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fix: LP fees reward handling + destination type #9748

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merged 4 commits into from
Oct 11, 2023
Merged

fix: LP fees reward handling + destination type #9748

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91d66ba
fix: LP fees reward handling + destination type
ze97286 Oct 11, 2023
e6289c7
Merge branch 'develop' into 9746
ze97286 Oct 11, 2023
6dbb870
Merge branch 'develop' into 9746
ze97286 Oct 11, 2023
ddf22f7
Merge branch 'develop' into 9746
jeremyletang Oct 11, 2023
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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 @@ -295,6 +295,8 @@
- [9734](https://github.com/vegaprotocol/vega/issues/9734) - Fix creation of new account types for existing assets during migration
- [9731](https://github.com/vegaprotocol/vega/issues/9731) - Allow team rewards to apply to all teams.
- [9727](https://github.com/vegaprotocol/vega/issues/9727) - Initialize teams earlier to avoid panic.
- [9746](https://github.com/vegaprotocol/vega/issues/9746) - Fix handling of LP fees reward
- [9747](https://github.com/vegaprotocol/vega/issues/9747) - Return correct destination type
- [9541](https://github.com/vegaprotocol/vega/issues/9731) - Add filtering for party to the referral fees API.
- [9751](https://github.com/vegaprotocol/vega/issues/9751) - Make sure that LP fee party accounts exists.

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4 changes: 3 additions & 1 deletion core/execution/common/liquidity_provision_fees.go
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Expand Up @@ -89,7 +89,6 @@ func (m *MarketLiquidity) AllocateFees(ctx context.Context) error {
return nil
}

m.marketActivityTracker.UpdateFeesFromTransfers(m.asset, m.marketID, feeTransfer.Transfers())
ledgerMovements, err := m.transferFees(ctx, feeTransfer)
if err != nil {
return fmt.Errorf("failed to transfer fees: %w", err)
Expand Down Expand Up @@ -212,6 +211,8 @@ func (m *MarketLiquidity) distributeFeesAndCalculateBonuses(
bonusPerParty[partyID] = bonus
}

m.marketActivityTracker.UpdateFeesFromTransfers(m.asset, m.marketID, allTransfers.transfers)

// transfer all the fees.
ledgerMovements, err := m.transferFees(ctx, allTransfers)
if err != nil {
Expand Down Expand Up @@ -279,6 +280,7 @@ func (m *MarketLiquidity) distributePerformanceBonuses(
bonusTransfers.transfers = append(bonusTransfers.transfers, transfer)
}

m.marketActivityTracker.UpdateFeesFromTransfers(m.asset, m.marketID, bonusTransfers.transfers)
ledgerMovements, err := m.transferFees(ctx, bonusTransfers)
if err != nil {
m.log.Panic("failed to distribute SLA bonuses", logging.Error(err))
Expand Down
3 changes: 2 additions & 1 deletion core/execution/common/liquidity_provision_test.go
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Expand Up @@ -80,7 +80,8 @@ func newMarketLiquidity(t *testing.T) *marketLiquidityTest {

teams := mocks.NewMockTeams(ctrl)
bc := mocks.NewMockAccountBalanceChecker(ctrl)
marketTracker := common.NewMarketActivityTracker(logging.NewTestLogger(), epochEngine, teams, bc)
marketTracker := common.NewMarketActivityTracker(logging.NewTestLogger(), teams, bc)
epochEngine.NotifyOnEpoch(marketTracker.OnEpochEvent, marketTracker.OnEpochRestore)

marketLiquidity := common.NewMarketLiquidity(
log,
Expand Down
7 changes: 3 additions & 4 deletions core/execution/common/market_activity_tracker.go
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Expand Up @@ -107,7 +107,7 @@ type MarketActivityTracker struct {
}

