liquidation

package

v0.75.8 Latest Latest Go to latest Published: Apr 3, 2024 License: AGPL-3.0 Imports: 14 Imported by: 0

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Repository

github.com/vegaprotocol/vega

Links

Open Source Insights

Documentation ¶

Index ¶

func GetDefaultStrat() *types.LiquidationStrategy
func GetLegacyStrat() *types.LiquidationStrategy
type Book
type Engine
- func New(log *logging.Logger, cfg *types.LiquidationStrategy, mktID string, ...) *Engine
type IDGen
type MarketLiquidity
type Pos
type Positions
type PriceMonitor

Constants ¶

This section is empty.

Variables ¶

This section is empty.

Functions ¶

func GetDefaultStrat ¶

func GetDefaultStrat() *types.LiquidationStrategy

GetDefaultStrat is exporeted, expected to be used to update existing proposals on protocol upgrade once that's happened, this code can be removed.

func GetLegacyStrat ¶

func GetLegacyStrat() *types.LiquidationStrategy

GetLegacyStrat is exported, same as defaul. This can be used for protocol upgrade it most closely resebles the old behaviour (network attempts to close out fully, in one go) this can be removed once protocol upgrade has completed.

Types ¶

type Book ¶

type Book interface {
	GetVolumeAtPrice(price *num.Uint, side types.Side) uint64
}

type Engine ¶

type Engine struct {
	// contains filtered or unexported fields
}

func New ¶

func New(log *logging.Logger, cfg *types.LiquidationStrategy, mktID string, broker common.Broker, book Book, as common.AuctionState, tSvc common.TimeService, ml MarketLiquidity, pe Positions, pmon PriceMonitor) *Engine

func (*Engine) ClearDistressedParties ¶

func (e *Engine) ClearDistressedParties(ctx context.Context, idgen IDGen, closed []events.Margin, mp, mmp *num.Uint) ([]events.MarketPosition, []string, []*types.Trade)

ClearDistressedParties transfers the open positions to the network, returns the market position events and party ID's for the market to remove the parties from things like positions engine and collateral.

func (*Engine) GetNetworkPosition ¶

func (e *Engine) GetNetworkPosition() events.MarketPosition

func (*Engine) GetNextCloseoutTS ¶

func (e *Engine) GetNextCloseoutTS() int64

func (*Engine) GetState ¶

func (e *Engine) GetState(key string) ([]byte, []types.StateProvider, error)

GetState must be thread-safe as it may be called from multiple goroutines concurrently!

func (*Engine) Keys ¶

func (e *Engine) Keys() []string

func (*Engine) LoadState ¶

func (e *Engine) LoadState(ctx context.Context, pl *types.Payload) ([]types.StateProvider, error)

func (*Engine) Namespace ¶

func (e *Engine) Namespace() types.SnapshotNamespace

func (*Engine) OnTick ¶

func (e *Engine) OnTick(ctx context.Context, now time.Time) (*types.Order, error)

func (*Engine) StopSnapshots ¶

func (e *Engine) StopSnapshots()

func (*Engine) Stopped ¶

func (e *Engine) Stopped() bool

func (*Engine) Update ¶

func (e *Engine) Update(cfg *types.LiquidationStrategy)

func (*Engine) UpdateMarkPrice ¶

func (e *Engine) UpdateMarkPrice(mp *num.Uint)

func (*Engine) UpdateNetworkPosition ¶

func (e *Engine) UpdateNetworkPosition(trades []*types.Trade)

type IDGen ¶

type IDGen interface {
	NextID() string
}

type MarketLiquidity ¶

type MarketLiquidity interface {
	ValidOrdersPriceRange() (*num.Uint, *num.Uint, error)
}

type Pos ¶

type Pos struct {
	// contains filtered or unexported fields
}

func (*Pos) AverageEntryPrice ¶

func (p *Pos) AverageEntryPrice() *num.Uint

func (*Pos) Buy ¶

func (p *Pos) Buy() int64

func (*Pos) BuySumProduct ¶

func (p *Pos) BuySumProduct() *num.Uint

func (*Pos) Party ¶

func (p *Pos) Party() string

func (*Pos) Price ¶

func (p *Pos) Price() *num.Uint

func (*Pos) Sell ¶

func (p *Pos) Sell() int64

func (*Pos) SellSumProduct ¶

func (p *Pos) SellSumProduct() *num.Uint

func (*Pos) Size ¶

func (p *Pos) Size() int64

func (*Pos) VWBuy ¶

func (p *Pos) VWBuy() *num.Uint

func (*Pos) VWSell ¶

func (p *Pos) VWSell() *num.Uint

type Positions ¶

type Positions interface {
	RegisterOrder(ctx context.Context, order *types.Order) *positions.MarketPosition
	Update(ctx context.Context, trade *types.Trade, passiveOrder, aggressiveOrder *types.Order) []events.MarketPosition
}

type PriceMonitor ¶ added in v0.74.7

type PriceMonitor interface {
	GetValidPriceRange() (num.WrappedDecimal, num.WrappedDecimal)
}

Source Files ¶

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Directories ¶

Path	Synopsis
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