Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

feat: tx trade ordering #2231

Merged
merged 23 commits into from
Jun 19, 2024
Merged

feat: tx trade ordering #2231

merged 23 commits into from
Jun 19, 2024

Conversation

TomMcL
Copy link
Contributor

@TomMcL TomMcL commented Apr 8, 2024

Closes #2232

@TomMcL TomMcL self-assigned this Apr 8, 2024
protocol/0088-TRTO-trading_transaction_ordering.md Outdated Show resolved Hide resolved
protocol/0088-TRTO-trading_transaction_ordering.md Outdated Show resolved Hide resolved
protocol/0088-TRTO-trading_transaction_ordering.md Outdated Show resolved Hide resolved
protocol/0088-TRTO-trading_transaction_ordering.md Outdated Show resolved Hide resolved
@TomMcL TomMcL force-pushed the feat/tx_trade_ordering branch from fdab160 to 37ba54f Compare May 15, 2024 10:57
@TomMcL TomMcL changed the base branch from colosseo to colosseo_II May 15, 2024 11:16
@TomMcL TomMcL marked this pull request as ready for review May 15, 2024 11:16
Copy link
Contributor

@Vegaklaus Vegaklaus left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Some comments on the implementation (given that interacts with other planned features)
It would be nice if the delay function could also delay by several blocks, as that would be halt of the integration of order policies in Wendy. I.e., a flow like
0. Keep an extra delay-buffer with delayed transactions and some meta data (e.g., how long has this transaction been delayed yet; can be more in the future)

  1. Increase the 'has-been-delayed' counter of all transactions by one
  2. Take all transactions out of the tender mint buffer into the delay-buffer with 'has-been-dalayed'=0
  3. [For future optimisations: Release CBFT to process the next block to parallelise block evaluation with the consensus. Assure that CBFT is only ahead by one block to avoid too much asynchrony]
  4. For all transactions in the delay buffer, run a function that verifies if they can leave the buffer now. This implements only the function from this spec now, but can be extended by additional policies that also may be market-dependent
  5. Remove all functions that can be delivered from the delay buffer, and sort them by the second ordering function (which also might be extended in the future)
  6. Run a transaction validity verification on every transaction again (as the state of the system may have changed in the meantime), and feed all valid ones into core.
  7. If a transaction has been delayed too long (e.g., 50 blocks), it is dropped (or immediately delivered ,that's up to discussion)

1. Prior to block N + 1, post only order C then market order D and finally a cancellation of order A arrive to the chain, these are both included in block N + 1.
1. When block N + 1 is executed, order C first takes effect, then the cancellation of order A, then finally market order B.
1. When block N + 2 is executed, market order D takes effect

Copy link
Contributor

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

We should probably add some implementation discussion here to make sure we're all on one page and this doesn't interfere poorly with other (planned) features; my understanding so far:

  • delaying by a block is done post-consensus, i.e., a (block) delayed message is put in a special buffer and then added to the next block
  • in-block ordering takes both the current block and the delayed transactions, and then re-sorts
  • If we add other order policies (e.g., Wendy), this should then use the same code here - otherwise we may end up with conflicting order requirements at different places.
  • For now, a transaction needs to be delayed only for one block, but that may change in the future
  • Being able to take a message from consensus, put it run a buffer, and execute it later is also a good part of the work for asynchronous execution (i.e., execute the core code while CBft processes the next block)
  • We need to make sure the post-consensus transaction validity check is still sufficient if transactions can be delayed more (it should be)

@davidsiska-vega
Copy link
Contributor

Do we need a netparam to enable / disable this re-ordering? @barnabee / @TomMcL

@barnabee
Copy link
Member

Do we need a netparam to enable / disable this re-ordering? @barnabee / @TomMcL

Ideally yes. I know an early version of the spec had this per market, which is most ideal but we were also willing to drop that if it added excessive complexity and just have a network wide switch.

I would assume "disabling" this (whether per-market or net wide) would basically mean something like treating every order/market instruction for which the feature is disabled as if it was given the high priority, or some equivalent.

Probably need @ze97286 input here as to what is built and what makes sense…

@TomMcL TomMcL merged commit c7c25fc into colosseo_II Jun 19, 2024
4 checks passed
@TomMcL TomMcL deleted the feat/tx_trade_ordering branch June 19, 2024 14:40
cdummett pushed a commit that referenced this pull request Jun 24, 2024
* feat: Order trade transactions within a block
cdummett added a commit that referenced this pull request Jun 24, 2024
* 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>
cdummett added a commit that referenced this pull request Jul 31, 2024
* 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

* refactor: formalise action interaction + ACs

* refactor: remove supplied liquidity requirement from ACs

* chore: update approbation

* chore: fix CI issues

* milestone rejig

* fix fee mechanic milestone, reorder features

* chore: remove impossible AC, but mention the behaviour in spec

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* chore: remove old AC from json

