Merge pull request #2529 from vegaprotocol/release/v0.27.0

Release v0.27.0

CHANGELOG.md

@@ -1,5 +1,33 @@
 # Changelog
 
+## 0.27.0
+
+*2020-10-30*
+
+This release contains a fix (read: large reduction in memory use) around auction modes with particularly large order books that caused slow block times when handling orders placed during an opening auction. It also contains a lot of internal work related to the liquidity provision mechanics.
+
+### New
+- [#2498](https://github.com/vegaprotocol/vega/pull/2498) Automatically create a bond account for liquidity providers
+- [#2596](https://github.com/vegaprotocol/vega/pull/2496) Create liquidity measurement API
+- [#2490](https://github.com/vegaprotocol/vega/pull/2490) GraphQL: Add Withdrawal and Deposit events to event bus
+- [#2476](https://github.com/vegaprotocol/vega/pull/2476) 🔥`MarketData` now uses RFC339 formatted times, not seconds
+- [#2473](https://github.com/vegaprotocol/vega/pull/2473) Add network parameters related to target stake calculation
+- [#2506](https://github.com/vegaprotocol/vega/pull/2506) Network parameters can now contain JSON configuration
+
+### Improvements
+- [#2521](https://github.com/vegaprotocol/vega/pull/2521) Optimise memory usage when building cumulative price levels
+- [#2520](https://github.com/vegaprotocol/vega/pull/2520) Fix indicative price calculation
+- [#2517](https://github.com/vegaprotocol/vega/pull/2517) Improve command line for rate limiting in faucet & wallet
+- [#2510](https://github.com/vegaprotocol/vega/pull/2510) Remove reference to external risk model
+- [#2509](https://github.com/vegaprotocol/vega/pull/2509) Fix panic when loading an invalid genesis configuration
+- [#2502](https://github.com/vegaprotocol/vega/pull/2502) Fix pointer when using amend in place
+- [#2487](https://github.com/vegaprotocol/vega/pull/2487) Remove context from struct that didn't need it
+- [#2485](https://github.com/vegaprotocol/vega/pull/2485) Refactor event bus event transmission
+- [#2481](https://github.com/vegaprotocol/vega/pull/2481) Add `LiquidityProvisionSubmission` transaction
+- [#2480](https://github.com/vegaprotocol/vega/pull/2480) Remove unused code
+- [#2479](https://github.com/vegaprotocol/vega/pull/2479) Improve validation of external resources
+- [#1936](https://github.com/vegaprotocol/vega/pull/1936) Upgrade to Tendermint 0.33.8
+
 ## 0.26.1
 
 *2020-10-23*

Makefile

@@ -29,7 +29,9 @@ race: ## Run data race detector
 
 .PHONY: mocks
 mocks: ## Make mocks
+	@[ -d vendor ] && mv vendor vendor.tmp
 	@go generate ./...
+	@[ -d vendor.tmp ] && mv vendor.tmp vendor
 
 .PHONY: msan
 msan: ## Run memory sanitizer
@@ -117,6 +119,7 @@ print_check: ## Check for fmt.Print functions in Go code
 	find -name vendor -prune -o \
 		-name cmd -prune -o \
 		-name '*_test.go' -prune -o \
+		-name 'flags.go' -prune -o \
 		-name '*.go' -print0 | \
 		xargs -0 grep -E '^([^/]|/[^/])*fmt.Print' | \
 		tee "$$f" && \

README.md

@@ -1,6 +1,6 @@
 # Vega
 
-Version 0.26.1.
+Version 0.27.0.
 
