feat: add type to loss socialisation event

CHANGELOG.md

@@ -66,6 +66,7 @@
 - [11577](https://github.com/vegaprotocol/vega/issues/11577) - Add API for party discounts and rewards.
 - [10716](https://github.com/vegaprotocol/vega/issues/10716) - Set Tendermint defaults during init.
 - [11624](https://github.com/vegaprotocol/vega/issues/11624) - prevent creation of rewards with no payout, but with high computational cost.
+- [11512](https://github.com/vegaprotocol/vega/issues/11512) - Add loss socialisation amounts to funding payment API.
 
 ### 🐛 Fixes
 

core/collateral/engine.go

@@ -1361,7 +1361,7 @@ func (e *Engine) FinalSettlement(ctx context.Context, marketID string, transfers
 					logging.String("market-id", settle.MarketID))
 
 				brokerEvts = append(brokerEvts,
-					events.NewLossSocializationEvent(ctx, transfer.Owner, marketID, delta, false, now))
+					events.NewLossSocializationEvent(ctx, transfer.Owner, marketID, delta, false, now, types.LossTypeUnspecified))
 			}
 		}
 	}
@@ -1476,16 +1476,16 @@ func (e *Engine) getMTMPartyAccounts(party, marketID, asset string) (gen, margin
 // PerpsFundingSettlement will run a funding settlement over given positions.
 // This works exactly the same as a MTM settlement, but uses different transfer types.
 func (e *Engine) PerpsFundingSettlement(ctx context.Context, marketID string, transfers []events.Transfer, asset string, round *num.Uint, useGeneralAccountForMarginSearch func(string) bool) ([]events.Margin, []*types.LedgerMovement, error) {
-	return e.mtmOrFundingSettlement(ctx, marketID, transfers, asset, types.TransferTypePerpFundingWin, round, useGeneralAccountForMarginSearch)
+	return e.mtmOrFundingSettlement(ctx, marketID, transfers, asset, types.TransferTypePerpFundingWin, round, useGeneralAccountForMarginSearch, types.LossTypeFunding)
 }
 
 // MarkToMarket will run the mark to market settlement over a given set of positions
 // return ledger move stuff here, too (separate return value, because we need to stream those).
 func (e *Engine) MarkToMarket(ctx context.Context, marketID string, transfers []events.Transfer, asset string, useGeneralAccountForMarginSearch func(string) bool) ([]events.Margin, []*types.LedgerMovement, error) {
-	return e.mtmOrFundingSettlement(ctx, marketID, transfers, asset, types.TransferTypeMTMWin, nil, useGeneralAccountForMarginSearch)
+	return e.mtmOrFundingSettlement(ctx, marketID, transfers, asset, types.TransferTypeMTMWin, nil, useGeneralAccountForMarginSearch, types.LossTypeSettlement)
 }
 
-func (e *Engine) mtmOrFundingSettlement(ctx context.Context, marketID string, transfers []events.Transfer, asset string, winType types.TransferType, round *num.Uint, useGeneralAccountForMarginSearch func(string) bool) ([]events.Margin, []*types.LedgerMovement, error) {
+func (e *Engine) mtmOrFundingSettlement(ctx context.Context, marketID string, transfers []events.Transfer, asset string, winType types.TransferType, round *num.Uint, useGeneralAccountForMarginSearch func(string) bool, lType types.LossType) ([]events.Margin, []*types.LedgerMovement, error) {
 	// stop immediately if there aren't any transfers, channels are closed
 	if len(transfers) == 0 {
 		return nil, nil, nil
@@ -1616,7 +1616,7 @@ func (e *Engine) mtmOrFundingSettlement(ctx context.Context, marketID string, tr
 					logging.String("market-id", settle.MarketID))
 
 				brokerEvts = append(brokerEvts,
-					events.NewLossSocializationEvent(ctx, party, settle.MarketID, delta, false, now))
+					events.NewLossSocializationEvent(ctx, party, settle.MarketID, delta, false, now, lType))
 			}
 			marginEvts = append(marginEvts, marginEvt)
 		} else {
@@ -1652,6 +1652,7 @@ func (e *Engine) mtmOrFundingSettlement(ctx context.Context, marketID string, tr
 		collected:       settle.Balance,
 		requests:        make([]request, 0, len(transfers)-winidx),
 		ts:              now,
+		lType:           lType,
 	}
 
 	if distr.LossSocializationEnabled() {

core/collateral/simple_distributor.go

@@ -37,6 +37,7 @@ type simpleDistributor struct {
 	collected       *num.Uint
 	requests        []request
 	ts              int64
+	lType           types.LossType
 }
 
 func (s *simpleDistributor) LossSocializationEnabled() bool {
@@ -73,7 +74,7 @@ func (s *simpleDistributor) Run(ctx context.Context) []events.Event {
 			v := v
 			netReq = &v
 		}
-		evt = events.NewLossSocializationEvent(ctx, v.request.Owner, s.marketID, loss, true, s.ts)
+		evt = events.NewLossSocializationEvent(ctx, v.request.Owner, s.marketID, loss, true, s.ts, s.lType)
 		s.log.Warn("loss socialization missing funds to be distributed",
 			logging.String("party-id", evt.PartyID()),
 			logging.BigInt("amount", evt.Amount()),
@@ -99,7 +100,9 @@ func (s *simpleDistributor) Run(ctx context.Context) []events.Event {
 			evt.MarketID(),
 			loss,
 			!profit, // true if party still lost out, false if mismatch > shortfall
-			s.ts)
+			s.ts,
+			s.lType,
+		)
 	}
 	return evts
 }

core/events/loss_socialization.go

@@ -18,6 +18,7 @@ package events
 import (
 	"context"
 
