feat: Adding isolated margin to fuzzer (#588)

* feat: Isolated Margin

.env

@@ -1,4 +1,4 @@
-VEGA_SIM_VEGA_TAG=307a4d1bbe35d2fafa54cc581deec5a2b4665193
+VEGA_SIM_VEGA_TAG=194fc8ed397013eb73fa237a1a33148aa139aae7
 VEGA_SIM_CONSOLE_TAG=develop
 VEGA_DEFAULT_KEY_NAME='Key 1'
 VEGA_SIM_NETWORKS_INTERNAL_TAG=main

Jenkinsfile

@@ -14,7 +14,7 @@ pipeline {
         disableConcurrentBuilds(abortPrevious: true)
     }
     parameters {
-        string( name: 'VEGA_VERSION', defaultValue: '307a4d1bbe35d2fafa54cc581deec5a2b4665193',
+        string( name: 'VEGA_VERSION', defaultValue: '194fc8ed397013eb73fa237a1a33148aa139aae7',
                 description: 'Git branch, tag or hash of the vegaprotocol/vega repository')
         string( name: 'VEGACAPSULE_VERSION', defaultValue: 'main',
                 description: 'Git branch, tag or hash of the vegaprotocol/vegacapsule repository')

examples/nullchain.py

@@ -106,6 +106,12 @@
             is_amendment=False,
         )
 
+        vega.update_margin_mode(
+            key_name=MM_WALLET.name,
+            margin_mode="MODE_ISOLATED_MARGIN",
+            margin_factor=0.5,
+            market_id=market_id,
+        )
         vega.submit_order(
             trading_key=MM_WALLET.name,
             market_id=market_id,

vega_sim/api/trading.py

@@ -803,4 +803,22 @@ def submit_stop_orders(
         transaction_type="stop_orders_submission",
         key_name=key_name,
     )
-    logger.debug(f"Submitted stop orders.")
+    logger.debug("Submitted stop orders.")
+
+
+def update_margin_mode(
+    wallet: Wallet,
+    key_name: str,
+    market_id: str,
+    margin_mode: Union[str, vega_protos.commands.v1.commands.UpdateMarginMode.Mode],
+    wallet_name: Optional[str] = None,
+    margin_factor: Optional[str] = None,
+):
+    wallet.submit_transaction(
+        transaction=vega_protos.commands.v1.commands.UpdateMarginMode(
+            market_id=market_id, mode=margin_mode, margin_factor=margin_factor
+        ),
+        wallet_name=wallet_name,
+        key_name=key_name,
+        transaction_type="update_margin_mode",
+    )