 A decentralised trading platform that allows pseudo-anonymous trading of derivatives on a blockchain.
 

accounts/config.go

@@ -11,7 +11,7 @@ const namedLogger = "accounts"
 
 // Config represents the configuration of the Account service
 type Config struct {
-	Level encoding.LogLevel
+	Level encoding.LogLevel `long:"log-level"`
 }
 
 // NewDefaultConfig creates an instance of the package specific configuration, given a

api/config.go

@@ -13,11 +13,11 @@ const namedLogger = "api.grpc"
 
 // Config represents the configuration of the api package
 type Config struct {
-	Level         encoding.LogLevel
-	Timeout       encoding.Duration
-	Port          int
-	IP            string
-	StreamRetries int
+	Level         encoding.LogLevel `long:"log-level"`
+	Timeout       encoding.Duration `long:"timeout"`
+	Port          int               `long:"port"`
+	IP            string            `long:"ip"`
+	StreamRetries int               `long:"stream-retries"`
 }
 
 // NewDefaultConfig creates an instance of the package specific configuration, given a

api/server.go

@@ -11,6 +11,7 @@ import (
 	"code.vegaprotocol.io/vega/contextutil"
 	"code.vegaprotocol.io/vega/fee"
 	"code.vegaprotocol.io/vega/governance"
+	"code.vegaprotocol.io/vega/liquidity"
 	"code.vegaprotocol.io/vega/logging"
 	"code.vegaprotocol.io/vega/monitoring"
 	"code.vegaprotocol.io/vega/netparams"
@@ -44,6 +45,7 @@ type GRPCServer struct {
 	candleService           *candles.Svc
 	marketService           MarketService
 	orderService            *orders.Svc
+	liquidityService        *liquidity.Svc
 	partyService            *parties.Svc
 	timeService             *vegatime.Svc
 	tradeService            *trades.Svc
@@ -81,6 +83,7 @@ func NewGRPCServer(
 	marketService MarketService,
 	partyService *parties.Svc,
 	orderService *orders.Svc,
+	liquidityService *liquidity.Svc,
 	tradeService *trades.Svc,
 	candleService *candles.Svc,
 	accountsService *accounts.Svc,
@@ -109,6 +112,7 @@ func NewGRPCServer(
 		stats:                   stats,
 		client:                  client,
 		orderService:            orderService,
+		liquidityService:        liquidityService,
 		tradeService:            tradeService,
 		candleService:           candleService,
 		timeService:             timeService,
@@ -217,6 +221,7 @@ func (g *GRPCServer) Start() {
 		log:               g.log,
 		blockchain:        g.client,
 		tradeOrderService: g.orderService,
+		liquidityService:  g.liquidityService,
 		accountService:    g.accountsService,
 		marketService:     g.marketService,
 		governanceService: g.governanceService,
@@ -250,6 +255,7 @@ func (g *GRPCServer) Start() {
 		DepositService:          g.depositService,
 		MarketDepthService:      g.marketDepthService,
 		NetParamsService:        g.netParamsService,
+		LiquidityService:        g.liquidityService,
 		ctx:                     g.ctx,
 	}
 	go tradingDataSvc.updateNetInfo(g.ctx)

api/trading.go

@@ -6,13 +6,13 @@ import (
 	"sync"
 	"time"
 
-	"code.vegaprotocol.io/vega/blockchain"
 	"code.vegaprotocol.io/vega/evtforward"
 	"code.vegaprotocol.io/vega/logging"
 	"code.vegaprotocol.io/vega/metrics"
 	"code.vegaprotocol.io/vega/monitoring"
 	types "code.vegaprotocol.io/vega/proto"
 	protoapi "code.vegaprotocol.io/vega/proto/api"
+	"code.vegaprotocol.io/vega/txn"
 	"code.vegaprotocol.io/vega/wallet/crypto"
 
 	"github.com/golang/protobuf/proto"
@@ -32,6 +32,13 @@ type TradeOrderService interface {
 	PrepareAmendOrder(ctx context.Context, amendment *types.OrderAmendment) error
 }
 
