Feat/make sla work

.env

@@ -1,4 +1,4 @@
-VEGA_SIM_VEGA_TAG=2de8bbe1e7e44b1d1da434286aa5c9480f882cd9
+VEGA_SIM_VEGA_TAG=91462b5cfdaa0917862b4ca76a87c0cef5b1340e
 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: '2de8bbe1e7e44b1d1da434286aa5c9480f882cd9',
+        string( name: 'VEGA_VERSION', defaultValue: '91462b5cfdaa0917862b4ca76a87c0cef5b1340e',
                 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')

vega_sim/api/governance.py

@@ -155,6 +155,10 @@ def propose_future_market(
         vega_protos.markets.PriceMonitoringParameters
     ] = None,
     lp_price_range: float = 1,
+    commitment_min_time_fraction: float = 0.95,
+    providers_fee_calculation_time_step: int = 1,
+    performance_hysteresis_epochs: int = 1,
+    sla_competition_factor: float = 1,
     wallet_name: Optional[str] = None,
     parent_market_id: Optional[str] = None,
     parent_market_insurance_pool_fraction: float = 1,
@@ -195,8 +199,21 @@ def propose_future_market(
                 will drop into a price auction. If not passed defaults to a very
                 permissive setup
         lp_price_range:
-            float, Range allowed for LP price commitments from mid price
+            float, Range allowed for LP price commitments from mid price to count for SLA
             (e.g. 2 allows mid-price +/- 2 * mid-price )
+        commitment_min_time_fraction:
+            float, default 0.95, Specifies the minimum fraction of time LPs must spend
+                "on the book" providing their committed liquidity.
+        providers_fee_calculation_time_step:
+            int, default 1, Specifies how often the quality of liquidity supplied by the
+                LPs is evaluated and fees arising from that period are earmarked for specific parties.
+        performance_hysteresis_epochs:
+            int, default 1, Specifies the number of liquidity epochs over which past performance
+                will continue to affect rewards.
+        sla_competition_factor:
+            float, default 1, 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.
         key_name:
             Optional[str], key name stored in metadata. Defaults to None.
         parent_market_id:
@@ -296,7 +313,6 @@ def propose_future_market(
                     ),
                 ),
             ),
-            lp_price_range=str(lp_price_range),
             decimal_places=price_decimals,
             position_decimal_places=(
                 0 if position_decimals is None else position_decimals
@@ -315,6 +331,15 @@ def propose_future_market(
             log_normal=risk_model,
             linear_slippage_factor="0.001",
             quadratic_slippage_factor="0",
+            liquidity_sla_parameters=vega_protos.markets.LiquiditySLAParameters(
+                price_range=str(lp_price_range),
+                commitment_min_time_fraction=str(commitment_min_time_fraction),
+                providers_fee_calculation_time_step=int(
+                    providers_fee_calculation_time_step
+                ),
+                performance_hysteresis_epochs=int(performance_hysteresis_epochs),
+                sla_competition_factor=str(sla_competition_factor),
+            ),
         ),
     )
     if parent_market_id is not None:

vega_sim/api/helpers.py

@@ -142,7 +142,7 @@ def wait_for_acceptance(
 ) -> T:
     logger.debug("Waiting for proposal acceptance")
     submission_accepted = False
-    for i in range(20):
+    for i in range(50):
         try:
             proposal = submission_load_func(submission_ref)
         except:

vega_sim/api/market.py

@@ -109,10 +109,10 @@ class MarketConfig(Config):
             "liquidity_monitoring_parameters": "default",
             "log_normal": "default",
             "instrument": "default",
-            "lp_price_range": 0.5,
             "linear_slippage_factor": 1e-3,
             "quadratic_slippage_factor": 0,
             "successor": None,
+            "liquidity_sla_parameters": "default",
         }
     }
 