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* feat: separate fee discount components (#2293)

* feat: Adding separate discount factor components

* feat: Adding separate discount factor components

* feat: Add ACs

* feat: Fix AC code

* feat: Fix AC code

* feat: Review comments

* feat: Adding high volume maker rebate

* feat: Fix up eqs

* feat: Remove duplicative naming

* chore: Fix up markdown

* refactor: add default value

---------

Co-authored-by: Witold <gawlikowicz@gmail.com>

* rename 3 and rejig milestones

* sorting

* feat: change to average notional position

* feat: calculate fraction of cumulative volume across window rather than average of fractions across window

* fix: update spellcheck

* Order spam (#2188)

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: wording

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: spot correction

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* chore: clairfy spam protection for spot markets

* fix: remove

* fix: don't allow non-persistent orders that don't meet margin / value criteria

* feat: Update spam tests on amendments

* feat: Update spam tests on amendments

* chore: revert inconsistent formatting

* chore: fix markdownlint

---------

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>
Co-authored-by: Charlie <charlie@vegaprotocol.io>
Co-authored-by: Tom McLean <tom@vegaprotocol.io>

* Revert "feat: average notional position" (#2320)

* chore: bump LP 3.0 spec number

---------

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jiajia-Cui <jiajia@vega.xyz>
Co-authored-by: David Siska <62546419+davidsiska-vega@users.noreply.github.com>
Co-authored-by: Jiajia-Cui <92106936+Jiajia-Cui@users.noreply.github.com>
Co-authored-by: Tom <tom@vegaprotocol.io>
Co-authored-by: Witold <gawlikowicz@gmail.com>
Co-authored-by: Witold <witold@vega.xyz>
Co-authored-by: Edd <edd@vega.xyz>
Co-authored-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jeremy Letang <me@jeremyletang.com>
cdummett pushed a commit that referenced this pull request Jul 31, 2024
* feat: Order trade transactions within a block
cdummett added a commit that referenced this pull request Jul 31, 2024
* 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

* refactor: formalise action interaction + ACs

* refactor: remove supplied liquidity requirement from ACs

* chore: update approbation

* chore: fix CI issues

* milestone rejig

* fix fee mechanic milestone, reorder features

* chore: remove impossible AC, but mention the behaviour in spec

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* chore: remove old AC from json

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* feat: separate fee discount components (#2293)

* feat: Adding separate discount factor components

* feat: Adding separate discount factor components

* feat: Add ACs

* feat: Fix AC code

* feat: Fix AC code

* feat: Review comments

* feat: Adding high volume maker rebate

* feat: Fix up eqs

* feat: Remove duplicative naming

* chore: Fix up markdown

* refactor: add default value

---------

Co-authored-by: Witold <gawlikowicz@gmail.com>

* rename 3 and rejig milestones

* sorting

* feat: change to average notional position

* feat: calculate fraction of cumulative volume across window rather than average of fractions across window

* fix: update spellcheck

* Order spam (#2188)

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: wording

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: spot correction

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* chore: clairfy spam protection for spot markets

* fix: remove

* fix: don't allow non-persistent orders that don't meet margin / value criteria

* feat: Update spam tests on amendments

* feat: Update spam tests on amendments

* chore: revert inconsistent formatting

* chore: fix markdownlint

---------

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>
Co-authored-by: Charlie <charlie@vegaprotocol.io>
Co-authored-by: Tom McLean <tom@vegaprotocol.io>

* Revert "feat: average notional position" (#2320)

* feat: update suzuka (#2326)

* Revert "Merge pull request #2315 from vegaprotocol/feat/maker_rebate_update"

This reverts commit 09dd85a, reversing
changes made to 44ecde7.

* Revert "feat: separate fee discount components (#2293)"

This reverts commit 0e9ab96.

* chore: trigger checks

* feat: separate fee discount components (#2293)

* feat: Adding separate discount factor components

* feat: Adding separate discount factor components

* feat: Add ACs

* feat: Fix AC code

* feat: Fix AC code

* feat: Review comments

* feat: Adding high volume maker rebate

* feat: Fix up eqs

* feat: Remove duplicative naming

* chore: Fix up markdown

* refactor: add default value

---------

Co-authored-by: Witold <gawlikowicz@gmail.com>

* Merge pull request #2315 from vegaprotocol/feat/maker_rebate_update

feat: calculate fraction of cumulative taker volume across window

---------

Co-authored-by: Tom <tom@vegaprotocol.io>
Co-authored-by: Witold <gawlikowicz@gmail.com>
Co-authored-by: Jiajia-Cui <92106936+Jiajia-Cui@users.noreply.github.com>