vega_sim/proto/data_node/api/v2/trading_data_pb2.pyi

@@ -5383,3 +5383,88 @@ class IndividualGameEntity(_message.Message):
         reward_earned: _Optional[str] = ...,
         total_rewards_earned: _Optional[str] = ...,
     ) -> None: ...
+
+class ListPartyMarginModesRequest(_message.Message):
+    __slots__ = ("market_id", "party_id", "pagination")
+    MARKET_ID_FIELD_NUMBER: _ClassVar[int]
+    PARTY_ID_FIELD_NUMBER: _ClassVar[int]
+    PAGINATION_FIELD_NUMBER: _ClassVar[int]
+    market_id: str
+    party_id: str
+    pagination: Pagination
+    def __init__(
+        self,
+        market_id: _Optional[str] = ...,
+        party_id: _Optional[str] = ...,
+        pagination: _Optional[_Union[Pagination, _Mapping]] = ...,
+    ) -> None: ...
+
+class ListPartyMarginModesResponse(_message.Message):
+    __slots__ = ("party_margin_modes",)
+    PARTY_MARGIN_MODES_FIELD_NUMBER: _ClassVar[int]
+    party_margin_modes: PartyMarginModesConnection
+    def __init__(
+        self,
+        party_margin_modes: _Optional[
+            _Union[PartyMarginModesConnection, _Mapping]
+        ] = ...,
+    ) -> None: ...
+
+class PartyMarginModesConnection(_message.Message):
+    __slots__ = ("edges", "page_info")
+    EDGES_FIELD_NUMBER: _ClassVar[int]
+    PAGE_INFO_FIELD_NUMBER: _ClassVar[int]
+    edges: _containers.RepeatedCompositeFieldContainer[PartyMarginModeEdge]
+    page_info: PageInfo
+    def __init__(
+        self,
+        edges: _Optional[_Iterable[_Union[PartyMarginModeEdge, _Mapping]]] = ...,
+        page_info: _Optional[_Union[PageInfo, _Mapping]] = ...,
+    ) -> None: ...
+
+class PartyMarginModeEdge(_message.Message):
+    __slots__ = ("node", "cursor")
+    NODE_FIELD_NUMBER: _ClassVar[int]
+    CURSOR_FIELD_NUMBER: _ClassVar[int]
+    node: PartyMarginMode
+    cursor: str
+    def __init__(
+        self,
+        node: _Optional[_Union[PartyMarginMode, _Mapping]] = ...,
+        cursor: _Optional[str] = ...,
+    ) -> None: ...
+
+class PartyMarginMode(_message.Message):
+    __slots__ = (
+        "market_id",
+        "party_id",
+        "margin_mode",
+        "margin_factor",
+        "min_theoretical_margin_factor",
+        "max_theoretical_leverage",
+        "at_epoch",
+    )
+    MARKET_ID_FIELD_NUMBER: _ClassVar[int]
+    PARTY_ID_FIELD_NUMBER: _ClassVar[int]
+    MARGIN_MODE_FIELD_NUMBER: _ClassVar[int]
+    MARGIN_FACTOR_FIELD_NUMBER: _ClassVar[int]
+    MIN_THEORETICAL_MARGIN_FACTOR_FIELD_NUMBER: _ClassVar[int]
+    MAX_THEORETICAL_LEVERAGE_FIELD_NUMBER: _ClassVar[int]
+    AT_EPOCH_FIELD_NUMBER: _ClassVar[int]
+    market_id: str
+    party_id: str
+    margin_mode: _vega_pb2.MarginMode
+    margin_factor: str
+    min_theoretical_margin_factor: str
+    max_theoretical_leverage: str
+    at_epoch: int
+    def __init__(
+        self,
+        market_id: _Optional[str] = ...,
+        party_id: _Optional[str] = ...,
+        margin_mode: _Optional[_Union[_vega_pb2.MarginMode, str]] = ...,
+        margin_factor: _Optional[str] = ...,
+        min_theoretical_margin_factor: _Optional[str] = ...,
+        max_theoretical_leverage: _Optional[str] = ...,
+        at_epoch: _Optional[int] = ...,
+    ) -> None: ...

vega_sim/proto/data_node/api/v2/trading_data_pb2_grpc.py

@@ -597,6 +597,11 @@ def __init__(self, channel):
             request_serializer=data__node_dot_api_dot_v2_dot_trading__data__pb2.ListGamesRequest.SerializeToString,
             response_deserializer=data__node_dot_api_dot_v2_dot_trading__data__pb2.ListGamesResponse.FromString,
         )
+        self.ListPartyMarginModes = channel.unary_unary(
+            "/datanode.api.v2.TradingDataService/ListPartyMarginModes",
+            request_serializer=data__node_dot_api_dot_v2_dot_trading__data__pb2.ListPartyMarginModesRequest.SerializeToString,
+            response_deserializer=data__node_dot_api_dot_v2_dot_trading__data__pb2.ListPartyMarginModesResponse.FromString,
+        )
         self.ExportNetworkHistory = channel.unary_stream(
             "/datanode.api.v2.TradingDataService/ExportNetworkHistory",
             request_serializer=data__node_dot_api_dot_v2_dot_trading__data__pb2.ExportNetworkHistoryRequest.SerializeToString,
@@ -1717,6 +1722,15 @@ def ListGames(self, request, context):
         context.set_details("Method not implemented!")
         raise NotImplementedError("Method not implemented!")
 
+    def ListPartyMarginModes(self, request, context):
+        """List margin modes per party per market
+
+        Get a list of all margin modes, or for a specific market ID, or party ID.
+        """
+        context.set_code(grpc.StatusCode.UNIMPLEMENTED)
+        context.set_details("Method not implemented!")
+        raise NotImplementedError("Method not implemented!")
+
     def ExportNetworkHistory(self, request, context):
         """Export network history as CSV
 
