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engine.go
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engine.go
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// 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 rewards
import (
"context"
"sort"
"time"
"code.vegaprotocol.io/vega/core/events"
"code.vegaprotocol.io/vega/core/types"
"code.vegaprotocol.io/vega/libs/num"
"code.vegaprotocol.io/vega/logging"
"code.vegaprotocol.io/vega/protos/vega"
proto "code.vegaprotocol.io/vega/protos/vega"
)
var (
decimal1, _ = num.DecimalFromString("1")
rewardAccountTypes = []types.AccountType{types.AccountTypeGlobalReward, types.AccountTypeFeesInfrastructure, types.AccountTypeMakerReceivedFeeReward, types.AccountTypeMakerPaidFeeReward, types.AccountTypeLPFeeReward, types.AccountTypeMarketProposerReward, types.AccountTypeAveragePositionReward, types.AccountTypeRelativeReturnReward, types.AccountTypeReturnVolatilityReward, types.AccountTypeValidatorRankingReward}
)
//go:generate go run github.com/golang/mock/mockgen -destination mocks/mocks.go -package mocks code.vegaprotocol.io/vega/core/rewards MarketActivityTracker,Delegation,TimeService,Topology,Transfers,Teams,Vesting,ActivityStreak
// Broker for sending events.
type Broker interface {
Send(event events.Event)
SendBatch(events []events.Event)
}
type MarketActivityTracker interface {
GetAllMarketIDs() []string
GetProposer(market string) string
CalculateMetricForIndividuals(ds *vega.DispatchStrategy) []*types.PartyContributionScore
CalculateMetricForTeams(ds *vega.DispatchStrategy) ([]*types.PartyContributionScore, map[string][]*types.PartyContributionScore)
}
// EpochEngine notifies the reward engine at the end of an epoch.
type EpochEngine interface {
NotifyOnEpoch(f func(context.Context, types.Epoch), r func(context.Context, types.Epoch))
}
// Delegation engine for getting validation data.
type Delegation interface {
ProcessEpochDelegations(ctx context.Context, epoch types.Epoch) []*types.ValidatorData
GetValidatorData() []*types.ValidatorData
}
// Collateral engine provides access to account data and transferring rewards.
type Collateral interface {
GetAccountByID(id string) (*types.Account, error)
TransferRewards(ctx context.Context, rewardAccountID string, transfers []*types.Transfer, rewardType types.AccountType) ([]*types.LedgerMovement, error)
GetRewardAccountsByType(rewardAcccountType types.AccountType) []*types.Account
GetAssetQuantum(asset string) (num.Decimal, error)
}
// TimeService notifies the reward engine on time updates.
type TimeService interface {
GetTimeNow() time.Time
}
type Topology interface {
GetRewardsScores(ctx context.Context, epochSeq string, delegationState []*types.ValidatorData, stakeScoreParams types.StakeScoreParams) (*types.ScoreData, *types.ScoreData)
RecalcValidatorSet(ctx context.Context, epochSeq string, delegationState []*types.ValidatorData, stakeScoreParams types.StakeScoreParams) []*types.PartyContributionScore
}
type Transfers interface {
GetDispatchStrategy(string) *proto.DispatchStrategy
}
type Teams interface {
GetTeamMembers([]string) map[string][]string
GetAllPartiesInTeams() []string
}
type Vesting interface {
AddReward(party, asset string, amount *num.Uint, lockedForEpochs uint64)
GetRewardBonusMultiplier(party string) (*num.Uint, num.Decimal)
}
type ActivityStreak interface {
GetRewardsDistributionMultiplier(party string) num.Decimal
}
// Engine is the reward engine handling reward payouts.
type Engine struct {
log *logging.Logger
config Config
timeService TimeService
broker Broker
topology Topology
delegation Delegation
collateral Collateral
marketActivityTracker MarketActivityTracker
global *globalRewardParams
newEpochStarted bool // flag to signal new epoch so we can update the voting power at the end of the block
epochSeq string
ersatzRewardFactor num.Decimal
vesting Vesting
transfers Transfers
activityStreak ActivityStreak
}
type globalRewardParams struct {
minValStakeD num.Decimal
minValStakeUInt *num.Uint
optimalStakeMultiplier num.Decimal
compLevel num.Decimal
minValidators num.Decimal
maxPayoutPerParticipant *num.Uint
delegatorShare num.Decimal
asset string
}
type payout struct {
rewardType types.AccountType
fromAccount string
asset string
partyToAmount map[string]*num.Uint
totalReward *num.Uint
epochSeq string
timestamp int64
gameID *string
lockedForEpochs uint64
lockedUntilEpoch string
}
// New instantiate a new rewards engine.
