From 66c3c6cfeeb3986746e60616b6aeae32dc08be15 Mon Sep 17 00:00:00 2001
From: Charlie <charlie@vegaprotocol.io>
Date: Wed, 6 Dec 2023 14:38:19 +0000
Subject: [PATCH] fix: use default price monitoring
---
examples/visualisations/auction_exit.py | 2 +-
examples/visualisations/utils.py | 17 +++++++++++++----
2 files changed, 14 insertions(+), 5 deletions(-)
diff --git a/examples/visualisations/auction_exit.py b/examples/visualisations/auction_exit.py
index e33c2bfa1..b63c25426 100644
--- a/examples/visualisations/auction_exit.py
+++ b/examples/visualisations/auction_exit.py
@@ -56,7 +56,7 @@ def run(self, pause: bool = False, test: bool = False):
maker_fee=0.001,
liquidity_fee=0.001,
infrastructure_fee=0.001,
- price_monitoring=True,
+ default_price_monitoring=True,
)
# Create wallets and keys for traders
diff --git a/examples/visualisations/utils.py b/examples/visualisations/utils.py
index c9edfacb4..7f176d8c2 100644
--- a/examples/visualisations/utils.py
+++ b/examples/visualisations/utils.py
@@ -18,6 +18,8 @@
from vega_sim.service import PeggedOrder
from vega_sim.api.market import MarketConfig
+import vega_sim.proto.vega as vega_protos
+
PartyConfig = namedtuple("WalletConfig", ["wallet_name", "key_name"])
@@ -49,7 +51,7 @@ def continuous_market(
maker_fee: float = 0,
liquidity_fee: float = 0,
infrastructure_fee: float = 0,
- price_monitoring: bool = False,
+ default_price_monitoring: bool = False,
):
"""Creates a default market and exits the auction into continuous trading.
@@ -89,7 +91,7 @@ def continuous_market(
mint_settlement_asset(vega=vega, asset_id=asset_id)
market_id = propose_market(
- vega=vega, asset_id=asset_id, price_monitoring=price_monitoring
+ vega=vega, asset_id=asset_id, price_monitoring=default_price_monitoring
)
provide_liquidity(vega=vega, market_id=market_id, fee=liquidity_fee)
@@ -230,8 +232,15 @@ def propose_market(
name=AUX_PARTY_A.key_name,
),
)
- if not price_monitoring:
- market_config.set("price_monitoring_parameters.triggers", [])
+ if not default_price_monitoring:
+ market_config.set(
+ "price_monitoring_parameters.triggers",
+ [
+ vega_protos.markets.PriceMonitoringTrigger(
+ horizon=24 * 3600, probability="0.999999", auction_extension=5
+ )
+ ],
+ )
vega.create_market_from_config(
proposal_wallet_name=AUX_PARTY_A.wallet_name,