linear slippage factor | quadratic slippage factor | sla params | decimal places | position decimal places | + | BTC/USD-0-1 | USD | USD-0-1 | default-log-normal-risk-model | default-margin-calculator | 1 | default-none | price-monitoring | default-eth-for-future | 1e-3 | 0 | default-futures | 0 | 0 | + | BTC/MXN-0-10 | VND | MXN-0-10 | default-log-normal-risk-model | default-margin-calculator | 1 | default-none | price-monitoring | default-eth-for-future | 1e-3 | 0 | default-futures | 0 | 0 | + And the spot markets: + | id | name | base asset | quote asset | risk model | auction duration | fees | price monitoring | decimal places | position decimal places | sla params | + | MXN-0-10/USD-0-1 | MXN/USD | MXN-0-10 | USD-0-1 | default-log-normal-risk-model | 1 | default-none | price-monitoring | 0 | 0 | default-basic | + | USD-0-1/MXN-0-10 | MXN/USD | USD-0-1 | MXN-0-10 | default-log-normal-risk-model | 1 | default-none | price-monitoring | 0 | 0 | default-basic | + And the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | + | aux1 | BTC/USD-0-1 | buy | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | + | aux2 | BTC/USD-0-1 | sell | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | + And the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | + | aux1 | BTC/MXN-0-10 | buy | 1 | 500000 | 0 | TYPE_LIMIT | TIF_GTC | + | aux2 | BTC/MXN-0-10 | sell | 1 | 500000 | 0 | TYPE_LIMIT | TIF_GTC | + And the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | + | aux1 | MXN-0-10/USD-0-1 | buy | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | + | aux2 | MXN-0-10/USD-0-1 | sell | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | + And the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | + | aux1 | USD-0-1/MXN-0-10 | buy | 1 | 500000 | 0 | TYPE_LIMIT | TIF_GTC | + | aux2 | USD-0-1/MXN-0-10 | sell | 1 | 500000 | 0 | TYPE_LIMIT | TIF_GTC | + When the network moves ahead "2" blocks + Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "BTC/USD-0-1" + And the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "BTC/MXN-0-10" + And the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "MXN-0-10/USD-0-1" + And the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "MXN-0-10/USD-0-1" + + Scenario Outline: rebate program A is enacted, during its lifetime program B takes over. Program B closes after program A, so after B closes, no programs should be active. (0095-HVMR-005)(0095-HVMR-006)(0095-HMVR-007)(0095-HVMR-008)(0095-HVMR-009)(0095-HVM-010)(0095-HVMR-011). + Given the volume rebate program tiers named "A1": + | fraction | rebate | + | 0.0001 | 0.001 | + And the volume rebate program tiers named "B3": + | fraction | rebate | + | 0.0001 | 0.002 | + | 0.0002 | 0.003 | + | 0.0003 | 0.004 | + And the volume rebate program: + | id | tiers | closing timestamp | window length | closing delta | + | programA | A1 | 0 | | | + And the network moves ahead "1" epochs + + And the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | error | + | party1 | | buy | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | | + | aux1 | | sell | 1 | 50000 | 1 | TYPE_LIMIT | TIF_GTC | | + When the network moves ahead "1" blocks + Then the following trades should be executed: + | buyer | seller | size | price | aggressor side | buyer maker fee | seller maker fee | + | party1 | aux1 | 1 | 50000 | sell | 0 | 500 | + + Given the network moves ahead epochs + When the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | error | + | party2 | | buy | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | | + | aux1 | | sell | 1 | 50000 | 1 | TYPE_LIMIT | TIF_GTC | | + When the network moves ahead "1" blocks + Then the following trades should be executed: + | buyer | seller | size | price | aggressor side | buyer maker fee | seller maker fee | + | party2 | aux1 | 1 | 50000 | sell | 0 | 500 | + + When the network moves ahead "1" epochs + When