Merge pull request #228 from vegaprotocol/227-allow-lp-shape-configur…

…ation

Configure number of LP orders per side

CHANGELOG.md

@@ -55,6 +55,7 @@
 - [218](https://github.com/vegaprotocol/vegatools/issue/218) - perftest allows multiple LPs and moving of mid price for random orders 
 - [222](https://github.com/vegaprotocol/vegatools/issue/222) - Updated market proposal text with renamed fields
 - [225](https://github.com/vegaprotocol/vegatools/issue/225) - Add option to dump total event counts
+- [227](https://github.com/vegaprotocol/vegatools/issue/227) - Allow configuration of the LP shape
 
 ### 🐛 Fixes
 - [78](https://github.com/vegaprotocol/vegatools/pull/78) - Fix build with missing dependency

cmd/perftest.go

@@ -26,6 +26,7 @@ func init() {
 	perfTestCmd.Flags().IntVarP(&opts.UserCount, "users", "u", 10, "number of users to send commands with")
 	perfTestCmd.Flags().IntVarP(&opts.MarketCount, "markets", "m", 1, "number of markets to create and use")
 	perfTestCmd.Flags().IntVarP(&opts.Voters, "voters", "v", 3, "number of accounts to assign voting power")
+	perfTestCmd.Flags().IntVarP(&opts.LPOrdersPerSide, "lporders", "l", 3, "number of orders per side in the LP shape")
 	perfTestCmd.Flags().BoolVarP(&opts.MoveMid, "movemidprice", "p", false, "allow the mid price we place orders around to move randomly")
 	perfTestCmd.MarkFlagRequired("address")
 	perfTestCmd.MarkFlagRequired("wallet")

go.mod

@@ -4,7 +4,7 @@ go 1.19
 
 require (
 	code.vegaprotocol.io/shared v0.0.0-20220704150014-7c22d12ccb72
-	code.vegaprotocol.io/vega v0.57.1-0.20221007134620-54ab707ac14d
+	code.vegaprotocol.io/vega v0.58.1-0.20221018160916-e5debe36ecb1
 	github.com/cosmos/iavl v0.19.1
 	github.com/ethereum/go-ethereum v1.10.21
 	github.com/gdamore/tcell/v2 v2.5.2

go.sum

@@ -2,8 +2,8 @@ cloud.google.com/go v0.26.0/go.mod h1:aQUYkXzVsufM+DwF1aE+0xfcU+56JwCaLick0ClmMT
 cloud.google.com/go v0.34.0/go.mod h1:aQUYkXzVsufM+DwF1aE+0xfcU+56JwCaLick0ClmMTw=
 code.vegaprotocol.io/shared v0.0.0-20220704150014-7c22d12ccb72 h1:BJwmbEbC+ujqLSA1dSyUwDOc4+aRoZcndj/RM210CtE=
 code.vegaprotocol.io/shared v0.0.0-20220704150014-7c22d12ccb72/go.mod h1:P9MfU2GyzI4Vc7OrKx9+qN9JV0bNGFB/aYe0++e7158=
-code.vegaprotocol.io/vega v0.57.1-0.20221007134620-54ab707ac14d h1:9CJJLpF/oldVly33eZi1lQKTGwkVEgNnMx3XxV+yipU=
-code.vegaprotocol.io/vega v0.57.1-0.20221007134620-54ab707ac14d/go.mod h1:FQ3Q23aHsBNIzNL4YyTab2w/cleZQlr/vPfhQym04v4=
+code.vegaprotocol.io/vega v0.58.1-0.20221018160916-e5debe36ecb1 h1:zqPMCOusWpPDPsm8f25fLIxv9cU95nFsIfdvYWTv0KQ=
+code.vegaprotocol.io/vega v0.58.1-0.20221018160916-e5debe36ecb1/go.mod h1:G9A0haG9Qf0GNd6oza8UeDxF9hDVHRwM+1OkUcZnfac=
 github.com/BurntSushi/toml v0.3.1/go.mod h1:xHWCNGjB5oqiDr8zfno3MHue2Ht5sIBksp03qcyfWMU=
 github.com/DataDog/zstd v1.4.1 h1:3oxKN3wbHibqx897utPC2LTQU4J+IHWWJO+glkAkpFM=
 github.com/DataDog/zstd v1.4.1/go.mod h1:1jcaCB/ufaK+sKp1NBhlGmpz41jOoPQ35bpF36t7BBo=

