feat: integrate the new reward metrics into the (#518)

* feat: add new metrics

* chore: bump vega version

* fix: update optional fields for tests

* refactor: allow variable type setting

* feat: add fuzzed reward funder

* fix: exceptions for full wallet runs

* chore: bump vega version

* refactor: move dispatch strategy method

* revert: fixture to use slim wallet

* fix: remove self

* fix: add import for proto typing

.env

@@ -1,4 +1,4 @@
-VEGA_SIM_VEGA_TAG=6b2a26f0d4a6ed3bf928bcebaa0014f5891e728f
+VEGA_SIM_VEGA_TAG=a17deef0602ecf190b3cfd2810dd502232ab0d12
 VEGA_SIM_CONSOLE_TAG=develop
 VEGA_DEFAULT_KEY_NAME='Key 1'
 VEGA_SIM_NETWORKS_INTERNAL_TAG=main

Jenkinsfile

@@ -14,7 +14,7 @@ pipeline {
         disableConcurrentBuilds(abortPrevious: true)
     }
     parameters {
-        string( name: 'VEGA_VERSION', defaultValue: '6b2a26f0d4a6ed3bf928bcebaa0014f5891e728f',
+        string( name: 'VEGA_VERSION', defaultValue: 'a17deef0602ecf190b3cfd2810dd502232ab0d12',
                 description: 'Git branch, tag or hash of the vegaprotocol/vega repository')
         string( name: 'VEGACAPSULE_VERSION', defaultValue: 'main',
                 description: 'Git branch, tag or hash of the vegaprotocol/vegacapsule repository')

tests/integration/test_trading.py

@@ -286,25 +286,47 @@ def test_recurring_transfer(vega_service_with_market: VegaServiceNull):
 @pytest.mark.integration
 def test_funding_reward_pool(vega_service_with_market: VegaServiceNull):
     vega = vega_service_with_market
-    vega.wait_for_total_catchup()
+    market_id = vega.all_markets()[0].id
+    asset_id = vega.find_asset_id(symbol=ASSET_NAME, raise_on_missing=True)
 
     create_and_faucet_wallet(vega=vega, wallet=PARTY_A, amount=1e3)
-    create_and_faucet_wallet(vega=vega, wallet=LIQ, amount=1e5)
     create_and_faucet_wallet(vega=vega, wallet=PARTY_B, amount=1e5)
     create_and_faucet_wallet(vega=vega, wallet=PARTY_C, amount=1e5)
     vega.wait_for_total_catchup()
 
-    asset_id = vega.find_asset_id(symbol=ASSET_NAME, raise_on_missing=True)
+    # Forward one epoch
+    next_epoch(vega=vega)
 
     vega.recurring_transfer(
         from_key_name=PARTY_A.name,
-        to_key_name=PARTY_B.name,
         from_account_type=vega_protos.vega.ACCOUNT_TYPE_GENERAL,
-        to_account_type=vega_protos.vega.ACCOUNT_TYPE_GENERAL,
+        to_account_type=vega_protos.vega.ACCOUNT_TYPE_REWARD_MAKER_PAID_FEES,
         asset=asset_id,
+        asset_for_metric=asset_id,
+        metric=vega_protos.vega.DISPATCH_METRIC_MAKER_FEES_PAID,
         amount=100,
         factor=1.0,
     )
+    # Generate trades for non-zero metrics
+    vega.submit_order(
+        trading_key=PARTY_B.name,
+        market_id=market_id,
+        order_type="TYPE_LIMIT",
+        time_in_force="TIME_IN_FORCE_GTC",
+        side="SIDE_SELL",
+        price=0.30,
+        volume=10000,
+    )
+    vega.submit_order(
+        trading_key=PARTY_C.name,
+        market_id=market_id,
+        order_type="TYPE_LIMIT",
+        time_in_force="TIME_IN_FORCE_GTC",
+        side="SIDE_BUY",
+        price=0.30,
+        volume=10000,
+    )
+    vega.wait_for_total_catchup()
 
     party_a_accounts_t0 = vega.list_accounts(key_name=PARTY_A.name, asset_id=asset_id)
 
@@ -322,7 +344,7 @@ def test_funding_reward_pool(vega_service_with_market: VegaServiceNull):
 
     party_a_accounts_t2 = vega.list_accounts(key_name=PARTY_A.name, asset_id=asset_id)
 