+// LiquidityService ...
+//go:generate go run github.com/golang/mock/mockgen -destination mocks/liquidity_service_mock.go -package mocks code.vegaprotocol.io/vega/api LiquidityService
+type LiquidityService interface {
+	PrepareLiquidityProvisionSubmission(context.Context, *types.LiquidityProvisionSubmission) error
+	Get(market, party string) ([]types.LiquidityProvision, error)
+}
+
 // AccountService ...
 //go:generate go run github.com/golang/mock/mockgen -destination mocks/account_service_mock.go -package mocks code.vegaprotocol.io/vega/api  AccountService
 type AccountService interface {
@@ -48,7 +55,7 @@ type GovernanceService interface {
 // EvtForwarder
 //go:generate go run github.com/golang/mock/mockgen -destination mocks/evt_forwarder_mock.go -package mocks code.vegaprotocol.io/vega/api  EvtForwarder
 type EvtForwarder interface {
-	Forward(e *types.ChainEvent, pk string) error
+	Forward(ctx context.Context, e *types.ChainEvent, pk string) error
 }
 
 // Blockchain ...
@@ -62,6 +69,7 @@ type tradingService struct {
 
 	blockchain        Blockchain
 	tradeOrderService TradeOrderService
+	liquidityService  LiquidityService
 	accountService    AccountService
 	marketService     MarketService
 	governanceService GovernanceService
@@ -82,7 +90,7 @@ func (s *tradingService) PrepareSubmitOrder(ctx context.Context, req *protoapi.S
 	if err != nil {
 		return nil, apiError(codes.Internal, ErrSubmitOrder, err)
 	}
-	if raw, err = blockchain.TxEncode(raw, blockchain.SubmitOrderCommand); err != nil {
+	if raw, err = txn.Encode(raw, txn.SubmitOrderCommand); err != nil {
 		return nil, apiError(codes.Internal, ErrSubmitOrder, err)
 	}
 	return &protoapi.PrepareSubmitOrderResponse{
@@ -102,7 +110,7 @@ func (s *tradingService) PrepareCancelOrder(ctx context.Context, req *protoapi.C
 	if err != nil {
 		return nil, apiError(codes.Internal, ErrCancelOrder, err)
 	}
-	if raw, err = blockchain.TxEncode(raw, blockchain.CancelOrderCommand); err != nil {
+	if raw, err = txn.Encode(raw, txn.CancelOrderCommand); err != nil {
 		return nil, apiError(codes.Internal, ErrCancelOrder, err)
 	}
 	return &protoapi.PrepareCancelOrderResponse{
@@ -121,7 +129,7 @@ func (s *tradingService) PrepareAmendOrder(ctx context.Context, req *protoapi.Am
 	if err != nil {
 		return nil, apiError(codes.Internal, ErrAmendOrder, err)
 	}
-	if raw, err = blockchain.TxEncode(raw, blockchain.AmendOrderCommand); err != nil {
+	if raw, err = txn.Encode(raw, txn.AmendOrderCommand); err != nil {
 		return nil, apiError(codes.Internal, ErrAmendOrder, err)
 	}
 	return &protoapi.PrepareAmendOrderResponse{
@@ -159,7 +167,7 @@ func (s *tradingService) PrepareWithdraw(
 	if err != nil {
 		return nil, apiError(codes.Internal, ErrPrepareWithdraw, err)
 	}
-	if raw, err = blockchain.TxEncode(raw, blockchain.WithdrawCommand); err != nil {
+	if raw, err = txn.Encode(raw, txn.WithdrawCommand); err != nil {
 		return nil, apiError(codes.Internal, ErrPrepareWithdraw, err)
 	}
 	return &protoapi.PrepareWithdrawResponse{
@@ -185,7 +193,7 @@ func (s *tradingService) PrepareProposal(
 		return nil, apiError(codes.Internal, ErrPrepareProposal, err)
 	}
 
