market_activity_tracker.go

// Copyright (C) 2023 Gobalsky Labs Limited
//
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU Affero General Public License as
// published by the Free Software Foundation, either version 3 of the
// License, or (at your option) any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU Affero General Public License for more details.
//
// You should have received a copy of the GNU Affero General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.

package common

import (
	"context"
	"encoding/hex"
	"fmt"
	"sort"
	"strings"
	"time"

	"code.vegaprotocol.io/vega/core/types"
	"code.vegaprotocol.io/vega/libs/crypto"
	"code.vegaprotocol.io/vega/libs/num"
	lproto "code.vegaprotocol.io/vega/libs/proto"
	"code.vegaprotocol.io/vega/logging"
	"code.vegaprotocol.io/vega/protos/vega"
	proto "code.vegaprotocol.io/vega/protos/vega"
)

const (
	// this the maximum supported window size for any metric.
	maxWindowSize = 100
	// to avoid using decimal calculation we're scaling the time weight by the scaling factor and keep working with integers.
	scalingFactor    = int64(10000000)
	u64ScalingFactor = uint64(scalingFactor)
)

var (
	uScalingFactor  = num.NewUint(u64ScalingFactor)
	dSscalingFactor = num.DecimalFromInt64(scalingFactor)
)

type twPosition struct {
	position               uint64    // abs last recorded position
	t                      time.Time // time of last recorded position
	currentEpochTWPosition uint64    // current epoch's running time weighted position (scaled by scaling factor)
}

type twNotional struct {
	notional               *num.Uint // last position's price
	t                      time.Time // time of last recorded notional position
	currentEpochTWNotional *num.Uint // current epoch's running time weightd notional position
}

// marketTracker tracks the activity in the markets in terms of fees and value.
type marketTracker struct {
	asset             string
	makerFeesReceived map[string]*num.Uint
	makerFeesPaid     map[string]*num.Uint
	lpFees            map[string]*num.Uint

	totalMakerFeesReceived *num.Uint
	totalMakerFeesPaid     *num.Uint
	totalLpFees            *num.Uint

	twPosition map[string]*twPosition
	partyM2M   map[string]num.Decimal
	twNotional map[string]*twNotional

	// historical data.
	epochMakerFeesReceived      []map[string]*num.Uint
	epochMakerFeesPaid          []map[string]*num.Uint
	epochLpFees                 []map[string]*num.Uint
	epochTotalMakerFeesReceived []*num.Uint
	epochTotalMakerFeesPaid     []*num.Uint
	epochTotalLpFees            []*num.Uint
	epochTimeWeightedPosition   []map[string]uint64
	epochTimeWeightedNotional   []map[string]*num.Uint
	epochPartyM2M               []map[string]num.Decimal

	valueTraded     *num.Uint
	proposersPaid   map[string]struct{} // identifier of payout_asset : funder : markets_in_scope
	proposer        string
	readyToDelete   bool
	allPartiesCache map[string]struct{}
}

// MarketActivityTracker tracks how much fees are paid and received for a market by parties by epoch.
type MarketActivityTracker struct {
	log                                 *logging.Logger
	assetToMarketTrackers               map[string]map[string]*marketTracker
	eligibilityChecker                  EligibilityChecker
	currentEpoch                        uint64
	epochStartTime                      time.Time
	ss                                  *snapshotState
	teams                               Teams
	balanceChecker                      AccountBalanceChecker
	minEpochsInTeamForRewardEligibility uint64
	partyContributionCache              map[string][]*types.PartyContributionScore
	partyTakerNotionalVolume            map[string]*num.Uint
}

// NewMarketActivityTracker instantiates the fees tracker.
func NewMarketActivityTracker(log *logging.Logger, teams Teams, balanceChecker AccountBalanceChecker) *MarketActivityTracker {
	mat := &MarketActivityTracker{
		assetToMarketTrackers:    map[string]map[string]*marketTracker{},
		ss:                       &snapshotState{},
		log:                      log,
		balanceChecker:           balanceChecker,
		teams:                    teams,
		partyContributionCache:   map[string][]*types.PartyContributionScore{},
		partyTakerNotionalVolume: map[string]*num.Uint{},
	}

	return mat
}

func (mat *MarketActivityTracker) OnMinEpochsInTeamForRewardEligibilityUpdated(_ context.Context, value int64) error {
	mat.minEpochsInTeamForRewardEligibility = uint64(value)
	return nil
}

// NeedsInitialisation is a heuristc migration - if there is no time weighted position data when restoring from snapshot, we will restore
// positions from the market. This will only happen on the one time migration from a version preceding the new metrics. If we're already on a
// new version, either there are no timeweighted positions and no positions or there are time weighted positions and they will not be restored.
func (mat *MarketActivityTracker) NeedsInitialisation(asset, market string) bool {
	if tracker, ok := mat.getMarketTracker(asset, market); ok {
		return len(tracker.twPosition) == 0
	}
	return false
}

// GetProposer returns the proposer of the market or empty string if the market doesn't exist.
func (mat *MarketActivityTracker) GetProposer(market string) string {
	for _, markets := range mat.assetToMarketTrackers {
		m, ok := markets[market]
		if ok {
			return m.proposer
		}
	}
	return ""
}

func (mat *MarketActivityTracker) SetEligibilityChecker(eligibilityChecker EligibilityChecker) {
	mat.eligibilityChecker = eligibilityChecker
}