* chore: update feature files

---------

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jiajia-Cui <jiajia@vega.xyz>
Co-authored-by: David Siska <62546419+davidsiska-vega@users.noreply.github.com>
Co-authored-by: Jiajia-Cui <92106936+Jiajia-Cui@users.noreply.github.com>
Co-authored-by: Tom <tom@vegaprotocol.io>
Co-authored-by: Witold <gawlikowicz@gmail.com>
Co-authored-by: Witold <witold@vega.xyz>
Co-authored-by: Edd <edd@vega.xyz>
Co-authored-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jeremy Letang <me@jeremyletang.com>
cdummett pushed a commit that referenced this pull request Sep 16, 2024
* feat: Order trade transactions within a block
cdummett added a commit that referenced this pull request Sep 17, 2024
* 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>
cdummett added a commit that referenced this pull request Sep 17, 2024
* 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

* refactor: formalise action interaction + ACs

* refactor: remove supplied liquidity requirement from ACs

* chore: update approbation

* chore: fix CI issues

* milestone rejig

* fix fee mechanic milestone, reorder features

* chore: remove impossible AC, but mention the behaviour in spec

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* chore: remove old AC from json

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* feat: separate fee discount components (#2293)

* feat: Adding separate discount factor components

* feat: Adding separate discount factor components

* feat: Add ACs

* feat: Fix AC code

* feat: Fix AC code

* feat: Review comments

* feat: Adding high volume maker rebate

* feat: Fix up eqs

* feat: Remove duplicative naming

* chore: Fix up markdown

* refactor: add default value

---------

Co-authored-by: Witold <gawlikowicz@gmail.com>

* rename 3 and rejig milestones

* sorting

* feat: change to average notional position

* feat: calculate fraction of cumulative volume across window rather than average of fractions across window

* fix: update spellcheck

* Order spam (#2188)

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: wording

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: spot correction

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* chore: clairfy spam protection for spot markets

* fix: remove

* fix: don't allow non-persistent orders that don't meet margin / value criteria

* feat: Update spam tests on amendments

* feat: Update spam tests on amendments

* chore: revert inconsistent formatting

* chore: fix markdownlint

---------

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>
Co-authored-by: Charlie <charlie@vegaprotocol.io>
Co-authored-by: Tom McLean <tom@vegaprotocol.io>

* Revert "feat: average notional position" (#2320)

* chore: bump LP 3.0 spec number

---------

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jiajia-Cui <jiajia@vega.xyz>
Co-authored-by: David Siska <62546419+davidsiska-vega@users.noreply.github.com>
Co-authored-by: Jiajia-Cui <92106936+Jiajia-Cui@users.noreply.github.com>
Co-authored-by: Tom <tom@vegaprotocol.io>
Co-authored-by: Witold <gawlikowicz@gmail.com>
Co-authored-by: Witold <witold@vega.xyz>
Co-authored-by: Edd <edd@vega.xyz>
Co-authored-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jeremy Letang <me@jeremyletang.com>
cdummett added a commit that referenced this pull request Sep 17, 2024
* 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

* refactor: formalise action interaction + ACs

* refactor: remove supplied liquidity requirement from ACs

* chore: update approbation

* chore: fix CI issues

* milestone rejig

* fix fee mechanic milestone, reorder features

* chore: remove impossible AC, but mention the behaviour in spec

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* chore: remove old AC from json

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* feat: separate fee discount components (#2293)

* feat: Adding separate discount factor components

* feat: Adding separate discount factor components

* feat: Add ACs

* feat: Fix AC code

* feat: Fix AC code

* feat: Review comments

* feat: Adding high volume maker rebate

* feat: Fix up eqs

* feat: Remove duplicative naming

* chore: Fix up markdown

* refactor: add default value

---------

Co-authored-by: Witold <gawlikowicz@gmail.com>

* rename 3 and rejig milestones

* sorting

* feat: change to average notional position

* feat: calculate fraction of cumulative volume across window rather than average of fractions across window

* fix: update spellcheck

* Order spam (#2188)

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: wording

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: spot correction

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* chore: clairfy spam protection for spot markets

* fix: remove

* fix: don't allow non-persistent orders that don't meet margin / value criteria

* feat: Update spam tests on amendments

* feat: Update spam tests on amendments

* chore: revert inconsistent formatting

* chore: fix markdownlint

---------

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>
Co-authored-by: Charlie <charlie@vegaprotocol.io>
Co-authored-by: Tom McLean <tom@vegaprotocol.io>

* Revert "feat: average notional position" (#2320)

* feat: update suzuka (#2326)

* Revert "Merge pull request #2315 from vegaprotocol/feat/maker_rebate_update"

This reverts commit 09dd85a, reversing
changes made to 44ecde7.

* Revert "feat: separate fee discount components (#2293)"

This reverts commit 0e9ab96.

