Merge branch 'cosmicelevator' into vega-paul-patch-1

protocol/0034-PROB-prob_weighted_liquidity_measure.ipynb

@@ -88,11 +88,11 @@
     "\n",
     "Volume implied by the liquidity provision order is that given by [0034-PROB-liquidity_measure.feature](https://github.com/vegaprotocol/vega/blob/develop/integration/features/verified/0034-PROB-liquidity_measure.feature) The feature test has covered following scenarios:\n",
     "\n",
-    "1. Order from liquidity provision and from normal order submission are correctly cumulated in order book's total size(<a name=\"0034-PROB-001\" href=\"#0034-PROB-001\">0034-PROB-001</a>). For product spot: (<a name=\"0034-PROB-007\" href=\"#0034-PROB-007\">0034-PROB-007</a>);\n",
+    "1. Orders are correctly cumulated in order book's total size(<a name=\"0034-PROB-002\" href=\"#0034-PROB-002\">0034-PROB-002</a>). For product spot: (<a name=\"0034-PROB-003\" href=\"#0034-PROB-003\">0034-PROB-003</a>);\n",
     "\n",
     "2. Probability of trading decreases away from the mid-price (<a name=\"0034-PROB-005\" href=\"#0034-PROB-005\">0034-PROB-005</a>). For product spot: (<a name=\"0034-PROB-008\" href=\"#0034-PROB-008\">0034-PROB-008</a>).\n",
     "\n",
-    "3. Change of `market.liquidity.probabilityOfTrading.tau.scaling` will immediately change the scaling parameter for $\\tau$, hence will change the probability of trading in LP orders. (<a name=\"0034-PROB-006\" href=\"#0034-PROB-006\">0034-PROB-006</a>). For product spot: (<a name=\"0034-PROB-009\" href=\"#0034-PROB-009\">0034-PROB-009</a>).\n",
+    "3. Change of `market.liquidity.probabilityOfTrading.tau.scaling` will immediately change the scaling parameter, hence will change the probability of trading used for comparing quality of committed liquidity.  (<a name=\"0034-PROB-004\" href=\"#0034-PROB-004\">0034-PROB-004</a>). For product spot: (<a name=\"0034-PROB-010\" href=\"#0034-PROB-010\">0034-PROB-010</a>).\n",
     "\n",
     "\n",
     "\n"

protocol/0044-LIME-lp_mechanics.md

@@ -296,7 +296,6 @@ Note:
 - Change of network parameter `market.liquidity.bondPenaltyParameter` will immediately change the amount by which the bond account will be 'slashed' when a liquidity provider has insufficient capital for Vega to make the transfers for their mark to market or other settlement movements, and/or margin requirements arising from their orders and open positions. (<a name="0044-LIME-003" href="#0044-LIME-003">0044-LIME-003</a>)
 - Change of `market.liquidity.maximumLiquidityFeeFactorLevel` will change the maximum liquidity fee factor. Any new submission or amendments must respect the new maximum (those that don't get rejected). (<a name="0044-LIME-006" href="#0044-LIME-006">0044-LIME-006</a>)
 - Check that bond slashing works with non-default asset decimals, market decimals, position decimals. This can be done by following a similar story to [bond slashing feature test](https://github.com/vegaprotocol/vega/blob/develop/core/integration/features/verified/liquidity-provision-bond-account.feature). Should test at least three different combinations, each decimal settings different to each other. (<a name="0044-LIME-009" href="#0044-LIME-009">0044-LIME-009</a>)
-- Change of `market.liquidity.stakeToCcyVolume` will change the liquidity obligation hence change the size of the LP orders on the order book. (<a name="0044-LIME-010" href="#0044-LIME-010">0044-LIME-010</a>)
 - If `market.liquidity.stakeToCcyVolume` is set to `0.0`, there is [target stake](./0041-TSTK-target_stake.md) of `1000` and there are 3 LPs on the market with stake / fee bid submissions of `100, 0.01`, `1000, 0.02` and `200, 0.03` then the liquidity fee is `0.02`. (<a name="0044-LIME-012" href="#0044-LIME-012">0044-LIME-012</a>)
 
