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#865: remove quadratic slippage
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edd committed Jan 26, 2024
1 parent 936679c commit aa1369e
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Showing 45 changed files with 106 additions and 148 deletions.
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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: 1707923647,
closingTimestamp: 1707923826,

// Timestamp as Unix time in seconds when proposal gets enacted if passed,
// constrained by `minEnact` and `maxEnact` network parameters. (int64 as string)
enactmentTimestamp: 1708010047,
enactmentTimestamp: 1708010226,

// Validation timestamp as Unix time in seconds. (int64 as string)
validationTimestamp: 1708010047
validationTimestamp: 1708010226
}
}
```
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Expand Up @@ -20,9 +20,9 @@
}
}
},
"closingTimestamp": 1707923647,
"enactmentTimestamp": 1708010047,
"validationTimestamp": 1708010047
"closingTimestamp": 1707923826,
"enactmentTimestamp": 1708010226,
"validationTimestamp": 1708010226
}
}
}'
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Expand Up @@ -19,9 +19,9 @@
}
}
},
"closingTimestamp": 1707923647,
"enactmentTimestamp": 1708010047,
"validationTimestamp": 1708010047
"closingTimestamp": 1707923826,
"enactmentTimestamp": 1708010226,
"validationTimestamp": 1708010226
}
}
```
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Expand Up @@ -21,9 +21,9 @@ vegawallet.exe transaction send --wallet YOUR_WALLETNAME --pubkey YOUR_PUBLIC_KE
}^
}^
},^
\"closingTimestamp\": 1707923647,^
\"enactmentTimestamp\": 1708010047,^
\"validationTimestamp\": 1708010047^
\"closingTimestamp\": 1707923826,^
\"enactmentTimestamp\": 1708010226,^
\"validationTimestamp\": 1708010226^
}^
}^
}"
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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: 1707923647,
closingTimestamp: 1707923826,
}
}
```
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Expand Up @@ -8,7 +8,7 @@
},
"terms": {
"newFreeform": {},
"closingTimestamp": 1707923647
"closingTimestamp": 1707923826
}
}
}'
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Expand Up @@ -7,7 +7,7 @@
},
"terms": {
"newFreeform": {},
"closingTimestamp": 1707923647
"closingTimestamp": 1707923826
}
}
```
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Expand Up @@ -9,7 +9,7 @@ vegawallet.exe transaction send --wallet YOUR_WALLETNAME --pubkey YOUR_PUBLIC_KE
},^
\"terms\": {^
\"newFreeform\": {},^
\"closingTimestamp\": 1707923647^
\"closingTimestamp\": 1707923826^
}^
}^
}"
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Expand Up @@ -11,9 +11,6 @@
// Linear slippage factor is used to cap the slippage component of maintenance margin - it is applied to the slippage volume.
linearSlippageFactor: 0.001,

// Quadratic slippage factor is used to cap the slippage component of maintenance margin - it is applied to the square of the slippage volume.
quadraticSlippageFactor: 0,

// Decimal places used for the new futures market, sets the smallest price increment on the book. (uint64 as string)
decimalPlaces: "5",

Expand Down Expand Up @@ -126,8 +123,8 @@

// Optional new futures market metadata, tags.
metadata: [
"enactment:2024-02-15T15:14:07Z",
"settlement:2024-02-14T15:14:07Z",
"enactment:2024-02-15T15:17:06Z",
"settlement:2024-02-14T15:17:06Z",
"source:docs.vega.xyz"
],

Expand Down Expand Up @@ -192,11 +189,11 @@

// Timestamp as Unix time in seconds when voting closes for this proposal,
// constrained by `minClose` and `maxClose` network parameters. (int64 as string)
closingTimestamp: 1707923647,
closingTimestamp: 1707923826,

