Merge branch 'main' into tra70

README.md

@@ -50,7 +50,7 @@ By clicking the above links to third-party clients, you will leave the dYdX Trad
 
 `proto` — Contains all protocol buffers used by protocol and indexer.
 
-`protocol` — Contains source code for the Cosmos SDK app that runs the protocol. See its [README](https://github.com/dydxprotocol/v4-chain/blob/main/indexer/README.md) for developer documentation.
+`protocol` — Contains source code for the Cosmos SDK app that runs the protocol. See its [README](https://github.com/dydxprotocol/v4-chain/blob/main/protocol/README.md) for developer documentation.
 
 `v4-proto-js` — Scripts for publishing proto package to [npm](https://www.npmjs.com/package/@dydxprotocol/v4-proto).
 

indexer/packages/v4-protos/src/codegen/dydxprotocol/perpetuals/perpetual.ts

@@ -69,6 +69,9 @@ export interface Perpetual {
    */
 
   fundingIndex: Uint8Array;
+  /** Total size of open long contracts, measured in base_quantums. */
+
+  openInterest: Uint8Array;
 }
 /** Perpetual represents a perpetual on the dYdX exchange. */
 
@@ -81,6 +84,9 @@ export interface PerpetualSDKType {
    */
 
   funding_index: Uint8Array;
+  /** Total size of open long contracts, measured in base_quantums. */
+
+  open_interest: Uint8Array;
 }
 /**
  * PerpetualParams represents the parameters of a perpetual on the dYdX
@@ -280,6 +286,19 @@ export interface LiquidityTier {
    */
 
   impactNotional: Long;
+  /**
+   * Lower cap for Open Interest Margin Fracton (OIMF), in quote quantums.
+   * IMF is not affected when OI <= open_interest_lower_cap.
+   */
+
+  openInterestLowerCap: Long;
+  /**
+   * Upper cap for Open Interest Margin Fracton (OIMF), in quote quantums.
+   * IMF scales linearly to 100% as OI approaches open_interest_upper_cap.
+   * If zero, then the IMF does not scale with OI.
+   */
+
+  openInterestUpperCap: Long;
 }
 /** LiquidityTier stores margin information. */
 
@@ -323,12 +342,26 @@ export interface LiquidityTierSDKType {
    */
 
   impact_notional: Long;
+  /**
+   * Lower cap for Open Interest Margin Fracton (OIMF), in quote quantums.
+   * IMF is not affected when OI <= open_interest_lower_cap.
+   */
+
+  open_interest_lower_cap: Long;
+  /**
+   * Upper cap for Open Interest Margin Fracton (OIMF), in quote quantums.
+   * IMF scales linearly to 100% as OI approaches open_interest_upper_cap.
+   * If zero, then the IMF does not scale with OI.
+   */
+
+  open_interest_upper_cap: Long;
 }
 
 function createBasePerpetual(): Perpetual {
   return {
     params: undefined,
-    fundingIndex: new Uint8Array()
+    fundingIndex: new Uint8Array(),
+    openInterest: new Uint8Array()
   };
 }
 
@@ -342,6 +375,10 @@ export const Perpetual = {
       writer.uint32(18).bytes(message.fundingIndex);
     }
 
+    if (message.openInterest.length !== 0) {
+      writer.uint32(26).bytes(message.openInterest);
+    }
+
     return writer;
   },
 
@@ -362,6 +399,10 @@ export const Perpetual = {
           message.fundingIndex = reader.bytes();
           break;
 
+        case 3:
+          message.openInterest = reader.bytes();
+          break;
+
         default:
           reader.skipType(tag & 7);
           break;
@@ -375,6 +416,7 @@ export const Perpetual = {
     const message = createBasePerpetual();
     message.params = object.params !== undefined && object.params !== null ? PerpetualParams.fromPartial(object.params) : undefined;
     message.fundingIndex = object.fundingIndex ?? new Uint8Array();
+    message.openInterest = object.openInterest ?? new Uint8Array();
     return message;
   }
 
@@ -614,7 +656,9 @@ function createBaseLiquidityTier(): LiquidityTier {
     initialMarginPpm: 0,
     maintenanceFractionPpm: 0,
     basePositionNotional: Long.UZERO,
-    impactNotional: Long.UZERO
+    impactNotional: Long.UZERO,
+    openInterestLowerCap: Long.UZERO,
+    openInterestUpperCap: Long.UZERO
   };
 }
 
@@ -644,6 +688,14 @@ export const LiquidityTier = {
       writer.uint32(48).uint64(message.impactNotional);
     }
 
+    if (!message.openInterestLowerCap.isZero()) {
+      writer.uint32(56).uint64(message.openInterestLowerCap);
+    }
+
+    if (!message.openInterestUpperCap.isZero()) {
+      writer.uint32(64).uint64(message.openInterestUpperCap);
+    }
+
     return writer;
   },
 
@@ -680,6 +732,14 @@ export const LiquidityTier = {
           message.impactNotional = (reader.uint64() as Long);
           break;
 
