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feat: vault accounts
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ze97286 committed Nov 10, 2024
1 parent 29d7f5e commit 5c49b48
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5 changes: 4 additions & 1 deletion CHANGELOG.md
Original file line number Diff line number Diff line change
Expand Up @@ -32,8 +32,10 @@
- [11685](https://github.com/vegaprotocol/vega/issues/11685) - Automated purchase support added.
- [11726](https://github.com/vegaprotocol/vega/issues/11726) - Combined `AMM` uncrossing orders for better performance when uncrossing the book.
- [11711](https://github.com/vegaprotocol/vega/issues/11711) - Manage closed team membership by updating the allow list.
- [11722](https://github.com/vegaprotocol/vega/issues/11722) - Expose active protocol automated purchase identifier in market data API.
- [11722](https://github.com/vegaprotocol/vega/issues/11722) - Expose active protocol automated purchase identifier in market data API.
- [11744](https://github.com/vegaprotocol/vega/issues/11744) - Staking from collateral bridged assets.
- [11745](https://github.com/vegaprotocol/vega/issues/11745) - Implement vault accounts
- [11750](https://github.com/vegaprotocol/vega/issues/11745) - Fix division by zero when vault is empty.

### 🐛 Fixes

Expand All @@ -45,6 +47,7 @@
- [11699](https://github.com/vegaprotocol/vega/issues/11699) - Update factors of programs when they are updated.
- [11724](https://github.com/vegaprotocol/vega/issues/11724) - Allow nil initial time in time trigger.
- [11733](https://github.com/vegaprotocol/vega/issues/11733) - Fix division by zero.
- [11753](https://github.com/vegaprotocol/vega/issues/11753) - Update the vesting engine correctly on which party is getting the reward in the case of a vault.

## 0.78.2

Expand Down
2 changes: 2 additions & 0 deletions cmd/data-node/commands/start/node.go
Original file line number Diff line number Diff line change
Expand Up @@ -244,6 +244,8 @@ func (l *NodeCommand) createGRPCServer(config api.Config) *api.GRPCServer {
l.ammPoolsService,
l.volumeRebateStatsService,
l.volumeRebateProgramService,
l.vaultService,
l.vaultRedemptionService,
)
return grpcServer
}
15 changes: 14 additions & 1 deletion cmd/data-node/commands/start/sqlsubscribers.go
Original file line number Diff line number Diff line change
Expand Up @@ -86,6 +86,8 @@ type SQLSubscribers struct {
ammPoolsStore *sqlstore.AMMPools
volumeRebateStatsStore *sqlstore.VolumeRebateStats
volumeRebateProgramsStore *sqlstore.VolumeRebatePrograms
vaultStore *sqlstore.Vault
vaultRedemptionStore *sqlstore.VaultRedemptions

// Services
candleService *candlesv2.Svc
Expand Down Expand Up @@ -146,6 +148,8 @@ type SQLSubscribers struct {
ammPoolsService *service.AMMPools
volumeRebateStatsService *service.VolumeRebateStats
volumeRebateProgramService *service.VolumeRebatePrograms
vaultService *service.Vault
vaultRedemptionService *service.VaultRedemptions

// Subscribers
accountSub *sqlsubscribers.Account
Expand Down Expand Up @@ -202,6 +206,8 @@ type SQLSubscribers struct {
ammPoolsSub *sqlsubscribers.AMMPools
volumeRebateStatsSub *sqlsubscribers.VolumeRebateStatsUpdated
volumeRebateProgramSub *sqlsubscribers.VolumeRebateProgram
vaultSub *sqlsubscribers.Vault
vaultRedemptionSub *sqlsubscribers.VaultRedemptions
}

func (s *SQLSubscribers) GetSQLSubscribers() []broker.SQLBrokerSubscriber {
Expand Down Expand Up @@ -262,6 +268,8 @@ func (s *SQLSubscribers) GetSQLSubscribers() []broker.SQLBrokerSubscriber {
s.ammPoolsSub,
s.volumeRebateProgramSub,
s.volumeRebateStatsSub,
s.vaultSub,
s.vaultRedemptionSub,
}
}

