re-gen

chain/exchange/types/codec.go

@@ -38,6 +38,7 @@ func RegisterLegacyAminoCodec(cdc *codec.LegacyAmino) {
 	cdc.RegisterConcrete(&PerpetualMarketLaunchProposal{}, "exchange/PerpetualMarketLaunchProposal", nil)
 	cdc.RegisterConcrete(&ExpiryFuturesMarketLaunchProposal{}, "exchange/ExpiryFuturesMarketLaunchProposal", nil)
 	cdc.RegisterConcrete(&DerivativeMarketParamUpdateProposal{}, "exchange/DerivativeMarketParamUpdateProposal", nil)
+	cdc.RegisterConcrete(&LiquidityMiningCampaignProposal{}, "exchange/LiquidityMiningCampaignProposal", nil)
 }
 
 func RegisterInterfaces(registry types.InterfaceRegistry) {
@@ -71,6 +72,7 @@ func RegisterInterfaces(registry types.InterfaceRegistry) {
 		&PerpetualMarketLaunchProposal{},
 		&ExpiryFuturesMarketLaunchProposal{},
 		&DerivativeMarketParamUpdateProposal{},
+		&LiquidityMiningCampaignProposal{},
 	)
 
 	msgservice.RegisterMsgServiceDesc(registry, &_Msg_serviceDesc)

chain/exchange/types/common_utils.go

@@ -54,6 +54,9 @@ func (d *DerivativeLimitOrderDelta) OrderHash() common.Hash {
 var AuctionSubaccountID = common.HexToHash("0x1111111111111111111111111111111111111111111111111111111111111111")
 var ZeroSubaccountID = common.HexToHash("0x0000000000000000000000000000000000000000000000000000000000000000")
 
+// TempRewardsSenderAddress equals sdk.AccAddress(common.HexToAddress(AuctionSubaccountID.Hex()).Bytes())
+var TempRewardsSenderAddress, _ = sdk.AccAddressFromBech32("inj1zyg3zyg3zyg3zyg3zyg3zyg3zyg3zyg3t5qxqh")
+
 func IsValidSubaccountID(subaccountID string) (*common.Address, bool) {
 	if len(subaccountID) != 66 {
 		return nil, false
@@ -124,10 +127,26 @@ func SdkAddressToEthAddress(addr sdk.Address) common.Address {
 	return common.BytesToAddress(addr.Bytes())
 }
 
+func SubaccountIDToSdkAddress(subaccountID common.Hash) sdk.Address {
+	return sdk.AccAddress(subaccountID[:common.AddressLength])
+}
+
 func EthAddressToSubaccountID(addr common.Address) common.Hash {
 	return common.BytesToHash(common.RightPadBytes(addr.Bytes(), 32))
 }
 
+func DecToDecBytes(dec sdk.Dec) []byte {
+	return dec.BigInt().Bytes()
+}
+
+func DecBytesToDec(bz []byte) sdk.Dec {
+	dec := sdk.NewDecFromBigIntWithPrec(new(big.Int).SetBytes(bz), sdk.Precision)
+	if dec.IsNil() {
+		return sdk.ZeroDec()
+	}
+	return dec
+}
+
 // PrintSpotLimitOrderbookState is a helper debugger function to print a tabular view of the spot limit orderbook fill state
 func PrintSpotLimitOrderbookState(buyOrderbookState *OrderbookFills, sellOrderbookState *OrderbookFills) {
 	table := tablewriter.NewWriter(os.Stdout)
@@ -169,3 +188,25 @@ func PrintSpotLimitOrderbookState(buyOrderbookState *OrderbookFills, sellOrderbo
 	}
 	table.Render()
 }
+
+func HasDuplicates(slice []string) bool {
+	seen := make(map[string]bool)
+	for _, item := range slice {
+		if seen[item] {
+			return true
+		}
+		seen[item] = true
+	}
+	return false
+}
+
+func HasDuplicatesCoin(slice []sdk.Coin) bool {
+	seen := make(map[string]bool)
+	for _, item := range slice {
+		if seen[item.Denom] {
+			return true
+		}
+		seen[item.Denom] = true
+	}
+	return false
+}

chain/exchange/types/derivative_data.go

@@ -20,12 +20,13 @@ type DerivativeOrderStateExpansion struct {
 	TotalBalanceDelta     sdk.Dec
 	AvailableBalanceDelta sdk.Dec
 
