feat: add pap state to market data

CHANGELOG.md

@@ -18,6 +18,7 @@
 - [11642](https://github.com/vegaprotocol/vega/issues/11642) - `AMMs` with empty price levels are now allowed.
 - [11685](https://github.com/vegaprotocol/vega/issues/11685) - Automated purchase support added.  
 - [11711](https://github.com/vegaprotocol/vega/issues/11711) - Manage closed team membership by updating the allow list.
+- [11722](https://github.com/vegaprotocol/vega/issues/11722) - Expose active protocol automated purchase identifier in market data API. 
 
 ### 🐛 Fixes
 
@@ -26,7 +27,7 @@
 - [11684](https://github.com/vegaprotocol/vega/issues/11684) - Better error when `Arbitrum` bridge details are missing from validator configuration.
 - [11696](https://github.com/vegaprotocol/vega/issues/11696) - Add binding for estimate fees API.
 - [11699](https://github.com/vegaprotocol/vega/issues/11699) - Update factors of programs when they are updated.
-
+- [11724](https://github.com/vegaprotocol/vega/issues/11724) - Allow nil initial time in time trigger.
 
 ## 0.78.2
 

commands/transfer_funds.go

@@ -109,7 +109,7 @@ func checkTransfer(cmd *commandspb.Transfer) (e Errors) {
 	} else {
 		switch k := cmd.Kind.(type) {
 		case *commandspb.Transfer_OneOff:
-			if cmd.ToAccountType != vega.AccountType_ACCOUNT_TYPE_GLOBAL_REWARD && cmd.ToAccountType != vega.AccountType_ACCOUNT_TYPE_GENERAL && cmd.ToAccountType != vega.AccountType_ACCOUNT_TYPE_UNSPECIFIED && cmd.ToAccountType != vega.AccountType_ACCOUNT_TYPE_NETWORK_TREASURY {
+			if cmd.ToAccountType != vega.AccountType_ACCOUNT_TYPE_GLOBAL_REWARD && cmd.ToAccountType != vega.AccountType_ACCOUNT_TYPE_GENERAL && cmd.ToAccountType != vega.AccountType_ACCOUNT_TYPE_UNSPECIFIED && cmd.ToAccountType != vega.AccountType_ACCOUNT_TYPE_NETWORK_TREASURY && cmd.ToAccountType != vega.AccountType_ACCOUNT_TYPE_BUY_BACK_FEES {
 				errs.AddForProperty("transfer.to_account_type", errors.New("account type is not valid for one off transfer"))
 			}
 			if k.OneOff.GetDeliverOn() < 0 {

core/execution/spot/market.go

@@ -441,6 +441,18 @@ func (m *Market) GetMarketData() types.MarketData {
 		mode = m.mkt.TradingMode
 	}
 
+	var papState *vega.ProtocolAutomatedPurchaseData
+	if m.pap != nil {
+		var activeOrder *string
+		if len(m.pap.activeOrder) > 0 {
+			activeOrder = &m.pap.activeOrder
+		}
+		papState = &vega.ProtocolAutomatedPurchaseData{
+			Id:      m.pap.ID,
+			OrderId: activeOrder,
+		}
+	}
+
 	return types.MarketData{
 		Market:                    m.GetID(),
 		BestBidPrice:              m.priceToMarketPrecision(bestBidPrice),
@@ -471,6 +483,7 @@ func (m *Market) GetMarketData() types.MarketData {
 		MarketValueProxy:          m.lastMarketValueProxy.BigInt().String(),
 		LiquidityProviderFeeShare: m.equityShares.LpsToLiquidityProviderFeeShare(m.liquidity.GetAverageLiquidityScores()),
 		LiquidityProviderSLA:      m.liquidityEngine.LiquidityProviderSLAStats(m.timeService.GetTimeNow()),
+		PAPState:                  papState,
 	}
 }
 
@@ -690,6 +703,8 @@ func (m *Market) OnTick(ctx context.Context, t time.Time) bool {
 		return true
 	}
 
+	m.checkPAP(ctx)
+
 	// first we expire orders
 	if !m.closed && m.canTrade() {
 		expired := m.removeExpiredOrders(ctx, t.UnixNano())
@@ -3544,3 +3559,5 @@ func (m *Market) getACcountTypesForPAP() (types.AccountType, types.AccountType,
 	}
 	return m.pap.getACcountTypesForPAP()
 }
+
+func (m *Market) BeginBlock(ctx context.Context) {}