// MarketProposed is called when the market is proposed and adds the market to the tracker.
func (mat *MarketActivityTracker) MarketProposed(asset, marketID, proposer string) {
	markets, ok := mat.assetToMarketTrackers[asset]
	if ok {
		if _, ok := markets[marketID]; ok {
			return
		}
	}

	tracker := &marketTracker{
		asset:                       asset,
		proposer:                    proposer,
		proposersPaid:               map[string]struct{}{},
		readyToDelete:               false,
		valueTraded:                 num.UintZero(),
		makerFeesReceived:           map[string]*num.Uint{},
		makerFeesPaid:               map[string]*num.Uint{},
		lpFees:                      map[string]*num.Uint{},
		totalMakerFeesReceived:      num.UintZero(),
		totalMakerFeesPaid:          num.UintZero(),
		totalLpFees:                 num.UintZero(),
		twPosition:                  map[string]*twPosition{},
		partyM2M:                    map[string]num.Decimal{},
		twNotional:                  map[string]*twNotional{},
		epochTotalMakerFeesReceived: []*num.Uint{},
		epochTotalMakerFeesPaid:     []*num.Uint{},
		epochTotalLpFees:            []*num.Uint{},
		epochMakerFeesReceived:      []map[string]*num.Uint{},
		epochMakerFeesPaid:          []map[string]*num.Uint{},
		epochLpFees:                 []map[string]*num.Uint{},
		epochPartyM2M:               []map[string]num.Decimal{},
		epochTimeWeightedPosition:   []map[string]uint64{},
		epochTimeWeightedNotional:   []map[string]*num.Uint{},
		allPartiesCache:             map[string]struct{}{},
	}

	if ok {
		markets[marketID] = tracker
	} else {
		mat.assetToMarketTrackers[asset] = map[string]*marketTracker{marketID: tracker}
	}
}

// AddValueTraded records the value of a trade done in the given market.
func (mat *MarketActivityTracker) AddValueTraded(asset, marketID string, value *num.Uint) {
	markets, ok := mat.assetToMarketTrackers[asset]
	if !ok || markets[marketID] == nil {
		return
	}
	markets[marketID].valueTraded.AddSum(value)
}

// GetMarketsWithEligibleProposer gets all the markets within the given asset (or just all the markets in scope passed as a parameter) that
// are eligible for proposer bonus.
func (mat *MarketActivityTracker) GetMarketsWithEligibleProposer(asset string, markets []string, payoutAsset string, funder string) []*types.MarketContributionScore {
	var mkts []string
	if len(markets) > 0 {
		mkts = markets
	} else {
		if len(asset) > 0 {
			for m := range mat.assetToMarketTrackers[asset] {
				mkts = append(mkts, m)
			}
		} else {
			for _, markets := range mat.assetToMarketTrackers {
				for mkt := range markets {
					mkts = append(mkts, mkt)
				}
			}
		}
		sort.Strings(mkts)
	}

	assets := []string{}
	if len(asset) > 0 {
		assets = append(assets, asset)
	} else {
		for k := range mat.assetToMarketTrackers {
			assets = append(assets, k)
		}
		sort.Strings(assets)
	}

	eligibleMarkets := []string{}
	for _, a := range assets {
		for _, v := range mkts {
			if t, ok := mat.getMarketTracker(a, v); ok && (len(asset) == 0 || t.asset == asset) && mat.IsMarketEligibleForBonus(a, v, payoutAsset, markets, funder) {
				eligibleMarkets = append(eligibleMarkets, v)
			}
		}
	}

	if len(eligibleMarkets) <= 0 {
		return nil
	}
	scores := make([]*types.MarketContributionScore, 0, len(eligibleMarkets))
	numMarkets := num.DecimalFromInt64(int64(len(eligibleMarkets)))
	totalScore := num.DecimalZero()
	for _, v := range eligibleMarkets {
		score := num.DecimalFromInt64(1).Div(numMarkets)
		scores = append(scores, &types.MarketContributionScore{
			Asset:  asset,
			Market: v,
			Score:  score,
			Metric: proto.DispatchMetric_DISPATCH_METRIC_MARKET_VALUE,
		})
		totalScore = totalScore.Add(score)
	}

	mat.clipScoresAt1(scores, totalScore)
	scoresString := ""

	for _, mcs := range scores {
		scoresString += mcs.Market + ":" + mcs.Score.String() + ","
	}
	mat.log.Info("markets contibutions:", logging.String("asset", asset), logging.String("metric", proto.DispatchMetric_name[int32(proto.DispatchMetric_DISPATCH_METRIC_MARKET_VALUE)]), logging.String("market-scores", scoresString[:len(scoresString)-1]))

	return scores
}

func (mat *MarketActivityTracker) clipScoresAt1(scores []*types.MarketContributionScore, totalScore num.Decimal) {
	if totalScore.LessThanOrEqual(num.DecimalFromInt64(1)) {
		return
	}
	// if somehow the total scores are > 1 clip the largest one
	sort.SliceStable(scores, func(i, j int) bool { return scores[i].Score.GreaterThan(scores[j].Score) })
	delta := totalScore.Sub(num.DecimalFromInt64(1))
	scores[0].Score = num.MaxD(num.DecimalZero(), scores[0].Score.Sub(delta))
	// sort by market id for consistency
	sort.SliceStable(scores, func(i, j int) bool { return scores[i].Market < scores[j].Market })
}

// MarkProposerPaid marks the proposer of the market as having been paid proposer bonus.
func (mat *MarketActivityTracker) MarkPaidProposer(asset, market, payoutAsset string, marketsInScope []string, funder string) {
	markets := strings.Join(marketsInScope[:], "_")
	if len(marketsInScope) == 0 {
		markets = "all"
	}

	if mts, ok := mat.assetToMarketTrackers[asset]; ok {
		t, ok := mts[market]
		if !ok {
			return
		}
		ID := fmt.Sprintf("%s:%s:%s", payoutAsset, funder, markets)
		if _, ok := t.proposersPaid[ID]; !ok {
			t.proposersPaid[ID] = struct{}{}
		}
	}
}

