2021-04-07
Liquidity Commitments are now enabled in a near-final form. This allows any user on Vega to commit to providing liquidity for a specific market, and to earn a fee. Most of the fixes and improvements in this release relate to enabling this functionality.
In the next release, a liquidity commitment will be required when proposing a new market.
Improvements
- #3302 - Add reference to LP in orders created by LP
- #3183 - All orders from LP - including rejected orders - are now sent through the event bus
- #3248 - Store and propagate bond penalty
- #3266 - Add network parameters to control auction duration & extension
- #3264 - Add Liquidity Provision ID to orders created by LP commitments
- #3126 - Add transfer for bond slashing
- #3281 - Update scripts to go 1.16.2
- #3280 - Update to go 1.16.2
- #3235 - Extend unit test coverage for products
- #3219 - Remove
liquidityFeenetwork parameter - #3217 - Add an event bus event when a market closes
- #3214 - Add arbitrary data signing wallet endpoint
- #3316 - Add tests for traders closing their own position
- #3270 - Feature test refactor: Add Liquidity Provision feature tests
- #3289 - Feature test refactor: Remove unused steps
- #3275 - Feature test refactor: Refactor order cancellation steps
- #3230 - Feature test refactor: Refactor trader amends step
- #3226 - Feature test refactor: Refactor features with invalid order specs
- #3200 - Feature test refactor: Add step to end opening auction
- #3201 - Feature test refactor: Add step to amend order by reference
- #3204 - Feature test refactor: Add step to place pegged orders
- #3207 - Feature test refactor: Add step to create Liquidity Provision
- #3212 - Feature test refactor: Remove unused settlement price step
- #3203 - Feature test refactor: Rework Submit Order step
- #3251 - Feature test refactor: Split market declaration
- #3314 - Feature test refactor: Apply naming convention to assertions
- #3295 - Refactor governance engine tests
- #3298 - Add order book caching
- #3307 - Use
UpdateNetworkParamsto validate network parameter updates - #3308 - Add probability of trading
Fixes
- #3249 - GraphQL:
LiquidityProvisionis no longer missing from theEventBusunion - #3253 - Verify all properties on oracle specs
- #3224 - Check for wash trades when FOK orders uncross
- #3257 - Order Status is now only
Activewhen it is submitted to the book - #3285 - LP provisions are now properly stopped when a market is rejected
- #3290 - Update Market Value Proxy at the end of each block
- #3267 - Ensure Liquidity Auctions are not left if it would result in an empty book
- #3286 - Reduce some log levels
- #3263 - Fix incorrect context object in Liquidity Provisions
- #3283 - Remove debug code
- #3198 - chore: Add spell checking to build pipeline
- #3303 - Reduce market depth updates when nothing changes
- #3310 - Fees are no longer paid to inactive LPs
- #3305 - Fix validation of governance proposal terms
- #3311 -
targetStakeis now an unsigned integer - #3313 - Fix invalid account wrapping