-	AuctionFeeReward       sdk.Dec
-	FeeRecipientReward     sdk.Dec
-	FeeRecipient           common.Address
-	LimitOrderFilledDelta  *DerivativeLimitOrderDelta
-	MarketOrderFilledDelta *DerivativeMarketOrderDelta
-	OrderHash              common.Hash
+	AuctionFeeReward            sdk.Dec
+	LiquidityMiningRewardPoints sdk.Dec
+	FeeRecipientReward          sdk.Dec
+	FeeRecipient                common.Address
+	LimitOrderFilledDelta       *DerivativeLimitOrderDelta
+	MarketOrderFilledDelta      *DerivativeMarketOrderDelta
+	OrderHash                   common.Hash
 }
 
 func ApplyDeltasAndGetDerivativeOrderBatchEvent(
@@ -35,6 +36,7 @@ func ApplyDeltasAndGetDerivativeOrderBatchEvent(
 	funding *PerpetualMarketFunding,
 	stateExpansions []*DerivativeOrderStateExpansion,
 	depositDeltas DepositDeltas,
+	liquidityMiningRewards LiquidityMiningRewards,
 ) (batch *EventBatchDerivativeExecution, filledDeltas []*DerivativeLimitOrderDelta) {
 	if len(stateExpansions) == 0 {
 		return
@@ -61,6 +63,11 @@ func ApplyDeltasAndGetDerivativeOrderBatchEvent(
 		depositDeltas.ApplyUniformDelta(feeRecipientSubaccount, expansion.FeeRecipientReward)
 		depositDeltas.ApplyUniformDelta(AuctionSubaccountID, expansion.AuctionFeeReward)
 
+		sender := SubaccountIDToSdkAddress(expansion.SubaccountID)
+		if expansion.LiquidityMiningRewardPoints.IsPositive() {
+			liquidityMiningRewards.AddPointsForAddress(sender.String(), expansion.LiquidityMiningRewardPoints)
+		}
+
 		if !executionType.IsMarket() {
 			filledDeltas = append(filledDeltas, expansion.LimitOrderFilledDelta)
 		}

chain/exchange/types/derivative_execution.go

@@ -15,6 +15,8 @@ type DerivativeBatchExecutionData struct {
 	DepositDeltas        DepositDeltas
 	DepositSubaccountIDs []common.Hash
 
+	LiquidityMiningRewards         LiquidityMiningRewards
+
 	// updated positions
 	Positions             []*Position
 	PositionSubaccountIDs []common.Hash
@@ -106,16 +108,17 @@ func (e *DerivativeMatchingExpansionData) GetLimitMatchingDerivativeBatchExecuti
 	positionStates map[common.Hash]*PositionState,
 ) *DerivativeBatchExecutionData {
 	depositDeltas := NewDepositDeltas()
+	liquidityMiningRewards := NewLiquidityMiningRewards()
 
 	// process undermargined resting limit order forced cancellations
 	cancelLimitOrdersEvents, restingOrderCancelledDeltas, transientOrderCancelledDeltas := e.applyCancellationsAndGetDerivativeLimitCancelEvents(market.MarketID(), market.MakerFeeRate, market.TakerFeeRate, depositDeltas)
 
 	positions, positionSubaccountIDs := GetPositionSliceData(positionStates)
 
