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Add target stake calculation engine #2493

Merged
merged 193 commits into from
Nov 30, 2020
Merged

Add target stake calculation engine #2493

merged 193 commits into from
Nov 30, 2020

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witgaw
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@witgaw witgaw commented Oct 27, 2020 •
edited by jeremyletang

Adds a target stake calculation engine that and exposes it via GetMarketData().

Closes #2421
Closes #2422

witgaw
witgaw commented Oct 29, 2020
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witgaw
witgaw commented Oct 30, 2020
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@witgaw witgaw marked this pull request as ready for review October 30, 2020 14:09
jeremyletang
jeremyletang reviewed Nov 2, 2020
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edd
edd reviewed Nov 4, 2020
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Graphql looks nice 👍

witgaw and others added 20 commits November 10, 2020 14:39
@witgaw @jeremyletang
Initial commit - WIP
aa6261c
@witgaw @jeremyletang
Move target calculator to liquidity package
527dc0a
@witgaw @jeremyletang
Allow getting risk factors from market
035f0f9
@witgaw @jeremyletang
Inject risk factors as function argument
a35f56d
@witgaw @jeremyletang
Add constructor
596f3af
@witgaw @jeremyletang
Remove redundant TODO
8e09555
@witgaw @jeremyletang
Add target stake interface
2c9d0bc 
Along with calculation example - not compiling, adding to get opinion.
@witgaw @jeremyletang
Record open interset change
e760b93
@witgaw @jeremyletang
Log error
e23bc31
@witgaw @jeremyletang
Finish unit tests
689b2a7
@witgaw @jeremyletang
Extend and regenerate markets.proto
a359232
@witgaw @jeremyletang
Update comment
eafe6fa
@witgaw @jeremyletang
Use TargetStakeParameters struct
c490463
@witgaw @jeremyletang
Specify TargetStake in MarketData
44ad833
@witgaw @jeremyletang
Fix tests
98ebe82
@witgaw @jeremyletang
Add market data test
3d79abf
@witgaw @jeremyletang
Add TargetStake to governance.createMarket
02ea936
@witgaw @jeremyletang
Rename liqTarget -> liquiditytarget
7f64099
@jeremyletang
add target stake in market gql schema + generate default target stake…
6205dd2 
… in init
@jeremyletang
fix rebase mistakes
d373f60
ashleyvega and others added 24 commits November 25, 2020 13:39
@ashleyvega @witgaw
Revert "Merge pull request #2618 from vegaprotocol/feature/disable-al…
c6de60b 
…l-subscriber-for-validators"

This reverts commit 7620460, reversing
changes made to 262869a.
@witgaw
Add target stake interface
8549bde 
Along with calculation example - not compiling, adding to get opinion.
@witgaw
Record open interset change
4a40fb0
@witgaw
Log error
b1b16c9
@witgaw
Use TargetStakeParameters struct
a261833
@witgaw
Add market data test
83cedef
@jeremyletang @witgaw
add target stake in market gql schema + generate default target stake…
b436bcd 
… in init
@jeremyletang @witgaw
fix rebase mistakes
a95b827
@witgaw
Shorten the name
08fd686
@witgaw
Modify proto field name & regenerate
9094c02
@witgaw
Regenerate from proto
2cf2637
@witgaw
Fix errors
afc922a
@witgaw
Merge remote-tracking branch 'origin/develop' into 2421-calc-target-s…
151b3d6 
…take
@witgaw
Regenerate schema
47d8a18
@witgaw
Amend package name
aceda25
@witgaw
Regenerate proto
1d1311d
@jeremyletang @witgaw
do not cache transaction before they are rate/balance limited
6647ff4
@jeremyletang @witgaw
early remove tx from cache in DeliverTx
8ebda2a
@witgaw
Merge remote-tracking branch 'origin/develop' into 2421-calc-target-s…
c373148 
…take
@witgaw
Fix compiler issue
9477301
@witgaw
Regenerate
93a6eec
@witgaw
Merge remote-tracking branch 'origin/develop' into 2421-calc-target-s…
8044ddf 
…take
@witgaw
Remove commented out code
1c290a3
@witgaw
Rename package import alias
4068a17
EVODelavega
EVODelavega reviewed Nov 30, 2020
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@witgaw witgaw merged commit 10ac61a into develop Nov 30, 2020
@witgaw witgaw deleted the 2421-calc-target-stake branch November 30, 2020 11:22
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@edd edd edd left review comments

@jeremyletang jeremyletang jeremyletang left review comments

@EVODelavega EVODelavega EVODelavega approved these changes

@mattrussell36 mattrussell36 Awaiting requested review from mattrussell36

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Market data API: expose target stake Calculate target stake per market
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@witgaw @ashleyvega @edd @EVODelavega @jeremyletang @peterbarrow