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#866: remove liquidity monitoring params
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@edd
edd committed Jan 26, 2024
1 parent 712c13a commit 936679c
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Showing 45 changed files with 243 additions and 472 deletions.
6 changes: 3 additions & 3 deletions docs/tutorials/proposals/_generated-proposals/_newAsset_annotated.md
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Expand Up @@ -38,14 +38,14 @@

// Timestamp as Unix time in seconds when voting closes for this proposal,
// constrained by `minClose` and `maxClose` network parameters. (int64 as string)
closingTimestamp: 1707921820,
closingTimestamp: 1707923647,

// Timestamp as Unix time in seconds when proposal gets enacted if passed,
// constrained by `minEnact` and `maxEnact` network parameters. (int64 as string)
enactmentTimestamp: 1708008220,
enactmentTimestamp: 1708010047,

// Validation timestamp as Unix time in seconds. (int64 as string)
validationTimestamp: 1708008220
validationTimestamp: 1708010047
}
}
```
6 changes: 3 additions & 3 deletions docs/tutorials/proposals/_generated-proposals/_newAsset_cmd.md
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Expand Up @@ -20,9 +20,9 @@
}
}
},
"closingTimestamp": 1707921820,
"enactmentTimestamp": 1708008220,
"validationTimestamp": 1708008220
"closingTimestamp": 1707923647,
"enactmentTimestamp": 1708010047,
"validationTimestamp": 1708010047
}
}
}'
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6 changes: 3 additions & 3 deletions docs/tutorials/proposals/_generated-proposals/_newAsset_json.md
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Expand Up @@ -19,9 +19,9 @@
}
}
},
"closingTimestamp": 1707921820,
"enactmentTimestamp": 1708008220,
"validationTimestamp": 1708008220
"closingTimestamp": 1707923647,
"enactmentTimestamp": 1708010047,
"validationTimestamp": 1708010047
}
}
```
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6 changes: 3 additions & 3 deletions docs/tutorials/proposals/_generated-proposals/_newAsset_win.md
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Expand Up @@ -21,9 +21,9 @@ vegawallet.exe transaction send --wallet YOUR_WALLETNAME --pubkey YOUR_PUBLIC_KE
}^
}^
},^
\"closingTimestamp\": 1707921820,^
\"enactmentTimestamp\": 1708008220,^
\"validationTimestamp\": 1708008220^
\"closingTimestamp\": 1707923647,^
\"enactmentTimestamp\": 1708010047,^
\"validationTimestamp\": 1708010047^
}^
}^
}"
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2 changes: 1 addition & 1 deletion docs/tutorials/proposals/_generated-proposals/_newFreeform_annotated.md
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Expand Up @@ -13,7 +13,7 @@

// Timestamp as Unix time in seconds when voting closes for this proposal,
// constrained by `minClose` and `maxClose` network parameters. (int64 as string})
closingTimestamp: 1707921820,
closingTimestamp: 1707923647,
}
}
```
2 changes: 1 addition & 1 deletion docs/tutorials/proposals/_generated-proposals/_newFreeform_cmd.md
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Expand Up @@ -8,7 +8,7 @@
},
"terms": {
"newFreeform": {},
"closingTimestamp": 1707921820
"closingTimestamp": 1707923647
}
}
}'
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2 changes: 1 addition & 1 deletion docs/tutorials/proposals/_generated-proposals/_newFreeform_json.md
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Expand Up @@ -7,7 +7,7 @@
},
"terms": {
"newFreeform": {},
"closingTimestamp": 1707921820
"closingTimestamp": 1707923647
}
}
```
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2 changes: 1 addition & 1 deletion docs/tutorials/proposals/_generated-proposals/_newFreeform_win.md
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Expand Up @@ -9,7 +9,7 @@ vegawallet.exe transaction send --wallet YOUR_WALLETNAME --pubkey YOUR_PUBLIC_KE
},^
\"terms\": {^
\"newFreeform\": {},^
\"closingTimestamp\": 1707921820^
\"closingTimestamp\": 1707923647^
}^
}^
}"
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115 changes: 48 additions & 67 deletions docs/tutorials/proposals/_generated-proposals/_newMarket_annotated.md
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Expand Up @@ -126,8 +126,8 @@

// Optional new futures market metadata, tags.
metadata: [
"enactment:2024-02-15T14:43:40Z",
"settlement:2024-02-14T14:43:40Z",
"enactment:2024-02-15T15:14:07Z",
"settlement:2024-02-14T15:14:07Z",
"source:docs.vega.xyz"
],