-	transientLimitBuyOrderBatchEvent, transientLimitBuyFilledDeltas := ApplyDeltasAndGetDerivativeOrderBatchEvent(true, ExecutionType_LimitMatchNewOrder, market, funding, e.TransientLimitBuyExpansions, depositDeltas)
-	restingLimitBuyOrderBatchEvent, restingLimitBuyFilledDeltas := ApplyDeltasAndGetDerivativeOrderBatchEvent(true, ExecutionType_LimitMatchRestingOrder, market, funding, e.RestingLimitBuyExpansions, depositDeltas)
-	transientLimitSellOrderBatchEvent, transientLimitSellFilledDeltas := ApplyDeltasAndGetDerivativeOrderBatchEvent(false, ExecutionType_LimitMatchNewOrder, market, funding, e.TransientLimitSellExpansions, depositDeltas)
-	restingLimitSellOrderBatchEvent, restingLimitSellFilledDeltas := ApplyDeltasAndGetDerivativeOrderBatchEvent(false, ExecutionType_LimitMatchRestingOrder, market, funding, e.RestingLimitSellExpansions, depositDeltas)
+	transientLimitBuyOrderBatchEvent, transientLimitBuyFilledDeltas := ApplyDeltasAndGetDerivativeOrderBatchEvent(true, ExecutionType_LimitMatchNewOrder, market, funding, e.TransientLimitBuyExpansions, depositDeltas, liquidityMiningRewards)
+	restingLimitBuyOrderBatchEvent, restingLimitBuyFilledDeltas := ApplyDeltasAndGetDerivativeOrderBatchEvent(true, ExecutionType_LimitMatchRestingOrder, market, funding, e.RestingLimitBuyExpansions, depositDeltas, liquidityMiningRewards)
+	transientLimitSellOrderBatchEvent, transientLimitSellFilledDeltas := ApplyDeltasAndGetDerivativeOrderBatchEvent(false, ExecutionType_LimitMatchNewOrder, market, funding, e.TransientLimitSellExpansions, depositDeltas, liquidityMiningRewards)
+	restingLimitSellOrderBatchEvent, restingLimitSellFilledDeltas := ApplyDeltasAndGetDerivativeOrderBatchEvent(false, ExecutionType_LimitMatchRestingOrder, market, funding, e.RestingLimitSellExpansions, depositDeltas, liquidityMiningRewards)
 
 	restingOrderFilledDeltas := mergeDerivativeLimitOrderFilledDeltas(restingLimitBuyFilledDeltas, restingLimitSellFilledDeltas)
 	transientOrderFilledDeltas := mergeDerivativeLimitOrderFilledDeltas(transientLimitBuyFilledDeltas, transientLimitSellFilledDeltas)
@@ -144,6 +147,7 @@ func (e *DerivativeMatchingExpansionData) GetLimitMatchingDerivativeBatchExecuti
 		Funding:                               funding,
 		DepositDeltas:                         depositDeltas,
 		DepositSubaccountIDs:                  depositDeltaKeys,
+		LiquidityMiningRewards:                liquidityMiningRewards,
 		Positions:                             positions,
 		PositionSubaccountIDs:                 positionSubaccountIDs,
 		RestingLimitOrderFilledDeltas:         restingOrderFilledDeltas,
@@ -339,6 +343,7 @@ func (e *DerivativeMarketOrderExpansionData) GetMarketDerivativeBatchExecutionDa
 	positionStates map[common.Hash]*PositionState,
 ) *DerivativeBatchExecutionData {
 	depositDeltas := NewDepositDeltas()
+	liquidityMiningRewards := NewLiquidityMiningRewards()
 
 	// process undermargined limit order forced cancellations
 	cancelLimitOrdersEvents, restingOrderCancelledDeltas := e.applyCancellationsAndGetDerivativeLimitCancelEvents(market.MarketID(), market.MakerFeeRate, depositDeltas)
@@ -348,10 +353,10 @@ func (e *DerivativeMarketOrderExpansionData) GetMarketDerivativeBatchExecutionDa
 
 	positions, positionSubaccountIDs := GetPositionSliceData(positionStates)
 