// IsMarketEligibleForBonus returns true is the market proposer is eligible for market proposer bonus and has not been
// paid for the combination of payout asset and marketsInScope.
// The proposer is not market as having been paid until told to do so (if actually paid).
func (mat *MarketActivityTracker) IsMarketEligibleForBonus(asset, market, payoutAsset string, marketsInScope []string, funder string) bool {
	t, ok := mat.getMarketTracker(asset, market)
	if !ok {
		return false
	}

	markets := strings.Join(marketsInScope[:], "_")
	if len(marketsInScope) == 0 {
		markets = "all"
	}

	marketIsInScope := false
	for _, v := range marketsInScope {
		if v == market {
			marketIsInScope = true
			break
		}
	}

	if len(marketsInScope) == 0 {
		markets = "all"
		marketIsInScope = true
	}

	if !marketIsInScope {
		return false
	}

	ID := fmt.Sprintf("%s:%s:%s", payoutAsset, funder, markets)
	_, paid := t.proposersPaid[ID]

	return !paid && mat.eligibilityChecker.IsEligibleForProposerBonus(market, t.valueTraded)
}

// GetAllMarketIDs returns all the current market IDs.
func (mat *MarketActivityTracker) GetAllMarketIDs() []string {
	mIDs := []string{}
	for _, markets := range mat.assetToMarketTrackers {
		for k := range markets {
			mIDs = append(mIDs, k)
		}
	}

	sort.Strings(mIDs)
	return mIDs
}

// MarketTrackedForAsset returns whether the given market is seen to have the given asset by the tracker.
func (mat *MarketActivityTracker) MarketTrackedForAsset(market, asset string) bool {
	if markets, ok := mat.assetToMarketTrackers[asset]; ok {
		if _, ok = markets[market]; ok {
			return true
		}
	}
	return false
}

// removeMarket is called when the market is removed from the network. It is not immediately removed to give a chance for rewards to be paid at the end of the epoch for activity during the epoch.
// Instead it is marked for removal and will be removed at the beginning of the next epoch.
func (mat *MarketActivityTracker) RemoveMarket(asset, marketID string) {
	if markets, ok := mat.assetToMarketTrackers[asset]; ok {
		if m, ok := markets[marketID]; ok {
			m.readyToDelete = true
		}
	}
}

// onEpochEvent is called when the state of the epoch changes, we only care about new epochs starting.
func (mat *MarketActivityTracker) OnEpochEvent(_ context.Context, epoch types.Epoch) {
	if epoch.Action == proto.EpochAction_EPOCH_ACTION_START {
		mat.epochStartTime = epoch.StartTime
		mat.partyContributionCache = map[string][]*types.PartyContributionScore{}
		mat.clearDeletedMarkets()
		mat.clearNotionalTakerVolume()
	}
	if epoch.Action == proto.EpochAction_EPOCH_ACTION_END {
		for _, market := range mat.assetToMarketTrackers {
			for _, mt := range market {
				mt.processNotionalEndOfEpoch(epoch.StartTime, epoch.EndTime)
				mt.processPositionEndOfEpoch(epoch.StartTime, epoch.EndTime)
				mt.processM2MEndOfEpoch()
				mt.clearFeeActivity()
			}
		}
	}
	mat.currentEpoch = epoch.Seq
}

func (mat *MarketActivityTracker) clearDeletedMarkets() {
	for _, mts := range mat.assetToMarketTrackers {
		for k, mt := range mts {
			if mt.readyToDelete {
				delete(mts, k)
			}
		}
	}
}

// clearFeeActivity is called at the end of the epoch. It deletes markets that are pending to be removed and resets the fees paid for the epoch.
func (mt *marketTracker) clearFeeActivity() {
	if len(mt.epochMakerFeesReceived) == maxWindowSize {
		mt.epochMakerFeesReceived = mt.epochMakerFeesReceived[1:]
		mt.epochMakerFeesPaid = mt.epochMakerFeesPaid[1:]
		mt.epochLpFees = mt.epochLpFees[1:]
		mt.epochTotalMakerFeesReceived = mt.epochTotalMakerFeesReceived[1:]
		mt.epochTotalMakerFeesPaid = mt.epochTotalMakerFeesPaid[1:]
		mt.epochTotalLpFees = mt.epochTotalLpFees[1:]
	}
	mt.epochMakerFeesReceived = append(mt.epochMakerFeesReceived, mt.makerFeesReceived)
	mt.epochMakerFeesPaid = append(mt.epochMakerFeesReceived, mt.makerFeesPaid)
	mt.epochLpFees = append(mt.epochLpFees, mt.lpFees)
	mt.makerFeesReceived = map[string]*num.Uint{}
	mt.makerFeesPaid = map[string]*num.Uint{}
	mt.lpFees = map[string]*num.Uint{}

	mt.epochTotalMakerFeesReceived = append(mt.epochTotalMakerFeesReceived, mt.totalMakerFeesReceived)
	mt.epochTotalMakerFeesPaid = append(mt.epochTotalMakerFeesPaid, mt.totalMakerFeesPaid)
	mt.epochTotalLpFees = append(mt.epochTotalLpFees, mt.totalLpFees)
	mt.totalMakerFeesReceived = num.UintZero()
	mt.totalMakerFeesPaid = num.UintZero()
	mt.totalLpFees = num.UintZero()
}

// UpdateFeesFromTransfers takes a slice of transfers and if they represent fees it updates the market fee tracker.
// market is guaranteed to exist in the mapping as it is added when proposed.
func (mat *MarketActivityTracker) UpdateFeesFromTransfers(asset, market string, transfers []*types.Transfer) {
	for _, t := range transfers {
		mt, ok := mat.getMarketTracker(asset, market)
		if !ok {
			continue
		}
		mt.allPartiesCache[t.Owner] = struct{}{}
		switch t.Type {
		case types.TransferTypeMakerFeePay:
			mat.addFees(mt.makerFeesPaid, t.Owner, t.Amount.Amount, mt.totalMakerFeesPaid)
		case types.TransferTypeMakerFeeReceive:
			mat.addFees(mt.makerFeesReceived, t.Owner, t.Amount.Amount, mt.totalMakerFeesReceived)
		case types.TransferTypeLiquidityFeeNetDistribute, types.TransferTypeSlaPerformanceBonusDistribute:
			mat.addFees(mt.lpFees, t.Owner, t.Amount.Amount, mt.totalLpFees)
		default:
		}
	}
}