+	"code.vegaprotocol.io/vega/core/types"
 	"code.vegaprotocol.io/vega/libs/num"
 	eventspb "code.vegaprotocol.io/vega/protos/vega/events/v1"
 )
@@ -28,9 +29,10 @@ type LossSoc struct {
 	marketID string
 	amount   *num.Int
 	ts       int64
+	lType    types.LossType
 }
 
-func NewLossSocializationEvent(ctx context.Context, partyID, marketID string, amount *num.Uint, neg bool, ts int64) *LossSoc {
+func NewLossSocializationEvent(ctx context.Context, partyID, marketID string, amount *num.Uint, neg bool, ts int64, lType types.LossType) *LossSoc {
 	signedAmount := num.NewIntFromUint(amount)
 	if neg {
 		signedAmount.FlipSign()
@@ -41,9 +43,18 @@ func NewLossSocializationEvent(ctx context.Context, partyID, marketID string, am
 		marketID: marketID,
 		amount:   signedAmount,
 		ts:       ts,
+		lType:    lType,
 	}
 }
 
+func (l LossSoc) LossType() types.LossType {
+	return l.lType
+}
+
+func (l LossSoc) IsFunding() bool {
+	return l.lType == types.LossTypeFunding
+}
+
 func (l LossSoc) IsParty(id string) bool {
 	return l.partyID == id
 }
@@ -73,6 +84,7 @@ func (l LossSoc) Proto() eventspb.LossSocialization {
 		MarketId: l.marketID,
 		PartyId:  l.partyID,
 		Amount:   l.amount.String(),
+		LossType: l.lType,
 	}
 }
 
@@ -88,12 +100,14 @@ func (l LossSoc) StreamMessage() *eventspb.BusEvent {
 }
 
 func LossSocializationEventFromStream(ctx context.Context, be *eventspb.BusEvent) *LossSoc {
+	ls := be.GetLossSocialization()
 	lse := &LossSoc{
 		Base:     newBaseFromBusEvent(ctx, LossSocializationEvent, be),
-		partyID:  be.GetLossSocialization().PartyId,
-		marketID: be.GetLossSocialization().MarketId,
+		partyID:  ls.PartyId,
+		marketID: ls.MarketId,
+		lType:    ls.LossType,
 	}
 
-	lse.amount, _ = num.IntFromString(be.GetLossSocialization().Amount, 10)
+	lse.amount, _ = num.IntFromString(ls.Amount, 10)
 	return lse
 }

core/integration/features/perpetual.feature

@@ -307,6 +307,14 @@ Feature: Simple test creating a perpetual market.
       | start      | end        | internal twap    | external twap    | funding payment | funding rate       |
       | 1575072007 | 1575072014 | 9820000000000000 | 9750000000000000 | 70000000000000  | 0.0071794871794872 |
       | 1575072014 |            | 9890000000000000 | 9720000000000000 |                 |                    |
+    And the following funding payment events should be emitted:
+      | party   | market    | amount      |
+      | trader2 | ETH/DEC19 | -100000000  |
+      | trader2 | ETH/DEC19 | 700000000   |
+      | trader1 | ETH/DEC19 | 100000000   |
+      | trader1 | ETH/DEC19 | -700000000  |
+      | trader3 | ETH/DEC19 | -1400000000 |
+      | trader4 | ETH/DEC19 | 1400000000  |
     # payments for trader3 and trader4 should be twice those of trader1 and trader2
     And the following transfers should happen:
       | type                                  | from    | to      | from account             | to account              | market id |  amount    | asset |

core/integration/features/settlement/0053-PERP-039.feature

@@ -108,26 +108,34 @@ Feature: If a market insurance pool does not have enough funds to cover a fundin
     And the mark price should be "1200" for the market "ETH/DEC19"
 
     When time is updated to "2021-08-12T11:04:12Z"
-    Then system unix time is "1628766252"
+    And system unix time is "1628766252"
 
-    When the oracles broadcast data with block time signed with "0xCAFECAFE1":
+    And the oracles broadcast data with block time signed with "0xCAFECAFE1":
       | name             | value                   | time offset |
       | perp.funding.cue | 1628766252              | 0s          |
 
