feat: Adding ability to cancel liquidity provision (#561)

examples/nullchain.py

@@ -211,15 +211,17 @@
 
         # suspend market
         print(
-            f"market state: {vega_protos.markets.Market.State.Name(vega.get_latest_market_data(market_id).market_state)}"
+            "market state:"
+            f" {vega_protos.markets.Market.State.Name(vega.get_latest_market_data(market_id).market_state)}"
         )
         update_type = MarketStateUpdateType.Suspend
         print(f"submitting proposal: {update_type}")
         vega.update_market_state(
             proposal_key=MM_WALLET.name, market_id=market_id, market_state=update_type
         )
         print(
-            f"market state: {vega_protos.markets.Market.State.Name(vega.get_latest_market_data(market_id).market_state)}"
+            "market state:"
+            f" {vega_protos.markets.Market.State.Name(vega.get_latest_market_data(market_id).market_state)}"
         )
         # resume market
         vega.wait_for_total_catchup()
@@ -229,7 +231,8 @@
             proposal_key=MM_WALLET.name, market_id=market_id, market_state=update_type
         )
         print(
-            f"market state: {vega_protos.markets.Market.State.Name(vega.get_latest_market_data(market_id).market_state)}"
+            "market state:"
+            f" {vega_protos.markets.Market.State.Name(vega.get_latest_market_data(market_id).market_state)}"
         )
 
         input("Pausing to observe the market, press Enter to continue.")
@@ -251,7 +254,8 @@
             )
         vega.wait_for_total_catchup()
         print(
-            f"market state: {vega_protos.markets.Market.State.Name(vega.get_latest_market_data(market_id).market_state)}"
+            "market state:"
+            f" {vega_protos.markets.Market.State.Name(vega.get_latest_market_data(market_id).market_state)}"
         )
 
         vega.forward("10s")

vega_sim/api/trading.py

@@ -363,6 +363,42 @@ def submit_liquidity(
     logger.debug(f"Submitted liquidity on market {market_id}")
 
 
+def cancel_liquidity(
+    wallet_name: str,
+    wallet: Wallet,
+    market_id: str,
+    key_name: Optional[str] = None,
+):
+    """Cancel a custom liquidity profile.
+
+    Args:
+        wallet_name:
+            str, the wallet name performing the action
+        wallet:
+            Wallet, wallet client
+        market_id:
+            str, The ID of the market to place the commitment on
+        commitment_amount:
+            int, The amount in asset decimals of market asset to commit
+            to liquidity provision
+        fee:
+            float, The fee level at which to set the LP fee
+             (in %, e.g. 0.01 == 1% and 1 == 100%)
+        key_name:
+            Optional[str], key name stored in metadata. Defaults to None.
+    """
+
+    wallet.submit_transaction(
+        transaction=vega_protos.commands.v1.commands.LiquidityProvisionCancellation(
+            market_id=market_id,
+        ),
+        wallet_name=wallet_name,
+        transaction_type="liquidity_provision_cancellation",
+        key_name=key_name,
+    )
+    logger.debug(f"Cancelled liquidity on market {market_id}")
+
+
 def pegged_order(
     reference: vega_protos.vega.PeggedReference,
     offset: str,

vega_sim/scenario/fuzzed_markets/agents.py

@@ -613,6 +613,7 @@ def __init__(
         commitment_factor_min: float = 0.1,
         commitment_factor_max: float = 0.6,
         initial_asset_mint: float = 1e5,
+        probability_cancel: float = 0.01,
     ):
         super().__init__(key_name, tag, wallet_name, state_update_freq)
 
@@ -621,6 +622,7 @@ def __init__(
 
         self.commitment_factor_min = commitment_factor_min
         self.commitment_factor_max = commitment_factor_max
+        self.probability_cancel = probability_cancel
         self.random_state = random_state if random_state is not None else RandomState()
         self.initial_asset_mint = initial_asset_mint
 
@@ -668,6 +670,14 @@ def _gen_spec(self, side: vega_protos.vega.Side, is_valid: bool):
         )
 
     def step(self, vega_state):
+        if self.random_state.random() < self.probability_cancel:
+            self.vega.cancel_liquidity(
+                key_name=self.key_name,
+                wallet_name=self.wallet_name,
+                market_id=self.market_id,
+            )
+            return
+
         commitment_factor = (
             self.random_state.random_sample()
             * (self.commitment_factor_max - self.commitment_factor_min)
@@ -850,7 +860,8 @@ def __init__(
 
         if self.market_config.is_perp() and perp_settlement_data_generator == None:
             raise ValueError(
-                "'perp_settlement_data_generator' must be supplied when 'market_config' indicates a perp market"
+                "'perp_settlement_data_generator' must be supplied when 'market_config'"
+                " indicates a perp market"
             )
 
         self.settlement_price = settlement_price
@@ -1147,7 +1158,8 @@ def step(self, vega_state):
                 ):
                     continue
             logging.info(
-                "All fuzzed UpdateReferralProgram proposals failed, submitting sensible proposal."
+                "All fuzzed UpdateReferralProgram proposals failed, submitting sensible"
+                " proposal."
             )
             self._sensible_proposal()
 