-    assert party_a_accounts_t2[0].balance == 799.8
+    assert party_a_accounts_t2[0].balance == 899.9
 
 
 @pytest.mark.integration

vega_sim/api/data.py

@@ -1,3 +1,5 @@
+from __future__ import annotations
+
 import logging
 from collections import namedtuple
 from dataclasses import dataclass
@@ -1944,3 +1946,70 @@ def get_volume_discount_stats(
         _volume_discount_stats_from_proto(volume_discount_stats=volume_discount_stats)
         for volume_discount_stats in response
     ]
+
+
+def dispatch_strategy(
+    metric: vega_protos.vega.DispatchMetric,
+    asset_for_metric: Optional[str] = None,
+    markets: Optional[List[str]] = None,
+    entity_scope: Optional[vega_protos.vega.EntityScope] = None,
+    individual_scope: Optional[vega_protos.vega.IndividualScope] = None,
+    team_scope: Optional[List[str]] = None,
+    n_top_performers: Optional[float] = None,
+    staking_requirement: Optional[float] = None,
+    notional_time_weighted_average_position_requirement: Optional[float] = None,
+    window_length: Optional[int] = None,
+    lock_period: Optional[int] = None,
+    distribution_strategy: Optional[vega_protos.vega.DistributionStrategy] = None,
+    rank_table: Optional[List[vega_protos.vega.Rank]] = None,
+) -> vega_protos.vega.DispatchStrategy:
+    # Set defaults for mandatory fields
+    if entity_scope is None:
+        entity_scope = vega_protos.vega.ENTITY_SCOPE_INDIVIDUALS
+    if individual_scope is None:
+        individual_scope = vega_protos.vega.INDIVIDUAL_SCOPE_ALL
+    if distribution_strategy is None:
+        distribution_strategy = vega_protos.vega.DISTRIBUTION_STRATEGY_PRO_RATA
+    if window_length is None:
+        window_length = 1
+    if lock_period is None:
+        lock_period = 1
+
+    # Set the mandatory (and conditionally mandatory) DispatchStrategy fields
+    dispatch_strategy = vega_protos.vega.DispatchStrategy(
+        asset_for_metric=None
+        if metric in [vega_protos.vega.DISPATCH_METRIC_VALIDATOR_RANKING]
+        else asset_for_metric,
+        entity_scope=entity_scope,
+        individual_scope=individual_scope
+        if entity_scope is vega_protos.vega.ENTITY_SCOPE_INDIVIDUALS
+        else None,
+        window_length=None
+        if metric in [vega_protos.vega.DISPATCH_METRIC_MARKET_VALUE]
+        else window_length,
+        lock_period=lock_period,
+        distribution_strategy=None
+        if metric in [vega_protos.vega.DISPATCH_METRIC_MARKET_VALUE]
+        else distribution_strategy,
+        n_top_performers=str(n_top_performers)
+        if entity_scope is vega_protos.vega.ENTITY_SCOPE_TEAMS
+        else None,
+    )
+    # Set the optional DispatchStrategy fields
+    if metric is not None:
+        setattr(dispatch_strategy, "metric", metric)
+    if staking_requirement is not None:
+        setattr(dispatch_strategy, "staking_requirement", str(staking_requirement))
+    if notional_time_weighted_average_position_requirement is not None:
+        setattr(
+            dispatch_strategy,
+            "notional_time_weighted_average_position_requirement",
+            str(notional_time_weighted_average_position_requirement),
+        )
+    if markets is not None:
+        dispatch_strategy.markets.extend(markets)
+    if team_scope is not None:
+        dispatch_strategy.team_scope.extend(team_scope)
+    if rank_table is not None:
+        dispatch_strategy.rank_table.extend(rank_table)
+    return dispatch_strategy

vega_sim/scenario/common/agents.py

@@ -3275,11 +3275,6 @@ def initialise(
         self.vega.wait_fn(1)
         self.vega.wait_for_total_catchup()
 