func New(log *logging.Logger, config Config, broker Broker, delegation Delegation, epochEngine EpochEngine, collateral Collateral, ts TimeService, marketActivityTracker MarketActivityTracker, topology Topology, vesting Vesting, transfers Transfers, activityStreak ActivityStreak) *Engine {
log = log.Named(namedLogger)
log.SetLevel(config.Level.Get())
e := &Engine{
config: config,
log: log.Named(namedLogger),
timeService: ts,
broker: broker,
delegation: delegation,
collateral: collateral,
global: &globalRewardParams{},
newEpochStarted: false,
marketActivityTracker: marketActivityTracker,
topology: topology,
vesting: vesting,
transfers: transfers,
activityStreak: activityStreak,
}
// register for epoch end notifications
epochEngine.NotifyOnEpoch(e.OnEpochEvent, e.OnEpochRestore)
return e
}
func (e *Engine) UpdateAssetForStakingAndDelegation(ctx context.Context, asset string) error {
e.global.asset = asset
return nil
}
// UpdateErsatzRewardFactor updates the ratio of staking and delegation reward that goes to ersatz validators.
func (e *Engine) UpdateErsatzRewardFactor(ctx context.Context, ersatzRewardFactor num.Decimal) error {
e.ersatzRewardFactor = ersatzRewardFactor
return nil
}
// UpdateMinimumValidatorStakeForStakingRewardScheme updaates the value of minimum validator stake for being considered for rewards.
func (e *Engine) UpdateMinimumValidatorStakeForStakingRewardScheme(ctx context.Context, minValStake num.Decimal) error {
e.global.minValStakeD = minValStake
e.global.minValStakeUInt, _ = num.UintFromDecimal(minValStake)
return nil
}
// UpdateOptimalStakeMultiplierStakingRewardScheme updaates the value of optimal stake multiplier.
func (e *Engine) UpdateOptimalStakeMultiplierStakingRewardScheme(ctx context.Context, optimalStakeMultiplier num.Decimal) error {
e.global.optimalStakeMultiplier = optimalStakeMultiplier
return nil
}
// UpdateCompetitionLevelForStakingRewardScheme is called when the competition level has changed.
func (e *Engine) UpdateCompetitionLevelForStakingRewardScheme(ctx context.Context, compLevel num.Decimal) error {
e.global.compLevel = compLevel
return nil
}
// UpdateMinValidatorsStakingRewardScheme is called when the the network parameter for min validator has changed.
func (e *Engine) UpdateMinValidatorsStakingRewardScheme(ctx context.Context, minValidators int64) error {
e.global.minValidators = num.DecimalFromInt64(minValidators)
return nil
}
// UpdateMaxPayoutPerParticipantForStakingRewardScheme is a callback for changes in the network param for max payout per participant.
func (e *Engine) UpdateMaxPayoutPerParticipantForStakingRewardScheme(ctx context.Context, maxPayoutPerParticipant num.Decimal) error {
e.global.maxPayoutPerParticipant, _ = num.UintFromDecimal(maxPayoutPerParticipant)
return nil
}
// UpdateDelegatorShareForStakingRewardScheme is a callback for changes in the network param for delegator share.
func (e *Engine) UpdateDelegatorShareForStakingRewardScheme(ctx context.Context, delegatorShare num.Decimal) error {
e.global.delegatorShare = delegatorShare
return nil
}
// OnEpochEvent calculates the reward amounts parties get for available reward schemes.
func (e *Engine) OnEpochEvent(ctx context.Context, epoch types.Epoch) {
e.log.Debug("OnEpochEvent")
// on new epoch update the epoch seq and update the epoch started flag
if epoch.Action == proto.EpochAction_EPOCH_ACTION_START {
e.epochSeq = num.NewUint(epoch.Seq).String()
e.newEpochStarted = true
return
}
// we're at the end of the epoch - process rewards
e.calculateRewardPayouts(ctx, epoch)
}
func (e *Engine) OnEpochRestore(ctx context.Context, epoch types.Epoch) {
e.log.Debug("epoch restoration notification received", logging.String("epoch", epoch.String()))
e.epochSeq = num.NewUint(epoch.Seq).String()
e.newEpochStarted = true
}
// splitDelegationByStatus splits the delegation data for an epoch into tendermint and ersatz validator sets.
func (e *Engine) splitDelegationByStatus(delegation []*types.ValidatorData, tmScores *types.ScoreData, ezScores *types.ScoreData) ([]*types.ValidatorData, []*types.ValidatorData) {
tm := make([]*types.ValidatorData, 0, len(tmScores.NodeIDSlice))
ez := make([]*types.ValidatorData, 0, len(ezScores.NodeIDSlice))
for _, vd := range delegation {
if _, ok := tmScores.NormalisedScores[vd.NodeID]; ok {
tm = append(tm, vd)
}
if _, ok := ezScores.NormalisedScores[vd.NodeID]; ok {
ez = append(ez, vd)
}
}
return tm, ez
}
func calcTotalDelegation(d []*types.ValidatorData) num.Decimal {
total := num.UintZero()
for _, vd := range d {
total.AddSum(num.Sum(vd.SelfStake, vd.StakeByDelegators))
}
return total.ToDecimal()
}
// calculateRewardFactors calculates the fraction of the reward given to tendermint and ersatz validators based on their scaled stake.
func (e *Engine) calculateRewardFactors(sp, se num.Decimal) (num.Decimal, num.Decimal) {
st := sp.Add(se)
spFactor := num.DecimalZero()
seFactor := num.DecimalZero()
// if there's stake calculate the factors of primary vs ersatz and make sure it's <= 1
if st.IsPositive() {
spFactor = sp.Div(st)
seFactor = se.Div(st)
// if the factors add to more than 1, subtract the excess from the ersatz factors to make the total 1
overflow := num.MaxD(num.DecimalZero(), spFactor.Add(seFactor).Sub(decimal1))
seFactor = seFactor.Sub(overflow)
}
e.log.Info("tendermint/ersatz fractions of the reward", logging.String("total-delegation", st.String()), logging.String("tenderming-total-delegation", sp.String()), logging.String("ersatz-total-delegation", se.String()), logging.String("tenderming-factor", spFactor.String()), logging.String("ersatz-factor", seFactor.String()))
return spFactor, seFactor
}
func (e *Engine) calculateRewardPayouts(ctx context.Context, epoch types.Epoch) []*payout {
// get the validator delegation data from the delegation engine and calculate the staking and delegation rewards for the epoch
delegationState := e.delegation.ProcessEpochDelegations(ctx, epoch)
stakeScoreParams := types.StakeScoreParams{MinVal: e.global.minValidators, CompLevel: e.global.compLevel, OptimalStakeMultiplier: e.global.optimalStakeMultiplier}
// NB: performance scores for rewards are calculated with the current values of the voting power
tmValidatorsScores, ersatzValidatorsScores := e.topology.GetRewardsScores(ctx, e.epochSeq, delegationState, stakeScoreParams)
tmValidatorsDelegation, ersatzValidatorsDelegation := e.splitDelegationByStatus(delegationState, tmValidatorsScores, ersatzValidatorsScores)
// let the topology process the changes in delegation set and calculate changes to tendermint/ersatz validator sets
// again, performance scores for ranking is based on the current voting powers.