* chore: trigger checks

* feat: separate fee discount components (#2293)

* feat: Adding separate discount factor components

* feat: Adding separate discount factor components

* feat: Add ACs

* feat: Fix AC code

* feat: Fix AC code

* feat: Review comments

* feat: Adding high volume maker rebate

* feat: Fix up eqs

* feat: Remove duplicative naming

* chore: Fix up markdown

* refactor: add default value

---------

Co-authored-by: Witold <gawlikowicz@gmail.com>

* Merge pull request #2315 from vegaprotocol/feat/maker_rebate_update

feat: calculate fraction of cumulative taker volume across window

---------

Co-authored-by: Tom <tom@vegaprotocol.io>
Co-authored-by: Witold <gawlikowicz@gmail.com>
Co-authored-by: Jiajia-Cui <92106936+Jiajia-Cui@users.noreply.github.com>

* chore: update feature files

---------

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jiajia-Cui <jiajia@vega.xyz>
Co-authored-by: David Siska <62546419+davidsiska-vega@users.noreply.github.com>
Co-authored-by: Jiajia-Cui <92106936+Jiajia-Cui@users.noreply.github.com>
Co-authored-by: Tom <tom@vegaprotocol.io>
Co-authored-by: Witold <gawlikowicz@gmail.com>
Co-authored-by: Witold <witold@vega.xyz>
Co-authored-by: Edd <edd@vega.xyz>
Co-authored-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jeremy Letang <me@jeremyletang.com>
cdummett added a commit that referenced this pull request Sep 17, 2024
* 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

* refactor: formalise action interaction + ACs

* refactor: remove supplied liquidity requirement from ACs

* chore: update approbation

* chore: fix CI issues

* milestone rejig

* fix fee mechanic milestone, reorder features

* chore: remove impossible AC, but mention the behaviour in spec

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* chore: remove old AC from json

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* feat: separate fee discount components (#2293)

* feat: Adding separate discount factor components

* feat: Adding separate discount factor components

* feat: Add ACs

* feat: Fix AC code

* feat: Fix AC code

* feat: Review comments

* feat: Adding high volume maker rebate

* feat: Fix up eqs

* feat: Remove duplicative naming

* chore: Fix up markdown

* refactor: add default value

---------

Co-authored-by: Witold <gawlikowicz@gmail.com>

* rename 3 and rejig milestones

* sorting

* feat: change to average notional position

* feat: calculate fraction of cumulative volume across window rather than average of fractions across window

* fix: update spellcheck

* Order spam (#2188)

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: wording

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: spot correction

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* chore: clairfy spam protection for spot markets

* fix: remove

* fix: don't allow non-persistent orders that don't meet margin / value criteria

* feat: Update spam tests on amendments

* feat: Update spam tests on amendments

* chore: revert inconsistent formatting

* chore: fix markdownlint

---------

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>
Co-authored-by: Charlie <charlie@vegaprotocol.io>
Co-authored-by: Tom McLean <tom@vegaprotocol.io>

* Revert "feat: average notional position" (#2320)

* chore: bump LP 3.0 spec number

---------

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jiajia-Cui <jiajia@vega.xyz>
Co-authored-by: David Siska <62546419+davidsiska-vega@users.noreply.github.com>
Co-authored-by: Jiajia-Cui <92106936+Jiajia-Cui@users.noreply.github.com>
Co-authored-by: Tom <tom@vegaprotocol.io>
Co-authored-by: Witold <gawlikowicz@gmail.com>
Co-authored-by: Witold <witold@vega.xyz>
Co-authored-by: Edd <edd@vega.xyz>
Co-authored-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jeremy Letang <me@jeremyletang.com>
cdummett added a commit that referenced this pull request Sep 17, 2024
* 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

* refactor: formalise action interaction + ACs

* refactor: remove supplied liquidity requirement from ACs

* chore: update approbation

* chore: fix CI issues

* milestone rejig

* fix fee mechanic milestone, reorder features

* chore: remove impossible AC, but mention the behaviour in spec

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* chore: remove old AC from json

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* feat: separate fee discount components (#2293)

* feat: Adding separate discount factor components

* feat: Adding separate discount factor components

* feat: Add ACs

* feat: Fix AC code

* feat: Fix AC code

* feat: Review comments

* feat: Adding high volume maker rebate

* feat: Fix up eqs

* feat: Remove duplicative naming

* chore: Fix up markdown

* refactor: add default value

---------

Co-authored-by: Witold <gawlikowicz@gmail.com>

* rename 3 and rejig milestones

* sorting

* feat: change to average notional position

* feat: calculate fraction of cumulative volume across window rather than average of fractions across window

* fix: update spellcheck

* Order spam (#2188)

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: wording

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: spot correction

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* chore: clairfy spam protection for spot markets

* fix: remove

* fix: don't allow non-persistent orders that don't meet margin / value criteria

* feat: Update spam tests on amendments

* feat: Update spam tests on amendments

* chore: revert inconsistent formatting

* chore: fix markdownlint

---------

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>
Co-authored-by: Charlie <charlie@vegaprotocol.io>
Co-authored-by: Tom McLean <tom@vegaprotocol.io>

* Revert "feat: average notional position" (#2320)

* feat: update suzuka (#2326)

* Revert "Merge pull request #2315 from vegaprotocol/feat/maker_rebate_update"

This reverts commit 09dd85a, reversing
changes made to 44ecde7.