// addFees records fees paid/received in a given metric to a given party.
func (mat *MarketActivityTracker) addFees(m map[string]*num.Uint, party string, amount *num.Uint, total *num.Uint) {
	if _, ok := m[party]; !ok {
		m[party] = amount.Clone()
		total.AddSum(amount)
		return
	}
	m[party].AddSum(amount)
	total.AddSum(amount)
}

// getMarketTracker finds the market tracker for a market if one exists (one must exist if the market is active).
func (mat *MarketActivityTracker) getMarketTracker(asset, market string) (*marketTracker, bool) {
	if _, ok := mat.assetToMarketTrackers[asset]; !ok {
		return nil, false
	}
	tracker, ok := mat.assetToMarketTrackers[asset][market]
	if !ok {
		return nil, false
	}
	return tracker, true
}

// RestorePosition restores a position as if it were acquired at the beginning of the epoch. This is purely for migration from an old version.
func (mat *MarketActivityTracker) RestorePosition(asset, party, market string, pos int64, price *num.Uint, positionFactor num.Decimal) {
	mat.RecordPosition(asset, party, market, pos, price, positionFactor, mat.epochStartTime)
}

// RecordPosition passes the position of the party in the asset/market to the market tracker to be recorded.
func (mat *MarketActivityTracker) RecordPosition(asset, party, market string, pos int64, price *num.Uint, positionFactor num.Decimal, time time.Time) {
	if tracker, ok := mat.getMarketTracker(asset, market); ok {
		tracker.allPartiesCache[party] = struct{}{}
		absPos := uint64(0)
		if pos > 0 {
			absPos = uint64(pos)
		} else if pos < 0 {
			absPos = uint64(-pos)
		}
		notional, _ := num.UintFromDecimal(num.UintZero().Mul(num.NewUint(absPos), price).ToDecimal().Div(positionFactor))
		tracker.recordPosition(party, absPos, positionFactor, time, mat.epochStartTime)
		tracker.recordNotional(party, notional, time, mat.epochStartTime)
	}
}

// RecordM2M passes the mark to market win/loss transfer amount to the asset/market tracker to be recorded.
func (mat *MarketActivityTracker) RecordM2M(asset, party, market string, amount num.Decimal) {
	if tracker, ok := mat.getMarketTracker(asset, market); ok {
		tracker.allPartiesCache[party] = struct{}{}
		tracker.recordM2M(party, amount)
	}
}

func (mat *MarketActivityTracker) getAllParties(asset string, mkts []string) map[string]struct{} {
	parties := map[string]struct{}{}
	includedMarkets := mkts
	if len(mkts) == 0 {
		includedMarkets = mat.GetAllMarketIDs()
	}
	if len(includedMarkets) > 0 {
		trackers, ok := mat.assetToMarketTrackers[asset]
		if !ok {
			return map[string]struct{}{}
		}
		for _, mkt := range includedMarkets {
			mt, ok := trackers[mkt]
			if !ok {
				continue
			}
			mktParties := mt.allPartiesCache
			for k := range mktParties {
				parties[k] = struct{}{}
			}
		}
	}
	return parties
}

func (mat *MarketActivityTracker) getPartiesInScope(ds *vega.DispatchStrategy) []string {
	var parties []string
	if ds.IndividualScope == vega.IndividualScope_INDIVIDUAL_SCOPE_IN_TEAM {
		parties = mat.teams.GetAllPartiesInTeams(mat.minEpochsInTeamForRewardEligibility)
	} else if ds.IndividualScope == vega.IndividualScope_INDIVIDUAL_SCOPE_ALL {
		parties = sortedK(mat.getAllParties(ds.AssetForMetric, ds.Markets))
	} else if ds.IndividualScope == vega.IndividualScope_INDIVIDUAL_SCOPE_NOT_IN_TEAM {
		parties = sortedK(excludePartiesInTeams(mat.getAllParties(ds.AssetForMetric, ds.Markets), mat.teams.GetAllPartiesInTeams(mat.minEpochsInTeamForRewardEligibility)))
	}
	return parties
}

// CalculateMetricForIndividuals calculates the metric corresponding to the dispatch strategy and returns a slice of the contribution scores of the parties.
// Markets in scope are the ones passed in the dispatch strategy if any or all available markets for the asset for metric.
// Parties in scope depend on the `IndividualScope_INDIVIDUAL_SCOPE_IN_TEAM` and can include all parties, only those in teams, and only those not in teams.
func (mat *MarketActivityTracker) CalculateMetricForIndividuals(ds *vega.DispatchStrategy) []*types.PartyContributionScore {
	p, _ := lproto.Marshal(ds)
	hash := hex.EncodeToString(crypto.Hash(p))
	if pc, ok := mat.partyContributionCache[hash]; ok {
		return pc
	}

	parties := mat.getPartiesInScope(ds)
	stakingRequirement, _ := num.UintFromString(ds.StakingRequirement, 10)
	notionalRequirement, _ := num.UintFromString(ds.NotionalTimeWeightedAveragePositionRequirement, 10)
	partyContributions := mat.calculateMetricForIndividuals(ds.AssetForMetric, parties, ds.Markets, ds.Metric, stakingRequirement, notionalRequirement, int(ds.WindowLength))

	// we do this calculation at the end of the epoch and clear it in the beginning of the next epoch, i.e. within the same block therefore it saves us
	// redundant calculation and has no snapshot implication
	mat.partyContributionCache[hash] = partyContributions
	return partyContributions
}