core/execution/spot/protocol_automated_purchase.go

@@ -23,7 +23,7 @@ import (
 
 	"code.vegaprotocol.io/vega/core/datasource"
 	dscommon "code.vegaprotocol.io/vega/core/datasource/common"
-	"code.vegaprotocol.io/vega/core/datasource/definition"
+	dsdefinition "code.vegaprotocol.io/vega/core/datasource/definition"
 	"code.vegaprotocol.io/vega/core/events"
 	"code.vegaprotocol.io/vega/core/execution/common"
 	"code.vegaprotocol.io/vega/core/products"
@@ -87,32 +87,20 @@ func (m *Market) NewProtocolAutomatedPurchase(ctx context.Context, ID string, co
 		readyToStop: false,
 		side:        side,
 	}
-	specDef, err := definition.FromProto(config.PriceOracle, nil)
+
+	auctionVolumeSnapshotSchedule := datasource.SpecFromDefinition(config.AuctionVolumeSnapshotSchedule)
+	auctionSchedule := datasource.SpecFromDefinition(config.AuctionSchedule)
+	var err error
+	pap.scheuldingOracles, err = products.NewProtocolAutomatedPurchaseScheduleOracle(ctx, oracleEngine, auctionSchedule, auctionVolumeSnapshotSchedule, datasource.SpecBindingForAutomatedPurchaseFromProto(config.AutomatedPurchaseSpecBinding), m.papAuctionSchedule, m.papAuctionVolumeSnapshot)
 	if err != nil {
 		return err
 	}
-	dataSource := datasource.SpecFromDefinition(*definition.NewWith(specDef))
-	oracle, err := products.NewCompositePriceOracle(ctx, oracleEngine, dataSource, datasource.SpecBindingForCompositePriceFromProto(config.PriceOracleBinding), m.updatePAPPriceOracle)
+	oracle, err := products.NewCompositePriceOracle(ctx, oracleEngine, config.PriceOracle, datasource.SpecBindingForCompositePriceFromProto(config.PriceOracleBinding), m.updatePAPPriceOracle)
 	if err != nil {
 		return err
 	}
 	pap.priceOracle = oracle
-	auctionScheduleSpecDef, err := definition.FromProto(config.AuctionSchedule, nil)
-	if err != nil {
-		return err
-	}
-	auctionSchedule := datasource.SpecFromDefinition(*definition.NewWith(auctionScheduleSpecDef))
-	auctionSchedule.Data.GetInternalTimeTriggerSpecConfiguration().Triggers[0].SetNextTrigger(m.timeService.GetTimeNow())
-	auctionVolumeSnapshotScheduleSpecDef, err := definition.FromProto(config.AuctionVolumeSnapshotSchedule, nil)
-	if err != nil {
-		return err
-	}
-	auctionVolumeSnapshotSchedule := datasource.SpecFromDefinition(*definition.NewWith(auctionVolumeSnapshotScheduleSpecDef))
-	auctionVolumeSnapshotSchedule.Data.GetInternalTimeTriggerSpecConfiguration().Triggers[0].SetNextTrigger(m.timeService.GetTimeNow())
-	pap.scheuldingOracles, err = products.NewProtocolAutomatedPurchaseScheduleOracle(ctx, oracleEngine, auctionSchedule, auctionVolumeSnapshotSchedule, datasource.SpecBindingForAutomatedPurchaseFromProto(config.AutomatedPurchaseSpecBinding), m.papAuctionSchedule, m.papAuctionVolumeSnapshot)
-	if err != nil {
-		return err
-	}
+
 	m.pap = pap
 	return nil
 }
@@ -136,26 +124,18 @@ func (m *Market) NewProtocolAutomatedPurchaseFromSnapshot(ctx context.Context, o
 		ap.nextAuctionAmount = num.MustUintFromString(apProto.NextAuctionAmount, 10)
 	}
 