@@ -2376,6 +2390,11 @@ def add_TradingDataServiceServicer_to_server(servicer, server):
             request_deserializer=data__node_dot_api_dot_v2_dot_trading__data__pb2.ListGamesRequest.FromString,
             response_serializer=data__node_dot_api_dot_v2_dot_trading__data__pb2.ListGamesResponse.SerializeToString,
         ),
+        "ListPartyMarginModes": grpc.unary_unary_rpc_method_handler(
+            servicer.ListPartyMarginModes,
+            request_deserializer=data__node_dot_api_dot_v2_dot_trading__data__pb2.ListPartyMarginModesRequest.FromString,
+            response_serializer=data__node_dot_api_dot_v2_dot_trading__data__pb2.ListPartyMarginModesResponse.SerializeToString,
+        ),
         "ExportNetworkHistory": grpc.unary_stream_rpc_method_handler(
             servicer.ExportNetworkHistory,
             request_deserializer=data__node_dot_api_dot_v2_dot_trading__data__pb2.ExportNetworkHistoryRequest.FromString,
@@ -5761,6 +5780,35 @@ def ListGames(
             metadata,
         )
 
+    @staticmethod
+    def ListPartyMarginModes(
+        request,
+        target,
+        options=(),
+        channel_credentials=None,
+        call_credentials=None,
+        insecure=False,
+        compression=None,
+        wait_for_ready=None,
+        timeout=None,
+        metadata=None,
+    ):
+        return grpc.experimental.unary_unary(
+            request,
+            target,
+            "/datanode.api.v2.TradingDataService/ListPartyMarginModes",
+            data__node_dot_api_dot_v2_dot_trading__data__pb2.ListPartyMarginModesRequest.SerializeToString,
+            data__node_dot_api_dot_v2_dot_trading__data__pb2.ListPartyMarginModesResponse.FromString,
+            options,
+            channel_credentials,
+            insecure,
+            call_credentials,
+            compression,
+            wait_for_ready,
+            timeout,
+            metadata,
+        )
+
     @staticmethod
     def ExportNetworkHistory(
         request,

vega_sim/proto/vega/events/v1/events_pb2.pyi

@@ -116,6 +116,7 @@ class BusEventType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
     BUS_EVENT_TYPE_VESTING_SUMMARY: _ClassVar[BusEventType]
     BUS_EVENT_TYPE_TRANSFER_FEES_PAID: _ClassVar[BusEventType]
     BUS_EVENT_TYPE_TRANSFER_FEES_DISCOUNT_UPDATED: _ClassVar[BusEventType]
+    BUS_EVENT_TYPE_PARTY_MARGIN_MODE_UPDATED: _ClassVar[BusEventType]
     BUS_EVENT_TYPE_MARKET: _ClassVar[BusEventType]
     BUS_EVENT_TYPE_TX_ERROR: _ClassVar[BusEventType]
 
@@ -208,6 +209,7 @@ BUS_EVENT_TYPE_PAID_LIQUIDITY_FEES_STATS_UPDATED: BusEventType
 BUS_EVENT_TYPE_VESTING_SUMMARY: BusEventType
 BUS_EVENT_TYPE_TRANSFER_FEES_PAID: BusEventType
 BUS_EVENT_TYPE_TRANSFER_FEES_DISCOUNT_UPDATED: BusEventType
+BUS_EVENT_TYPE_PARTY_MARGIN_MODE_UPDATED: BusEventType
 BUS_EVENT_TYPE_MARKET: BusEventType
 BUS_EVENT_TYPE_TX_ERROR: BusEventType
 
@@ -2250,6 +2252,41 @@ class PaidLiquidityFeesStats(_message.Message):
         fees_paid_per_party: _Optional[_Iterable[_Union[PartyAmount, _Mapping]]] = ...,
     ) -> None: ...
 