@@ -1274,7 +1286,8 @@ def step(self, vega_state):
                 ):
                     continue
             logging.info(
-                "All fuzzed UpdateReferralProgram proposals failed, submitting sensible proposal."
+                "All fuzzed UpdateReferralProgram proposals failed, submitting sensible"
+                " proposal."
             )
             self._sensible_proposal()
 
@@ -1512,5 +1525,7 @@ def step(self, vega_state):
 
     def finalise(self):
         logging.debug(
-            f"Agent {self.name()} proposed {self.accepted_proposals}/{self.proposals} valid governance transfer proposals."
+            f"Agent {self.name()} proposed"
+            f" {self.accepted_proposals}/{self.proposals} valid governance transfer"
+            " proposals."
         )

vega_sim/service.py

@@ -571,11 +571,13 @@ def try_enable_perp_markets(
             if not self.get_network_parameter(key=perps_netparam, to_type="int"):
                 if raise_on_failure:
                     raise ValueError(
-                        "perps market proposals not allowed by default, allowing via network parameter change failed"
+                        "perps market proposals not allowed by default, allowing via"
+                        " network parameter change failed"
                     )
             else:
                 logger.info(
-                    f"successfully updated network parameter '{perps_netparam}' to '{desired_value}'"
+                    f"successfully updated network parameter '{perps_netparam}' to"
+                    f" '{desired_value}'"
                 )
 
     def create_simple_perps_market(
@@ -1420,7 +1422,8 @@ def submit_termination_and_settlement_data(
         oracle_name = filter_key.name
 
         logger.info(
-            f"Submitting market termination signal and settlement price {settlement_price} for {oracle_name}"
+            "Submitting market termination signal and settlement price"
+            f" {settlement_price} for {oracle_name}"
         )
 
         gov.submit_termination_and_settlement_data(
@@ -1865,6 +1868,38 @@ def submit_liquidity(
             key_name=key_name,
         )
 
+    def cancel_liquidity(
+        self,
+        key_name: str,
+        market_id: str,
+        wallet_name: Optional[str] = None,
+    ):
+        """Cancel a custom liquidity profile.
+
+        Args:
+            key_name:
+                str, the key name performing the action
+            market_id:
+                str, The ID of the market to place the commitment on
+            commitment_amount:
+                int, The amount in asset decimals of market asset to commit
+                to liquidity provision
+            fee:
+                float, The fee level at which to set the LP fee
+                 (in %, e.g. 0.01 == 1% and 1 == 100%)
+            is_amendment:
+                Optional bool, Is the submission an amendment to an existing provision
+                    If None, will query the network to check.
+            wallet_name:
+                optional, str name of wallet to use
+        """
+        return trading.cancel_liquidity(
+            market_id=market_id,
+            wallet=self.wallet,
+            wallet_name=wallet_name,
+            key_name=key_name,
+        )
+
     def find_market_id(self, name: str, raise_on_missing: bool = False) -> str:
         """Looks up the Market ID of a given market name
 
@@ -2578,9 +2613,11 @@ def one_off_transfer(
             wallet_name=from_wallet_name,
             key_name=from_key_name,
             from_account_type=from_account_type,
-            to=self.wallet.public_key(wallet_name=to_wallet_name, name=to_key_name)
-            if to_key_name is not None
-            else "0000000000000000000000000000000000000000000000000000000000000000",
+            to=(
+                self.wallet.public_key(wallet_name=to_wallet_name, name=to_key_name)
+                if to_key_name is not None
+                else "0000000000000000000000000000000000000000000000000000000000000000"
+            ),
             to_account_type=to_account_type,
             asset=asset,
             amount=str(num_to_padded_int(amount, adp)),
@@ -3164,9 +3201,11 @@ def get_fees_stats(
             market_id=market_id,
             asset_id=asset_id,
             epoch_seq=epoch_seq,
-            party_id=self.wallet.public_key(key_name, wallet_name)
-            if key_name is not None
-            else None,
+            party_id=(
+                self.wallet.public_key(key_name, wallet_name)
+                if key_name is not None
+                else None
+            ),
             asset_decimals=self.asset_decimals,
         )
 
@@ -3254,9 +3293,11 @@ def list_teams(
         return data.list_teams(
             data_client=self.trading_data_client_v2,
             team_id=team_id,
-            party_id=None
-            if key_name is None
-            else self.wallet.public_key(name=key_name, wallet_name=wallet_name),
+            party_id=(
+                None
+                if key_name is None
+                else self.wallet.public_key(name=key_name, wallet_name=wallet_name)
+            ),
         )
 
     def list_team_referees(