Merge pull request #3459 from vegaprotocol/feature/new-transaction-api-2

Add validation for a couple of commands

commands/errors.go

@@ -9,14 +9,18 @@ import (
 )
 
 var (
-	ErrIsRequired           = errors.New("is required")
-	ErrMustBePositive       = errors.New("must be positive")
-	ErrMustBePositiveOrZero = errors.New("must be positive or zero")
-	ErrMustBeNegative       = errors.New("must be negative")
-	ErrMustBeNegativeOrZero = errors.New("must be negative or zero")
-	ErrIsNotValid           = errors.New("is not a valid value")
-	ErrIsNotSupported       = errors.New("is not supported")
-	ErrIsUnauthorised       = errors.New("is unauthorised")
+	ErrIsRequired            = errors.New("is required")
+	ErrMustBePositive        = errors.New("must be positive")
+	ErrMustBePositiveOrZero  = errors.New("must be positive or zero")
+	ErrMustBeNegative        = errors.New("must be negative")
+	ErrMustBeNegativeOrZero  = errors.New("must be negative or zero")
+	ErrIsNotValid            = errors.New("is not a valid value")
+	ErrIsNotSupported        = errors.New("is not supported")
+	ErrIsUnauthorised        = errors.New("is unauthorised")
+	ErrCannotAmendToGFA      = errors.New("cannot amend to time in force GFA")
+	ErrCannotAmendToGFN      = errors.New("cannot amend to time in force GFN")
+	ErrNonGTTOrderWithExpiry = errors.New("non GTT order with expiry")
+	ErrGTTOrderWithNoExpiry  = errors.New("GTT order without expiry")
 )
 