+        case 7:
+          message.openInterestLowerCap = (reader.uint64() as Long);
+          break;
+
+        case 8:
+          message.openInterestUpperCap = (reader.uint64() as Long);
+          break;
+
         default:
           reader.skipType(tag & 7);
           break;
@@ -697,6 +757,8 @@ export const LiquidityTier = {
     message.maintenanceFractionPpm = object.maintenanceFractionPpm ?? 0;
     message.basePositionNotional = object.basePositionNotional !== undefined && object.basePositionNotional !== null ? Long.fromValue(object.basePositionNotional) : Long.UZERO;
     message.impactNotional = object.impactNotional !== undefined && object.impactNotional !== null ? Long.fromValue(object.impactNotional) : Long.UZERO;
+    message.openInterestLowerCap = object.openInterestLowerCap !== undefined && object.openInterestLowerCap !== null ? Long.fromValue(object.openInterestLowerCap) : Long.UZERO;
+    message.openInterestUpperCap = object.openInterestUpperCap !== undefined && object.openInterestUpperCap !== null ? Long.fromValue(object.openInterestUpperCap) : Long.UZERO;
     return message;
   }
 

proto/dydxprotocol/perpetuals/perpetual.proto

@@ -17,6 +17,13 @@ message Perpetual {
         "github.com/dydxprotocol/v4-chain/protocol/dtypes.SerializableInt",
     (gogoproto.nullable) = false
   ];
+
+  // Total size of open long contracts, measured in base_quantums.
+  bytes open_interest = 3 [
+    (gogoproto.customtype) =
+        "github.com/dydxprotocol/v4-chain/protocol/dtypes.SerializableInt",
+    (gogoproto.nullable) = false
+  ];
 }
 
 enum PerpetualMarketType {
@@ -120,4 +127,13 @@ message LiquidityTier {
   // - Impact ask price = average execution price for a market buy of the
   // impact notional value.
   uint64 impact_notional = 6;
+
+  // Lower cap for Open Interest Margin Fracton (OIMF), in quote quantums.
+  // IMF is not affected when OI <= open_interest_lower_cap.
+  uint64 open_interest_lower_cap = 7;
+
+  // Upper cap for Open Interest Margin Fracton (OIMF), in quote quantums.
+  // IMF scales linearly to 100% as OI approaches open_interest_upper_cap.
+  // If zero, then the IMF does not scale with OI.
+  uint64 open_interest_upper_cap = 8;
 }

protocol/app/upgrades.go

@@ -8,14 +8,12 @@ import (
 	upgradetypes "cosmossdk.io/x/upgrade/types"
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	"github.com/dydxprotocol/v4-chain/protocol/app/upgrades"
-	v4_0_0 "github.com/dydxprotocol/v4-chain/protocol/app/upgrades/v4.0.0"
 )
 
 var (
 	// `Upgrades` defines the upgrade handlers and store loaders for the application.
 	// New upgrades should be added to this slice after they are implemented.
 	Upgrades = []upgrades.Upgrade{
-		v4_0_0.Upgrade,
 		v5_0_0.Upgrade,
 	}
 	Forks = []upgrades.Fork{}
@@ -24,18 +22,6 @@ var (
 // setupUpgradeHandlers registers the upgrade handlers to perform custom upgrade
 // logic and state migrations for software upgrades.
 func (app *App) setupUpgradeHandlers() {
-	if app.UpgradeKeeper.HasHandler(v4_0_0.UpgradeName) {
-		panic(fmt.Sprintf("Cannot register duplicate upgrade handler '%s'", v4_0_0.UpgradeName))
-	}
-	app.UpgradeKeeper.SetUpgradeHandler(
-		v4_0_0.UpgradeName,
-		v4_0_0.CreateUpgradeHandler(
-			app.ModuleManager,
-			app.configurator,
-			app.RatelimitKeeper,
-		),
-	)
-
 	if app.UpgradeKeeper.HasHandler(v5_0_0.UpgradeName) {
 		panic(fmt.Sprintf("Cannot register duplicate upgrade handler '%s'", v5_0_0.UpgradeName))
 	}

protocol/app/upgrades/v5.0.0/constants.go

@@ -1,8 +1,10 @@
-package v5_0_0
+package v_5_0_0
 
 import (
 	store "cosmossdk.io/store/types"
 	"github.com/dydxprotocol/v4-chain/protocol/app/upgrades"
+
+	vaulttypes "github.com/dydxprotocol/v4-chain/protocol/x/vault/types"
 )
 
 const (
@@ -12,6 +14,9 @@ const (
 var Upgrade = upgrades.Upgrade{
 	UpgradeName: UpgradeName,
 	StoreUpgrades: store.StoreUpgrades{
-		Added: []string{},
+
+		Added: []string{
+			vaulttypes.StoreKey,
+		},
 	},
 }

protocol/app/upgrades/v5.0.0/upgrade.go

@@ -1,4 +1,4 @@
-package v5_0_0
+package v_5_0_0
 
 import (
 	"context"
@@ -20,12 +20,10 @@ func perpetualsUpgrade(
 ) error {
 
 	// Set all perpetuals to cross market type
-	perpetuals, err := perpetualsKeeper.GetAllPerpetuals(ctx)
-	if err != nil {
-		panic(fmt.Sprintf("failed to get all perpetuals: %s", err))
-	}
+	perpetuals := perpetualsKeeper.GetAllPerpetuals(ctx)
 	for _, p := range perpetuals {
-		_, err = perpetualsKeeper.SetPerpetualMarketType(ctx, p.GetId(),
+		_, err := perpetualsKeeper.SetPerpetualMarketType(
+			ctx, p.GetId(),
 			perptypes.PerpetualMarketType_PERPETUAL_MARKET_TYPE_CROSS)
 		if err != nil {
 			panic(fmt.Sprintf("failed to set perpetual market type for perpetual %d: %s", p.GetId(), err))
@@ -47,6 +45,8 @@ func CreateUpgradeHandler(
 		// Set all perpetuals to cross market type
 		perpetualsUpgrade(sdkCtx, perpetualsKeeper)
 
+		// TODO(TRA-93): Initialize `x/vault` module.
+
 		return mm.RunMigrations(ctx, configurator, vm)
 	}
 }