the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | error | + | party1 | | buy | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | | + | party2 | | buy | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | | + | aux1 | | sell | 2 | 50000 | 2 | TYPE_LIMIT | TIF_GTC | | + When the network moves ahead "1" blocks + Then the following trades should be executed: + | buyer | seller | size | price | aggressor side | buyer high volume maker fee | seller high volume maker fee | + | party1 | aux1 | 1 | 50000 | sell | 0 | | + | party2 | aux1 | 1 | 50000 | sell | 0 | | + + When the network moves ahead "1" epochs + Then the volume rebate program: + | id | tiers | closing timestamp | window length | closing delta | + | programB | B3 | 0 | | | + + When the network moves ahead "1" epochs + Then the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | error | + | party1 | | buy | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | | + | aux1 | | sell | 1 | 50000 | 1 | TYPE_LIMIT | TIF_GTC | | + When the network moves ahead "1" blocks + Then the following trades should be executed: + | buyer | seller | size | price | aggressor side | buyer maker fee | seller maker fee | + | party1 | aux1 | 1 | 50000 | sell | 0 | 500 | + + Given the network moves ahead epochs + When the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | error | + | party2 | | buy | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | | + | aux1 | | sell | 1 | 50000 | 1 | TYPE_LIMIT | TIF_GTC | | + When the network moves ahead "1" blocks + Then the following trades should be executed: + | buyer | seller | size | price | aggressor side | buyer maker fee | seller maker fee | + | party2 | aux1 | 1 | 50000 | sell | 0 | 500 | + + When the network moves ahead "1" epochs + Then the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | error | + | party1 | | buy | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | | + | party2 | | buy | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | | + | aux1 | | sell | 2 | 50000 | 2 | TYPE_LIMIT | TIF_GTC | | + When the network moves ahead "1" blocks + Then the following trades should be executed: + | buyer | seller | size | price | aggressor side | buyer high volume maker fee | seller high volume maker fee | + | party1 | aux1 | 1 | 50000 | sell | 0 | | + | party2 | aux1 | 1 | 50000 | sell | 0 | | + + # Now no programs are active + When the network moves ahead "4" epochs + Then the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | error | + | party1 | | buy | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | | + | aux1 | | sell | 1 | 50000 | 1 | TYPE_LIMIT | TIF_GTC | | + When the network moves ahead "1" blocks + Then the following trades should be executed: + | buyer | seller | size | price | aggressor side | buyer maker fee | seller maker fee | + | party2 | aux1 | 1 | 50000 | sell | 0 | 500 | + + When the network moves ahead "1" epochs + Then the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | error | + | party1 | | buy | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | | + | party2 | | buy | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | | + | aux1 | | sell | 2 | 50000 | 2 | TYPE_LIMIT | TIF_GTC | | + When the network moves ahead "1" blocks + Then the following trades should be executed: + | buyer | seller | size | price | aggressor side | buyer high volume maker fee | seller high volume maker fee | + | party1 | aux1 | 1 | 50000 | sell | 0 | 0 | + | party2 | aux1 | 1 | 50000 | sell | 0 | 0 | + + # Closing delta must be > 1 epoch + epochs betwochs between trades + 3 blocks, 80s == 4 epochs + Examples: + | market | window length | epochs between trades | party1 rebate A | party2 rebate A | closing delta | party1 rebate B | party2 rebate B | + | BTC/USD-0-1 | 2 | "0" | 50 | 50 | 80s | 200 | 200 | + | BTC/USD-0-1 | 2 | "1" | 50 | 50 | 80s | 200 | 200 | + | MXN-0-10/USD-0-1 | 2 | "0" | 50 | 50 | 80s | 200 | 