 type Errors map[string]error

commands/liquidity_provision_submission.go

@@ -0,0 +1,145 @@
+package commands
+
+import (
+	"errors"
+	"fmt"
+	"strconv"
+
+	types "code.vegaprotocol.io/vega/proto"
+	commandspb "code.vegaprotocol.io/vega/proto/commands/v1"
+)
+
+var (
+	ErrOrderInShapeWithoutReference         = errors.New("order in shape without reference")
+	ErrOrderInShapeWithoutProportion        = errors.New("order in shape without a proportion")
+	ErrOrderInBuySideShapeWithBestAskPrice  = errors.New("order in buy side shape with best ask price reference")
+	ErrOrderInBuySideShapeOffsetSup0        = errors.New("order in buy side shape offset must be <= 0")
+	ErrOrderInBuySideShapeOffsetSupEq0      = errors.New("order in buy side shape offset must be < 0")
+	ErrOrderInSellSideShapeOffsetInf0       = errors.New("order in sell shape offset must be >= 0")
+	ErrOrderInSellSideShapeWithBestBidPrice = errors.New("order in sell side shape with best bid price reference")
+	ErrOrderInSellSideShapeOffsetInfEq0     = errors.New("order in sell shape offset must be > 0")
+)
+
+func CheckLiquidityProvisionSubmission(cmd *commandspb.LiquidityProvisionSubmission) error {
+	return checkLiquidityProvisionSubmission(cmd).ErrorOrNil()
+}
+
+func checkLiquidityProvisionSubmission(cmd *commandspb.LiquidityProvisionSubmission) Errors {
+	var errs = NewErrors()
+
+	if len(cmd.MarketId) <= 0 {
+		errs.AddForProperty(
+			"liquidity_provision_submission.market_id",
+			ErrIsRequired,
+		)
+	}
+
+	if len(cmd.Fee) <= 0 {
+		errs.AddForProperty(
+			"liquidity_provision_submission.fee",
+			ErrIsRequired,
+		)
+	} else {
+		if fee, err := strconv.ParseFloat(cmd.Fee, 64); err != nil {
+			errs.AddForProperty(
+				"liquidity_provision_submission.fee",
+				ErrIsNotValid,
+			)
+		} else if fee < 0 {
+			errs.AddForProperty(
+				"liquidity_provision_submission.fee",
+				ErrMustBePositive,
+			)
+		}
+
+	}
+
+	errs.Merge(checkLiquidityProvisionShape(
+		cmd.Buys, types.Side_SIDE_BUY,
+	))
+	errs.Merge(checkLiquidityProvisionShape(
+		cmd.Sells, types.Side_SIDE_SELL,
+	))
+
+	return errs
+}
+
+func checkLiquidityProvisionShape(
+	sh []*types.LiquidityOrder, side types.Side,
+) Errors {
+	var (
+		errs           = NewErrors()
+		shapeSideField = "liquidity_provision_submission.buys"
+	)
+	if side == types.Side_SIDE_SELL {
+		shapeSideField = "liquidity_provision_submission.sells"
+	}
+
+	if len(sh) <= 0 {
+		errs.AddForProperty(shapeSideField, errors.New("empty shape"))
+		return errs
+
+	}
+
+	for idx, lo := range sh {
+		if lo.Reference == types.PeggedReference_PEGGED_REFERENCE_UNSPECIFIED {
+			errs.AddForProperty(
+				fmt.Sprintf("%v[%d].reference", shapeSideField, idx),
+				ErrOrderInShapeWithoutReference,
+			)
+		}
+		if lo.Proportion == 0 {
+			errs.AddForProperty(
+				fmt.Sprintf("%v[%d].proportion", shapeSideField, idx),
+				ErrOrderInShapeWithoutProportion,
+			)
+		}
+
+		if side == types.Side_SIDE_BUY {
+			switch lo.Reference {
+			case types.PeggedReference_PEGGED_REFERENCE_BEST_ASK:
+				errs.AddForProperty(
+					fmt.Sprintf("%v[%d].reference", shapeSideField, idx),
+					ErrOrderInBuySideShapeWithBestAskPrice,
+				)
+			case types.PeggedReference_PEGGED_REFERENCE_BEST_BID:
+				if lo.Offset > 0 {
+					errs.AddForProperty(
+						fmt.Sprintf("%v[%d].offset", shapeSideField, idx),
+						ErrOrderInBuySideShapeOffsetSup0,
+					)
+				}
+			case types.PeggedReference_PEGGED_REFERENCE_MID:
+				if lo.Offset >= 0 {
+					errs.AddForProperty(
+						fmt.Sprintf("%v[%d].offset", shapeSideField, idx),
+						ErrOrderInBuySideShapeOffsetSupEq0,
+					)
+				}
+			}
+		} else {
+			switch lo.Reference {
+			case types.PeggedReference_PEGGED_REFERENCE_BEST_ASK:
+				if lo.Offset < 0 {
+					errs.AddForProperty(
+						fmt.Sprintf("%v[%d].offset", shapeSideField, idx),
+						ErrOrderInSellSideShapeOffsetInf0,
+					)
+				}
+			case types.PeggedReference_PEGGED_REFERENCE_BEST_BID:
+				errs.AddForProperty(
+					fmt.Sprintf("%v[%d].offset", shapeSideField, idx),
+					ErrOrderInSellSideShapeWithBestBidPrice,
+				)
+			case types.PeggedReference_PEGGED_REFERENCE_MID:
+				if lo.Offset <= 0 {
+					errs.AddForProperty(
+						fmt.Sprintf("%v[%d].offset", shapeSideField, idx),
+						ErrOrderInSellSideShapeOffsetInfEq0,
+					)
+				}
+			}
+		}
+	}
+	return errs
+}