Expand All @@ -150,72 +150,53 @@
]
},

// LiquidityMonitoringParameters contains settings used for liquidity monitoring
liquidityMonitoringParameters: {
// TargetStakeParameters contains parameters used in target stake calculation
targetStakeParameters: {
// Specifies length of time window expressed in seconds for target stake calculation. (string)
timeWindow: "3600",
// Risk model for log normal
logNormal: {
// Tau parameter of the risk model, projection horizon measured as a year fraction used in the expected shortfall
calculation to obtain the maintenance margin,
must be a strictly non - negative real number.(number) tau: 0.0001140771161,

// Specifies scaling factors used in target stake calculation. (number)
scalingFactor: 10
},
// Risk Aversion Parameter. (double as number)
riskAversionParameter: "0.01",

// Risk model parameters for log normal
params: {
// Mu parameter, annualised growth rate of the underlying asset. (double as number)
mu: 0,

// R parameter, annualised growth rate of the risk-free asset, used for discounting of future cash flows, can be any real number. (double as number)
r: 0.016,

// Sigma parameter, annualised volatility of the underlying asset, must be a strictly non-negative real number. (double as number)
sigma: 0.15,
}
},

// Liquidity SLA parameters
liquiditySlaParameters: {
// (string)
priceRange: 0.1,

// Specifies the minimum fraction of time LPs must spend "on the book" providing their committed liquidity. (string)
commitmentMinTimeFraction: "0.1",

// Specifies the number of liquidity epochs over which past performance will continue to affect rewards. (uint64 as string)
performanceHysteresisEpochs: "10",

// Specifies the maximum fraction of their accrued fees an LP that meets the SLA implied by market.liquidity.commitmentMinTimeFraction will lose to liquidity providers
// that achieved a higher SLA performance than them. (string)
slaCompetitionFactor: "0.2",
},
}
},

// Timestamp as Unix time in seconds when voting closes for this proposal,
// constrained by `minClose` and `maxClose` network parameters. (int64 as string)
closingTimestamp: 1707923647,

// Specifies the triggering ratio for entering liquidity auction. (string)
triggeringRatio: "0.7",

// Specifies by how many seconds an auction should be extended if leaving the auction were to trigger a liquidity auction. (int64 as string)
auctionExtension: "1",
}
},

// Risk model for log normal
logNormal: {
// Tau parameter of the risk model, projection horizon measured as a year fraction used in the expected shortfall
calculation to obtain the maintenance margin,
must be a strictly non - negative real number.(number) tau: 0.0001140771161,

// Risk Aversion Parameter. (double as number)
riskAversionParameter: "0.01",

// Risk model parameters for log normal
params: {
// Mu parameter, annualised growth rate of the underlying asset. (double as number)
mu: 0,

// R parameter, annualised growth rate of the risk-free asset, used for discounting of future cash flows, can be any real number. (double as number)
r: 0.016,

// Sigma parameter, annualised volatility of the underlying asset, must be a strictly non-negative real number. (double as number)
sigma: 0.15,
}
},

// Liquidity SLA parameters
liquiditySlaParameters: {
// (string)
priceRange: 0.1,

// Specifies the minimum fraction of time LPs must spend "on the book" providing their committed liquidity. (string)
commitmentMinTimeFraction: "0.1",

// Specifies the number of liquidity epochs over which past performance will continue to affect rewards. (uint64 as string)
performanceHysteresisEpochs: "10",

// Specifies the maximum fraction of their accrued fees an LP that meets the SLA implied by market.liquidity.commitmentMinTimeFraction will lose to liquidity providers
// that achieved a higher SLA performance than them. (string)
slaCompetitionFactor: "0.2",
},
}
},

// Timestamp as Unix time in seconds when voting closes for this proposal,
// constrained by `minClose` and `maxClose` network parameters. (int64 as string)
closingTimestamp: 1707921820,