Expand Down Expand Up @@ -327,6 +335,8 @@ func (s *SQLSubscribers) CreateAllStores(ctx context.Context, Log *logging.Logge
s.ammPoolsStore = sqlstore.NewAMMPools(transactionalConnectionSource)
s.volumeRebateStatsStore = sqlstore.NewVolumeRebateStats(transactionalConnectionSource)
s.volumeRebateProgramsStore = sqlstore.NewVolumeRebatePrograms(transactionalConnectionSource)
s.vaultStore = sqlstore.NewVault(transactionalConnectionSource)
s.vaultRedemptionStore = sqlstore.NewVaultRedemptions(transactionalConnectionSource)
}

func (s *SQLSubscribers) SetupServices(ctx context.Context, log *logging.Logger, cfg service.Config, candlesConfig candlesv2.Config) error {
Expand Down Expand Up @@ -386,7 +396,8 @@ func (s *SQLSubscribers) SetupServices(ctx context.Context, log *logging.Logger,
s.ammPoolsService = service.NewAMMPools(s.ammPoolsStore)
s.volumeRebateStatsService = service.NewVolumeRebateStats(s.volumeRebateStatsStore)
s.volumeRebateProgramService = service.NewVolumeRebatePrograms(s.volumeRebateProgramsStore)

s.vaultService = service.NewVault(s.vaultStore, log)
s.vaultRedemptionService = service.NewVaultRedemptions(s.vaultRedemptionStore, log)
s.marketDepthService = service.NewMarketDepth(
cfg.MarketDepth,
s.orderStore,
Expand Down Expand Up @@ -470,4 +481,6 @@ func (s *SQLSubscribers) SetupSQLSubscribers() {
s.volumeRebateStatsSub = sqlsubscribers.NewVolumeRebateStatsUpdated(s.volumeRebateStatsService)
s.volumeRebateProgramSub = sqlsubscribers.NewVolumeRebateProgram(s.volumeRebateProgramService)
s.ammPoolsSub = sqlsubscribers.NewAMMPools(s.ammPoolsService, s.marketDepthService)
s.vaultSub = sqlsubscribers.NewVault(s.vaultStore)
s.vaultRedemptionSub = sqlsubscribers.NewVaultRedemptions(s.vaultRedemptionStore)
}
4 changes: 4 additions & 0 deletions commands/amend_amm.go
Original file line number Diff line number Diff line change
Expand Up @@ -48,6 +48,10 @@ func checkAmendAMM(cmd *commandspb.AmendAMM) Errors {
errs.AddForProperty("amend_amm.slippage_tolerance", ErrMustBeBetween01)
}

if cmd.VaultId != nil && !IsVegaID(*cmd.VaultId) {
errs.AddForProperty("amend_amm.vault_id", ErrInvalidVaultID)
}

var hasUpdate bool

if cmd.CommitmentAmount != nil {
Expand Down
9 changes: 9 additions & 0 deletions commands/amend_amm_test.go
Original file line number Diff line number Diff line change
Expand Up @@ -27,6 +27,7 @@ import (
)

func TestCheckAmendAMM(t *testing.T) {
banana := "banana"
cases := []struct {
submission commandspb.AmendAMM
errStr string
Expand Down Expand Up @@ -270,6 +271,14 @@ func TestCheckAmendAMM(t *testing.T) {
},
errStr: "* (no updates provided)",
},
{
submission: commandspb.AmendAMM{
MarketId: "e9982447fb4128f9968f9981612c5ea85d19b62058ec2636efc812dcbbc745ca",
SlippageTolerance: "0.09",
VaultId: &banana,
},
errStr: "amend_amm.vault_id (is not a valid vault identifier)",
},
{
submission: commandspb.AmendAMM{
MarketId: "e9982447fb4128f9968f9981612c5ea85d19b62058ec2636efc812dcbbc745ca",
Expand Down
4 changes: 4 additions & 0 deletions commands/cancel_amm.go
Original file line number Diff line number Diff line change
Expand Up @@ -36,6 +36,10 @@ func checkCancelAMM(cmd *commandspb.CancelAMM) Errors {
errs.AddForProperty("cancel_amm.market_id", ErrShouldBeAValidVegaID)
}