-    And the following funding period events should be emitted:
+    Then the following funding period events should be emitted:
       | start      | end        | internal twap | external twap | funding payment |
-      | 1612998252 | 1628766252 | 1200          | 6200         | -5000           |
+      | 1612998252 | 1628766252 | 1200          | 6200          | -5000           |
 
     # funding payment is 5000000 but party "aux" only has 4793200
     # check that loss socialisation has happened and that the insurance pool has been cleared to indicate 
     # that there wasn't enough in there to cover the funding payment hence the winning parties received a haircut      
+    #And debug funding payment events
+    And the following funding payment events should be emitted:
+      | party  | market    | amount    | loss amount | loss type            |
+      | party2 | ETH/DEC19 | 5000000   | -68867      | TYPE_FUNDING_PAYMENT |
+      | party3 | ETH/DEC19 | 5000000   | -68866      | TYPE_FUNDING_PAYMENT |
+      | aux2   | ETH/DEC19 | 5000000   | -68867      | TYPE_FUNDING_PAYMENT |
+      | aux    | ETH/DEC19 | -5000000  | 206600      | TYPE_FUNDING_PAYMENT |
+      | party1 | ETH/DEC19 | -10000000 |             |                      |
     And the following transfers should happen:
       | from   | to     | from account            | to account              | market id | amount  | asset | type                                  |
       | party1 | market | ACCOUNT_TYPE_MARGIN     | ACCOUNT_TYPE_SETTLEMENT | ETH/DEC19 | 1008000 | USD   | TRANSFER_TYPE_PERPETUALS_FUNDING_LOSS |
       | party1 | market | ACCOUNT_TYPE_GENERAL    | ACCOUNT_TYPE_SETTLEMENT | ETH/DEC19 | 8992000 | USD   | TRANSFER_TYPE_PERPETUALS_FUNDING_LOSS |
-      | aux    | market | ACCOUNT_TYPE_MARGIN     | ACCOUNT_TYPE_SETTLEMENT | ETH/DEC19 |  648000 | USD   | TRANSFER_TYPE_PERPETUALS_FUNDING_LOSS |
+      | aux    | market | ACCOUNT_TYPE_MARGIN     | ACCOUNT_TYPE_SETTLEMENT | ETH/DEC19 | 648000  | USD   | TRANSFER_TYPE_PERPETUALS_FUNDING_LOSS |
       | aux    | market | ACCOUNT_TYPE_GENERAL    | ACCOUNT_TYPE_SETTLEMENT | ETH/DEC19 | 4145200 | USD   | TRANSFER_TYPE_PERPETUALS_FUNDING_LOSS |
-      | market | market | ACCOUNT_TYPE_INSURANCE  | ACCOUNT_TYPE_SETTLEMENT | ETH/DEC19 |     200 | USD   | TRANSFER_TYPE_PERPETUALS_FUNDING_LOSS |
+      | market | market | ACCOUNT_TYPE_INSURANCE  | ACCOUNT_TYPE_SETTLEMENT | ETH/DEC19 | 200     | USD   | TRANSFER_TYPE_PERPETUALS_FUNDING_LOSS |
       | market | aux2   | ACCOUNT_TYPE_SETTLEMENT | ACCOUNT_TYPE_MARGIN     | ETH/DEC19 | 4931133 | USD   | TRANSFER_TYPE_PERPETUALS_FUNDING_WIN  |
       | market | party2 | ACCOUNT_TYPE_SETTLEMENT | ACCOUNT_TYPE_MARGIN     | ETH/DEC19 | 4931133 | USD   | TRANSFER_TYPE_PERPETUALS_FUNDING_WIN  |
       | market | party3 | ACCOUNT_TYPE_SETTLEMENT | ACCOUNT_TYPE_MARGIN     | ETH/DEC19 | 4931134 | USD   | TRANSFER_TYPE_PERPETUALS_FUNDING_WIN  |

core/integration/main_test.go

@@ -698,6 +698,10 @@ func InitializeScenario(s *godog.ScenarioContext) {
 	s.Step(`^debug network parameter "([^"]*)"$`, func(name string) error {
 		return steps.DebugNetworkParameter(execsetup.log, execsetup.netParams, name)
 	})
+	s.Step(`^debug funding payment events$`, func() error {
+		steps.DebugFundingPaymentsEvents(execsetup.broker, execsetup.log)
+		return nil
+	})
 
 	// Event steps
 	s.Step(`^clear all events$`, func() error {
@@ -712,6 +716,9 @@ func InitializeScenario(s *godog.ScenarioContext) {
 	s.Step(`^the following funding period events should be emitted:$`, func(table *godog.Table) error {
 		return steps.TheFollowingFundingPeriodEventsShouldBeEmitted(execsetup.broker, table)
 	})
+	s.Step(`^the following funding payment events should be emitted:$`, func(table *godog.Table) error {
+		return steps.TheFollowingFundingPaymentEventsShouldBeEmitted(execsetup.broker, table)
+	})
 	s.Step(`^the following events should be emitted:$`, func(table *godog.Table) error {
 		return steps.TheFollowingEventsShouldBeEmitted(execsetup.broker, table)
 	})