// CalculateMetricForTeams calculates the metric for teams and their respective team members for markets in scope of the dispatch strategy.
func (mat *MarketActivityTracker) CalculateMetricForTeams(ds *vega.DispatchStrategy) ([]*types.PartyContributionScore, map[string][]*types.PartyContributionScore) {
	var teamMembers map[string][]string
	if tsl := len(ds.TeamScope); tsl > 0 {
		teamMembers = make(map[string][]string, len(ds.TeamScope))
		for _, team := range ds.TeamScope {
			teamMembers[team] = mat.teams.GetTeamMembers(team, mat.minEpochsInTeamForRewardEligibility)
		}
	} else {
		teamMembers = mat.teams.GetAllTeamsWithParties(mat.minEpochsInTeamForRewardEligibility)
	}
	stakingRequirement, _ := num.UintFromString(ds.StakingRequirement, 10)
	notionalRequirement, _ := num.UintFromString(ds.NotionalTimeWeightedAveragePositionRequirement, 10)
	topNDecimal := num.MustDecimalFromString(ds.NTopPerformers)
	return mat.calculateMetricForTeams(ds.AssetForMetric, teamMembers, ds.Markets, ds.Metric, stakingRequirement, notionalRequirement, int(ds.WindowLength), topNDecimal)
}

func (mat *MarketActivityTracker) isEligibleForReward(asset, party string, markets []string, minStakingBalanceRequired *num.Uint, notionalTimeWeightedAveragePositionRequired *num.Uint) bool {
	if !minStakingBalanceRequired.IsZero() {
		balance, err := mat.balanceChecker.GetAvailableBalance(party)
		if err != nil || balance.LT(minStakingBalanceRequired) {
			return false
		}
	}
	if !notionalTimeWeightedAveragePositionRequired.IsZero() {
		if mat.getTWNotionalPosition(asset, party, markets).LT(notionalTimeWeightedAveragePositionRequired) {
			return false
		}
	}
	return true
}

func (mat *MarketActivityTracker) calculateMetricForIndividuals(asset string, parties []string, markets []string, metric vega.DispatchMetric, minStakingBalanceRequired *num.Uint, notionalTimeWeightedAveragePositionRequired *num.Uint, windowSize int) []*types.PartyContributionScore {
	ret := make([]*types.PartyContributionScore, 0, len(parties))
	for _, party := range parties {
		if !mat.isEligibleForReward(asset, party, markets, minStakingBalanceRequired, notionalTimeWeightedAveragePositionRequired) {
			continue
		}
		score := mat.calculateMetricForParty(asset, party, markets, metric, windowSize)
		if score.IsZero() {
			continue
		}
		ret = append(ret, &types.PartyContributionScore{Party: party, Score: score})
	}
	return ret
}

// CalculateMetricForTeams returns a slice of metrics for the team and a slice of metrics for each team member.
func (mat *MarketActivityTracker) calculateMetricForTeams(asset string, teams map[string][]string, marketsInScope []string, metric vega.DispatchMetric, minStakingBalanceRequired *num.Uint, notionalTimeWeightedAveragePositionRequired *num.Uint, windowSize int, topN num.Decimal) ([]*types.PartyContributionScore, map[string][]*types.PartyContributionScore) {
	teamScores := make([]*types.PartyContributionScore, 0, len(teams))
	teamKeys := make([]string, 0, len(teams))
	for k := range teams {
		teamKeys = append(teamKeys, k)
	}
	sort.Strings(teamKeys)

	ps := make(map[string][]*types.PartyContributionScore, len(teamScores))
	for _, t := range teamKeys {
		ts, teamMemberScores := mat.calculateMetricForTeam(asset, teams[t], marketsInScope, metric, minStakingBalanceRequired, notionalTimeWeightedAveragePositionRequired, windowSize, topN)
		if ts.IsZero() {
			continue
		}
		teamScores = append(teamScores, &types.PartyContributionScore{Party: t, Score: ts})
		ps[t] = teamMemberScores
	}

	return teamScores, ps
}

// calculateMetricForTeam returns the metric score for team and a slice of the score for each of its members.
func (mat *MarketActivityTracker) calculateMetricForTeam(asset string, parties []string, marketsInScope []string, metric vega.DispatchMetric, minStakingBalanceRequired *num.Uint, notionalTimeWeightedAveragePositionRequired *num.Uint, windowSize int, topN num.Decimal) (num.Decimal, []*types.PartyContributionScore) {
	return calculateMetricForTeamUtil(asset, parties, marketsInScope, metric, minStakingBalanceRequired, notionalTimeWeightedAveragePositionRequired, windowSize, topN, mat.isEligibleForReward, mat.calculateMetricForParty)
}

func calculateMetricForTeamUtil(asset string,
	parties []string,
	marketsInScope []string,
	metric vega.DispatchMetric,
	minStakingBalanceRequired *num.Uint,
	notionalTimeWeightedAveragePositionRequired *num.Uint,
	windowSize int,
	topN num.Decimal,
	isEligibleForReward func(asset, party string, markets []string, minStakingBalanceRequired *num.Uint, notionalTimeWeightedAveragePositionRequired *num.Uint) bool,
	calculateMetricForParty func(asset, party string, marketsInScope []string, metric vega.DispatchMetric, windowSize int) num.Decimal,
) (num.Decimal, []*types.PartyContributionScore) {
	teamPartyScores := []*types.PartyContributionScore{}
	for _, party := range parties {
		if !isEligibleForReward(asset, party, marketsInScope, minStakingBalanceRequired, notionalTimeWeightedAveragePositionRequired) {
			continue
		}
		teamPartyScores = append(teamPartyScores, &types.PartyContributionScore{Party: party, Score: calculateMetricForParty(asset, party, marketsInScope, metric, windowSize)})
	}