// Timestamp as Unix time in seconds when proposal gets enacted if passed,
// constrained by `minEnact` and `maxEnact` network parameters. (int64 as string)
enactmentTimestamp: 1708010047,
enactmentTimestamp: 1708010226,
}
}
```
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Expand Up @@ -10,7 +10,6 @@
"newMarket": {
"changes": {
"linearSlippageFactor": "0.001",
"quadraticSlippageFactor": "0",
"decimalPlaces": "5",
"positionDecimalPlaces": "5",
"instrument": {
Expand Down Expand Up @@ -78,8 +77,8 @@
}
},
"metadata": [
"enactment:2024-02-15T15:14:07Z",
"settlement:2024-02-14T15:14:07Z",
"enactment:2024-02-15T15:17:06Z",
"settlement:2024-02-14T15:17:06Z",
"source:docs.vega.xyz"
],
"priceMonitoringParameters": {
Expand Down Expand Up @@ -108,8 +107,8 @@
}
}
},
"closingTimestamp": 1707923647,
"enactmentTimestamp": 1708010047
"closingTimestamp": 1707923826,
"enactmentTimestamp": 1708010226
}
}
}'
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Original file line number Diff line number Diff line change
Expand Up @@ -9,7 +9,6 @@
"newMarket": {
"changes": {
"linearSlippageFactor": "0.001",
"quadraticSlippageFactor": "0",
"decimalPlaces": "5",
"positionDecimalPlaces": "5",
"instrument": {
Expand Down Expand Up @@ -77,8 +76,8 @@
}
},
"metadata": [
"enactment:2024-02-15T15:14:07Z",
"settlement:2024-02-14T15:14:07Z",
"enactment:2024-02-15T15:17:06Z",
"settlement:2024-02-14T15:17:06Z",
"source:docs.vega.xyz"
],
"priceMonitoringParameters": {
Expand Down Expand Up @@ -107,8 +106,8 @@
}
}
},
"closingTimestamp": 1707923647,
"enactmentTimestamp": 1708010047
"closingTimestamp": 1707923826,
"enactmentTimestamp": 1708010226
}
}
```
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Original file line number Diff line number Diff line change
Expand Up @@ -9,8 +9,6 @@
changes: {
// Linear slippage factor is used to cap the slippage component of maintenance margin - it is applied to the slippage volume.
linearSlippageFactor: 0.001,
// Quadratic slippage factor is used to cap the slippage component of maintenance margin - it is applied to the square of the slippage volume.
quadraticSlippageFactor: 0,
// Decimal places used for the new futures market, sets the smallest price increment on the book. (uint64 as string)
decimalPlaces: "5",
// Decimal places for order sizes, sets what size the smallest order / position on the futures market can be. (int64 as string)
Expand Down Expand Up @@ -39,10 +37,10 @@
},
// Timestamp as Unix time in seconds when voting closes for this proposal,
// constrained by `minClose` and `maxClose` network parameters. (int64 as string)
closingTimestamp: 1707923647,
closingTimestamp: 1707923826,
// Timestamp as Unix time in seconds when proposal gets enacted if passed,
// constrained by `minEnact` and `maxEnact` network parameters. (int64 as string)
enactmentTimestamp: 1708010047,
enactmentTimestamp: 1708010226,
}
}
```
Original file line number Diff line number Diff line change
Expand Up @@ -11,7 +11,6 @@ vegawallet.exe transaction send --wallet YOUR_WALLETNAME --pubkey YOUR_PUBLIC_KE
\"newMarket\": {^
\"changes\": {^
\"linearSlippageFactor\": \"0.001\",^
\"quadraticSlippageFactor\": \"0\",^
\"decimalPlaces\": \"5\",^
\"positionDecimalPlaces\": \"5\",^
\"instrument\": {^
Expand Down Expand Up @@ -79,8 +78,8 @@ vegawallet.exe transaction send --wallet YOUR_WALLETNAME --pubkey YOUR_PUBLIC_KE
}^
},^
\"metadata\": [^
\"enactment:2024-02-15T15:14:07Z\",^
\"settlement:2024-02-14T15:14:07Z\",^
\"enactment:2024-02-15T15:17:06Z\",^
\"settlement:2024-02-14T15:17:06Z\",^
\"source:docs.vega.xyz\"^
],^
\"priceMonitoringParameters\": {^
Expand Down Expand Up @@ -109,8 +108,8 @@ vegawallet.exe transaction send --wallet YOUR_WALLETNAME --pubkey YOUR_PUBLIC_KE
}^
}^
},^
\"closingTimestamp\": 1707923647,^
\"enactmentTimestamp\": 1708010047^
\"closingTimestamp\": 1707923826,^
\"enactmentTimestamp\": 1708010226^