+class PartyMarginModeUpdated(_message.Message):
+    __slots__ = (
+        "market_id",
+        "party_id",
+        "margin_mode",
+        "margin_factor",
+        "min_theoretical_margin_factor",
+        "max_theoretical_leverage",
+        "at_epoch",
+    )
+    MARKET_ID_FIELD_NUMBER: _ClassVar[int]
+    PARTY_ID_FIELD_NUMBER: _ClassVar[int]
+    MARGIN_MODE_FIELD_NUMBER: _ClassVar[int]
+    MARGIN_FACTOR_FIELD_NUMBER: _ClassVar[int]
+    MIN_THEORETICAL_MARGIN_FACTOR_FIELD_NUMBER: _ClassVar[int]
+    MAX_THEORETICAL_LEVERAGE_FIELD_NUMBER: _ClassVar[int]
+    AT_EPOCH_FIELD_NUMBER: _ClassVar[int]
+    market_id: str
+    party_id: str
+    margin_mode: _vega_pb2.MarginMode
+    margin_factor: str
+    min_theoretical_margin_factor: str
+    max_theoretical_leverage: str
+    at_epoch: int
+    def __init__(
+        self,
+        market_id: _Optional[str] = ...,
+        party_id: _Optional[str] = ...,
+        margin_mode: _Optional[_Union[_vega_pb2.MarginMode, str]] = ...,
+        margin_factor: _Optional[str] = ...,
+        min_theoretical_margin_factor: _Optional[str] = ...,
+        max_theoretical_leverage: _Optional[str] = ...,
+        at_epoch: _Optional[int] = ...,
+    ) -> None: ...
+
 class BusEvent(_message.Message):
     __slots__ = (
         "id",
@@ -2336,6 +2373,7 @@ class BusEvent(_message.Message):
         "vesting_balances_summary",
         "transfer_fees",
         "transfer_fees_discount",
+        "party_margin_mode_updated",
         "market",
         "tx_err_event",
         "version",
@@ -2426,6 +2464,7 @@ class BusEvent(_message.Message):
     VESTING_BALANCES_SUMMARY_FIELD_NUMBER: _ClassVar[int]
     TRANSFER_FEES_FIELD_NUMBER: _ClassVar[int]
     TRANSFER_FEES_DISCOUNT_FIELD_NUMBER: _ClassVar[int]
+    PARTY_MARGIN_MODE_UPDATED_FIELD_NUMBER: _ClassVar[int]
     MARKET_FIELD_NUMBER: _ClassVar[int]
     TX_ERR_EVENT_FIELD_NUMBER: _ClassVar[int]
     VERSION_FIELD_NUMBER: _ClassVar[int]
@@ -2515,6 +2554,7 @@ class BusEvent(_message.Message):
     vesting_balances_summary: VestingBalancesSummary
     transfer_fees: TransferFees
     transfer_fees_discount: TransferFeesDiscount
+    party_margin_mode_updated: PartyMarginModeUpdated
     market: MarketEvent
     tx_err_event: TxErrorEvent
     version: int
@@ -2646,6 +2686,9 @@ class BusEvent(_message.Message):
         ] = ...,
         transfer_fees: _Optional[_Union[TransferFees, _Mapping]] = ...,
         transfer_fees_discount: _Optional[_Union[TransferFeesDiscount, _Mapping]] = ...,
+        party_margin_mode_updated: _Optional[
+            _Union[PartyMarginModeUpdated, _Mapping]
+        ] = ...,
         market: _Optional[_Union[MarketEvent, _Mapping]] = ...,
         tx_err_event: _Optional[_Union[TxErrorEvent, _Mapping]] = ...,
         version: _Optional[int] = ...,

vega_sim/scenario/fuzzed_markets/agents.py

@@ -120,6 +120,19 @@ def step(self, vega_state):
             cancellations=cancellations,
             stop_orders_submission=stop_orders_submissions,
         )
+        self.fuzz_isolated_margin_state()
+
+    def fuzz_isolated_margin_state(self):
+        if self.random_state.random() > 0.95:
+            self.vega.update_margin_mode(
+                key_name=self.key_name,
+                wallet_name=self.wallet_name,
+                market_id=self.market_id,
+                margin_mode=self.random_state.choice(
+                    ["MODE_CROSS_MARGIN", "MODE_ISOLATED_MARGIN"]
+                ),
+                margin_factor=self.random_state.random(),
+            )
 
     def create_fuzzed_cancellation(self, vega_state):
         order_id = self._select_order_id()
@@ -328,6 +341,7 @@ def finalise(self):
                 import plotly.express as px
 
                 FuzzingAgent.OUTPUTTED = True
+
                 df = pd.DataFrame.from_dict(FuzzingAgent.MEMORY)
                 df = (
                     df.groupby(list(FuzzingAgent.MEMORY.keys()))

vega_sim/service.py

@@ -3553,6 +3553,23 @@ def submit_proposal(
 
         self.wait_for_thread_catchup()
 
+    def update_margin_mode(
+        self,
+        key_name: str,
+        market_id: str,
+        margin_mode: Union[str, vega_protos.commands.v1.commands.UpdateMarginMode.Mode],
+        wallet_name: Optional[str] = None,
+        margin_factor: Optional[float] = None,
+    ):
+        trading.update_margin_mode(
+            wallet=self.wallet,
+            key_name=key_name,
+            market_id=market_id,
+            margin_mode=margin_mode,
+            wallet_name=wallet_name,
+            margin_factor=str(margin_factor),
+        )
+
     def check_balances_equal_deposits(self):
         for attempts in range(100):
             asset_balance_map = defaultdict(lambda: 0)