perftest/datanode.go

@@ -7,7 +7,7 @@ import (
 	"strconv"
 	"time"
 
-	datanode "code.vegaprotocol.io/vega/protos/data-node/api/v1"
+	datanode "code.vegaprotocol.io/vega/protos/data-node/api/v2"
 	proto "code.vegaprotocol.io/vega/protos/vega"
 	v1 "code.vegaprotocol.io/vega/protos/vega/commands/v1"
 )
@@ -17,82 +17,100 @@ type dnWrapper struct {
 	wallet   walletWrapper
 }
 
+func (d *dnWrapper) getNetworkParam(param string) (string, error) {
+	request := &datanode.GetNetworkParameterRequest{
+		Key: param,
+	}
+
+	response, err := d.dataNode.GetNetworkParameter(context.Background(), request)
+	if err != nil {
+		return "", err
+	}
+
+	return response.NetworkParameter.Value, nil
+}
+
 func (d *dnWrapper) getAssets() (map[string]string, error) {
-	request := &datanode.AssetsRequest{}
+	request := &datanode.ListAssetsRequest{}
 
-	response, err := d.dataNode.Assets(context.Background(), request)
+	response, err := d.dataNode.ListAssets(context.Background(), request)
 	if err != nil {
 		return nil, err
 	}
 	assets := map[string]string{}
-	for _, asset := range response.Assets {
-		assets[asset.Details.Symbol] = asset.Id
+	for _, asset := range response.GetAssets().GetEdges() {
+		assets[asset.Node.Details.Symbol] = asset.Node.Id
 	}
 	return assets, nil
 }
 
 func (d *dnWrapper) getAssetsPerUser(pubKey, asset string) (int64, error) {
-	request := &datanode.PartyAccountsRequest{
-		PartyId: pubKey,
-		Asset:   asset,
+	request := &datanode.ListAccountsRequest{
+		Filter: &datanode.AccountFilter{
+			AssetId:  asset,
+			PartyIds: []string{pubKey},
+			AccountTypes: []proto.AccountType{
+				proto.AccountType_ACCOUNT_TYPE_GENERAL,
+			},
+		},
 	}
 
-	response, err := d.dataNode.PartyAccounts(context.Background(), request)
+	response, err := d.dataNode.ListAccounts(context.Background(), request)
 	if err != nil {
 		return 0, err
 	}
-	for _, account := range response.Accounts {
-		if account.Type == proto.AccountType_ACCOUNT_TYPE_GENERAL {
-			return strconv.ParseInt(account.Balance, 10, 64)
-		}
+	for _, account := range response.Accounts.Edges {
+		return strconv.ParseInt(account.Account.Balance, 10, 64)
 	}
 	return 0, nil
 }
 
 func (d *dnWrapper) getMarkets() []string {
-	marketsReq := &datanode.MarketsRequest{}
+	marketsReq := &datanode.ListMarketsRequest{}
 
-	response, err := d.dataNode.Markets(context.Background(), marketsReq)
+	response, err := d.dataNode.ListMarkets(context.Background(), marketsReq)
 	if err != nil {
 		log.Println(err)
 		return nil
 	}
 	marketIDs := []string{}
-	for _, market := range response.Markets {
-		if market.State != proto.Market_STATE_REJECTED {
-			marketIDs = append(marketIDs, market.Id)
+	for _, market := range response.Markets.Edges {
+		if market.Node.State != proto.Market_STATE_REJECTED {
+			marketIDs = append(marketIDs, market.Node.Id)
 		}
 	}
 	return marketIDs
 }
 
 func (d *dnWrapper) getPendingProposalID() (string, error) {
-	request := &datanode.GetProposalsRequest{}
+	request := &datanode.ListGovernanceDataRequest{}
 