* Revert "feat: separate fee discount components (#2293)"

This reverts commit 0e9ab96.

* chore: trigger checks

* feat: separate fee discount components (#2293)

* feat: Adding separate discount factor components

* feat: Adding separate discount factor components

* feat: Add ACs

* feat: Fix AC code

* feat: Fix AC code

* feat: Review comments

* feat: Adding high volume maker rebate

* feat: Fix up eqs

* feat: Remove duplicative naming

* chore: Fix up markdown

* refactor: add default value

---------

Co-authored-by: Witold <gawlikowicz@gmail.com>

* Merge pull request #2315 from vegaprotocol/feat/maker_rebate_update

feat: calculate fraction of cumulative taker volume across window

---------

Co-authored-by: Tom <tom@vegaprotocol.io>
Co-authored-by: Witold <gawlikowicz@gmail.com>
Co-authored-by: Jiajia-Cui <92106936+Jiajia-Cui@users.noreply.github.com>

* chore: update feature files

---------

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jiajia-Cui <jiajia@vega.xyz>
Co-authored-by: David Siska <62546419+davidsiska-vega@users.noreply.github.com>
Co-authored-by: Jiajia-Cui <92106936+Jiajia-Cui@users.noreply.github.com>
Co-authored-by: Tom <tom@vegaprotocol.io>
Co-authored-by: Witold <gawlikowicz@gmail.com>
Co-authored-by: Witold <witold@vega.xyz>
Co-authored-by: Edd <edd@vega.xyz>
Co-authored-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jeremy Letang <me@jeremyletang.com>
cdummett added a commit that referenced this pull request Sep 17, 2024
* 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

* refactor: formalise action interaction + ACs

* refactor: remove supplied liquidity requirement from ACs

* chore: update approbation

* chore: fix CI issues

* milestone rejig

* fix fee mechanic milestone, reorder features

* chore: remove impossible AC, but mention the behaviour in spec

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* chore: remove old AC from json

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* feat: separate fee discount components (#2293)

* feat: Adding separate discount factor components

* feat: Adding separate discount factor components

* feat: Add ACs

* feat: Fix AC code

* feat: Fix AC code

* feat: Review comments

* feat: Adding high volume maker rebate

* feat: Fix up eqs

* feat: Remove duplicative naming

* chore: Fix up markdown

* refactor: add default value

---------

Co-authored-by: Witold <gawlikowicz@gmail.com>

* rename 3 and rejig milestones

* sorting

* feat: change to average notional position

* feat: calculate fraction of cumulative volume across window rather than average of fractions across window

* fix: update spellcheck

* Order spam (#2188)

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: wording

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: spot correction

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* chore: clairfy spam protection for spot markets

* fix: remove

* fix: don't allow non-persistent orders that don't meet margin / value criteria

* feat: Update spam tests on amendments

* feat: Update spam tests on amendments

* chore: revert inconsistent formatting

* chore: fix markdownlint

---------

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>
Co-authored-by: Charlie <charlie@vegaprotocol.io>
Co-authored-by: Tom McLean <tom@vegaprotocol.io>

* Revert "feat: average notional position" (#2320)

* chore: bump LP 3.0 spec number

---------

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jiajia-Cui <jiajia@vega.xyz>
Co-authored-by: David Siska <62546419+davidsiska-vega@users.noreply.github.com>
Co-authored-by: Jiajia-Cui <92106936+Jiajia-Cui@users.noreply.github.com>
Co-authored-by: Tom <tom@vegaprotocol.io>
Co-authored-by: Witold <gawlikowicz@gmail.com>
Co-authored-by: Witold <witold@vega.xyz>
Co-authored-by: Edd <edd@vega.xyz>
Co-authored-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jeremy Letang <me@jeremyletang.com>
cdummett added a commit that referenced this pull request Sep 17, 2024
* 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

* refactor: formalise action interaction + ACs

* refactor: remove supplied liquidity requirement from ACs

* chore: update approbation

* chore: fix CI issues

* milestone rejig

* fix fee mechanic milestone, reorder features

* chore: remove impossible AC, but mention the behaviour in spec

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* chore: remove old AC from json