}^
}^
}"
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Original file line number Diff line number Diff line change
Expand Up @@ -11,9 +11,6 @@
// Linear slippage factor is used to cap the slippage component of maintenance margin - it is applied to the slippage volume.
linearSlippageFactor: 0.001,

// Quadratic slippage factor is used to cap the slippage component of maintenance margin - it is applied to the square of the slippage volume.
quadraticSlippageFactor: 0,

// Decimal places used for the new futures market, sets the smallest price increment on the book. (uint64 as string)
decimalPlaces: "5",

Expand Down Expand Up @@ -142,8 +139,8 @@

// Optional new futures market metadata, tags.
metadata: [
"enactment:2024-02-15T15:14:07Z",
"settlement:2024-02-14T15:14:07Z",
"enactment:2024-02-15T15:17:06Z",
"settlement:2024-02-14T15:17:06Z",
"source:docs.vega.xyz"
],

Expand Down Expand Up @@ -208,11 +205,11 @@

// Timestamp as Unix time in seconds when voting closes for this proposal,
// constrained by `minClose` and `maxClose` network parameters. (int64 as string)
closingTimestamp: 1707923647,
closingTimestamp: 1707923826,

// Timestamp as Unix time in seconds when proposal gets enacted if passed,
// constrained by `minEnact` and `maxEnact` network parameters. (int64 as string)
enactmentTimestamp: 1708010047,
enactmentTimestamp: 1708010226,
}
}
```
Original file line number Diff line number Diff line change
Expand Up @@ -10,7 +10,6 @@
"newMarket": {
"changes": {
"linearSlippageFactor": "0.001",
"quadraticSlippageFactor": "0",
"decimalPlaces": "5",
"positionDecimalPlaces": "5",
"instrument": {
Expand Down Expand Up @@ -83,8 +82,8 @@
}
},
"metadata": [
"enactment:2024-02-15T15:14:07Z",
"settlement:2024-02-14T15:14:07Z",
"enactment:2024-02-15T15:17:06Z",
"settlement:2024-02-14T15:17:06Z",
"source:docs.vega.xyz"
],
"priceMonitoringParameters": {
Expand Down Expand Up @@ -113,8 +112,8 @@
}
}
},
"closingTimestamp": 1707923647,
"enactmentTimestamp": 1708010047
"closingTimestamp": 1707923826,
"enactmentTimestamp": 1708010226
}
}
}'
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Original file line number Diff line number Diff line change
Expand Up @@ -9,7 +9,6 @@
"newMarket": {
"changes": {
"linearSlippageFactor": "0.001",
"quadraticSlippageFactor": "0",
"decimalPlaces": "5",
"positionDecimalPlaces": "5",
"instrument": {
Expand Down Expand Up @@ -82,8 +81,8 @@
}
},
"metadata": [
"enactment:2024-02-15T15:14:07Z",
"settlement:2024-02-14T15:14:07Z",
"enactment:2024-02-15T15:17:06Z",
"settlement:2024-02-14T15:17:06Z",
"source:docs.vega.xyz"
],
"priceMonitoringParameters": {
Expand Down Expand Up @@ -112,8 +111,8 @@
}
}
},
"closingTimestamp": 1707923647,
"enactmentTimestamp": 1708010047
"closingTimestamp": 1707923826,
"enactmentTimestamp": 1708010226
}
}
```
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Expand Up @@ -11,7 +11,6 @@ vegawallet.exe transaction send --wallet YOUR_WALLETNAME --pubkey YOUR_PUBLIC_KE
\"newMarket\": {^
\"changes\": {^
\"linearSlippageFactor\": \"0.001\",^
\"quadraticSlippageFactor\": \"0\",^
\"decimalPlaces\": \"5\",^
\"positionDecimalPlaces\": \"5\",^
\"instrument\": {^
Expand Down Expand Up @@ -84,8 +83,8 @@ vegawallet.exe transaction send --wallet YOUR_WALLETNAME --pubkey YOUR_PUBLIC_KE
}^
},^
\"metadata\": [^
\"enactment:2024-02-15T15:14:07Z\",^
\"settlement:2024-02-14T15:14:07Z\",^
\"enactment:2024-02-15T15:17:06Z\",^
\"settlement:2024-02-14T15:17:06Z\",^
\"source:docs.vega.xyz\"^
],^
\"priceMonitoringParameters\": {^
Expand Down Expand Up @@ -114,8 +113,8 @@ vegawallet.exe transaction send --wallet YOUR_WALLETNAME --pubkey YOUR_PUBLIC_KE
}^
}^
},^
\"closingTimestamp\": 1707923647,^
\"enactmentTimestamp\": 1708010047^
\"closingTimestamp\": 1707923826,^
\"enactmentTimestamp\": 1708010226^
}^
}^
}"
Expand Down
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