if cmd.VaultId != nil && !IsVegaID(*cmd.VaultId) {
errs.AddForProperty("cancel_amm.vault_id", ErrInvalidVaultID)
}

if cmd.Method == commandspb.CancelAMM_METHOD_UNSPECIFIED {
errs.AddForProperty("cancel_amm.method", ErrIsRequired)
}
Expand Down
9 changes: 9 additions & 0 deletions commands/cancel_amm_test.go
Original file line number Diff line number Diff line change
Expand Up @@ -26,6 +26,7 @@ import (
)

func TestCheckCancelAMM(t *testing.T) {
banana := "banana"
cases := []struct {
submission commandspb.CancelAMM
errStr string
Expand Down Expand Up @@ -61,6 +62,14 @@ func TestCheckCancelAMM(t *testing.T) {
},
errStr: "cancel_amm.method (is not a valid value)",
},
{
submission: commandspb.CancelAMM{
MarketId: "e9982447fb4128f9968f9981612c5ea85d19b62058ec2636efc812dcbbc745ca",
Method: commandspb.CancelAMM_Method(999),
VaultId: &banana,
},
errStr: "cancel_amm.vault_id (is not a valid vault identifier)",
},
}

for n, c := range cases {
Expand Down
2 changes: 2 additions & 0 deletions commands/errors.go
Original file line number Diff line number Diff line change
Expand Up @@ -74,6 +74,7 @@ var (
ErrMustHaveAtLeastOneOfRisesAboveOrFallsBelow = errors.New("must have at least one of rises above or falls below")
ErrMustHaveAStopOrderTrigger = errors.New("must have a stop order trigger")
ErrFallsBelowAndRiseAboveMarketIDMustBeTheSame = errors.New("market ID for falls below and rises above must be the same")
ErrFallsBelowAndRiseAboveVaultIDMustBeTheSame = errors.New("vault ID for falls below and rises above must be the same")
ErrTrailingPercentOffsetMinimalIncrementNotReached = errors.New("trailing percent offset minimal increment must be >= 0.001")
ErrMustBeEmpty = errors.New("must be empty")
ErrMustBeGTEClampLowerBound = errors.New("must be greater than or equal to clamp lower bound")
Expand All @@ -97,6 +98,7 @@ var (
ErrMustBeAtMost250 = errors.New("must be at most 250")
ErrNoUpdatesProvided = errors.New("no updates provided")
ErrMaxPriceMustRespectTickSize = errors.New("must respect tick size")
ErrInvalidVaultID = errors.New("is not a valid vault identifier")
)

type Errors map[string][]error
Expand Down
4 changes: 4 additions & 0 deletions commands/liquidity_provision_submission.go
Original file line number Diff line number Diff line change
Expand Up @@ -55,6 +55,10 @@ func checkLiquidityProvisionSubmission(cmd *commandspb.LiquidityProvisionSubmiss
errs.AddForProperty("liquidity_provision_submission.reference", ErrReferenceTooLong)
}

if cmd.VaultId != nil && !IsVegaID(*cmd.VaultId) {
errs.AddForProperty("liquidity_provision_submission.vault_id", ErrInvalidVaultID)
}

// if the commitment amount is 0, then the command should be interpreted as
// a cancellation of the liquidity provision. As a result, the validation
// shouldn't be made on the rest of the field.
Expand Down
11 changes: 10 additions & 1 deletion commands/liquidity_provision_submission_test.go
Original file line number Diff line number Diff line change
Expand Up @@ -32,6 +32,7 @@ func TestNilLiquidityProvisionSubmissionFails(t *testing.T) {
}

func TestLiquidityProvisionSubmission(t *testing.T) {
banana := "banana"
cases := []struct {
lp commandspb.LiquidityProvisionSubmission
errString string
Expand Down Expand Up @@ -67,7 +68,15 @@ func TestLiquidityProvisionSubmission(t *testing.T) {
},
errString: "liquidity_provision_submission.market_id (is required)",
},