	if len(teamPartyScores) == 0 {
		return num.DecimalZero(), []*types.PartyContributionScore{}
	}

	sort.Slice(teamPartyScores, func(i, j int) bool {
		return teamPartyScores[i].Score.GreaterThan(teamPartyScores[j].Score)
	})

	maxIndex := int(topN.Mul(num.DecimalFromInt64(int64(len(parties)))).IntPart())
	// ensure non-zero, otherwise we have a divide-by-zero panic on our hands
	if maxIndex == 0 {
		maxIndex = 1
	}
	if len(teamPartyScores) < maxIndex {
		maxIndex = len(teamPartyScores)
	}
	if maxIndex == 0 {
		return num.DecimalZero(), teamPartyScores
	}

	total := num.DecimalZero()
	for i := 0; i < maxIndex; i++ {
		total = total.Add(teamPartyScores[i].Score)
	}

	return total.Div(num.DecimalFromInt64(int64(maxIndex))), teamPartyScores
}

// calculateMetricForParty returns the value of a reward metric score for the given party for markets of the givem assets which are in scope over the given window size.
func (mat *MarketActivityTracker) calculateMetricForParty(asset, party string, marketsInScope []string, metric vega.DispatchMetric, windowSize int) num.Decimal {
	// exclude unsupported metrics
	if metric == vega.DispatchMetric_DISPATCH_METRIC_MARKET_VALUE {
		mat.log.Panic("unexpected disaptch metric market value here")
	}
	if metric == vega.DispatchMetric_DISPATCH_METRIC_VALIDATOR_RANKING {
		mat.log.Panic("unexpected disaptch metric validator ranking here")
	}
	uTotal := uint64(0)
	total := num.DecimalZero()
	marketTotal := num.DecimalZero()
	returns := make([]num.Decimal, windowSize)

	assetTrackers, ok := mat.assetToMarketTrackers[asset]
	if !ok {
		return num.DecimalZero()
	}

	markets := marketsInScope
	if len(markets) == 0 {
		markets = make([]string, 0, len(assetTrackers))
		for k := range assetTrackers {
			markets = append(markets, k)
		}
	}

	// for each market in scope, for each epoch in the time window get the metric entry, sum up for each epoch in the time window and divide by window size (or calculate variance - for volatility)
	for _, market := range markets {
		marketTracker := assetTrackers[market]
		if marketTracker == nil {
			continue
		}
		switch metric {
		case vega.DispatchMetric_DISPATCH_METRIC_AVERAGE_POSITION:
			uTotal += marketTracker.getPositionMetricTotal(party, windowSize)
		case vega.DispatchMetric_DISPATCH_METRIC_RELATIVE_RETURN:
			total = total.Add(marketTracker.getRelativeReturnMetricTotal(party, windowSize))
		case vega.DispatchMetric_DISPATCH_METRIC_RETURN_VOLATILITY:
			r, ok := marketTracker.getReturns(party, windowSize)
			if !ok {
				continue
			}
			for i, ret := range r {
				returns[i] = returns[i].Add(ret)
			}
		case vega.DispatchMetric_DISPATCH_METRIC_MAKER_FEES_PAID:
			total = total.Add(getFees(marketTracker.epochMakerFeesPaid, party, windowSize))
			marketTotal = marketTotal.Add(getTotalFees(marketTracker.epochTotalMakerFeesPaid, windowSize))
		case vega.DispatchMetric_DISPATCH_METRIC_MAKER_FEES_RECEIVED:
			total = total.Add(getFees(marketTracker.epochMakerFeesReceived, party, windowSize))
			marketTotal = marketTotal.Add(getTotalFees(marketTracker.epochTotalMakerFeesReceived, windowSize))
		case vega.DispatchMetric_DISPATCH_METRIC_LP_FEES_RECEIVED:
			total = total.Add(getFees(marketTracker.epochLpFees, party, windowSize))
			marketTotal = marketTotal.Add(getTotalFees(marketTracker.epochTotalLpFees, windowSize))
		}
	}

	switch metric {
	case vega.DispatchMetric_DISPATCH_METRIC_AVERAGE_POSITION:
		// descaling the total tw position metric by dividing by the scaling factor
		return num.DecimalFromInt64(int64(uTotal)).Div(num.DecimalFromInt64(int64(windowSize) * scalingFactor))
	case vega.DispatchMetric_DISPATCH_METRIC_RELATIVE_RETURN:
		return num.MaxD(num.DecimalZero(), total.Div(num.DecimalFromInt64(int64(windowSize))))
	case vega.DispatchMetric_DISPATCH_METRIC_RETURN_VOLATILITY:
		filteredReturns := []num.Decimal{}
		for _, d := range returns {
			if d.IsPositive() {
				filteredReturns = append(filteredReturns, d)
			}
		}
		if len(filteredReturns) == 0 {
			return num.DecimalZero()
		}
		variance, _ := num.Variance(filteredReturns)
		return variance
	case vega.DispatchMetric_DISPATCH_METRIC_MAKER_FEES_PAID, vega.DispatchMetric_DISPATCH_METRIC_MAKER_FEES_RECEIVED, vega.DispatchMetric_DISPATCH_METRIC_LP_FEES_RECEIVED:
		if marketTotal.IsZero() {
			return num.DecimalZero()
		}
		return total.Div(marketTotal)
	default:
		mat.log.Panic("unexpected metric")
	}
	return num.DecimalZero()
}

func (mat *MarketActivityTracker) RecordNotionalTakerVolume(party string, volumeToAdd *num.Uint) {
	if _, ok := mat.partyTakerNotionalVolume[party]; !ok {
		mat.partyTakerNotionalVolume[party] = volumeToAdd
		return
	}
	mat.partyTakerNotionalVolume[party].AddSum(volumeToAdd)
}

