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Merge pull request #10619 from vegaprotocol/release/v0.74.1
Release/v0.74.1
2 parents 43c0791 + ec33b5e commit c58e8fc

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‎CHANGELOG.md

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- [](https://github.com/vegaprotocol/vega/issues/xxx) -
2020

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## 0.74.1
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### 🐛 Fixes
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- [10611](https://github.com/vegaprotocol/vega/issues/10611) - Added internal config price to update `perps`.
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- [10615](https://github.com/vegaprotocol/vega/issues/10615) - Fix oracle scaling function in internal composite price.
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- [10621](https://github.com/vegaprotocol/vega/issues/10516) - Fix market activity tracker storing incorrect data for previous `epochMakerFeesPaid`.
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## 0.74.0
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### 🚨 Breaking changes
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- [9793](https://github.com/vegaprotocol/vega/issues/9793) - Map network owner correctly in creating account from transfer.
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- [10516](https://github.com/vegaprotocol/vega/issues/10516) - Fix mapping of estimate position.
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## 0.70.0
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### 🚨 Breaking changes

‎core/execution/common/market_activity_tracker.go

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@@ -418,7 +418,7 @@ func (mt *marketTracker) clearFeeActivity() {
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mt.epochTotalLpFees = mt.epochTotalLpFees[1:]
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}
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mt.epochMakerFeesReceived = append(mt.epochMakerFeesReceived, mt.makerFeesReceived)
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mt.epochMakerFeesPaid = append(mt.epochMakerFeesReceived, mt.makerFeesPaid)
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mt.epochMakerFeesPaid = append(mt.epochMakerFeesPaid, mt.makerFeesPaid)
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mt.epochLpFees = append(mt.epochLpFees, mt.lpFees)
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mt.makerFeesReceived = map[string]*num.Uint{}
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mt.makerFeesPaid = map[string]*num.Uint{}

‎core/execution/future/market.go

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@@ -621,6 +621,7 @@ func (m *Market) Update(ctx context.Context, config *types.Market, oracleEngine
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} else if internalCompositePriceConfig != nil {
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// it's a new index calculator
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m.internalCompositePriceCalculator = NewCompositePriceCalculator(ctx, internalCompositePriceConfig, oracleEngine, m.timeService)
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m.internalCompositePriceCalculator.setOraclePriceScalingFunc(m.scaleOracleData)
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}
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}
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‎core/governance/engine.go

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@@ -1266,6 +1266,7 @@ func (e *Engine) updatedMarketFromProposal(p *proposal) (*types.Market, types.Pr
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DataSourceSpecForSettlementData: product.Perps.DataSourceSpecForSettlementData,
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DataSourceSpecForSettlementSchedule: product.Perps.DataSourceSpecForSettlementSchedule,
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DataSourceSpecBinding: product.Perps.DataSourceSpecBinding,
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InternalCompositePriceConfig: product.Perps.InternalCompositePrice,
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},
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}
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default:

