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chore: update genbutemple branch (#2308)
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* feat: add AC for vAMM during opening auction

* chore: typo

* fix: reword

* feat: Updates to fix up equations (#2303)

* feat: tx trade ordering (#2231)

* feat: Order trade transactions within a block

* feat: AMM Estimates (#2282)

* feat: Estimate within range

* refactor: first stab at max block auction

* refactor: add defaults

* chore: update genbutemple

---------

Co-authored-by: Jiajia-Cui <jiajia@vega.xyz>
Co-authored-by: David Siska <62546419+davidsiska-vega@users.noreply.github.com>
Co-authored-by: Tom <tom@vegaprotocol.io>
Co-authored-by: Witold <gawlikowicz@gmail.com>
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3 changes: 1 addition & 2 deletions .github/workflows/quality_check.yml
Original file line number Diff line number Diff line change
Expand Up @@ -11,8 +11,7 @@ name: "Quality checks"
- palazzo
- colosseo
- colosseo_II
- suzukacastle
- suzukacastle_II
- genbutemple

env:
GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
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17 changes: 2 additions & 15 deletions protocol/0094-PRAC-protective_auctions.md
Original file line number Diff line number Diff line change
Expand Up @@ -35,15 +35,8 @@ The default settings should be:
| `1min` | `5min` |
| `10min` | `1h` |
| `1h` | `1h` |
| `6h` | `3h` |
| `24h` | `6h` |


## Interaction between different auction modes

When market goes into auction mode from its default trading mode then the auction trigger which caused this should be listed as `trigger` on the API as long as that auction hasn't finished (including cases when it gets extended).

When another trigger gets activated for the market then the end time of auction for that market should be the maximum of the original end time and that implied by the latest trigger. If the original end time is larger then nothing changes. If end time implied by the latest trigger is larger than the end time gets set to this value and the `extension_trigger` field gets set (or overwritten if market has already been in an extended auction at this point) to represent the latest trigger. Governance auction is assumed to have an infinite duration (it can only be ended with an appropriate governance auction and the timing of that action is generally unknown a priori).
| `6h` | `3h` |
| `24h` | `6h` |

## Acceptance criteria

Expand All @@ -64,9 +57,3 @@ and at some point network determines that the length of the last block was 90s,
- A market which has been in a per-market auction which was triggered before the network-wide auction was initiated remains in auction mode even if the exit condition for the original per-market auction gets satisfied before the network-wide auction ends. No intermediate trades get generated even in the presence of non-zero indicative volume at the point of that market's per-market auction exit condition being satisfied. The market only goes back into its default trading mode and possibly generates trades once the network-wide auction ends. (<a name="0094-PRAC-004" href="#0094-PRAC-004">0094-PRAC-004</a>)

- A market which has been in a per-market auction which was triggered before the network-wide auction was initiated remains in auction mode once the network-wide auction ends if the exit condition for the original per-market auction hasn't been met at that point and no intermediate trades get generated even in the presence of non-zero indicative volume at the point of network-wide auction end. (<a name="0094-PRAC-005" href="#0094-PRAC-005">0094-PRAC-005</a>)

- When market is in a price monitoring auction which is meant to finish at `10am`, but prior to that time a long block auction finishing at 11am gets triggered then the market stays in auction till `11am`, it's auction trigger is listed as price monitoring auction and it's extension trigger is listed as long block auction. (<a name="0094-PRAC-006" href="#0094-PRAC-006">0094-PRAC-006</a>)

- When a market's `trigger` or `extension_trigger` is set to represent a governance suspension then no other triggers can affect the market. (<a name="0094-PRAC-007" href="#0094-PRAC-007">0094-PRAC-007</a>)