-	response, err := d.dataNode.GetProposals(context.Background(), request)
+	response, err := d.dataNode.ListGovernanceData(context.Background(), request)
 	if err != nil {
 		log.Println(err)
 	}
 
-	for _, proposal := range response.GetData() {
-		if proposal.Proposal.State == proto.Proposal_STATE_OPEN {
-			return proposal.Proposal.Id, nil
+	for _, proposal := range response.Connection.Edges {
+		if proposal.Node.Proposal.State == proto.Proposal_STATE_OPEN {
+			return proposal.Node.Proposal.Id, nil
 		}
 	}
 	return "", fmt.Errorf("no pending proposals found")
 }
 
 func (d *dnWrapper) waitForMarketEnactment(marketID string, maxWaitSeconds int) error {
-	request := &datanode.GetProposalsRequest{}
+	request := &datanode.ListGovernanceDataRequest{
+		ProposalReference: &marketID,
+	}
 
 	for i := 0; i < maxWaitSeconds; i++ {
-		response, err := d.dataNode.GetProposals(context.Background(), request)
+		response, err := d.dataNode.ListGovernanceData(context.Background(), request)
 		if err != nil {
 			return err
 		}
 
-		for _, proposal := range response.GetData() {
-			if proposal.Proposal.State == proto.Proposal_STATE_ENACTED {
+		for _, proposal := range response.Connection.Edges {
+			if proposal.Node.Proposal.State == proto.Proposal_STATE_ENACTED {
 				return nil
 			}
 		}

perftest/perftest.go

@@ -5,12 +5,13 @@ import (
 	"fmt"
 	"log"
 	"math/rand"
+	"strconv"
 	"time"
 
 	"google.golang.org/grpc"
 	"google.golang.org/grpc/credentials/insecure"
 
-	datanode "code.vegaprotocol.io/vega/protos/data-node/api/v1"
+	datanode "code.vegaprotocol.io/vega/protos/data-node/api/v2"
 	proto "code.vegaprotocol.io/vega/protos/vega"
 	commandspb "code.vegaprotocol.io/vega/protos/vega/commands/v1"
 )
@@ -27,6 +28,7 @@ type Opts struct {
 	MarketCount       int
 	Voters            int
 	MoveMid           bool
+	LPOrdersPerSide   int
 }
 
 type perfLoadTesting struct {
@@ -103,7 +105,7 @@ func (p *perfLoadTesting) depositTokens(assets map[string]string, faucetURL, gan
 	return nil
 }
 
-func (p *perfLoadTesting) proposeAndEnactMarket(numberOfMarkets, voters int) ([]string, error) {
+func (p *perfLoadTesting) proposeAndEnactMarket(numberOfMarkets, voters, maxLPShape int) ([]string, error) {
 	markets := p.dataNode.getMarkets()
 	if len(markets) == 0 {
 		for i := 0; i < numberOfMarkets; i++ {
@@ -132,7 +134,7 @@ func (p *perfLoadTesting) proposeAndEnactMarket(numberOfMarkets, voters int) ([]
 		for i := 0; i < len(markets); i++ {
 			// Send in a liquidity provision so we can get the market out of auction
 			for j := 0; j < voters; j++ {
-				p.wallet.SendLiquidityProvision(p.users[j], markets[i])
+				p.wallet.SendLiquidityProvision(p.users[j], markets[i], maxLPShape)
 			}
 
 			p.wallet.SendOrder(p.users[0], &commandspb.OrderSubmission{MarketId: markets[i],
@@ -317,9 +319,20 @@ func Run(opts Opts) error {
 	}
 	fmt.Println("Complete")
 