// performance data will be erased in the next block which is the first block of the new epoch
rankingScoresContributions := e.topology.RecalcValidatorSet(ctx, num.NewUint(epoch.Seq+1).String(), e.delegation.GetValidatorData(), stakeScoreParams)
sp := calcTotalDelegation(tmValidatorsDelegation)
se := calcTotalDelegation(ersatzValidatorsDelegation).Mul(e.ersatzRewardFactor)
spFactor, seFactor := e.calculateRewardFactors(sp, se)
for node, score := range tmValidatorsScores.NormalisedScores {
e.log.Info("Rewards: calculated normalised score for tendermint validators", logging.String("validator", node), logging.String("normalisedScore", score.String()))
}
for node, score := range ersatzValidatorsScores.NormalisedScores {
e.log.Info("Rewards: calculated normalised score for ersatz validator", logging.String("validator", node), logging.String("normalisedScore", score.String()))
}
now := e.timeService.GetTimeNow()
payouts := []*payout{}
for _, rewardType := range rewardAccountTypes {
accounts := e.collateral.GetRewardAccountsByType(rewardType)
for _, account := range accounts {
if account.Balance.IsZero() {
continue
}
pos := []*payout{}
if (rewardType == types.AccountTypeGlobalReward && account.Asset == e.global.asset) || rewardType == types.AccountTypeFeesInfrastructure {
e.log.Info("calculating reward for tendermint validators", logging.String("account-type", rewardType.String()))
pos = append(pos, e.calculateRewardTypeForAsset(num.NewUint(epoch.Seq).String(), account.Asset, rewardType, account, tmValidatorsDelegation, tmValidatorsScores.NormalisedScores, epoch.EndTime, spFactor, rankingScoresContributions))
e.log.Info("calculating reward for ersatz validators", logging.String("account-type", rewardType.String()))
pos = append(pos, e.calculateRewardTypeForAsset(num.NewUint(epoch.Seq).String(), account.Asset, rewardType, account, ersatzValidatorsDelegation, ersatzValidatorsScores.NormalisedScores, epoch.EndTime, seFactor, rankingScoresContributions))
} else {
pos = append(pos, e.calculateRewardTypeForAsset(num.NewUint(epoch.Seq).String(), account.Asset, rewardType, account, tmValidatorsDelegation, tmValidatorsScores.NormalisedScores, epoch.EndTime, decimal1, rankingScoresContributions))
}
for _, po := range pos {
if po != nil && !po.totalReward.IsZero() && !po.totalReward.IsNegative() {
po.rewardType = rewardType
if account.MarketID != "!" {
po.gameID = &account.MarketID
}
po.timestamp = now.UnixNano()
payouts = append(payouts, po)
e.distributePayout(ctx, po)
po.lockedUntilEpoch = num.NewUint(po.lockedForEpochs + epoch.Seq).String()
e.emitEventsForPayout(ctx, now, po)
}
}
}
}
return payouts
}
func (e *Engine) getRewardMultiplierForParty(party string) num.Decimal {
asMultiplier := e.activityStreak.GetRewardsDistributionMultiplier(party)
_, vsMultiplier := e.vesting.GetRewardBonusMultiplier(party)
return asMultiplier.Mul(vsMultiplier)
}
// calculateRewardTypeForAsset calculates the payout for a given asset and reward type.
// for market based rewards, we only care about account for specific markets (as opposed to global account for an asset).
func (e *Engine) calculateRewardTypeForAsset(epochSeq, asset string, rewardType types.AccountType, account *types.Account, validatorData []*types.ValidatorData, validatorNormalisedScores map[string]num.Decimal, timestamp time.Time, factor num.Decimal, rankingScoresContributions []*types.PartyContributionScore) *payout {
switch rewardType {
case types.AccountTypeGlobalReward: // given to delegator based on stake
if asset == e.global.asset {
balance, _ := num.UintFromDecimal(account.Balance.ToDecimal().Mul(factor))
e.log.Info("reward balance", logging.String("epoch", epochSeq), logging.String("reward-type", rewardType.String()), logging.String("account-balance", account.Balance.String()), logging.String("factor", factor.String()), logging.String("effective-balance", balance.String()))
return calculateRewardsByStake(epochSeq, account.Asset, account.ID, balance, validatorNormalisedScores, validatorData, e.global.delegatorShare, e.global.maxPayoutPerParticipant, e.log)
}
return nil
case types.AccountTypeFeesInfrastructure: // given to delegator based on stake