// Timestamp as Unix time in seconds when proposal gets enacted if passed,
// constrained by `minEnact` and `maxEnact` network parameters. (int64 as string)
enactmentTimestamp: 1708008220,
// Timestamp as Unix time in seconds when proposal gets enacted if passed,
// constrained by `minEnact` and `maxEnact` network parameters. (int64 as string)
enactmentTimestamp: 1708010047,
}
}
}
```
16 changes: 4 additions & 12 deletions docs/tutorials/proposals/_generated-proposals/_newMarket_cmd.md
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Expand Up @@ -78,8 +78,8 @@
}
},
"metadata": [
"enactment:2024-02-15T14:43:40Z",
"settlement:2024-02-14T14:43:40Z",
"enactment:2024-02-15T15:14:07Z",
"settlement:2024-02-14T15:14:07Z",
"source:docs.vega.xyz"
],
"priceMonitoringParameters": {
Expand All @@ -91,14 +91,6 @@
}
]
},
"liquidityMonitoringParameters": {
"targetStakeParameters": {
"timeWindow": "3600",
"scalingFactor": 10
},
"triggeringRatio": "0.7",
"auctionExtension": "1"
},
"logNormal": {
"tau": 0.0001140771161,
"riskAversionParameter": 0.01,
Expand All @@ -116,8 +108,8 @@
}
}
},
"closingTimestamp": 1707921820,
"enactmentTimestamp": 1708008220
"closingTimestamp": 1707923647,
"enactmentTimestamp": 1708010047
}
}
}'
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16 changes: 4 additions & 12 deletions docs/tutorials/proposals/_generated-proposals/_newMarket_json.md
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Expand Up @@ -77,8 +77,8 @@
}
},
"metadata": [
"enactment:2024-02-15T14:43:40Z",
"settlement:2024-02-14T14:43:40Z",
"enactment:2024-02-15T15:14:07Z",
"settlement:2024-02-14T15:14:07Z",
"source:docs.vega.xyz"
],
"priceMonitoringParameters": {
Expand All @@ -90,14 +90,6 @@
}
]
},
"liquidityMonitoringParameters": {
"targetStakeParameters": {
"timeWindow": "3600",
"scalingFactor": 10
},
"triggeringRatio": "0.7",
"auctionExtension": "1"
},
"logNormal": {
"tau": 0.0001140771161,
"riskAversionParameter": 0.01,
Expand All @@ -115,8 +107,8 @@
}
}
},
"closingTimestamp": 1707921820,
"enactmentTimestamp": 1708008220
"closingTimestamp": 1707923647,
"enactmentTimestamp": 1708010047
}
}
```
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15 changes: 1 addition & 14 deletions docs/tutorials/proposals/_generated-proposals/_newMarket_json_liqparams.md
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@@ -1,16 +1,3 @@
```javascript
{
// TargetStakeParameters contains parameters used in target stake calculation
targetStakeParameters: {
// Specifies length of time window expressed in seconds for target stake calculation. (string)
timeWindow: "3600",
// Specifies scaling factors used in target stake calculation. (number)
scalingFactor: 10
},
// Specifies the triggering ratio for entering liquidity auction. (string)
triggeringRatio: "0.7",
// Specifies by how many seconds an auction should be extended if leaving the auction were to trigger a liquidity auction. (int64 as string)
auctionExtension: "1",
}
}
undefined
```
6 changes: 2 additions & 4 deletions docs/tutorials/proposals/_generated-proposals/_newMarket_json_overview.md
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Expand Up @@ -21,8 +21,6 @@
metadata: [],
// PriceMonitoringParameters contains a collection of triggers to be used for a given market
priceMonitoringParameters: [],
// LiquidityMonitoringParameters contains settings used for liquidity monitoring
liquidityMonitoringParameters: {},
// Risk model for log normal
logNormal: {},
// Liquidity SLA parameters
Expand All @@ -41,10 +39,10 @@
},
// Timestamp as Unix time in seconds when voting closes for this proposal,
// constrained by `minClose` and `maxClose` network parameters. (int64 as string)
closingTimestamp: 1707921820,
closingTimestamp: 1707923647,
// Timestamp as Unix time in seconds when proposal gets enacted if passed,
// constrained by `minEnact` and `maxEnact` network parameters. (int64 as string)
enactmentTimestamp: 1708008220,
enactmentTimestamp: 1708010047,
}
}
```
16 changes: 4 additions & 12 deletions docs/tutorials/proposals/_generated-proposals/_newMarket_win.md
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Expand Up @@ -79,8 +79,8 @@ vegawallet.exe transaction send --wallet YOUR_WALLETNAME --pubkey YOUR_PUBLIC_KE
}^
},^
\"metadata\": [^
\"enactment:2024-02-15T14:43:40Z\",^
\"settlement:2024-02-14T14:43:40Z\",^
\"enactment:2024-02-15T15:14:07Z\",^
\"settlement:2024-02-14T15:14:07Z\",^
\"source:docs.vega.xyz\"^
],^
\"priceMonitoringParameters\": {^
Expand All @@ -92,14 +92,6 @@ vegawallet.exe transaction send --wallet YOUR_WALLETNAME --pubkey YOUR_PUBLIC_KE
}^
]^
},^
\"liquidityMonitoringParameters\": {^
\"targetStakeParameters\": {^
\"timeWindow\": \"3600\",^
\"scalingFactor\": 10^
},^
\"triggeringRatio\": \"0.7\",^
\"auctionExtension\": \"1\"^
},^
\"logNormal\": {^
\"tau\": 0.0001140771161,^
\"riskAversionParameter\": 0.01,^
Expand All @@ -117,8 +109,8 @@ vegawallet.exe transaction send --wallet YOUR_WALLETNAME --pubkey YOUR_PUBLIC_KE
}^
}^
},^
\"closingTimestamp\": 1707921820,^
\"enactmentTimestamp\": 1708008220^
\"closingTimestamp\": 1707923647,^
\"enactmentTimestamp\": 1708010047^
}^
}^
}"
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