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* feat: separate fee discount components (#2293)

* feat: Adding separate discount factor components

* feat: Adding separate discount factor components

* feat: Add ACs

* feat: Fix AC code

* feat: Fix AC code

* feat: Review comments

* feat: Adding high volume maker rebate

* feat: Fix up eqs

* feat: Remove duplicative naming

* chore: Fix up markdown

* refactor: add default value

---------

Co-authored-by: Witold <gawlikowicz@gmail.com>

* rename 3 and rejig milestones

* sorting

* feat: change to average notional position

* feat: calculate fraction of cumulative volume across window rather than average of fractions across window

* fix: update spellcheck

* Order spam (#2188)

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: wording

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: spot correction

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* chore: clairfy spam protection for spot markets

* fix: remove

* fix: don't allow non-persistent orders that don't meet margin / value criteria

* feat: Update spam tests on amendments

* feat: Update spam tests on amendments

* chore: revert inconsistent formatting

* chore: fix markdownlint

---------

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>
Co-authored-by: Charlie <charlie@vegaprotocol.io>
Co-authored-by: Tom McLean <tom@vegaprotocol.io>

* Revert "feat: average notional position" (#2320)

* feat: update suzuka (#2326)

* Revert "Merge pull request #2315 from vegaprotocol/feat/maker_rebate_update"

This reverts commit 09dd85a, reversing
changes made to 44ecde7.

* Revert "feat: separate fee discount components (#2293)"

This reverts commit 0e9ab96.

* chore: trigger checks

* feat: separate fee discount components (#2293)

* feat: Adding separate discount factor components

* feat: Adding separate discount factor components

* feat: Add ACs

* feat: Fix AC code

* feat: Fix AC code

* feat: Review comments

* feat: Adding high volume maker rebate

* feat: Fix up eqs

* feat: Remove duplicative naming

* chore: Fix up markdown

* refactor: add default value

---------

Co-authored-by: Witold <gawlikowicz@gmail.com>

* Merge pull request #2315 from vegaprotocol/feat/maker_rebate_update

feat: calculate fraction of cumulative taker volume across window

---------

Co-authored-by: Tom <tom@vegaprotocol.io>
Co-authored-by: Witold <gawlikowicz@gmail.com>
Co-authored-by: Jiajia-Cui <92106936+Jiajia-Cui@users.noreply.github.com>

* chore: update feature files

---------

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jiajia-Cui <jiajia@vega.xyz>
Co-authored-by: David Siska <62546419+davidsiska-vega@users.noreply.github.com>
Co-authored-by: Jiajia-Cui <92106936+Jiajia-Cui@users.noreply.github.com>
Co-authored-by: Tom <tom@vegaprotocol.io>
Co-authored-by: Witold <gawlikowicz@gmail.com>
Co-authored-by: Witold <witold@vega.xyz>
Co-authored-by: Edd <edd@vega.xyz>
Co-authored-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jeremy Letang <me@jeremyletang.com>
cdummett added a commit that referenced this pull request Sep 17, 2024
* 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>
cdummett added a commit that referenced this pull request Sep 17, 2024
* 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

* refactor: formalise action interaction + ACs

* refactor: remove supplied liquidity requirement from ACs

* chore: update approbation

* chore: fix CI issues

* milestone rejig

* fix fee mechanic milestone, reorder features

* chore: remove impossible AC, but mention the behaviour in spec

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* chore: remove old AC from json

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* feat: separate fee discount components (#2293)

* feat: Adding separate discount factor components

* feat: Adding separate discount factor components

* feat: Add ACs

* feat: Fix AC code

* feat: Fix AC code

* feat: Review comments

* feat: Adding high volume maker rebate

* feat: Fix up eqs

* feat: Remove duplicative naming

* chore: Fix up markdown

* refactor: add default value

---------

Co-authored-by: Witold <gawlikowicz@gmail.com>

* rename 3 and rejig milestones

* sorting

* feat: change to average notional position

* feat: calculate fraction of cumulative volume across window rather than average of fractions across window

* fix: update spellcheck

* Order spam (#2188)

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: wording

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: spot correction

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* chore: clairfy spam protection for spot markets

* fix: remove

* fix: don't allow non-persistent orders that don't meet margin / value criteria

* feat: Update spam tests on amendments

* feat: Update spam tests on amendments

* chore: revert inconsistent formatting

* chore: fix markdownlint

---------

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>
Co-authored-by: Charlie <charlie@vegaprotocol.io>
Co-authored-by: Tom McLean <tom@vegaprotocol.io>

* Revert "feat: average notional position" (#2320)