‎core/integration/features/verified/rewards-over-window.feature

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Feature: Maker fees paid reward metric calculated correctly for time window
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# Test checks bug where previous maker fees received were being stored in place of
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# maker fees paid in the market activity tracker.
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Background:
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# Initialise the network
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Given time is updated to "2023-01-01T00:00:00Z"
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And the average block duration is "1"
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And the following network parameters are set:
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| name | value |
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| market.fee.factors.makerFee | 0.001 |
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| network.markPriceUpdateMaximumFrequency | 0s |
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| market.auction.minimumDuration | 1 |
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| validators.epoch.length | 60s |
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| limits.markets.maxPeggedOrders | 4 |
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| referralProgram.minStakedVegaTokens | 0 |
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# Initialise the markets
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And the following assets are registered:
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| id | decimal places | quantum |
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| USD-1-10 | 1 | 10 |
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And the markets:
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| id | quote name | asset | risk model | margin calculator | auction duration | fees | price monitoring | data source config | linear slippage factor | quadratic slippage factor | sla params | decimal places | position decimal places |
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| ETH/USD-1-10 | ETH | USD-1-10 | default-log-normal-risk-model | default-margin-calculator | 1 | default-none | default-none | default-eth-for-future | 1e-3 | 0 | default-futures | 0 | 0 |
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# Initialise the parties
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Given the parties deposit on asset's general account the following amount:
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| party | asset | amount |
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| lpprov | USD-1-10 | 10000000000 |
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| aux1 | USD-1-10 | 10000000 |
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| aux2 | USD-1-10 | 10000000 |
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| referrer1 | USD-1-10 | 10000000 |
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| referee1 | USD-1-10 | 10000000 |
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| referee2 | USD-1-10 | 10000000 |
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| referee3 | USD-1-10 | 10000000 |
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| a3c024b4e23230c89884a54a813b1ecb4cb0f827a38641c66eeca466da6b2ddf | USD-1-10 | 10000000 |
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# Exit opening auctions
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Given the parties submit the following liquidity provision:
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| id | party | market id | commitment amount | fee | lp type |
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| lp1 | lpprov | ETH/USD-1-10 | 1000000 | 0.01 | submission |
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And the parties place the following pegged iceberg orders:
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| party | market id | peak size | minimum visible size | side | pegged reference | volume | offset |
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| lpprov | ETH/USD-1-10 | 5000 | 1000 | buy | BID | 10000 | 1 |
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| lpprov | ETH/USD-1-10 | 5000 | 1000 | sell | ASK | 10000 | 1 |
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When the parties place the following orders:
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| party | market id | side | volume | price | resulting trades | type | tif |
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| aux1 | ETH/USD-1-10 | buy | 1 | 990 | 0 | TYPE_LIMIT | TIF_GTC |
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| aux1 | ETH/USD-1-10 | buy | 1 | 1000 | 0 | TYPE_LIMIT | TIF_GTC |
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| aux1 | ETH/USD-1-10 | sell | 1 | 1000 | 0 | TYPE_LIMIT | TIF_GTC |
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| aux2 | ETH/USD-1-10 | sell | 1 | 1100 | 0 | TYPE_LIMIT | TIF_GTC |
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And the opening auction period ends for market "ETH/USD-1-10"
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When the network moves ahead "1" blocks
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And the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "ETH/USD-1-10"
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# Create the teams
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Given the parties create the following referral codes:
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| party | code | is_team | team |
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| referrer1 | referral-code-1 | true | team1 |
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| referrer2 | referral-code-2 | true | team2 |
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And the parties apply the following referral codes:
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| party | code | is_team | team |
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| referee1 | referral-code-1 | true | team1 |
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| referee2 | referral-code-2 | true | team2 |
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| referee3 | referral-code-2 | true | team2 |
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And the team "team1" has the following members:
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| party |
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| referrer1 |
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| referee1 |
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And the team "team2" has the following members:
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| party |
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| referrer2 |
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| referee2 |
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| referee3 |
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Scenario: Party funds pool with recurring transfer scoping individuals
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Given the parties submit the following recurring transfers:
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| id | from | from_account_type | to | to_account_type | entity_scope | teams | ntop | asset | amount | start_epoch | end_epoch | factor | metric | metric_asset | markets | window_length |
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| 1 | a3c024b4e23230c89884a54a813b1ecb4cb0f827a38641c66eeca466da6b2ddf | ACCOUNT_TYPE_GENERAL | 0000000000000000000000000000000000000000000000000000000000000000 | ACCOUNT_TYPE_REWARD_MAKER_PAID_FEES | INDIVIDUALS | | 1 | USD-1-10 | 10000 | 1 | | 1 | DISPATCH_METRIC_MAKER_FEES_PAID | USD-1-10 | ETH/USD-1-10 | 2 |
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And the parties place the following orders:
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| party | market id | side | volume | price | resulting trades | type | tif |
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| referrer1 | ETH/USD-1-10 | sell | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC |
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| referee1 | ETH/USD-1-10 | buy | 10 | 1000 | 1 | TYPE_LIMIT | TIF_GTC |
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| referrer1 | ETH/USD-1-10 | sell | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC |
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| referee2 | ETH/USD-1-10 | buy | 10 | 1000 | 1 | TYPE_LIMIT | TIF_GTC |
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| referrer1 | ETH/USD-1-10 | sell | 5 | 1000 | 0 | TYPE_LIMIT | TIF_GTC |
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| referee3 | ETH/USD-1-10 | buy | 5 | 1000 | 1 | TYPE_LIMIT | TIF_GTC |
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When the network moves ahead "1" epochs
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Then "referee1" should have vesting account balance of "4000" for asset "USD-1-10"
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And "referee2" should have vesting account balance of "4000" for asset "USD-1-10"
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And "referee3" should have vesting account balance of "2000" for asset "USD-1-10"
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Scenario: Party funds pool with recurring transfer scoping teams
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Given the parties submit the following recurring transfers:
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| id | from | from_account_type | to | to_account_type | entity_scope | teams | ntop | asset | amount | start_epoch | end_epoch | factor | metric | metric_asset | markets | window_length |
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| 1 | a3c024b4e23230c89884a54a813b1ecb4cb0f827a38641c66eeca466da6b2ddf | ACCOUNT_TYPE_GENERAL | 0000000000000000000000000000000000000000000000000000000000000000 | ACCOUNT_TYPE_REWARD_MAKER_PAID_FEES | TEAMS | | 1 | USD-1-10 | 10000 | 1 | | 1 | DISPATCH_METRIC_MAKER_FEES_PAID | USD-1-10 | ETH/USD-1-10 | 2 |
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And the parties place the following orders:
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| party | market id | side | volume | price | resulting trades | type | tif |
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| referrer1 | ETH/USD-1-10 | sell | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC |
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| referee1 | ETH/USD-1-10 | buy | 10 | 1000 | 1 | TYPE_LIMIT | TIF_GTC |
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| referrer1 | ETH/USD-1-10 | sell | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC |
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| referee2 | ETH/USD-1-10 | buy | 10 | 1000 | 1 | TYPE_LIMIT | TIF_GTC |
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| referrer1 | ETH/USD-1-10 | sell | 5 | 1000 | 0 | TYPE_LIMIT | TIF_GTC |
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| referee3 | ETH/USD-1-10 | buy | 5 | 1000 | 1 | TYPE_LIMIT | TIF_GTC |
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When the network moves ahead "1" epochs
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Then "referee1" should have vesting account balance of "5000" for asset "USD-1-10"
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And "referee2" should have vesting account balance of "2500" for asset "USD-1-10"
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And "referee3" should have vesting account balance of "2500" for asset "USD-1-10"