-	if raw, err = blockchain.TxEncode(raw, blockchain.ProposeCommand); err != nil {
+	if raw, err = txn.Encode(raw, txn.ProposeCommand); err != nil {
 		return nil, apiError(codes.Internal, ErrPrepareProposal, err)
 	}
 	return &protoapi.PrepareProposalResponse{
@@ -214,7 +222,7 @@ func (s *tradingService) PrepareVote(ctx context.Context, req *protoapi.PrepareV
 	if err != nil {
 		return nil, apiError(codes.Internal, ErrPrepareVote, err)
 	}
-	if raw, err = blockchain.TxEncode(raw, blockchain.VoteCommand); err != nil {
+	if raw, err = txn.Encode(raw, txn.VoteCommand); err != nil {
 		return nil, apiError(codes.Internal, ErrPrepareVote, err)
 	}
 	return &protoapi.PrepareVoteResponse{
@@ -223,6 +231,32 @@ func (s *tradingService) PrepareVote(ctx context.Context, req *protoapi.PrepareV
 	}, nil
 }
 
+func (s *tradingService) PrepareLiquidityProvision(ctx context.Context, req *protoapi.PrepareLiquidityProvisionRequest) (*protoapi.PrepareLiquidityProvisionResponse, error) {
+	startTime := time.Now()
+	defer metrics.APIRequestAndTimeGRPC("PrepareLiquidity", startTime)
+
+	if err := req.Validate(); err != nil {
+		return nil, apiError(codes.InvalidArgument, ErrMalformedRequest, err)
+	}
+
+	if err := s.liquidityService.PrepareLiquidityProvisionSubmission(ctx, req.Submission); err != nil {
+		return nil, apiError(codes.Internal, ErrPrepareVote, err)
+	}
+
+	raw, err := proto.Marshal(req.Submission)
+	if err != nil {
+		return nil, apiError(codes.Internal, ErrPrepareVote, err)
+	}
+
+	if raw, err = txn.Encode(raw, txn.LiquidityProvisionCommand); err != nil {
+		return nil, apiError(codes.Internal, ErrPrepareVote, err)
+	}
+
+	return &protoapi.PrepareLiquidityProvisionResponse{
+		Blob: raw,
+	}, nil
+}
+
 func (s *tradingService) PropagateChainEvent(ctx context.Context, req *protoapi.PropagateChainEventRequest) (*protoapi.PropagateChainEventResponse, error) {
 	if req.Evt == nil {
 		return nil, apiError(codes.InvalidArgument, ErrMalformedRequest)
@@ -248,7 +282,7 @@ func (s *tradingService) PropagateChainEvent(ctx context.Context, req *protoapi.
 	}
 
 	var ok = true
-	err = s.evtForwarder.Forward(req.Evt, req.PubKey)
+	err = s.evtForwarder.Forward(ctx, req.Evt, req.PubKey)
 	if err != nil {
 		s.log.Error("unable to forward chain event",
 			logging.String("pubkey", req.PubKey),

api/trading_data.go

@@ -222,6 +222,7 @@ type tradingDataService struct {
 	DepositService          DepositService
 	MarketDepthService      *subscribers.MarketDepthBuilder
 	NetParamsService        NetParamsService
+	LiquidityService        LiquidityService
 	ctx                     context.Context
 
 	chainID                  string
@@ -234,6 +235,22 @@ type tradingDataService struct {
 	netInfoLastUpdate time.Time
 }
 
+func (t *tradingDataService) LiquidityProvisions(ctx context.Context, req *protoapi.LiquidityProvisionsRequest) (*protoapi.LiquidityProvisionsResponse, error) {
+	defer metrics.StartAPIRequestAndTimeGRPC("LiquidityProvisions")()
+	lps, err := t.LiquidityService.Get(req.Market, req.Party)
+	if err != nil {
+		return nil, err
+	}
+	out := make([]*types.LiquidityProvision, 0, len(lps))
+	for _, v := range lps {
+		v := v
+		out = append(out, &v)
+	}
+	return &protoapi.LiquidityProvisionsResponse{
+		LiquidityProvisions: out,
+	}, nil
+}
+
 func (t *tradingDataService) NetworkParameters(ctx context.Context, req *protoapi.NetworkParametersRequest) (*protoapi.NetworkParametersResponse, error) {
 	defer metrics.StartAPIRequestAndTimeGRPC("NetworkParameters")()
 	nps := t.NetParamsService.GetAll()