-	buyMarketOrderBatchEvent, _ := ApplyDeltasAndGetDerivativeOrderBatchEvent(true, ExecutionType_Market, market, funding, e.MarketBuyExpansions, depositDeltas)
-	sellMarketOrderBatchEvent, _ := ApplyDeltasAndGetDerivativeOrderBatchEvent(false, ExecutionType_Market, market, funding, e.MarketSellExpansions, depositDeltas)
-	restingLimitBuyOrderBatchEvent, limitBuyFilledDeltas := ApplyDeltasAndGetDerivativeOrderBatchEvent(true, ExecutionType_LimitFill, market, funding, e.LimitBuyExpansions, depositDeltas)
-	restingLimitSellOrderBatchEvent, limitSellFilledDeltas := ApplyDeltasAndGetDerivativeOrderBatchEvent(false, ExecutionType_LimitFill, market, funding, e.LimitSellExpansions, depositDeltas)
+	buyMarketOrderBatchEvent, _ := ApplyDeltasAndGetDerivativeOrderBatchEvent(true, ExecutionType_Market, market, funding, e.MarketBuyExpansions, depositDeltas, liquidityMiningRewards)
+	sellMarketOrderBatchEvent, _ := ApplyDeltasAndGetDerivativeOrderBatchEvent(false, ExecutionType_Market, market, funding, e.MarketSellExpansions, depositDeltas, liquidityMiningRewards)
+	restingLimitBuyOrderBatchEvent, limitBuyFilledDeltas := ApplyDeltasAndGetDerivativeOrderBatchEvent(true, ExecutionType_LimitFill, market, funding, e.LimitBuyExpansions, depositDeltas, liquidityMiningRewards)
+	restingLimitSellOrderBatchEvent, limitSellFilledDeltas := ApplyDeltasAndGetDerivativeOrderBatchEvent(false, ExecutionType_LimitFill, market, funding, e.LimitSellExpansions, depositDeltas, liquidityMiningRewards)
 
 	filledDeltas := mergeDerivativeLimitOrderFilledDeltas(limitBuyFilledDeltas, limitSellFilledDeltas)
 
@@ -371,6 +376,7 @@ func (e *DerivativeMarketOrderExpansionData) GetMarketDerivativeBatchExecutionDa
 		Funding:                               funding,
 		DepositDeltas:                         depositDeltas,
 		DepositSubaccountIDs:                  depositDeltaKeys,
+		LiquidityMiningRewards:                liquidityMiningRewards,
 		Positions:                             positions,
 		PositionSubaccountIDs:                 positionSubaccountIDs,
 		TransientLimitOrderFilledDeltas:       nil,

chain/exchange/types/errors.go

@@ -9,7 +9,7 @@ var (
 	ErrSpotMarketNotFound                      = sdkerrors.Register(ModuleName, 2, "spot market not found")
 	ErrSpotMarketExists                        = sdkerrors.Register(ModuleName, 3, "spot market exists")
 	ErrBadField                                = sdkerrors.Register(ModuleName, 4, "struct field error")
-	ErrMarketInvalid                           = sdkerrors.Register(ModuleName, 5, "failed to validate derivative market")
+	ErrMarketInvalid                           = sdkerrors.Register(ModuleName, 5, "failed to validate market")
 	ErrInsufficientDeposit                     = sdkerrors.Register(ModuleName, 6, "subaccount has insufficient deposits")
 	ErrUnrecognizedOrderType                   = sdkerrors.Register(ModuleName, 7, "unrecognized order type")
 	ErrInsufficientPositionQuantity            = sdkerrors.Register(ModuleName, 8, "position quantity insufficient for order")
@@ -57,4 +57,8 @@ var (
 	ErrInvalidHourlyInterestRate               = sdkerrors.Register(ModuleName, 50, "Invalid hourly interest rate")
 	ErrInvalidHourlyFundingRateCap             = sdkerrors.Register(ModuleName, 51, "Invalid hourly funding rate cap")
 	ErrInvalidMarketFundingParamUpdate         = sdkerrors.Register(ModuleName, 52, "Only perpetual markets can update funding parameters")
+	ErrInvalidLiquidityMiningMarket            = sdkerrors.Register(ModuleName, 53, "Invalid liquidity mining market")
+	ErrInvalidLiquidityMiningMarketWeights     = sdkerrors.Register(ModuleName, 54, "Invalid liquidity mining market weights")
+	ErrInvalidLiquidityMiningCampaign          = sdkerrors.Register(ModuleName, 55, "Invalid liquidity mining campaign")
+	ErrInvalidLiquidityMiningReward            = sdkerrors.Register(ModuleName, 56, "Invalid liquidity mining reward")
 )