-        market_ids = (
-            [self.vega.find_market_id(name) for name in self.market_names]
-            if self.market_names is not None
-            else None
-        )
         asset_for_metric_id = (
             self.vega.find_asset_id(self.asset_for_metric_name)
             if self.asset_for_metric_name is not None
@@ -3293,9 +3288,15 @@ def initialise(
             to_account_type=self.account_type,
             amount=self.transfer_amount,
             asset=reward_asset_id,
-            asset_for_metric=asset_for_metric_id,
+            asset_for_metric=asset_for_metric_id
+            if self.metric
+            not in [
+                vega_protos.DISPATCH_METRIC_MARKET_VALUE,
+                vega_protos.DISPATCH_METRIC_VALIDATOR_RANKING,
+            ]
+            else None,
             metric=self.metric,
-            markets=market_ids,
+            window_length=3,
         )
 
 

vega_sim/scenario/fuzzed_markets/agents.py

@@ -640,26 +640,31 @@ def step(self, vega_state):
             market_id=self.market_id,
         )
         for side, spec in buy_specs + sell_specs:
-            self.vega.submit_order(
-                trading_key=self.key_name,
-                trading_wallet=self.wallet_name,
+            try:
+                self.vega.submit_order(
+                    trading_key=self.key_name,
+                    trading_wallet=self.wallet_name,
+                    market_id=self.market_id,
+                    order_type="TYPE_LIMIT",
+                    time_in_force="TIME_IN_FORCE_GTC",
+                    pegged_order=PeggedOrder(reference=spec[0], offset=spec[1]),
+                    volume=spec[2] * commitment_amount,
+                    side=side,
+                    wait=False,
+                )
+            except HTTPError:
+                continue
+        try:
+            self.vega.submit_liquidity(
+                key_name=self.key_name,
+                wallet_name=self.wallet_name,
                 market_id=self.market_id,
-                order_type="TYPE_LIMIT",
-                time_in_force="TIME_IN_FORCE_GTC",
-                pegged_order=PeggedOrder(reference=spec[0], offset=spec[1]),
-                volume=spec[2] * commitment_amount,
-                side=side,
-                wait=False,
+                fee=fee,
+                commitment_amount=commitment_amount,
+                is_amendment=self.random_state.choice([True, False, None]),
             )
-
-        self.vega.submit_liquidity(
-            key_name=self.key_name,
-            wallet_name=self.wallet_name,
-            market_id=self.market_id,
-            fee=fee,
-            commitment_amount=commitment_amount,
-            is_amendment=self.random_state.choice([True, False, None]),
-        )
+        except HTTPError:
+            return
 