commands/liquidity_provision_submission_test.go

@@ -0,0 +1,170 @@
+package commands_test
+
+import (
+	"testing"
+
+	"code.vegaprotocol.io/vega/commands"
+	types "code.vegaprotocol.io/vega/proto"
+	commandspb "code.vegaprotocol.io/vega/proto/commands/v1"
+
+	"github.com/stretchr/testify/assert"
+)
+
+func TestLiquidityProvisionSubmission(t *testing.T) {
+	var cases = []struct {
+		lp        commandspb.LiquidityProvisionSubmission
+		errString string
+	}{
+		{
+			lp: commandspb.LiquidityProvisionSubmission{
+				CommitmentAmount: 100,
+				Fee:              "abcd",
+				MarketId:         "okmarketid",
+				Sells: []*types.LiquidityOrder{
+					{Reference: types.PeggedReference_PEGGED_REFERENCE_BEST_ASK, Offset: 10, Proportion: 1},
+				},
+				Buys: []*types.LiquidityOrder{
+					{Reference: types.PeggedReference_PEGGED_REFERENCE_BEST_BID, Offset: -10, Proportion: 1},
+				},
+			},
+			errString: "liquidity_provision_submission.fee(is not a valid value)",
+		},
+		{
+			lp: commandspb.LiquidityProvisionSubmission{
+				CommitmentAmount: 100,
+				Fee:              "-1",
+				MarketId:         "okmarketid",
+				Sells: []*types.LiquidityOrder{
+					{Reference: types.PeggedReference_PEGGED_REFERENCE_BEST_ASK, Offset: 10, Proportion: 1},
+				},
+				Buys: []*types.LiquidityOrder{
+					{Reference: types.PeggedReference_PEGGED_REFERENCE_BEST_BID, Offset: -10, Proportion: 1},
+				},
+			},
+			errString: "liquidity_provision_submission.fee(must be positive)",
+		},
+		{
+			lp: commandspb.LiquidityProvisionSubmission{
+				CommitmentAmount: 100,
+				Fee:              "0.1",
+				Sells: []*types.LiquidityOrder{
+					{Reference: types.PeggedReference_PEGGED_REFERENCE_BEST_ASK, Offset: 10, Proportion: 1},
+				},
+				Buys: []*types.LiquidityOrder{
+					{Reference: types.PeggedReference_PEGGED_REFERENCE_BEST_BID, Offset: -10, Proportion: 1},
+				},
+			},
+			errString: "liquidity_provision_submission.market_id(is required)",
+		},
+		{
+			lp: commandspb.LiquidityProvisionSubmission{
+				CommitmentAmount: 100,
+				Fee:              "0.1",
+				MarketId:         "okmarketid",
+				Sells: []*types.LiquidityOrder{
+					{Reference: types.PeggedReference_PEGGED_REFERENCE_BEST_ASK, Offset: 10},
+				},
+				Buys: []*types.LiquidityOrder{
+					{Reference: types.PeggedReference_PEGGED_REFERENCE_BEST_BID, Offset: -10, Proportion: 1},
+				},
+			},
+			errString: "liquidity_provision_submission.sells[0].proportion(order in shape without a proportion)",
+		},
+		{
+			lp: commandspb.LiquidityProvisionSubmission{
+				CommitmentAmount: 100,
+				Fee:              "0.1",
+				MarketId:         "okmarketid",
+				Sells: []*types.LiquidityOrder{
+					{Reference: types.PeggedReference_PEGGED_REFERENCE_BEST_ASK, Offset: 10, Proportion: 1},
+				},
+				Buys: []*types.LiquidityOrder{
+					{Reference: types.PeggedReference_PEGGED_REFERENCE_BEST_BID, Offset: -10},
+				},
+			},
+			errString: "liquidity_provision_submission.buys[0].proportion(order in shape without a proportion)",
+		},
+		{
+			lp: commandspb.LiquidityProvisionSubmission{
+				CommitmentAmount: 100,
+				Fee:              "0.1",
+				MarketId:         "okmarketid",
+				Sells: []*types.LiquidityOrder{