 - If a liquidity provider has `fraction_of_time_on_book` >= `market.liquidity.committmentMinTimeFraction`, no penalty will be taken from their bond account (<a name="0044-LIME-013" href="#0044-LIME-013">0044-LIME-013</a>)

protocol/0082-ETHD-ethereum-data-source.md

@@ -181,7 +181,6 @@ Select {
 1. Have a network running with a couple of futures markets with a mix of internal, external, open and ethereum oracles. Perform a protocol upgrade. Once the network is up , the state of the various data sources should be the same as before the protocol upgrade (<a name="0082-ETHD-043" href="#0082-ETHD-043">0082-ETHD-043</a>)
 2. Have a network running with a couple of perpetual markets with a mix of internal, external, open and ethereum oracles. Perform a protocol upgrade. Once the network is up , the state of the various data sources should be the same as before the protocol upgrade (<a name="0082-ETHD-044" href="#0082-ETHD-044">0082-ETHD-044</a>)
 3. Create a futures market with an ethereum oracle for termination such that it polls at a specific time. Perform a protocol upgrade such that the termination triggers in the middle of the protocol upgrade. Once the network is up , the termination should be triggered and the market should be terminated. (<a name="0082-ETHD-045" href="#0082-ETHD-045">0082-ETHD-045</a>)
-4. Create a perpetual market with an ethereum oracle for termination such that it polls at a specific time. Perform a protocol upgrade such that the termination triggers in the middle of the protocol upgrade. Once the network is up , the termination should be triggered and the market should be terminated. (<a name="0082-ETHD-046" href="#0082-ETHD-046">0082-ETHD-046</a>)
-5. Create a futures market with an ethereum oracle for settlement such that it polls at a specific time. Perform a protocol upgrade such that the settlement price matching the filters is triggered in the middle of the protocol upgrade. Once the network is up , the settlement should be triggered and the market should be terminated. (<a name="0082-ETHD-047" href="#0082-ETHD-047">0082-ETHD-047</a>)
-6. Create a perpetual market with an ethereum oracle for settlement such that it polls at a specific time. Perform a protocol upgrade such that the settlement price matching the filters is triggered in the middle of the protocol upgrade. Once the network is up , the settlement should be triggered and the market should be terminated. (<a name="0082-ETHD-048" href="#0082-ETHD-048">0082-ETHD-048</a>)
-7. Ensure that markets with ethereum termination and settlement data sources continue to successfully terminate and settle markets after the protocol upgrade. (<a name="0082-ETHD-049" href="#0082-ETHD-049">0082-ETHD-049</a>)
+4. Create a futures market with an ethereum oracle for settlement such that it polls at a specific time. Perform a protocol upgrade such that the settlement price matching the filters is triggered in the middle of the protocol upgrade. Once the network is up , the settlement should be triggered and the market should be terminated. (<a name="0082-ETHD-047" href="#0082-ETHD-047">0082-ETHD-047</a>)
+5. Create a perpetual market with an ethereum oracle for settlement such that it polls at a specific time. Perform a protocol upgrade such that the settlement price matching the filters is triggered in the middle of the protocol upgrade. Once the network is up , the settlement should be triggered and the market should be terminated. (<a name="0082-ETHD-048" href="#0082-ETHD-048">0082-ETHD-048</a>)
+6. Ensure that markets with ethereum termination and settlement data sources continue to successfully terminate and settle markets after the protocol upgrade. (<a name="0082-ETHD-049" href="#0082-ETHD-049">0082-ETHD-049</a>)

protocol/features.json

@@ -261,7 +261,6 @@
       "0082-ETHD-043",
       "0082-ETHD-044",
       "0082-ETHD-045",
-      "0082-ETHD-046",
       "0082-ETHD-047",
       "0082-ETHD-048",
       "0082-ETHD-049"