func (mat *MarketActivityTracker) clearNotionalTakerVolume() {
	mat.partyTakerNotionalVolume = map[string]*num.Uint{}
}

func (mat *MarketActivityTracker) NotionalTakerVolumeForAllParties() map[types.PartyID]*num.Uint {
	res := make(map[types.PartyID]*num.Uint, len(mat.partyTakerNotionalVolume))
	for k, u := range mat.partyTakerNotionalVolume {
		res[types.PartyID(k)] = u.Clone()
	}
	return res
}

func (mat *MarketActivityTracker) NotionalTakerVolumeForParty(party string) *num.Uint {
	if _, ok := mat.partyTakerNotionalVolume[party]; !ok {
		return num.UintZero()
	}
	return mat.partyTakerNotionalVolume[party].Clone()
}

func updateNotional(n *twNotional, notional *num.Uint, t, tn int64, time time.Time) {
	tnOverT := num.UintZero()
	tnOverTComp := uScalingFactor.Clone()
	if t != 0 {
		tnOverT = num.NewUint(uint64(tn / t))
		tnOverTComp = tnOverTComp.Sub(tnOverTComp, tnOverT)
	}
	p1 := num.UintZero().Mul(n.currentEpochTWNotional, tnOverTComp)
	p2 := num.UintZero().Mul(n.notional, tnOverT)
	n.currentEpochTWNotional = num.UintZero().Div(p1.AddSum(p2), uScalingFactor)
	n.notional = notional
	n.t = time
}

// recordNotional tracks the time weighted average notional for the party per market.
// notional = abs(position) x price / position_factor
// price in asset decimals.
func (mt *marketTracker) recordNotional(party string, notional *num.Uint, time time.Time, epochStartTime time.Time) {
	if _, ok := mt.twNotional[party]; !ok {
		mt.twNotional[party] = &twNotional{
			t:                      time,
			notional:               notional,
			currentEpochTWNotional: num.UintZero(),
		}
		return
	}
	t := int64(time.Sub(epochStartTime).Seconds())
	n := mt.twNotional[party]
	tn := int64(time.Sub(n.t).Seconds()) * scalingFactor
	updateNotional(n, notional, t, tn, time)
}

func (mt *marketTracker) processNotionalEndOfEpoch(epochStartTime time.Time, endEpochTime time.Time) {
	t := int64(endEpochTime.Sub(epochStartTime).Seconds())
	m := make(map[string]*num.Uint, len(mt.twNotional))
	for party, twNotional := range mt.twNotional {
		tn := int64(endEpochTime.Sub(twNotional.t).Seconds()) * scalingFactor
		updateNotional(twNotional, twNotional.notional, t, tn, endEpochTime)
		m[party] = twNotional.currentEpochTWNotional.Clone()
	}
	if len(mt.epochTimeWeightedNotional) == maxWindowSize {
		mt.epochTimeWeightedNotional = mt.epochTimeWeightedNotional[1:]
	}
	mt.epochTimeWeightedNotional = append(mt.epochTimeWeightedNotional, m)
}

func (mat *MarketActivityTracker) getTWNotionalPosition(asset, party string, markets []string) *num.Uint {
	total := num.UintZero()
	mkts := markets
	if len(mkts) == 0 {
		mkts = make([]string, 0, len(mat.assetToMarketTrackers[asset]))
		for k := range mat.assetToMarketTrackers[asset] {
			mkts = append(mkts, k)
		}
		sort.Strings(mkts)
	}

	for _, mkt := range mkts {
		if tracker, ok := mat.getMarketTracker(asset, mkt); ok {
			if twNotional, ok := tracker.twNotional[party]; ok {
				total.AddSum(twNotional.currentEpochTWNotional)
			}
		}
	}
	return total
}

func updatePosition(toi *twPosition, scaledAbsPos uint64, t, tn int64, time time.Time) {
	tnOverT := uint64(0)
	if t != 0 {
		tnOverT = uint64(tn / t)
	}
	toi.currentEpochTWPosition = (toi.currentEpochTWPosition*(u64ScalingFactor-tnOverT) + (toi.position * tnOverT)) / u64ScalingFactor
	toi.position = scaledAbsPos
	toi.t = time
}

// recordPosition records the current position of a party and the time of change. If there is a previous position then it is time weight updated with respect to the time
// it has been in place during the epoch.
func (mt *marketTracker) recordPosition(party string, absPos uint64, positionFactor num.Decimal, time time.Time, epochStartTime time.Time) {
	if party == "network" {
		return
	}
	// scale by scaling factor and divide by position factor
	// by design the scaling factor is greater than the max position factor which allows no loss of precision
	scaledAbsPos := num.UintZero().Mul(num.NewUint(absPos), uScalingFactor).ToDecimal().Div(positionFactor).IntPart()
	if _, ok := mt.twPosition[party]; !ok {
		mt.twPosition[party] = &twPosition{
			position:               uint64(scaledAbsPos),
			t:                      time,
			currentEpochTWPosition: 0,
		}
		return
	}
	toi := mt.twPosition[party]
	t := int64(time.Sub(epochStartTime).Seconds())
	tn := int64(time.Sub(toi.t).Seconds()) * scalingFactor

	updatePosition(toi, uint64(scaledAbsPos), t, tn, time)
}

// processPositionEndOfEpoch is called at the end of the epoch, calcualtes the time weight of the current position and moves it to the next epoch, and records
// the time weighted position of the current epoch in the history.
func (mt *marketTracker) processPositionEndOfEpoch(epochStartTime time.Time, endEpochTime time.Time) {
	t := int64(endEpochTime.Sub(epochStartTime).Seconds())
	m := make(map[string]uint64, len(mt.twPosition))
	for party, toi := range mt.twPosition {
		tn := int64(endEpochTime.Sub(toi.t).Seconds()) * scalingFactor
		updatePosition(toi, toi.position, t, tn, endEpochTime)
		m[party] = toi.currentEpochTWPosition
	}

	if len(mt.epochTimeWeightedPosition) == maxWindowSize {
		mt.epochTimeWeightedPosition = mt.epochTimeWeightedPosition[1:]
	}
	mt.epochTimeWeightedPosition = append(mt.epochTimeWeightedPosition, m)
}