{
lp: commandspb.LiquidityProvisionSubmission{
CommitmentAmount: "100",
MarketId: "08dce6ebf50e34fedee32860b6f459824e4b834762ea66a96504fdc57a9c4741",
Fee: "0.1",
VaultId: &banana,
},
errString: "liquidity_provision_submission.vault_id (is not a valid vault identifier)",
},
{
lp: commandspb.LiquidityProvisionSubmission{
CommitmentAmount: "100",
Expand Down
4 changes: 4 additions & 0 deletions commands/order_amendment.go
Original file line number Diff line number Diff line change
Expand Up @@ -123,6 +123,10 @@ func checkOrderAmendment(cmd *commandspb.OrderAmendment) Errors {
}
}

if cmd.VaultId != nil && !IsVegaID(*cmd.VaultId) {
errs.AddForProperty("order_amendment.vault_id", ErrInvalidVaultID)
}

if !isAmending {
errs.Add(errors.New("order_amendment does not amend anything"))
}
Expand Down
13 changes: 13 additions & 0 deletions commands/order_amendment_test.go
Original file line number Diff line number Diff line change
Expand Up @@ -45,6 +45,7 @@ func TestCheckOrderAmendment(t *testing.T) {
t.Run("amend order tif to GFA - fail", testAmendOrderToGFA)
t.Run("amend order tif to GFN - fail", testAmendOrderToGFN)
t.Run("amend order pegged_offset", testAmendOrderPeggedOffset)
t.Run("amend order on bahalf of a vault with invalid id", testAmendInvalidVaultID)
}

func testNilOrderAmendmentFails(t *testing.T) {
Expand Down Expand Up @@ -214,6 +215,18 @@ func testAmendOrderToGFN(t *testing.T) {
assert.Error(t, err)
}

func testAmendInvalidVaultID(t *testing.T) {
banana := "banana"
arg := &commandspb.OrderAmendment{
OrderId: "08dce6ebf50e34fedee32860b6f459824e4b834762ea66a96504fdc57a9c4741",
MarketId: "08dce6ebf50e34fedee32860b6f459824e4b834762ea66a96504fdc57a9c4741",
SizeDelta: 100,
VaultId: &banana,
}
err := checkOrderAmendment(arg)
assert.Equal(t, "order_amendment.vault_id (is not a valid vault identifier)", err.Error())
}

func testAmendOrderToGFA(t *testing.T) {
arg := &commandspb.OrderAmendment{
OrderId: "08dce6ebf50e34fedee32860b6f459824e4b834762ea66a96504fdc57a9c4741",
Expand Down
3 changes: 3 additions & 0 deletions commands/order_cancellation.go
Original file line number Diff line number Diff line change
Expand Up @@ -38,5 +38,8 @@ func checkOrderCancellation(cmd *commandspb.OrderCancellation) Errors {
errs.AddForProperty("order_cancellation.order_id", ErrShouldBeAValidVegaID)
}

if cmd.VaultId != nil && !IsVegaID(*cmd.VaultId) {
errs.AddForProperty("order_cancellation.vault_id", ErrInvalidVaultID)
}
return errs
}
4 changes: 4 additions & 0 deletions commands/order_submission.go
Original file line number Diff line number Diff line change
Expand Up @@ -146,6 +146,10 @@ func checkOrderSubmission(cmd *commandspb.OrderSubmission) Errors {
}
}

if cmd.VaultId != nil && !IsVegaID(*cmd.VaultId) {
errs.AddForProperty("order_submission.vault_id", ErrInvalidVaultID)
}

if cmd.PeggedOrder != nil {
if cmd.PeggedOrder.Reference == types.PeggedReference_PEGGED_REFERENCE_UNSPECIFIED {
errs.AddForProperty("order_submission.pegged_order.reference", ErrIsRequired)
Expand Down
16 changes: 16 additions & 0 deletions commands/order_submission_test.go
Original file line number Diff line number Diff line change
Expand Up @@ -21,6 +21,7 @@ import (
"testing"

