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: separate fee discount components #2293

Merged
merged 11 commits into from
Jul 15, 2024

Conversation

TomMcL
Copy link
Contributor

@TomMcL TomMcL commented Jun 4, 2024

Closes #2292

@TomMcL TomMcL marked this pull request as ready for review June 6, 2024 10:12
Copy link
Collaborator

@cdummett cdummett left a comment

Choose a reason for hiding this comment

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

Mostly nitpicks about consistency of parameter names.

The formulas and mechanics seem good to me though 👍

protocol/0029-FEES-fees.md Outdated Show resolved Hide resolved
protocol/0083-RFPR-on_chain_referral_program.md Outdated Show resolved Hide resolved
protocol/0083-RFPR-on_chain_referral_program.md Outdated Show resolved Hide resolved
protocol/0083-RFPR-on_chain_referral_program.md Outdated Show resolved Hide resolved
protocol/0083-RFPR-on_chain_referral_program.md Outdated Show resolved Hide resolved
protocol/0083-RFPR-on_chain_referral_program.md Outdated Show resolved Hide resolved
protocol/0083-RFPR-on_chain_referral_program.md Outdated Show resolved Hide resolved
protocol/0083-RFPR-on_chain_referral_program.md Outdated Show resolved Hide resolved
protocol/0084-VDPR-volume_discount_program.md Outdated Show resolved Hide resolved
@TomMcL TomMcL requested a review from cdummett June 6, 2024 17:00

The infrastructure fee factor is set by a network parameter `market.fee.factors.infrastructureFee` and a reasonable default value is `fee_factor[infrastructure] = 0.0005 = 0.05%`.
The maker fee factor is set by a network parameter `market.fee.factors.makerFee` and a reasonable default value is `fee_factor[maker] = 0.00025 = 0.025%`.
The liquidity fee factor is set by an auction-like mechanism based on the liquidity provisions committed to the market, see [setting LP fees](./0042-LIQF-setting_fees_and_rewarding_lps.md).
The treasury fee factor is set by the network parameter `market.fee.factors.treasuryFee`.
Copy link
Contributor

Choose a reason for hiding this comment

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

valid/default values?

Copy link
Contributor

Choose a reason for hiding this comment

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

Added 0 for both

Copy link
Contributor

@witgaw witgaw left a comment

Choose a reason for hiding this comment

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

LGTM, just unsure about the formula.

protocol/0029-FEES-fees.md Outdated Show resolved Hide resolved
@witgaw witgaw force-pushed the feat/separate_fee_discount_components branch from 77de206 to e45cba1 Compare July 12, 2024 18:02
@davidsiska-vega davidsiska-vega merged commit 0e9ab96 into colosseo_II Jul 15, 2024
4 checks passed
@davidsiska-vega davidsiska-vega deleted the feat/separate_fee_discount_components branch July 15, 2024 13:37
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: 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>
cdummett added a commit that referenced this pull request Jul 31, 2024
cdummett added a commit that referenced this pull request Jul 31, 2024
* 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.
cdummett pushed a commit that referenced this pull request Jul 31, 2024
* 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>
cdummett pushed a commit that referenced this pull request Jul 31, 2024
* 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>
cdummett pushed a commit that referenced this pull request Jul 31, 2024
* 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>
cdummett added a commit that referenced this pull request Jul 31, 2024
* 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>
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: 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>
cdummett added a commit that referenced this pull request Sep 16, 2024
* 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>
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

* 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>
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 dynamic maker fee based on maker's volume Volume discount spec update to better target maker rebate
5 participants