‎core/types/governance_update_market.go

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upperBound = &d
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}
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var ipc *CompositePriceConfiguration
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if pr.Perpetual.InternalCompositePriceConfiguration != nil {
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ipc = CompositePriceConfigurationFromProto(pr.Perpetual.InternalCompositePriceConfiguration)
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}
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r.Product = &UpdateInstrumentConfigurationPerps{
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Perps: &UpdatePerpsProduct{
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QuoteName: pr.Perpetual.QuoteName,
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DataSourceSpecForSettlementData: *datasource.NewDefinitionWith(settlement),
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DataSourceSpecForSettlementSchedule: *datasource.NewDefinitionWith(settlementSchedule),
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DataSourceSpecBinding: datasource.SpecBindingForPerpsFromProto(pr.Perpetual.DataSourceSpecBinding),
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InternalCompositePrice: ipc,
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},
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}
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DataSourceSpecForSettlementData dsdefinition.Definition
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DataSourceSpecForSettlementSchedule dsdefinition.Definition
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DataSourceSpecBinding *datasource.SpecBindingForPerps
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InternalCompositePrice *CompositePriceConfiguration
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}
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func (p UpdatePerpsProduct) IntoProto() *vegapb.UpdatePerpetualProduct {
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upperBound = ptr.From(p.FundingRateUpperBound.String())
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}
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var ipc *vegapb.CompositePriceConfiguration
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if p.InternalCompositePrice != nil {
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ipc = p.InternalCompositePrice.IntoProto()
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}
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return &vegapb.UpdatePerpetualProduct{
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QuoteName: p.QuoteName,
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MarginFundingFactor: p.MarginFundingFactor.String(),
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DataSourceSpecForSettlementData: p.DataSourceSpecForSettlementData.IntoProto(),
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DataSourceSpecForSettlementSchedule: p.DataSourceSpecForSettlementSchedule.IntoProto(),
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DataSourceSpecBinding: p.DataSourceSpecBinding.IntoProto(),
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InternalCompositePriceConfiguration: ipc,
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}
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}
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DataSourceSpecForSettlementData: *p.DataSourceSpecForSettlementData.DeepClone().(*dsdefinition.Definition),
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DataSourceSpecForSettlementSchedule: *p.DataSourceSpecForSettlementSchedule.DeepClone().(*dsdefinition.Definition),
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DataSourceSpecBinding: p.DataSourceSpecBinding.DeepClone(),
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InternalCompositePrice: p.InternalCompositePrice.DeepClone(),
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}
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}
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‎protos/blockexplorer/api/v1/blockexplorer.pb.go

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‎protos/data-node/api/v2/trading_data.pb.go

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‎protos/sources/blockexplorer/api/v1/blockexplorer.proto

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option (grpc.gateway.protoc_gen_openapiv2.options.openapiv2_swagger) = {
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info: {
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title: "Vega block explorer APIs";
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version: "v0.74.0";
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version: "v0.74.1";
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}
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schemes: [
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‎protos/sources/data-node/api/v2/trading_data.proto

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option (grpc.gateway.protoc_gen_openapiv2.options.openapiv2_swagger) = {
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info: {
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title: "Vega data node APIs";
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version: "v0.74.0";
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version: "v0.74.1";
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}
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schemes: [
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‎protos/sources/vega/api/v1/core.proto

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option (grpc.gateway.protoc_gen_openapiv2.options.openapiv2_swagger) = {
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info: {
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title: "Vega core APIs";
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version: "v0.74.0";
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version: "v0.74.1";
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}
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schemes: [
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‎protos/sources/vega/api/v1/corestate.proto

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option (grpc.gateway.protoc_gen_openapiv2.options.openapiv2_swagger) = {
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info: {
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title: "Vega core state APIs";
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version: "v0.74.0";
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version: "v0.74.1";
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}
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schemes: [
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‎protos/vega/api/v1/core.pb.go

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‎protos/vega/api/v1/corestate.pb.go

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‎version/version.go

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var (
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cliVersionHash = ""
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cliVersion = "v0.74.0"
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cliVersion = "v0.74.1"
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)
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func init() {

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