"code.vegaprotocol.io/vega/commands"
"code.vegaprotocol.io/vega/libs/crypto"
"code.vegaprotocol.io/vega/libs/test"
types "code.vegaprotocol.io/vega/protos/vega"
commandspb "code.vegaprotocol.io/vega/protos/vega/commands/v1"
Expand Down Expand Up @@ -775,6 +776,21 @@ func testPeggedOrderSubmissionWithSideSellAndMidReferenceAndPositiveOffsetSuccee
assert.NotContains(t, err.Get("order_submission.pegged_order.offset"), errors.New("must be positive"))
}

func TestOrderSubmissionWithInvalidVaultIDFails(t *testing.T) {
banana := "banana"
err := checkOrderSubmission(&commandspb.OrderSubmission{
MarketId: crypto.RandomHash(),
Price: "100",
Size: 100,
TimeInForce: types.Order_TIME_IN_FORCE_FOK,
Side: types.Side_SIDE_SELL,
Type: types.Order_TYPE_LIMIT,
VaultId: &banana,
})

assert.Equal(t, "order_submission.vault_id (is not a valid vault identifier)", err.Error())
}

func checkOrderSubmission(cmd *commandspb.OrderSubmission) commands.Errors {
err := commands.CheckOrderSubmission(cmd)

Expand Down
39 changes: 39 additions & 0 deletions commands/stop_order_submission_test.go
Original file line number Diff line number Diff line change
Expand Up @@ -28,6 +28,8 @@ import (
)

func TestCheckStopOrdersStubmission(t *testing.T) {
vault1ID := "e9982447fb4128f9968f9981612c5ea85d19b62058ec2636efc812dcbbc745ca"
vault2ID := "f9982447fb4128f9968f9981612c5ea85d19b62058ec2636efc812dcbbc745ca"
cases := []struct {
submission commandspb.StopOrdersSubmission
errStr string
Expand Down Expand Up @@ -238,6 +240,43 @@ func TestCheckStopOrdersStubmission(t *testing.T) {
},
errStr: "* (market ID for falls below and rises above must be the same)",
},
{
submission: commandspb.StopOrdersSubmission{
RisesAbove: &commandspb.StopOrderSetup{
OrderSubmission: &commandspb.OrderSubmission{
MarketId: "f9982447fb4128f9968f9981612c5ea85d19b62058ec2636efc812dcbbc745ca",
VaultId: &vault1ID,
Side: vega.Side_SIDE_BUY,
Size: 100,
TimeInForce: vega.Order_TIME_IN_FORCE_IOC,
Type: vega.Order_TYPE_MARKET,
ReduceOnly: true,
},
ExpiresAt: ptr.From(int64(1000)),
ExpiryStrategy: ptr.From(vega.StopOrder_EXPIRY_STRATEGY_CANCELS),
Trigger: &commandspb.StopOrderSetup_TrailingPercentOffset{
TrailingPercentOffset: "0.1",
},
},
FallsBelow: &commandspb.StopOrderSetup{
OrderSubmission: &commandspb.OrderSubmission{
MarketId: "f9982447fb4128f9968f9981612c5ea85d19b62058ec2636efc812dcbbc745ca",
VaultId: &vault2ID,
Side: vega.Side_SIDE_BUY,
Size: 100,
TimeInForce: vega.Order_TIME_IN_FORCE_IOC,
Type: vega.Order_TYPE_MARKET,
ReduceOnly: true,
},
ExpiresAt: ptr.From(int64(1000)),
ExpiryStrategy: ptr.From(vega.StopOrder_EXPIRY_STRATEGY_CANCELS),
Trigger: &commandspb.StopOrderSetup_TrailingPercentOffset{
TrailingPercentOffset: "0.1",
},
},
},
errStr: "* (vault ID for falls below and rises above must be the same)",
},
{
submission: commandspb.StopOrdersSubmission{
RisesAbove: &commandspb.StopOrderSetup{
Expand Down
4 changes: 4 additions & 0 deletions commands/stop_orders_cancellation.go
Original file line number Diff line number Diff line change
Expand Up @@ -38,5 +38,9 @@ func checkStopOrdersCancellation(cmd *commandspb.StopOrdersCancellation) Errors
errs.AddForProperty("stop_orders_cancellation.stop_order_id", ErrShouldBeAValidVegaID)
}

if cmd.VaultId != nil && !IsVegaID(*cmd.VaultId) {
errs.AddForProperty("stop_orders_cancellation.vault_id", ErrInvalidVaultID)
}

return errs
}
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