chore: update genbutemple #2328
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…n-AC feat: add AC for vAMM during opening auction
* feat: Order trade transactions within a block
* feat: Estimate within range
Max block time auction
Clarify auction interaction
Signed-off-by: Elias Van Ootegem <elias@vega.xyz>
Signed-off-by: Elias Van Ootegem <elias@vega.xyz>
chore: remove impossible AC, but mention the behaviour in spec
* 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>
…an average of fractions across window
feat: calculate fraction of cumulative taker volume across window
feat: average notional position
* 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 "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>
davidsiska-vega
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Jul 31, 2024
cdummett
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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
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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
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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
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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
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that referenced
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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>
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