// NewMarketActivityTracker instantiates the fees tracker.
func NewMarketActivityTracker(log *logging.Logger, epochEngine EpochEngine, teams Teams, balanceChecker AccountBalanceChecker) *MarketActivityTracker {
func NewMarketActivityTracker(log *logging.Logger, teams Teams, balanceChecker AccountBalanceChecker) *MarketActivityTracker {
mat := &MarketActivityTracker{
assetToMarketTrackers: map[string]map[string]*marketTracker{},
ss: &snapshotState{},
Expand All @@ -118,7 +118,6 @@ func NewMarketActivityTracker(log *logging.Logger, epochEngine EpochEngine, team
partyTakerNotionalVolume: map[string]*num.Uint{},
}

epochEngine.NotifyOnEpoch(mat.onEpochEvent, mat.onEpochRestore)
return mat
}

Expand Down Expand Up @@ -365,7 +364,7 @@ func (mat *MarketActivityTracker) RemoveMarket(asset, marketID string) {
}

// onEpochEvent is called when the state of the epoch changes, we only care about new epochs starting.
func (mat *MarketActivityTracker) onEpochEvent(_ context.Context, epoch types.Epoch) {
func (mat *MarketActivityTracker) OnEpochEvent(_ context.Context, epoch types.Epoch) {
if epoch.Action == proto.EpochAction_EPOCH_ACTION_START {
mat.epochStartTime = epoch.StartTime
mat.partyContributionCache = map[string][]*types.PartyContributionScore{}
Expand Down Expand Up @@ -434,7 +433,7 @@ func (mat *MarketActivityTracker) UpdateFeesFromTransfers(asset, market string,
mat.addFees(mt.makerFeesPaid, t.Owner, t.Amount.Amount, mt.totalMakerFeesPaid)
case types.TransferTypeMakerFeeReceive:
mat.addFees(mt.makerFeesReceived, t.Owner, t.Amount.Amount, mt.totalMakerFeesReceived)
case types.TransferTypeLiquidityFeeDistribute:
case types.TransferTypeLiquidityFeeNetDistribute, types.TransferTypeSlaPerformanceBonusDistribute:
mat.addFees(mt.lpFees, t.Owner, t.Amount.Amount, mt.totalLpFees)
default:
}
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18 changes: 12 additions & 6 deletions core/execution/common/market_activity_tracker_internal_test.go
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Expand Up @@ -259,7 +259,8 @@ func TestCalculateMetricForIndividualsAvePosition(t *testing.T) {
ctrl := gomock.NewController(t)
teams := mocks.NewMockTeams(ctrl)
balanceChecker := mocks.NewMockAccountBalanceChecker(ctrl)
tracker := NewMarketActivityTracker(logging.NewTestLogger(), epochService, teams, balanceChecker)
tracker := NewMarketActivityTracker(logging.NewTestLogger(), teams, balanceChecker)
epochService.NotifyOnEpoch(tracker.OnEpochEvent, tracker.OnEpochRestore)
tracker.SetEligibilityChecker(&DummyEligibilityChecker{})
epochService.target(context.Background(), types.Epoch{Seq: 1, Action: vgproto.EpochAction_EPOCH_ACTION_START, StartTime: time.Time{}})

Expand Down Expand Up @@ -434,7 +435,8 @@ func TestCalculateMetricForPartyAvePosition(t *testing.T) {
ctrl := gomock.NewController(t)
teams := mocks.NewMockTeams(ctrl)
balanceChecker := mocks.NewMockAccountBalanceChecker(ctrl)
tracker := NewMarketActivityTracker(logging.NewTestLogger(), epochService, teams, balanceChecker)
tracker := NewMarketActivityTracker(logging.NewTestLogger(), teams, balanceChecker)
epochService.NotifyOnEpoch(tracker.OnEpochEvent, tracker.OnEpochRestore)
tracker.SetEligibilityChecker(&DummyEligibilityChecker{})
epochService.target(context.Background(), types.Epoch{Seq: 1, Action: vgproto.EpochAction_EPOCH_ACTION_START, StartTime: time.Time{}})