- When a market's `trigger` and `extension_trigger` are set to represent that the market went into auction due to the price monitoring mechanism and was later extended by the same mechanism and the auction is meant to finish at `11am`, but now a long block auction is being triggered so that it ends at `10am` then this market is unaffected in any way. (<a name="0094-PRAC-008" href="#0094-PRAC-008">0094-PRAC-008</a>)
254 changes: 190 additions & 64 deletions protocol/colosseo-features.json
Original file line number Diff line number Diff line change
Expand Up @@ -25,29 +25,19 @@
},
"Isolated margin": {
"milestone": "colosseo",
"acs": [
"0019-MCAL-208"
]
"acs": ["0019-MCAL-208"]
},
"Closeout trades and auctions": {
"milestone": "colosseo",
"acs": [
"0012-POSR-030"
]
"acs": ["0012-POSR-030"]
},
"Market suspended/resumed before enactment": {
"milestone": "colosseo",
"acs": [
"0043-MKTL-011",
"0043-MKTL-012",
"0043-MKTL-013"
]
"acs": ["0043-MKTL-011", "0043-MKTL-012", "0043-MKTL-013"]
},
"Teams": {
"milestone": "colosseo",
"acs": [
"0083-RFPR-068"
]
"acs": ["0083-RFPR-068"]
},
"Spot": {
"milestone": "colosseo",
Expand Down Expand Up @@ -366,7 +356,64 @@
"0056-REWA-167"
]
},

