feat: AMM config

vega_sim/api/data.py

@@ -95,6 +95,8 @@ class Order:
         "market_id",
         "asset",
         "timestamp",
+        "margin_mode",
+        "margin_factor",
     ],
 )
 
@@ -915,6 +917,7 @@ def _trade_from_proto(
 def _margin_level_from_proto(
     margin_level: vega_protos.vega.MarginLevels, decimal_spec: DecimalSpec
 ) -> MarginLevels:
+    print(margin_level)
     return MarginLevels(
         maintenance_margin=num_from_padded_int(
             margin_level.maintenance_margin, decimal_spec.asset_decimals
@@ -932,6 +935,8 @@ def _margin_level_from_proto(
         market_id=margin_level.market_id,
         asset=margin_level.asset,
         timestamp=margin_level.timestamp,
+        margin_mode=margin_level.margin_mode,
+        margin_factor=float(margin_level.margin_factor),
     )
 
 

vega_sim/devops/registry.py

@@ -4,25 +4,21 @@
 
 """
 
-from vega_sim.devops.scenario import DevOpsScenario
-
-from vega_sim.scenario.common.agents import (
-    ArbitrageLiquidityProvider,
-    ExponentialShapedMarketMaker,
-)
-
-from vega_sim.scenario.constant_function_market.agents import CFMV3MarketMaker
-
 from vega_sim.devops.classes import (
+    AuctionTraderArgs,
     MarketMakerArgs,
     MarketManagerArgs,
-    AuctionTraderArgs,
     RandomTraderArgs,
     SensitiveTraderArgs,
     SimulationArgs,
 )
-
+from vega_sim.devops.scenario import DevOpsScenario
+from vega_sim.scenario.common.agents import (
+    ArbitrageLiquidityProvider,
+    ExponentialShapedMarketMaker,
+)
 from vega_sim.scenario.common.utils.price_process import Granularity, LivePrice
+from vega_sim.scenario.constant_function_market.agents import CFMV3MarketMaker
 
 SCENARIOS = {
     "ETHUSD": lambda: DevOpsScenario(
@@ -255,14 +251,33 @@
         market_name=None,
         asset_name=None,
         num_steps=0,
-        tick_spacing=10,
-        num_levels=25,
+        tick_spacing=0.005,
+        num_levels=15,
         initial_asset_mint=0,
         commitment_amount=0,
-        price_width_above=0.1,
-        price_width_below=0.1,
-        margin_usage_at_bound_above=0.9,
-        margin_usage_at_bound_below=0.9,
-        initial_price=59200,
+        price_width_above=2.0,
+        price_width_below=0.98,
+        max_loss_at_bound_above=0.7,
+        max_loss_at_bound_below=0.7,
+        initial_price=0.1674,
+        base_balance=100_000,
+    ),
+    "amm_market_maker_kepusd_prod": lambda: CFMV3MarketMaker(
+        wallet_name=None,
+        key_name=None,
+        market_name=None,
+        asset_name=None,
+        num_steps=0,
+        tick_spacing=0.004,
+        num_levels=15,
+        initial_asset_mint=0,
+        commitment_amount=500,
+        fee_amount=0.001,
+        price_width_above=2.0,
+        price_width_below=0.99,
+        max_loss_at_bound_above=0.9,
+        max_loss_at_bound_below=0.9,
+        initial_price=0.125,
+        base_balance=3000,
     ),
 }

vega_sim/devops/run_agent.py

@@ -112,20 +112,14 @@ def main():
             run_with_wallet=True,
         ) as vega:
             if agent is not None:
-                agent.asset_name = vega.data_cache.asset_from_feed(
-                    asset_id=vega.market_info(
-                        vega.find_market_id(
-                            name=agent.market_name, raise_on_missing=True
-                        )
-                    ).tradable_instrument.instrument.perpetual.settlement_asset
-                    or vega.data_cache.asset_from_feed(
-                        asset_id=vega.market_info(
-                            vega.find_market_id(
-                                name=agent.market_name, raise_on_missing=True
-                            )
-                        ).tradable_instrument.instrument.future.settlement_asset
-                    ).details.symbol
+                market_info = vega.market_info(
+                    vega.find_market_id(name=agent.market_name, raise_on_missing=True)
                 )
+                agent.asset_name = (
+                    market_info.tradable_instrument.instrument.perpetual.settlement_asset
+                    or market_info.tradable_instrument.instrument.future.settlement_asset
+                )
+
             scenario.run_iteration(
                 vega=vega,
                 network=Network[args.network],

vega_sim/environment/environment.py

@@ -544,13 +544,15 @@ def _run(
 
     def step(self, vega: VegaServiceNetwork) -> None:
         t = time.time()
+        print("Stepping")
         state = self.state_func(vega)
         logging.debug(f"Get state took {time.time() - t} seconds.")
         for agent in (
             sorted(self.agents, key=lambda _: self.random_state.random())
             if self.random_agent_ordering
             else self.agents
         ):
+            agent.step(state)
             try:
                 agent.step(state)
             except Exception as e:

vega_sim/local_data_cache.py

@@ -361,7 +361,10 @@ def initialise_assets(self):
                 self._asset_from_feed[asset.id] = asset
 
     def initialise_accounts(self):
-        base_accounts = data.list_accounts(data_client=self._trading_data_client)
+        base_accounts = data.list_accounts(
+            data_client=self._trading_data_client,
+            pub_key="683a68eab083f765a93d342bb15e2fed41a9d8f9a61212b6af1e11e883620125",
+        )
 
         with self.account_lock:
             for account in base_accounts:
@@ -448,6 +451,7 @@ def initialise_market_data(
     def initialise_transfer_monitoring(
         self,
     ):
+        return
         base_transfers = []
 
         base_transfers.extend(
@@ -459,6 +463,7 @@ def initialise_transfer_monitoring(
                 self._transfer_state_from_feed.setdefault(t.party_to, {})[t.id] = t
 
     def initialise_network_parameters(self):
+        return
         base_network_parameters = data.list_network_parameters(
             data_client=self._trading_data_client
         )

vega_sim/scenario/common/agents.py

@@ -1564,10 +1564,11 @@ def _move_side(
                     ),
                     side=order.side,
                     expires_at=expires_at,
-                    post_only=False,
+                    post_only=True,
                 )
 
-                submissions.append(transaction)
+                if transaction is not None:
+                    submissions.append(transaction)
 
         if not cancel_and_replace and len(existing_orders) > len(new_shape):
             for order in existing_orders[len(new_shape) :]: