Preview/v0.78.0 preview.3

CHANGELOG.md

@@ -4,34 +4,58 @@
 
 ### 🚨 Breaking changes
 
-- [](https://github.com/vegaprotocol/vega/issues/xxx)
+- [8777](https://github.com/vegaprotocol/vega/issues/8777) - Stop orders can now be used to create or increase a position.
 
 ### 🗑️ Deprecation
 
 - [](https://github.com/vegaprotocol/vega/issues/xxx)
 
 ### 🛠 Improvements
 
-- [](https://github.com/vegaprotocol/vega/issues/xxx)
+- [11428](https://github.com/vegaprotocol/vega/issues/11428) - Add buy back and treasury fee and separate discount/reward factors.
+- [11468](https://github.com/vegaprotocol/vega/issues/11468) - Added support for volume rebate program.
+- [11523](https://github.com/vegaprotocol/vega/issues/11523) - Change method of caching to improve `AMM` snapshot performance.
+- [11426](https://github.com/vegaprotocol/vega/issues/11426) - `EstimateAMMBounds` now reports issues with commitment.
+- [11459](https://github.com/vegaprotocol/vega/issues/11459) - Deprecate time weight position reward metric and replace it with time weighted notional.
+- [11528](https://github.com/vegaprotocol/vega/issues/11528) - Added support for eligible entities reward.
+- [11372](https://github.com/vegaprotocol/vega/issues/11372) - Support combined filters for the `AMM` API.
+- [11535](https://github.com/vegaprotocol/vega/issues/11535) - Added support for lottery rank distribution strategy.
+- [11536](https://github.com/vegaprotocol/vega/issues/11536) - Make the batch market instructions errors programmatically usable.
+- [11546](https://github.com/vegaprotocol/vega/issues/11546) - Add validation to market proposals metadata.
+- [11562](https://github.com/vegaprotocol/vega/issues/11562) - Update average notional metric with mark price at the end of the epoch and when calculating live score.
+- [11570](https://github.com/vegaprotocol/vega/issues/11570) - Include the required set of parties for evaluation for eligible entities reward.
+- [11576](https://github.com/vegaprotocol/vega/issues/11576) - Replace additional rebate validation with a cap. 
+- [11533](https://github.com/vegaprotocol/vega/issues/11533) - Suppose per party fee discounts in fee estimation. 
 
 ### 🐛 Fixes
 
-- [](https://github.com/vegaprotocol/vega/issues/xxx)
+- [11521](https://github.com/vegaprotocol/vega/issues/11521) - Restore `AMM` position factor when loading from a snapshot.
+- [11526](https://github.com/vegaprotocol/vega/issues/11526) - `EstimateAMMBounds` now respects the market's decimal places.
+- [11486](https://github.com/vegaprotocol/vega/issues/11486) - `AMMs` can now be submitted on markets with more decimal places than asset decimal places.
+- [11561](https://github.com/vegaprotocol/vega/issues/11561) - Failing amends on `AMMs` now restore original properly.
+- [11583](https://github.com/vegaprotocol/vega/issues/11583) - Remove `AMMs` entirely from engine when market closes.
+- [11568](https://github.com/vegaprotocol/vega/issues/11568) - order book shape on closing `AMM` no longer panics.
+- [11540](https://github.com/vegaprotocol/vega/issues/11540) - Fix spam check for spots to use not double count quantum.
+- [11542](https://github.com/vegaprotocol/vega/issues/11542) - Fix non determinism in lottery ranking.
+- [11544](https://github.com/vegaprotocol/vega/issues/11544) - Fix empty candles stream.
+- [11579](https://github.com/vegaprotocol/vega/issues/11579) - Spot calculate fee on amend, use order price if no amended price is provided.
+- [11585](https://github.com/vegaprotocol/vega/issues/11585) - Initialise rebate stats service in API.
 
 
 ## 0.77.5
 
 ### 🐛 Fixes
 
 - [11513](https://github.com/vegaprotocol/vega/issues/11513) - Rollback CometBFT to version `v0.38.8`.
-
+- [11516](https://github.com/vegaprotocol/vega/issues/11516) - Fix order spam check for amends.
 
 ## 0.77.4
 
 ### 🐛 Fixes
 
 - [11508](https://github.com/vegaprotocol/vega/issues/11508) - Handle market order for margin spam protection.
 - [11507](https://github.com/vegaprotocol/vega/issues/11507) - Margin spam check to remove division by asset quantum.
+- [11504](https://github.com/vegaprotocol/vega/issues/11504) - Fix bug causing panic when accounting for volume rounding with AMM orders.
 
 
 ## 0.77.3

cmd/data-node/commands/start/node.go

@@ -242,6 +242,8 @@ func (l *NodeCommand) createGRPCServer(config api.Config) *api.GRPCServer {
 		l.timeWeightedNotionalPositionService,
 		l.gameScoreService,
 		l.ammPoolsService,
+		l.volumeRebateStatsService,
+		l.volumeRebateProgramService,
 	)
 	return grpcServer
 }

cmd/data-node/commands/start/sqlsubscribers.go

@@ -84,6 +84,8 @@ type SQLSubscribers struct {
 	timeWeightedNotionalPositionStore *sqlstore.TimeWeightedNotionalPosition
 	gameScoreStore                    *sqlstore.GameScores
 	ammPoolsStore                     *sqlstore.AMMPools
+	volumeRebateStatsStore            *sqlstore.VolumeRebateStats
+	volumeRebateProgramsStore         *sqlstore.VolumeRebatePrograms
 
 	// Services
 	candleService                       *candlesv2.Svc
@@ -142,6 +144,8 @@ type SQLSubscribers struct {
 	timeWeightedNotionalPositionService *service.TimeWeightedNotionalPosition
 	gameScoreService                    *service.GameScore
 	ammPoolsService                     *service.AMMPools
+	volumeRebateStatsService            *service.VolumeRebateStats
+	volumeRebateProgramService          *service.VolumeRebatePrograms
 
 	// Subscribers
 	accountSub                      *sqlsubscribers.Account
@@ -196,6 +200,8 @@ type SQLSubscribers struct {
 	timeWeightedNotionalPositionSub *sqlsubscribers.TimeWeightedNotionalPosition
 	gameScoreSub                    *sqlsubscribers.GameScore
 	ammPoolsSub                     *sqlsubscribers.AMMPools
+	volumeRebateStatsSub            *sqlsubscribers.VolumeRebateStatsUpdated
+	volumeRebateProgramSub          *sqlsubscribers.VolumeRebateProgram
 }
 
 func (s *SQLSubscribers) GetSQLSubscribers() []broker.SQLBrokerSubscriber {
@@ -254,6 +260,8 @@ func (s *SQLSubscribers) GetSQLSubscribers() []broker.SQLBrokerSubscriber {
 		s.timeWeightedNotionalPositionSub,
 		s.gameScoreSub,
 		s.ammPoolsSub,
+		s.volumeRebateProgramSub,
+		s.volumeRebateStatsSub,
 	}
 }
 
@@ -317,6 +325,8 @@ func (s *SQLSubscribers) CreateAllStores(ctx context.Context, Log *logging.Logge
 	s.timeWeightedNotionalPositionStore = sqlstore.NewTimeWeightedNotionalPosition(transactionalConnectionSource)
 	s.gameScoreStore = sqlstore.NewGameScores(transactionalConnectionSource)
 	s.ammPoolsStore = sqlstore.NewAMMPools(transactionalConnectionSource)
+	s.volumeRebateStatsStore = sqlstore.NewVolumeRebateStats(transactionalConnectionSource)
+	s.volumeRebateProgramsStore = sqlstore.NewVolumeRebatePrograms(transactionalConnectionSource)
 }
 
 func (s *SQLSubscribers) SetupServices(ctx context.Context, log *logging.Logger, cfg service.Config, candlesConfig candlesv2.Config) error {
@@ -374,6 +384,8 @@ func (s *SQLSubscribers) SetupServices(ctx context.Context, log *logging.Logger,
 	s.timeWeightedNotionalPositionService = service.NewTimeWeightedNotionalPosition(s.timeWeightedNotionalPositionStore)
 	s.gameScoreService = service.NewGameScore(s.gameScoreStore, log)
 	s.ammPoolsService = service.NewAMMPools(s.ammPoolsStore)
+	s.volumeRebateStatsService = service.NewVolumeRebateStats(s.volumeRebateStatsStore)
+	s.volumeRebateProgramService = service.NewVolumeRebatePrograms(s.volumeRebateProgramsStore)
 
 	s.marketDepthService = service.NewMarketDepth(
 		cfg.MarketDepth,
@@ -455,5 +467,7 @@ func (s *SQLSubscribers) SetupSQLSubscribers() {
 	s.marginModesSub = sqlsubscribers.NewMarginModes(s.marginModesService)
 	s.timeWeightedNotionalPositionSub = sqlsubscribers.NewTimeWeightedNotionalPosition(s.timeWeightedNotionalPositionService)
 	s.gameScoreSub = sqlsubscribers.NewGameScore(s.gameScoreStore)
+	s.volumeRebateStatsSub = sqlsubscribers.NewVolumeRebateStatsUpdated(s.volumeRebateStatsService)
+	s.volumeRebateProgramSub = sqlsubscribers.NewVolumeRebateProgram(s.volumeRebateProgramService)
 	s.ammPoolsSub = sqlsubscribers.NewAMMPools(s.ammPoolsService, s.marketDepthService)
 }

commands/errors.go

@@ -33,6 +33,7 @@ var (
 	ErrMustBeLessThan150                               = errors.New("must be less than 150")
 	ErrMustBeAtMost1M                                  = errors.New("must be at most 1000000")
 	ErrMustBeAtMost100                                 = errors.New("must be at most 100")
+	ErrMustBeAtMost2048                                = errors.New("must be at most 2048")
 	ErrMustBeWithinRange7                              = errors.New("must be between -7 and 7")
 	ErrIsNotValid                                      = errors.New("is not a valid value")
 	ErrIsNotValidWithOCO                               = errors.New("is not a valid with one cancel other")