+					{Reference: types.PeggedReference_PEGGED_REFERENCE_BEST_ASK, Proportion: 1}, // no offset is ok
+				},
+				Buys: []*types.LiquidityOrder{
+					{Reference: types.PeggedReference_PEGGED_REFERENCE_BEST_BID, Proportion: 1}, // no offset is ok
+				},
+			},
+		},
+		{
+			lp: commandspb.LiquidityProvisionSubmission{
+				CommitmentAmount: 100,
+				Fee:              "0.1",
+				MarketId:         "okmarketid",
+				Sells: []*types.LiquidityOrder{
+					{Reference: types.PeggedReference_PEGGED_REFERENCE_BEST_ASK, Offset: 10, Proportion: 1},
+				},
+				Buys: []*types.LiquidityOrder{},
+			},
+			errString: "liquidity_provision_submission.buys(empty shape)",
+		},
+		{
+			lp: commandspb.LiquidityProvisionSubmission{
+				CommitmentAmount: 100,
+				Fee:              "0.1",
+				MarketId:         "okmarketid",
+				Sells:            []*types.LiquidityOrder{},
+				Buys: []*types.LiquidityOrder{
+					{Reference: types.PeggedReference_PEGGED_REFERENCE_BEST_BID, Offset: -10, Proportion: 1},
+				},
+			},
+			errString: "liquidity_provision_submission.sells(empty shape)",
+		},
+		{
+			lp: commandspb.LiquidityProvisionSubmission{
+				CommitmentAmount: 100,
+				Fee:              "0.1",
+				MarketId:         "okmarketid",
+				Sells: []*types.LiquidityOrder{
+					{Reference: types.PeggedReference_PEGGED_REFERENCE_BEST_BID, Offset: 10, Proportion: 1},
+				},
+				Buys: []*types.LiquidityOrder{
+					{Reference: types.PeggedReference_PEGGED_REFERENCE_BEST_ASK, Offset: -10, Proportion: 1},
+				},
+			},
+			errString: "liquidity_provision_submission.buys[0].reference(order in buy side shape with best ask price reference), liquidity_provision_submission.sells[0].offset(order in sell side shape with best bid price reference)",
+		},
+		{
+			lp: commandspb.LiquidityProvisionSubmission{
+				CommitmentAmount: 100,
+				Fee:              "0.1",
+				MarketId:         "okmarketid",
+				Sells: []*types.LiquidityOrder{
+					{Reference: types.PeggedReference_PEGGED_REFERENCE_MID, Offset: 0, Proportion: 1},
+					{Reference: types.PeggedReference_PEGGED_REFERENCE_BEST_BID, Offset: 0, Proportion: 1},
+					{Reference: types.PeggedReference_PEGGED_REFERENCE_BEST_ASK, Offset: -10, Proportion: 1},
+				},
+				Buys: []*types.LiquidityOrder{
+					{Reference: types.PeggedReference_PEGGED_REFERENCE_MID, Offset: 0, Proportion: 1},
+				},
+			},
+			errString: "liquidity_provision_submission.buys[0].offset(order in buy side shape offset must be < 0), liquidity_provision_submission.sells[0].offset(order in sell shape offset must be > 0), liquidity_provision_submission.sells[1].offset(order in sell side shape with best bid price reference), liquidity_provision_submission.sells[2].offset(order in sell shape offset must be >= 0)",
+		},
+		{
+			lp:        commandspb.LiquidityProvisionSubmission{},
+			errString: "liquidity_provision_submission.buys(empty shape), liquidity_provision_submission.fee(is required), liquidity_provision_submission.market_id(is required), liquidity_provision_submission.sells(empty shape)",
+		},
+	}
+
+	for _, c := range cases {
+		err := commands.CheckLiquidityProvisionSubmission(&c.lp)
+		if len(c.errString) <= 0 {
+			assert.NoError(t, err)
+			continue
+		}
+
+		assert.Error(t, err)
+		assert.EqualError(t, err, c.errString)
+	}
+}