balance, _ := num.UintFromDecimal(account.Balance.ToDecimal().Mul(factor))
e.log.Info("reward balance", logging.String("epoch", epochSeq), logging.String("reward-type", rewardType.String()), logging.String("account-balance", account.Balance.String()), logging.String("factor", factor.String()), logging.String("effective-balance", balance.String()))
return calculateRewardsByStake(epochSeq, account.Asset, account.ID, balance, validatorNormalisedScores, validatorData, e.global.delegatorShare, num.UintZero(), e.log)
case types.AccountTypeMakerReceivedFeeReward, types.AccountTypeMakerPaidFeeReward, types.AccountTypeLPFeeReward, types.AccountTypeAveragePositionReward, types.AccountTypeRelativeReturnReward, types.AccountTypeReturnVolatilityReward:
ds := e.transfers.GetDispatchStrategy(account.MarketID)
if ds == nil {
return nil
}
if ds.EntityScope == vega.EntityScope_ENTITY_SCOPE_INDIVIDUALS {
partyScores := e.marketActivityTracker.CalculateMetricForIndividuals(ds)
partyRewardFactors := map[string]num.Decimal{}
for _, pcs := range partyScores {
partyRewardFactors[pcs.Party] = e.getRewardMultiplierForParty(pcs.Party)
}
return calculateRewardsByContributionIndividual(epochSeq, account.Asset, account.ID, account.Balance, partyScores, partyRewardFactors, timestamp, ds)
} else {
teamScores, partyScores := e.marketActivityTracker.CalculateMetricForTeams(ds)
partyRewardFactors := map[string]num.Decimal{}
for _, team := range partyScores {
for _, pcs := range team {
partyRewardFactors[pcs.Party] = e.getRewardMultiplierForParty(pcs.Party)
}
}
return calculateRewardsByContributionTeam(epochSeq, account.Asset, account.ID, account.Balance, teamScores, partyScores, partyRewardFactors, timestamp, ds)
}
case types.AccountTypeMarketProposerReward:
p := calculateRewardForProposers(epochSeq, account.Asset, account.ID, account.Balance, e.marketActivityTracker.GetProposer(account.MarketID), timestamp)
return p
case types.AccountTypeValidatorRankingReward:
ds := e.transfers.GetDispatchStrategy(account.MarketID)
if ds == nil {
return nil
}
return calculateRewardsForValidators(epochSeq, account.Asset, account.ID, account.Balance, timestamp, rankingScoresContributions, ds.LockPeriod)
}
return nil
}
func (e *Engine) emitEventsForPayout(ctx context.Context, timeToSend time.Time, po *payout) {
payoutEvents := map[string]*events.RewardPayout{}
parties := []string{}
totalReward := po.totalReward.ToDecimal()
assetQuantum, _ := e.collateral.GetAssetQuantum(po.asset)
for party, amount := range po.partyToAmount {
proportion := amount.ToDecimal().Div(totalReward)
pct := proportion.Mul(num.DecimalFromInt64(100))
payoutEvents[party] = events.NewRewardPayout(ctx, timeToSend.UnixNano(), party, po.epochSeq, po.asset, amount, assetQuantum, pct, po.rewardType, po.gameID, po.lockedUntilEpoch)
parties = append(parties, party)
}
sort.Strings(parties)
payoutEventSlice := make([]events.Event, 0, len(parties))
for _, p := range parties {
payoutEventSlice = append(payoutEventSlice, *payoutEvents[p])
}
e.broker.SendBatch(payoutEventSlice)
}
// distributePayout creates a set of transfers corresponding to a reward payout.
func (e *Engine) distributePayout(ctx context.Context, po *payout) {
partyIDs := make([]string, 0, len(po.partyToAmount))
for party := range po.partyToAmount {
partyIDs = append(partyIDs, party)
}
sort.Strings(partyIDs)
transfers := make([]*types.Transfer, 0, len(partyIDs))
for _, party := range partyIDs {
amt := po.partyToAmount[party]
transfers = append(transfers, &types.Transfer{
Owner: party,
Amount: &types.FinancialAmount{
Asset: po.asset,
Amount: amt.Clone(),
},
Type: types.TransferTypeRewardPayout,
MinAmount: amt.Clone(),
})
}
responses, err := e.collateral.TransferRewards(ctx, po.fromAccount, transfers, po.rewardType)
if err != nil {
e.log.Error("error in transfer rewards", logging.Error(err))
return
}
// if the reward type is not infra fee, report it to the vesting engine
if po.rewardType != types.AccountTypeFeesInfrastructure {
for _, party := range partyIDs {
amt := po.partyToAmount[party]
e.vesting.AddReward(party, po.asset, amt, po.lockedForEpochs)
}
}
e.broker.Send(events.NewLedgerMovements(ctx, responses))
}