-	specDef, err := definition.FromProto(ap.config.PriceOracle, nil)
-	if err != nil {
-		return nil, err
-	}
-	dataSource := datasource.SpecFromDefinition(*definition.NewWith(specDef))
-	oracle, err := products.NewCompositePriceOracle(ctx, oracleEngine, dataSource, datasource.SpecBindingForCompositePriceFromProto(ap.config.PriceOracleBinding), m.updatePAPPriceOracle)
+	specDef, _ := dsdefinition.FromProto(apProto.Config.PriceOracle, nil)
+	priceOracle := datasource.SpecFromDefinition(*dsdefinition.NewWith(specDef))
+
+	oracle, err := products.NewCompositePriceOracle(ctx, oracleEngine, priceOracle, datasource.SpecBindingForCompositePriceFromProto(apProto.Config.PriceOracleSpecBinding), m.updatePAPPriceOracle)
 	if err != nil {
 		return nil, err
 	}
 	ap.priceOracle = oracle
-	auctionScheduleSpecDef, err := definition.FromProto(ap.config.AuctionSchedule, nil)
-	if err != nil {
-		return nil, err
-	}
-	auctionSchedule := datasource.SpecFromDefinition(*definition.NewWith(auctionScheduleSpecDef))
-	auctionVolumeSnapshotScheduleSpecDef, err := definition.FromProto(ap.config.AuctionVolumeSnapshotSchedule, nil)
-	if err != nil {
-		return nil, err
-	}
-	auctionVolumeSnapshotSchedule := datasource.SpecFromDefinition(*definition.NewWith(auctionVolumeSnapshotScheduleSpecDef))
+	auctionSchedule := datasource.SpecFromDefinition(ap.config.AuctionSchedule)
+	auctionSchedule.Data.GetInternalTimeTriggerSpecConfiguration().Triggers[0].SetNextTrigger(m.timeService.GetTimeNow().Truncate(time.Second))
+	auctionVolumeSnapshotSchedule := datasource.SpecFromDefinition(ap.config.AuctionVolumeSnapshotSchedule)
+	auctionVolumeSnapshotSchedule.Data.GetInternalTimeTriggerSpecConfiguration().Triggers[0].SetNextTrigger(m.timeService.GetTimeNow().Truncate(time.Second))
 	ap.scheuldingOracles, err = products.NewProtocolAutomatedPurchaseScheduleOracle(ctx, oracleEngine, auctionSchedule, auctionVolumeSnapshotSchedule, datasource.SpecBindingForAutomatedPurchaseFromProto(ap.config.AutomatedPurchaseSpecBinding), m.papAuctionSchedule, m.papAuctionVolumeSnapshot)
 	if err != nil {
 		return nil, err
@@ -346,8 +326,8 @@ func (m *Market) stopPAP(ctx context.Context) {
 	m.pap.nextAuctionAmount = nil
 }
 
-// BeginBlock checks if a pap has expired, if so and it.
-func (m *Market) BeginBlock(ctx context.Context) {
+// checkPAP checks if a pap has expired, if so and it.
+func (m *Market) checkPAP(ctx context.Context) {
 	// no pap - nothing to do
 	if m.pap == nil {
 		return

core/governance/engine.go

@@ -1104,7 +1104,7 @@ func (e *Engine) validateChange(terms *types.ProposalTerms) (types.ProposalError
 		return validateUpdateVolumeRebateProgram(e.netp, terms.GetUpdateVolumeRebateProgram())
 	case types.ProposalTermsTypeNewProtocolAutomatedPurchase:
 		automatedPurchase := terms.GetAutomatedPurchase()
-		return e.validateNewProtocolAutomatedPurchaseConfiguration(automatedPurchase)
+		return e.validateNewProtocolAutomatedPurchaseConfiguration(automatedPurchase, enct, e.timeService.GetTimeNow())
 	default:
 		return types.ProposalErrorUnspecified, nil
 	}

core/governance/engine_new_automated_purchase.go

@@ -17,12 +17,13 @@ package governance
 
 import (
 	"fmt"
+	"time"
 
 	"code.vegaprotocol.io/vega/core/assets"
 	"code.vegaprotocol.io/vega/core/types"
 )
 
-func (e *Engine) validateNewProtocolAutomatedPurchaseConfiguration(automatedPurchase *types.NewProtocolAutomatedPurchase) (types.ProposalError, error) {
+func (e *Engine) validateNewProtocolAutomatedPurchaseConfiguration(automatedPurchase *types.NewProtocolAutomatedPurchase, et *enactmentTime, currentTime time.Time) (types.ProposalError, error) {
 	if _, ok := e.markets.GetMarket(automatedPurchase.Changes.MarketID, false); !ok {
 		return types.ProposalErrorInvalidMarket, ErrMarketDoesNotExist
 	}
@@ -43,5 +44,20 @@ func (e *Engine) validateNewProtocolAutomatedPurchaseConfiguration(automatedPurc
 	if papConfigured, _ := e.markets.MarketHasActivePAP(automatedPurchase.Changes.MarketID); papConfigured {
 		return types.ProposalErrorInvalidMarket, fmt.Errorf("market already has an active protocol automated purchase program")
 	}
+
+	tt := automatedPurchase.Changes.AuctionSchedule.GetInternalTimeTriggerSpecConfiguration()
+	currentTime = currentTime.Truncate(time.Second)
+	if tt.Triggers[0].Initial == nil {
+		tt.SetInitial(time.Unix(et.current, 0), currentTime)
+	}
+	tt.SetNextTrigger(currentTime)
+
+	tt = automatedPurchase.Changes.AuctionVolumeSnapshotSchedule.GetInternalTimeTriggerSpecConfiguration()
+	currentTime = currentTime.Truncate(time.Second)
+	if tt.Triggers[0].Initial == nil {
+		tt.SetInitial(time.Unix(et.current, 0), currentTime)
+	}
+	tt.SetNextTrigger(currentTime)
+
 	return types.ProposalErrorUnspecified, nil
 }