// //// return metric //////

// recordM2M records the amount corresponding to mark to market (profit or loss).
func (mt *marketTracker) recordM2M(party string, amount num.Decimal) {
	if party == "network" {
		return
	}
	if _, ok := mt.partyM2M[party]; !ok {
		mt.partyM2M[party] = amount
		return
	}
	mt.partyM2M[party] = mt.partyM2M[party].Add(amount)
}

// processM2MEndOfEpoch is called at the end of the epoch to reset the running total for the next epoch and record the total m2m in the ended epoch.
func (mt *marketTracker) processM2MEndOfEpoch() {
	m := map[string]num.Decimal{}
	for party, m2m := range mt.partyM2M {
		p := mt.twPosition[party].currentEpochTWPosition
		var v num.Decimal
		if p == 0 {
			v = num.DecimalZero()
		} else {
			v = m2m.Div(num.DecimalFromInt64(int64(p)).Div(dSscalingFactor))
		}
		m[party] = v
		mt.partyM2M[party] = num.DecimalZero()
	}
	if len(mt.epochPartyM2M) == maxWindowSize {
		mt.epochPartyM2M = mt.epochPartyM2M[1:]
	}
	mt.epochPartyM2M = append(mt.epochPartyM2M, m)
}

// getReturns returns a slice of the total of the party's return by epoch in the given window.
func (mt *marketTracker) getReturns(party string, windowSize int) ([]num.Decimal, bool) {
	if _, ok := mt.partyM2M[party]; !ok {
		return []num.Decimal{}, false
	}
	returns := make([]num.Decimal, 0, windowSize)
	if len(mt.epochPartyM2M) == 0 {
		return []num.Decimal{}, false
	}
	for i := 0; i < windowSize; i++ {
		ind := len(mt.epochPartyM2M) - i - 1
		if ind < 0 {
			returns = append(returns, num.DecimalZero())
			continue
		}
		epochData := mt.epochPartyM2M[ind]
		returns = append(returns, epochData[party])
	}
	return returns, true
}

// getPositionMetricTotal returns the sum of the epoch's time weighted position over the time window.
func (mt *marketTracker) getPositionMetricTotal(party string, windowSize int) uint64 {
	return calcTotalForWindowUint64(party, mt.epochTimeWeightedPosition, windowSize)
}

// getRelativeReturnMetricTotal returns the sum of the relative returns over the given window.
func (mt *marketTracker) getRelativeReturnMetricTotal(party string, windowSize int) num.Decimal {
	return calcTotalForWindowD(party, mt.epochPartyM2M, windowSize)
}

// getFees returns the total fees paid/received (depending on what feeData represents) by the party over the given window size.
func getFees(feeData []map[string]*num.Uint, party string, windowSize int) num.Decimal {
	return calcTotalForWindowU(party, feeData, windowSize)
}

// getTotalFees returns the total fees of the given type measured over the window size.
func getTotalFees(totalFees []*num.Uint, windowSize int) num.Decimal {
	if len(totalFees) == 0 {
		return num.DecimalZero()
	}
	total := num.UintZero()
	for i := 0; i < windowSize; i++ {
		ind := len(totalFees) - i - 1
		if ind < 0 {
			return total.ToDecimal()
		}
		total.AddSum(totalFees[ind])
	}
	return total.ToDecimal()
}

// calcTotalForWindowU returns the total relevant data from the given slice starting from the given dataIdx-1, going back <window_size> elements.
func calcTotalForWindowU(party string, data []map[string]*num.Uint, windowSize int) num.Decimal {
	if len(data) == 0 {
		return num.DecimalZero()
	}
	total := num.UintZero()
	for i := 0; i < windowSize; i++ {
		ind := len(data) - i - 1
		if ind < 0 {
			return total.ToDecimal()
		}
		if v, ok := data[ind][party]; ok {
			total.AddSum(v)
		}
	}
	return total.ToDecimal()
}

// calcTotalForWindowD returns the total relevant data from the given slice starting from the given dataIdx-1, going back <window_size> elements.
func calcTotalForWindowD(party string, data []map[string]num.Decimal, windowSize int) num.Decimal {
	if len(data) == 0 {
		return num.DecimalZero()
	}
	total := num.DecimalZero()
	for i := 0; i < windowSize; i++ {
		ind := len(data) - i - 1
		if ind < 0 {
			return total
		}
		if v, ok := data[ind][party]; ok {
			total = total.Add(v)
		}
	}
	return total
}

// calcTotalForWindowUint64 returns the total relevant data from the given slice starting from the given dataIdx-1, going back <window_size> elements.
func calcTotalForWindowUint64(party string, data []map[string]uint64, windowSize int) uint64 {
	if len(data) == 0 {
		return 0
	}

	total := uint64(0)
	for i := 0; i < windowSize; i++ {
		ind := len(data) - i - 1
		if ind < 0 {
			return total
		}
		if v, ok := data[ind][party]; ok {
			total += v
		}
	}
	return total
}

// returns the sorted slice of keys for the given map.
func sortedK[T any](m map[string]T) []string {
	keys := make([]string, 0, len(m))
	for k := range m {
		keys = append(keys, k)
	}
	sort.Strings(keys)
	return keys
}

// takes a set of all parties and exclude from it the given slice of parties.
func excludePartiesInTeams(allParties map[string]struct{}, partiesInTeams []string) map[string]struct{} {
	for _, v := range partiesInTeams {
		delete(allParties, v)
	}
	return allParties
}