200 | + | MXN-0-10/USD-0-1 | 2 | "1" | 50 | 50 | 80s | 200 | 200 | + diff --git a/core/integration/features/volume-rebate/0095-HVMR.feature b/core/integration/features/volume-rebate/0095-HVMR.feature index f18b9b3c73..ec8cf474ea 100644 --- a/core/integration/features/volume-rebate/0095-HVMR.feature +++ b/core/integration/features/volume-rebate/0095-HVMR.feature @@ -222,7 +222,7 @@ Feature: Volume rebate program - contributions from trades | MXN-0-10/USD-0-1 | 2 | "2" | 0 | 50 | - Scenario Outline: Derivative and spot markets using assets with different quantums scale maker volume correctly (0095-HVMR-022)(0095-HVMR-023)(0095-HVMR-023) + Scenario Outline: Derivative and spot markets using assets with different quantums scale maker volume correctly (0095-HVMR-023)(0095-HVMR-024)(0095-HVMR-025) Given the volume rebate program tiers named "vrt": | fraction | rebate | diff --git a/core/integration/main_test.go b/core/integration/main_test.go index 379cc72e69..c6e9c680ed 100644 --- a/core/integration/main_test.go +++ b/core/integration/main_test.go @@ -819,7 +819,7 @@ func InitializeScenario(s *godog.ScenarioContext) { }) s.Step(`^the volume rebate program:$`, func(table *godog.Table) error { - return steps.VolumeRebateProgram(execsetup.volumeRebateProgram, volumeRebateTiers, table) + return steps.VolumeRebateProgram(execsetup.volumeRebateProgram, volumeRebateTiers, execsetup.timeService, table) }) s.Step(`^the party "([^"]*)" has the following rebate factor "([^"]*)"$`, func(party, rebate string) error { return steps.PartyHasTheFollowingRebate(party, rebate, execsetup.volumeRebateProgram) diff --git a/core/integration/steps/the_following_trades_happened.go b/core/integration/steps/the_following_trades_happened.go index 77f8552373..16d98b0d58 100644 --- a/core/integration/steps/the_following_trades_happened.go +++ b/core/integration/steps/the_following_trades_happened.go @@ -65,6 +65,8 @@ func TheFollowingTradesShouldBeExecuted( buyerInfraFeeReferrerDiscount, hasBuyerInfraFeeReferrerDiscount := row.DecimalB("buyer infrastructure fee referrer discount") buyerMakerFeeReferrerDiscount, hasBuyerMakerFeeReferrerDiscount := row.DecimalB("buyer maker fee referrer discount") buyerLiqFeeReferrerDiscount, hasBuyerLiqFeeReferrerDiscount := row.DecimalB("buyer liquidity fee referrer discount") + buyerBuyBackFee, hasBuyerBuyBackFee := row.DecimalB("buyer buyback fee") + buyerTreasuryFee, hasBuyerTreasuryFee := row.DecimalB("buyer treasury fee") buyerHighVolumeMakerFee, hasBuyerHighVolumeMakerFee := row.DecimalB("buyer high volume maker fee") sellerFee, hasSellerFee := row.U64B("seller fee") @@ -77,6 +79,8 @@ func TheFollowingTradesShouldBeExecuted( sellerInfraFeeReferrerDiscount, hasSellerInfraFeeReferrerDiscount := row.DecimalB("seller infrastructure fee referrer discount") sellerMakerFeeReferrerDiscount, hasSellerMakerFeeReferrerDiscount := row.DecimalB("seller maker fee referrer discount") sellerLiqFeeReferrerDiscount, hasSellerLiqFeeReferrerDiscount := row.DecimalB("seller liquidity fee referrer discount") + sellerBuyBackFee, hasSellerBuyBackFee := row.DecimalB("seller buyback fee") + sellerTreasuryFee, hasSellerTreasuryFee := row.DecimalB("seller treasury fee") sellerHighVolumeMakerFee, hasSellerHighVolumeMakerFee := row.DecimalB("seller high volume maker fee") data := broker.GetTrades() @@ -97,6 +101,8 @@ func TheFollowingTradesShouldBeExecuted( (!hasBuyerInfraFeeReferrerDiscount || buyerInfraFeeReferrerDiscount.Equal(num.MustDecimalFromString(v.BuyerFee.InfrastructureFeeReferrerDiscount))) && (!hasBuyerMakerFeeReferrerDiscount || buyerMakerFeeReferrerDiscount.Equal(num.MustDecimalFromString(v.BuyerFee.MakerFeeReferrerDiscount))) && (!hasBuyerLiqFeeReferrerDiscount || buyerLiqFeeReferrerDiscount.Equal(num.MustDecimalFromString(v.BuyerFee.LiquidityFeeReferrerDiscount))) && + (!hasBuyerTreasuryFee || buyerTreasuryFee.Equal(num.MustDecimalFromString(v.BuyerFee.TreasuryFee))) && + (!hasBuyerBuyBackFee || buyerBuyBackFee.Equal(num.MustDecimalFromString(v.BuyerFee.BuyBackFee))) && (!hasBuyerHighVolumeMakerFee || buyerHighVolumeMakerFee.Equal(num.MustDecimalFromString(v.BuyerFee.HighVolumeMakerFee))) && (!hasSellerFee || sellerFee == feeToU64(v.SellerFee)) && (!hasSellerInfraFee || sellerInfraFee == stringToU64(v.SellerFee.InfrastructureFee)) && @@ -108,6 +114,8 @@ func TheFollowingTradesShouldBeExecuted( (!hasSellerInfraFeeReferrerDiscount || sellerInfraFeeReferrerDiscount.Equal(num.MustDecimalFromString(v.SellerFee.InfrastructureFeeReferrerDiscount))) && (!hasSellerMakerFeeReferrerDiscount || sellerMakerFeeReferrerDiscount.Equal(num.MustDecimalFromString(v.SellerFee.MakerFeeReferrerDiscount))) && (!hasSellerLiqFeeReferrerDiscount || sellerLiqFeeReferrerDiscount.Equal(num.MustDecimalFromString(v.SellerFee.LiquidityFeeReferrerDiscount))) && + (!hasSellerTreasuryFee || sellerTreasuryFee.Equal(num.MustDecimalFromString(v.SellerFee.TreasuryFee))) && + (!hasSellerBuyBackFee || sellerBuyBackFee.Equal(num.MustDecimalFromString(v.SellerFee.BuyBackFee))) && (!hasSellerHighVolumeMakerFee || sellerHighVolumeMakerFee.Equal(num.MustDecimalFromString(v.SellerFee.HighVolumeMakerFee))) { found = true } @@ -145,6 +153,8 @@ func parseExecutedTradesTable(table *godog.Table) []RowWrapper { "buyer infrastructure fee referrer discount", "buyer liquidity fee referrer discount", "buyer maker fee referrer discount", + "buyer treasury fee", + "buyer buyback fee", "buyer high volume maker fee", "seller fee", @@ -157,6 +167,8 @@ func parseExecutedTradesTable(table *godog.Table) []RowWrapper { "seller infrastructure fee referrer discount", "seller liquidity fee referrer discount", "seller maker fee referrer discount", + "seller treasury fee", + "seller buyback fee", "seller high volume maker fee", "is amm", }) diff --git a/core/integration/steps/volume_rebate_program.go b/core/integration/steps/volume_rebate_program.go index b6fa9ad67d..34dbfb2d09 100644 --- a/core/integration/steps/volume_rebate_program.go +++ b/core/integration/steps/volume_rebate_program.go @@ -19,6 +19,7 @@ import ( "fmt" "time" + "code.vegaprotocol.io/vega/core/integration/stubs" "code.vegaprotocol.io/vega/core/types" "code.vegaprotocol.io/vega/core/volumerebate" "code.vegaprotocol.io/vega/libs/num" @@ -68,6 +69,7 @@ func (r volumeRebateTiersRow) rebate() num.Decimal { func VolumeRebateProgram( vde *volumerebate.Engine, tiers map[string][]*types.VolumeRebateBenefitTier, + ts *stubs.TimeStub, table *godog.Table, ) error { rows := parseVolumeRebateTable(table) @@ -77,11 +79,7 @@ func VolumeRebateProgram( row := volumeRebateRow{row: r} vdp.ID = row.id() vdp.WindowLength = row.windowLength() - if row.closingTimestamp() == 0 { - vdp.EndOfProgramTimestamp = time.Time{} - } else { - vdp.EndOfProgramTimestamp = time.Unix(row.closingTimestamp(), 0) - } + vdp.EndOfProgramTimestamp = row.closingTS(ts.GetTimeNow()) tierName := row.tiers() if tier := tiers[tierName]; tier != nil { vdp.VolumeRebateBenefitTiers = tier @@ -97,7 +95,9 @@ func parseVolumeRebateTable(table *godog.Table) []RowWrapper { "tiers", "closing timestamp", "window length", - }, []string{}) + }, []string{ + "closing delta", + }) } type volumeRebateRow struct { @@ -116,6 +116,24 @@ func (r volumeRebateRow) closingTimestamp() int64 { return r.row.MustI64("closing timestamp") } +func (r volumeRebateRow) closingTS(now time.Time) time.Time { + if delta, ok := r.closingDelta(); ok { + return now.Add(delta) + } + ts := r.closingTimestamp() + if ts == 0 { + return time.Time{} + } + return time.Unix(ts, 0) +} + +func (r volumeRebateRow) closingDelta() (time.Duration, bool) { + if r.row.HasColumn("closing delta") { + return r.row.MustDurationStr("closing delta"), true + } + return 0, false +} + func (r volumeRebateRow) windowLength() uint64 { return r.row.MustU64("window length") }