 
 class SuccessorMarketCreatorAgent(StateAgentWithWallet):
@@ -1138,3 +1143,147 @@ def _fuzzed_proposal(self):
                 )
             ),
         )
+
+
+class FuzzyRewardFunder(StateAgentWithWallet):
+    NAME_BASE = "fuzzy_reward_funder"
+
+    def __init__(
+        self,
+        key_name: str,
+        asset_name: str,
+        step_bias: float = 0.1,
+        attempts_per_step: int = 20,
+        initial_mint: float = 1e9,
+        wallet_name: Optional[str] = None,
+        stake_key: bool = False,
+        random_state: Optional[RandomState] = None,
+        tag: Optional[str] = None,
+    ):
+        super().__init__(wallet_name=wallet_name, key_name=key_name, tag=tag)
+
+        self.asset_name = asset_name
+        self.initial_mint = initial_mint
+        self.stake_key = stake_key
+        self.step_bias = step_bias
+        self.attempts_per_step = attempts_per_step
+
+        self.random_state = random_state if random_state is not None else RandomState()
+
+    def initialise(
+        self,
+        vega: VegaService,
+        create_key: bool = True,
+        mint_key: bool = True,
+    ):
+        # Initialise wallet
+        super().initialise(vega=vega, create_key=create_key)
+
+        # Get asset id
+        self.asset_id = self.vega.find_asset_id(symbol=self.asset_name)
+        if mint_key:
+            # Top up asset
+            self.vega.mint(
+                key_name=self.key_name,
+                asset=self.asset_id,
+                amount=self.initial_mint,
+                wallet_name=self.wallet_name,
+            )
+        if self.stake_key:
+            self.vega.stake(
+                amount=1,
+                key_name=self.key_name,
+                wallet_name=self.wallet_name,
+            )
+
+    def step(self, vega_state):
+        if self.random_state.rand() > self.step_bias:
+            return
+        for _ in range(self.attempts_per_step):
+            try:
+                self._fuzzed_transfer(vega_state)
+            except HTTPError:
+                continue
+
+    def _fuzzed_transfer(self, vega_state):
+        current_epoch = self.vega.statistics().epoch_seq
+        rank_table = [
+            None,
+            [
+                vega_protos.vega.Rank(
+                    start_rank=self.random_state.randint(1, 100),
+                    share_ratio=self.random_state.randint(1, 100),
+                )
+                for _ in range(5)
+            ],
+        ]
+        self.vega.recurring_transfer(
+            from_wallet_name=self.wallet_name,
+            from_key_name=self.key_name,
+            from_account_type=vega_protos.vega.ACCOUNT_TYPE_GENERAL,
+            to_account_type=self.random_state.choice(
+                [
+                    vega_protos.vega.ACCOUNT_TYPE_REWARD_MAKER_PAID_FEES,
+                    vega_protos.vega.ACCOUNT_TYPE_REWARD_MAKER_RECEIVED_FEES,
+                    vega_protos.vega.ACCOUNT_TYPE_REWARD_LP_RECEIVED_FEES,
+                    vega_protos.vega.ACCOUNT_TYPE_REWARD_MARKET_PROPOSERS,
+                    vega_protos.vega.ACCOUNT_TYPE_REWARD_AVERAGE_POSITION,
+                    vega_protos.vega.ACCOUNT_TYPE_REWARD_RELATIVE_RETURN,
+                    vega_protos.vega.ACCOUNT_TYPE_REWARD_RETURN_VOLATILITY,
+                    vega_protos.vega.ACCOUNT_TYPE_REWARD_VALIDATOR_RANKING,
+                ]
+            ),
+            asset=self.asset_id,
+            amount=self.random_state.normal(loc=100, scale=100),
+            start_epoch=current_epoch + self.random_state.randint(-1, 5),
+            end_epoch=current_epoch + self.random_state.randint(-1, 20),
+            factor=self.random_state.rand(),
+            asset_for_metric=self.random_state.choice([None, self.asset_id]),
+            metric=self.random_state.choice(
+                [
+                    vega_protos.vega.DISPATCH_METRIC_MAKER_FEES_PAID,
+                    vega_protos.vega.DISPATCH_METRIC_MAKER_FEES_RECEIVED,
+                    vega_protos.vega.DISPATCH_METRIC_LP_FEES_RECEIVED,
+                    vega_protos.vega.DISPATCH_METRIC_MARKET_VALUE,
+                    vega_protos.vega.DISPATCH_METRIC_AVERAGE_POSITION,
+                    vega_protos.vega.DISPATCH_METRIC_RELATIVE_RETURN,
+                    vega_protos.vega.DISPATCH_METRIC_RETURN_VOLATILITY,
+                    vega_protos.vega.DISPATCH_METRIC_VALIDATOR_RANKING,
+                ]
+            ),
+            markets=self.random_state.choice(list(vega_state.market_state.keys())),
+            entity_scope=self.random_state.choice(
+                [
+                    vega_protos.vega.ENTITY_SCOPE_INDIVIDUALS,
+                    vega_protos.vega.ENTITY_SCOPE_TEAMS,
+                ]
+            ),
+            individual_scope=self.random_state.choice(
+                [
+                    vega_protos.vega.INDIVIDUAL_SCOPE_ALL,
+                    vega_protos.vega.INDIVIDUAL_SCOPE_IN_TEAM,
+                    vega_protos.vega.INDIVIDUAL_SCOPE_NOT_IN_TEAM,
+                ]
+            ),
+            n_top_performers=self.random_state.rand(),
+            notional_time_weighted_average_position_requirement=int(
+                self.random_state.normal(
+                    loc=1000,
+                    scale=100,
+                )
+            ),
+            window_length=self.random_state.choice(
+                [None, self.random_state.randint(0, 40)]
+            ),
+            lock_period=self.random_state.choice(
+                [None, self.random_state.randint(0, 40)]
+            ),
+            distribution_strategy=self.random_state.choice(
+                [
+                    None,
+                    vega_protos.vega.DISTRIBUTION_STRATEGY_PRO_RATA,
+                    vega_protos.vega.DISTRIBUTION_STRATEGY_RANK,
+                ]
+            ),
+            # rank_table=self.random_state.choice(rank_table),
+        )