"Spot stretch": {
"milestone": "colosseo",
"acs": [
"0029-FEES-015",
"0029-FEES-016",
"0029-FEES-017",
"0029-FEES-018",
"0029-FEES-019",
"0029-FEES-020",
"0029-FEES-021",
"0029-FEES-022",
"0049-TVAL-007",
"0049-TVAL-008",
"0049-TVAL-009",
"0049-TVAL-010",
"0049-TVAL-011",
"0049-TVAL-012",
"0051-PROD-004",
"0051-PROD-005",
"0051-PROD-006",
"0052-FPOS-003",
"0052-FPOS-004",
"0054-NETP-007",
"0054-NETP-008",
"0054-NETP-009",
"0054-NETP-010",
"0054-NETP-011",
"0057-TRAN-063",
"0065-FTCO-005",
"0065-FTCO-006",
"0065-FTCO-007",
"0065-FTCO-008",
"0070-MKTD-010",
"0070-MKTD-011",
"0070-MKTD-012",
"0070-MKTD-013",
"0070-MKTD-014",
"0070-MKTD-015",
"0070-MKTD-022",
"0070-MKTD-024",
"0070-MKTD-025",
"0070-MKTD-026",
"0074-BTCH-012",
"0074-BTCH-015",
"0074-BTCH-016",
"0074-BTCH-019",
"0079-TGAP-006",
"0079-TGAP-007",
"0028-GOVE-186",
"0028-GOVE-187",
"0080-SPOT-024",
"0080-SPOT-025",
"0080-SPOT-026",
"0080-SPOT-027",
"0080-SPOT-028",
"0080-SPOT-029"
]
},
"Spot stop orders": {
"milestone": "colosseo",
"acs": [
Expand Down Expand Up @@ -481,47 +528,34 @@
"0009-MRKP-037"
]
},
"Perpetual funding rates": {
"milestone": "colosseo",
"acs": ["0053-PERP-036"]
},
"Explicit liquidation range": {
"milestone": "colosseo",
"acs": [
"0012-POSR-031",
"0012-POSR-032",
"0012-POSR-033"]
"acs": ["0012-POSR-031", "0012-POSR-032", "0012-POSR-033"]
},
"Order spam": {
"milestone": "colosseo_II",
"Community Tags": {
"milestone": "colosseo",
"acs": [
"0062-SPAM-043",
"0062-SPAM-044",
"0062-SPAM-045",
"0062-SPAM-047",
"0062-SPAM-048",
"0062-SPAM-049",
"0062-SPAM-050",
"0062-SPAM-051",
"0062-SPAM-052",
"0062-SPAM-053",
"0062-SPAM-054",
"0062-SPAM-055",
"0062-SPAM-056",
"0062-SPAM-057",
"0062-SPAM-058",
"0062-SPAM-059",
"0062-SPAM-060",
"0062-SPAM-061",
"0062-SPAM-062",
"0062-SPAM-063",
"0062-SPAM-064",
"0062-SPAM-066",
"0062-SPAM-067",
"0062-SPAM-068",
"0062-SPAM-069",
"0062-SPAM-070",
"0062-SPAM-071",
"0062-SPAM-072",
"0004-AMND-061"
"0028-GOVE-168",
"0028-GOVE-169",
"0028-GOVE-170",
"0028-GOVE-171",
"0028-GOVE-172",
"0028-GOVE-173",
"0028-GOVE-174",
"0028-GOVE-175",
"0028-GOVE-176",
"0028-GOVE-177",
"0028-GOVE-178"
]
},
"LPs voting without gov token": {
"milestone": "colosseo",
"acs": ["0028-GOVE-185"]
},
"Reward Improvements": {
"milestone": "colosseo",
"acs": [
Expand Down Expand Up @@ -572,6 +606,78 @@
"0057-TRAN-079"
]
},
"vAMMs": {
"milestone": "colosseo_II",
"acs": [
"0042-LIQF-092",
"0042-LIQF-093",
"0042-LIQF-094",
"0090-VAMM-001",
"0090-VAMM-002",
"0090-VAMM-003",
"0090-VAMM-004",
"0090-VAMM-005",
"0090-VAMM-006",
"0090-VAMM-007",
"0090-VAMM-008",
"0090-VAMM-009",
"0090-VAMM-010",
"0090-VAMM-011",
"0090-VAMM-012",
"0090-VAMM-013",
"0090-VAMM-014",
"0090-VAMM-015",
"0090-VAMM-016",
"0090-VAMM-017",
"0090-VAMM-018",
"0090-VAMM-019",
"0090-VAMM-020",
"0090-VAMM-021",
"0090-VAMM-022",
"0090-VAMM-023",
"0090-VAMM-024",
"0090-VAMM-025",
"0090-VAMM-026",
"0090-VAMM-027",
"0090-VAMM-028",
"0090-VAMM-029",
"0090-VAMM-030",
"0090-VAMM-031",
"0090-VAMM-032",
"0090-VAMM-033",
"0090-VAMM-034",
"0090-VAMM-035",
"0057-TRAN-070",
"0026-AUCT-033",
"0026-AUCT-034",
"0026-AUCT-035",
"0026-AUCT-036",
"0026-AUCT-037",
"0014-NP-VAMM-001",
"0014-NP-VAMM-002",
"0014-NP-VAMM-003",
"0014-NP-VAMM-004",
"0015-NP-OBES-001",
"0015-NP-OBES-002",
"0042-LIQF-107",
"0042-LIQF-108",
"0042-LIQF-109",
"0042-LIQF-110",
"0042-LIQF-111",
"0056-REWA-170",
"0085-RVST-015",
"0085-RVST-016",
"0085-RVST-017",
"0085-RVST-018",
"0085-RVST-019",
"0085-RVST-020",
"0085-RVST-021",
"0085-RVST-022",
"0085-RVST-023",
"0085-RVST-024",
"0085-RVST-025"
]
},
"Capped Futures": {
"milestone": "colosseo_II",
"acs": [
Expand All @@ -594,9 +700,31 @@
"0019-MCAL-157",
"0019-MCAL-158",
"0019-MCAL-170",
"0019-MCAL-171"
"0019-MCAL-171",
"0016-PFUT-029"
]
},
"Model-free alternatives": {
"milestone": "colosseo_II",
"acs": [
"0016-PFUT-026",
"0016-PFUT-027",
"0016-PFUT-028",
"0053-PERP-047",
"0053-PERP-048",
"0053-PERP-049",
"0032-PRIM-041",
"0032-PRIM-042",
"0032-PRIM-043",
"0042-LIQF-095",
"0042-LIQF-096",
"0019-MCAL-159"
]
},
"Cancelling Proposals": {
"milestone": "colosseo_II",
"acs": ["0028-GOVE-188", "0028-GOVE-189", "0028-GOVE-190", "0028-GOVE-191"]
},
"Transaction Ordering": {
"milestone": "colosseo_II",
"acs": [
Expand All @@ -621,23 +749,21 @@
"0028-GOVE-193"
]
},
"Long Block Auction": {
"milestone": "colosseo_II",
"Spot AMM": {
"milestone": "genbu_temple",
"acs": [
"0026-AUCT-039",
"0026-AUCT-040",
"0094-PRAC-001",
"0094-PRAC-002",
"0094-PRAC-003",
"0094-PRAC-004",
"0094-PRAC-005",
"0094-PRAC-006",
"0094-PRAC-007",
"0094-PRAC-008"
"0092-SAMM-001",
"0092-SAMM-002",
"0092-SAMM-003",
"0092-SAMM-004",
"0092-SAMM-005",
"0092-SAMM-006",
"0092-SAMM-007",
"0092-SAMM-008"
]
},
"Unknown": {
"milestone": "unknown",
"acs": []
}
}
}
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