* chore: bump LP 3.0 spec number

---------

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jiajia-Cui <jiajia@vega.xyz>
Co-authored-by: David Siska <62546419+davidsiska-vega@users.noreply.github.com>
Co-authored-by: Jiajia-Cui <92106936+Jiajia-Cui@users.noreply.github.com>
Co-authored-by: Tom <tom@vegaprotocol.io>
Co-authored-by: Witold <gawlikowicz@gmail.com>
Co-authored-by: Witold <witold@vega.xyz>
Co-authored-by: Edd <edd@vega.xyz>
Co-authored-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jeremy Letang <me@jeremyletang.com>
cdummett added a commit that referenced this pull request Sep 17, 2024
* 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

* refactor: formalise action interaction + ACs

* refactor: remove supplied liquidity requirement from ACs

* chore: update approbation

* chore: fix CI issues

* milestone rejig

* fix fee mechanic milestone, reorder features

* chore: remove impossible AC, but mention the behaviour in spec

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* chore: remove old AC from json

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* feat: separate fee discount components (#2293)

* feat: Adding separate discount factor components

* feat: Adding separate discount factor components

* feat: Add ACs

* feat: Fix AC code

* feat: Fix AC code

* feat: Review comments

* feat: Adding high volume maker rebate

* feat: Fix up eqs

* feat: Remove duplicative naming

* chore: Fix up markdown

* refactor: add default value

---------

Co-authored-by: Witold <gawlikowicz@gmail.com>

* rename 3 and rejig milestones

* sorting

* feat: change to average notional position

* feat: calculate fraction of cumulative volume across window rather than average of fractions across window

* fix: update spellcheck

* Order spam (#2188)

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: wording

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: spot correction

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* chore: clairfy spam protection for spot markets

* fix: remove

* fix: don't allow non-persistent orders that don't meet margin / value criteria

* feat: Update spam tests on amendments

* feat: Update spam tests on amendments

* chore: revert inconsistent formatting

* chore: fix markdownlint

---------

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>
Co-authored-by: Charlie <charlie@vegaprotocol.io>
Co-authored-by: Tom McLean <tom@vegaprotocol.io>

* Revert "feat: average notional position" (#2320)

* feat: update suzuka (#2326)

* Revert "Merge pull request #2315 from vegaprotocol/feat/maker_rebate_update"

This reverts commit 09dd85a, reversing
changes made to 44ecde7.

* Revert "feat: separate fee discount components (#2293)"

This reverts commit 0e9ab96.

* chore: trigger checks

* feat: separate fee discount components (#2293)

* feat: Adding separate discount factor components

* feat: Adding separate discount factor components

* feat: Add ACs

* feat: Fix AC code

* feat: Fix AC code

* feat: Review comments

* feat: Adding high volume maker rebate

* feat: Fix up eqs

* feat: Remove duplicative naming

* chore: Fix up markdown

* refactor: add default value

---------

Co-authored-by: Witold <gawlikowicz@gmail.com>

* Merge pull request #2315 from vegaprotocol/feat/maker_rebate_update

feat: calculate fraction of cumulative taker volume across window

---------

Co-authored-by: Tom <tom@vegaprotocol.io>
Co-authored-by: Witold <gawlikowicz@gmail.com>
Co-authored-by: Jiajia-Cui <92106936+Jiajia-Cui@users.noreply.github.com>

* chore: update feature files

---------

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jiajia-Cui <jiajia@vega.xyz>
Co-authored-by: David Siska <62546419+davidsiska-vega@users.noreply.github.com>
Co-authored-by: Jiajia-Cui <92106936+Jiajia-Cui@users.noreply.github.com>
Co-authored-by: Tom <tom@vegaprotocol.io>
Co-authored-by: Witold <gawlikowicz@gmail.com>
Co-authored-by: Witold <witold@vega.xyz>
Co-authored-by: Edd <edd@vega.xyz>
Co-authored-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jeremy Letang <me@jeremyletang.com>
cdummett added a commit that referenced this pull request Sep 17, 2024
* 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>
cdummett added a commit that referenced this pull request Sep 17, 2024
* 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

* refactor: formalise action interaction + ACs

* refactor: remove supplied liquidity requirement from ACs

* chore: update approbation

* chore: fix CI issues

* milestone rejig

* fix fee mechanic milestone, reorder features

* chore: remove impossible AC, but mention the behaviour in spec

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* chore: remove old AC from json

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* feat: separate fee discount components (#2293)

* feat: Adding separate discount factor components

* feat: Adding separate discount factor components

* feat: Add ACs

* feat: Fix AC code

* feat: Fix AC code

* feat: Review comments

* feat: Adding high volume maker rebate

* feat: Fix up eqs

* feat: Remove duplicative naming

* chore: Fix up markdown

* refactor: add default value

---------

Co-authored-by: Witold <gawlikowicz@gmail.com>

* rename 3 and rejig milestones

* sorting

* feat: change to average notional position

* feat: calculate fraction of cumulative volume across window rather than average of fractions across window