@@ -121,7 +121,9 @@ def load(self, opt: Optional[str] = None):
 
         self.decimal_places = config["decimal_places"]
         self.position_decimal_places = config["position_decimal_places"]
-        self.lp_price_range = str(config["lp_price_range"])
+        self.liquidity_sla_parameters = LiquiditySLAParameters(
+            opt=config["liquidity_sla_parameters"]
+        )
         self.linear_slippage_factor = str(config["linear_slippage_factor"])
         self.quadratic_slippage_factor = str(config["quadratic_slippage_factor"])
         self.metadata = config["metadata"]
@@ -146,7 +148,7 @@ def build(self):
             changes=vega_protos.governance.NewMarketConfiguration(
                 decimal_places=self.decimal_places,
                 position_decimal_places=self.position_decimal_places,
-                lp_price_range=self.lp_price_range,
+                liquidity_sla_parameters=self.liquidity_sla_parameters.build(),
                 metadata=self.metadata,
                 instrument=self.instrument.build(),
                 price_monitoring_parameters=self.price_monitoring_parameters.build(),
@@ -248,6 +250,38 @@ def build(self):
         )
 
 
+class LiquiditySLAParameters(Config):
+    OPTS = {
+        "default": {
+            "price_range": "0.5",
+            "commitment_min_time_fraction": "1",
+            "providers_fee_calculation_time_step": 1,
+            "performance_hysteresis_epochs": 1,
+            "sla_competition_factor": "1",
+        }
+    }
+
+    def load(self, opt: Optional[str] = None):
+        config = super().load(opt=opt)
+
+        self.price_range = config["price_range"]
+        self.commitment_min_time_fraction = config["commitment_min_time_fraction"]
+        self.providers_fee_calculation_time_step = config[
+            "providers_fee_calculation_time_step"
+        ]
+        self.performance_hysteresis_epochs = config["performance_hysteresis_epochs"]
+        self.sla_competition_factor = config["sla_competition_factor"]
+
+    def build(self):
+        return vega_protos.markets.LiquiditySLAParameters(
+            price_range=self.price_range,
+            commitment_min_time_fraction=self.commitment_min_time_fraction,
+            providers_fee_calculation_time_step=self.providers_fee_calculation_time_step,
+            performance_hysteresis_epochs=self.performance_hysteresis_epochs,
+            sla_competition_factor=self.sla_competition_factor,
+        )
+
+
 class TargetStakeParameters(Config):
     OPTS = {
         "default": {

vega_sim/api/trading.py

@@ -319,8 +319,6 @@ def submit_simple_liquidity(
         market_id=market_id,
         commitment_amount=commitment_amount,
         fee=fee,
-        buy_specs=[(reference_buy, delta_buy, 1)],
-        sell_specs=[(reference_sell, delta_sell, 1)],
         is_amendment=is_amendment,
         key_name=key_name,
     )
@@ -332,8 +330,6 @@ def submit_liquidity(
     market_id: str,
     commitment_amount: int,
     fee: float,
-    buy_specs: List[Tuple[str, int, int]],
-    sell_specs: List[Tuple[str, int, int]],
     is_amendment: bool = False,
     key_name: Optional[str] = None,
 ):
@@ -352,14 +348,6 @@ def submit_liquidity(
         fee:
             float, The fee level at which to set the LP fee
              (in %, e.g. 0.01 == 1% and 1 == 100%)
-        buy_specs:
-            List[Tuple[str, int, int]], List of tuples, each containing a reference
-            point in their first position, a desired offset in their second and
-            a proportion in third
-        sell_specs:
-            List[Tuple[str, int, int]], List of tuples, each containing a reference
-            point in their first position, a desired offset in their second and
-            a proportion in third
         key_name:
             Optional[str], key name stored in metadata. Defaults to None.
     """
@@ -375,22 +363,6 @@ def submit_liquidity(
         market_id=market_id,
         commitment_amount=str(commitment_amount),
         fee=str(fee),
-        buys=[
-            vega_protos.vega.LiquidityOrder(
-                reference=spec[0],
-                offset=str(spec[1]),
-                proportion=spec[2],
-            )
-            for spec in buy_specs
-        ],
-        sells=[
-            vega_protos.vega.LiquidityOrder(
-                reference=spec[0],
-                offset=str(spec[1]),
-                proportion=spec[2],
-            )
-            for spec in sell_specs
-        ],
     )
     wallet.submit_transaction(
         transaction=submission,