Expand Down Expand Up @@ -617,7 +619,8 @@ func TestCalculateMetricForIndividualReturnVolatility(t *testing.T) {
ctrl := gomock.NewController(t)
teams := mocks.NewMockTeams(ctrl)
balanceChecker := mocks.NewMockAccountBalanceChecker(ctrl)
tracker := NewMarketActivityTracker(logging.NewTestLogger(), epochService, teams, balanceChecker)
tracker := NewMarketActivityTracker(logging.NewTestLogger(), teams, balanceChecker)
epochService.NotifyOnEpoch(tracker.OnEpochEvent, tracker.OnEpochRestore)
tracker.SetEligibilityChecker(&DummyEligibilityChecker{})
epochService.target(context.Background(), types.Epoch{Seq: 1, Action: vgproto.EpochAction_EPOCH_ACTION_START, StartTime: time.Time{}})

Expand Down Expand Up @@ -753,7 +756,8 @@ func TestCalculateMetricForIndividualsRelativeReturn(t *testing.T) {
ctrl := gomock.NewController(t)
teams := mocks.NewMockTeams(ctrl)
balanceChecker := mocks.NewMockAccountBalanceChecker(ctrl)
tracker := NewMarketActivityTracker(logging.NewTestLogger(), epochService, teams, balanceChecker)
tracker := NewMarketActivityTracker(logging.NewTestLogger(), teams, balanceChecker)
epochService.NotifyOnEpoch(tracker.OnEpochEvent, tracker.OnEpochRestore)
tracker.SetEligibilityChecker(&DummyEligibilityChecker{})
epochService.target(context.Background(), types.Epoch{Seq: 1, Action: vgproto.EpochAction_EPOCH_ACTION_START, StartTime: time.Time{}})

Expand Down Expand Up @@ -912,7 +916,8 @@ func TestCalculateMetricForPartyRelativeReturn(t *testing.T) {
ctrl := gomock.NewController(t)
teams := mocks.NewMockTeams(ctrl)
balanceChecker := mocks.NewMockAccountBalanceChecker(ctrl)
tracker := NewMarketActivityTracker(logging.NewTestLogger(), epochService, teams, balanceChecker)
tracker := NewMarketActivityTracker(logging.NewTestLogger(), teams, balanceChecker)
epochService.NotifyOnEpoch(tracker.OnEpochEvent, tracker.OnEpochRestore)
tracker.SetEligibilityChecker(&DummyEligibilityChecker{})
epochService.target(context.Background(), types.Epoch{Seq: 1, Action: vgproto.EpochAction_EPOCH_ACTION_START, StartTime: time.Time{}})

Expand Down Expand Up @@ -1123,7 +1128,8 @@ func TestCalculateMetricForParty(t *testing.T) {
ctrl := gomock.NewController(t)
teams := mocks.NewMockTeams(ctrl)
balanceChecker := mocks.NewMockAccountBalanceChecker(ctrl)
tracker := NewMarketActivityTracker(logging.NewTestLogger(), epochService, teams, balanceChecker)
tracker := NewMarketActivityTracker(logging.NewTestLogger(), teams, balanceChecker)
epochService.NotifyOnEpoch(tracker.OnEpochEvent, tracker.OnEpochRestore)
tracker.SetEligibilityChecker(&DummyEligibilityChecker{})
epochService.target(context.Background(), types.Epoch{Seq: 1, Action: vgproto.EpochAction_EPOCH_ACTION_START, StartTime: time.Time{}})

Expand Down
2 changes: 1 addition & 1 deletion core/execution/common/market_activity_tracker_snapshot.go
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Expand Up @@ -498,7 +498,7 @@ func (mat *MarketActivityTracker) restore(tracker *snapshot.MarketTracker) {
}

// onEpochRestore is called when the state of the epoch changes, we only care about new epochs starting.
func (mat *MarketActivityTracker) onEpochRestore(_ context.Context, epoch types.Epoch) {
func (mat *MarketActivityTracker) OnEpochRestore(_ context.Context, epoch types.Epoch) {
mat.currentEpoch = epoch.Seq
mat.epochStartTime = epoch.StartTime
}
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