+	networkParam, err := plt.dataNode.getNetworkParam("market.liquidityProvision.shapes.maxSize")
+	if err != nil {
+		fmt.Println("Failed to get LP maximum shape size")
+		return err
+	}
+	maxLPShape, _ := strconv.ParseInt(networkParam, 0, 32)
+
+	if opts.LPOrdersPerSide > int(maxLPShape) {
+		return fmt.Errorf("supplied lp size greater than network param (%d>%d)", opts.LPOrdersPerSide, maxLPShape)
+	}
+
 	// Send in a proposal to create a new market and vote to get it through
 	fmt.Print("Proposing and voting in new market...")
-	marketIDs, err := plt.proposeAndEnactMarket(opts.MarketCount, opts.Voters)
+	marketIDs, err := plt.proposeAndEnactMarket(opts.MarketCount, opts.Voters, opts.LPOrdersPerSide)
 	if err != nil {
 		fmt.Println("FAILED")
 		return err

perftest/wallet.go

@@ -7,6 +7,7 @@ import (
 	"io"
 	"log"
 	"net/http"
+	"strconv"
 	"strings"
 	"time"
 
@@ -360,48 +361,33 @@ func (w *walletWrapper) SendNewMarketProposal(marketIndex int, user UserDetails)
 	return w.SignSubmitTx(user.token, cmd)
 }
 
-func (w *walletWrapper) SendLiquidityProvision(user UserDetails, marketID string) error {
+func (w *walletWrapper) SendLiquidityProvision(user UserDetails, marketID string, orderCount int) error {
 	lp := commandspb.LiquidityProvisionSubmission{
 		MarketId:         marketID,
 		Reference:        "MarketLiquidity",
 		Fee:              "0.01",
 		CommitmentAmount: "50000000",
-		Buys: []*proto.LiquidityOrder{
-			{
-				Reference:  proto.PeggedReference_PEGGED_REFERENCE_BEST_BID,
-				Proportion: 10,
-				Offset:     "1000",
-			},
-			{
-				Reference:  proto.PeggedReference_PEGGED_REFERENCE_BEST_BID,
-				Proportion: 10,
-				Offset:     "1500",
-			},
-			{
-				Reference:  proto.PeggedReference_PEGGED_REFERENCE_MID,
-				Proportion: 10,
-				Offset:     "2000",
-			},
-		},
-		Sells: []*proto.LiquidityOrder{
-			{
-				Reference:  proto.PeggedReference_PEGGED_REFERENCE_BEST_ASK,
-				Proportion: 10,
-				Offset:     "2000",
-			},
-			{
-				Reference:  proto.PeggedReference_PEGGED_REFERENCE_BEST_ASK,
-				Proportion: 10,
-				Offset:     "1500",
-			},
-			{
-				Reference:  proto.PeggedReference_PEGGED_REFERENCE_MID,
-				Proportion: 10,
-				Offset:     "1000",
-			},
-		},
 	}
 
+	// Generate the buy and sell side LP orders
+	buys := make([]*proto.LiquidityOrder, orderCount)
+	sells := make([]*proto.LiquidityOrder, orderCount)
+	for i := 0; i < orderCount; i++ {
+		buys[i] = &proto.LiquidityOrder{
+			Reference:  proto.PeggedReference_PEGGED_REFERENCE_BEST_BID,
+			Proportion: 10,
+			Offset:     strconv.FormatInt(int64(1000+(i*10)), 10),
+		}
+		sells[i] = &proto.LiquidityOrder{
+			Reference:  proto.PeggedReference_PEGGED_REFERENCE_BEST_ASK,
+			Proportion: 10,
+			Offset:     strconv.FormatInt(int64(1000+(i*10)), 10),
+		}
+	}
+
+	lp.Buys = buys
+	lp.Sells = sells
+
 	m := jsonpb.Marshaler{}
 
 	submitTxReq := &walletpb.SubmitTransactionRequest{