* fix: update spellcheck

* Order spam (#2188)

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: wording

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: spot correction

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* chore: clairfy spam protection for spot markets

* fix: remove

* fix: don't allow non-persistent orders that don't meet margin / value criteria

* feat: Update spam tests on amendments

* feat: Update spam tests on amendments

* chore: revert inconsistent formatting

* chore: fix markdownlint

---------

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>
Co-authored-by: Charlie <charlie@vegaprotocol.io>
Co-authored-by: Tom McLean <tom@vegaprotocol.io>

* Revert "feat: average notional position" (#2320)

* chore: bump LP 3.0 spec number

---------

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jiajia-Cui <jiajia@vega.xyz>
Co-authored-by: David Siska <62546419+davidsiska-vega@users.noreply.github.com>
Co-authored-by: Jiajia-Cui <92106936+Jiajia-Cui@users.noreply.github.com>
Co-authored-by: Tom <tom@vegaprotocol.io>
Co-authored-by: Witold <gawlikowicz@gmail.com>
Co-authored-by: Witold <witold@vega.xyz>
Co-authored-by: Edd <edd@vega.xyz>
Co-authored-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jeremy Letang <me@jeremyletang.com>
cdummett added a commit that referenced this pull request Sep 17, 2024
* 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

* refactor: formalise action interaction + ACs

* refactor: remove supplied liquidity requirement from ACs

* chore: update approbation

* chore: fix CI issues

* milestone rejig

* fix fee mechanic milestone, reorder features

* chore: remove impossible AC, but mention the behaviour in spec

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* chore: remove old AC from json

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>

* feat: separate fee discount components (#2293)

* feat: Adding separate discount factor components

* feat: Adding separate discount factor components

* feat: Add ACs

* feat: Fix AC code

* feat: Fix AC code

* feat: Review comments

* feat: Adding high volume maker rebate

* feat: Fix up eqs

* feat: Remove duplicative naming

* chore: Fix up markdown

* refactor: add default value

---------

Co-authored-by: Witold <gawlikowicz@gmail.com>

* rename 3 and rejig milestones

* sorting

* feat: change to average notional position

* feat: calculate fraction of cumulative volume across window rather than average of fractions across window

* fix: update spellcheck

* Order spam (#2188)

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: wording

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: spot correction

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* fix: clarify order spam

* chore: clairfy spam protection for spot markets

* fix: remove

* fix: don't allow non-persistent orders that don't meet margin / value criteria

* feat: Update spam tests on amendments

* feat: Update spam tests on amendments

* chore: revert inconsistent formatting

* chore: fix markdownlint

---------

Co-authored-by: Charlie <99198652+cdummett@users.noreply.github.com>
Co-authored-by: Charlie <charlie@vegaprotocol.io>
Co-authored-by: Tom McLean <tom@vegaprotocol.io>

* Revert "feat: average notional position" (#2320)

* feat: update suzuka (#2326)

* Revert "Merge pull request #2315 from vegaprotocol/feat/maker_rebate_update"

This reverts commit 09dd85a, reversing
changes made to 44ecde7.

* Revert "feat: separate fee discount components (#2293)"

This reverts commit 0e9ab96.

* chore: trigger checks

* feat: separate fee discount components (#2293)

* feat: Adding separate discount factor components

* feat: Adding separate discount factor components

* feat: Add ACs

* feat: Fix AC code

* feat: Fix AC code

* feat: Review comments

* feat: Adding high volume maker rebate

* feat: Fix up eqs

* feat: Remove duplicative naming

* chore: Fix up markdown

* refactor: add default value

---------

Co-authored-by: Witold <gawlikowicz@gmail.com>

* Merge pull request #2315 from vegaprotocol/feat/maker_rebate_update

feat: calculate fraction of cumulative taker volume across window

---------

Co-authored-by: Tom <tom@vegaprotocol.io>
Co-authored-by: Witold <gawlikowicz@gmail.com>
Co-authored-by: Jiajia-Cui <92106936+Jiajia-Cui@users.noreply.github.com>

* chore: update feature files

---------

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jiajia-Cui <jiajia@vega.xyz>
Co-authored-by: David Siska <62546419+davidsiska-vega@users.noreply.github.com>
Co-authored-by: Jiajia-Cui <92106936+Jiajia-Cui@users.noreply.github.com>
Co-authored-by: Tom <tom@vegaprotocol.io>
Co-authored-by: Witold <gawlikowicz@gmail.com>
Co-authored-by: Witold <witold@vega.xyz>
Co-authored-by: Edd <edd@vega.xyz>
Co-authored-by: Elias Van Ootegem <elias@vega.xyz>
Co-authored-by: Jeremy Letang <me@jeremyletang.com>
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

Add spec for order transaction ordering within blocks
4 participants