feat: CFM bots

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/api/data_raw.py

@@ -627,12 +627,14 @@ def list_ledger_entries(
         base_request.date_range.CopyFrom(
             data_node_protos_v2.trading_data.DateRange(
                 start_timestamp=(
-                    from_datetime.timestamp() * 1e9
+                    int(from_datetime.timestamp() * 1e9)
                     if from_datetime is not None
                     else None
                 ),
                 end_timestamp=(
-                    to_datetime.timestamp() * 1e9 if to_datetime is not None else None
+                    int(to_datetime.timestamp() * 1e9)
+                    if to_datetime is not None
+                    else None
                 ),
             )
         )

vega_sim/api/market.py

@@ -64,7 +64,6 @@
 
 """
 
-import copy
 import functools
 import logging
 from typing import Optional, Union

vega_sim/devops/registry.py

@@ -4,23 +4,21 @@
 
 """
 
-from vega_sim.devops.scenario import DevOpsScenario
-
-from vega_sim.scenario.common.agents import (
-    ArbitrageLiquidityProvider,
-    ExponentialShapedMarketMaker,
-)
-
 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(
@@ -247,4 +245,62 @@
         state_update_freq=10,
         tag="agent",
     ),
+    "amm_market_maker_ethusd": lambda: CFMV3MarketMaker(
+        wallet_name=None,
+        key_name=None,
+        market_name=None,
+        asset_name=None,
+        num_steps=0,
+        tick_spacing=0.005,
+        num_levels=15,
+        initial_asset_mint=0,
+        commitment_amount=0,
+        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=0.001,
+    #     num_levels=13,
+    #     initial_asset_mint=0,
+    #     commitment_amount=500,
+    #     bound_perc=0.17,
+    #     fee_amount=0.001,
+    #     price_width_above=0.3,
+    #     price_width_below=0.4,
+    #     margin_multiple_at_lower=0.1,
+    #     margin_multiple_at_upper=0.1,
+    #     initial_price=0.1381,
+    #     base_balance=3000,
+    #     position_offset=2600,
+    # ),
+    "amm_market_maker_hlpusd_prod": lambda: CFMV3MarketMaker(
+        wallet_name=None,
+        key_name=None,
+        market_name=None,
+        asset_name=None,
+        num_steps=0,
+        tick_spacing=0.5,
+        num_levels=13,
+        initial_asset_mint=0,
+        commitment_amount=500,
+        bound_perc=0.17,
+        fee_amount=0.001,
+        price_width_above=4,
+        price_width_below=0.99,
+        margin_multiple_at_lower=0.5,
+        margin_multiple_at_upper=0.5,
+        initial_price=4,
+        base_balance=3000,
+        position_offset=0,
+        order_validity_length=60,
+    ),
 }

vega_sim/devops/run_agent.py

@@ -109,15 +109,16 @@ def main():
         with VegaServiceNetwork(
             network=Network[args.network],
             run_with_console=args.console,
+            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.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,

vega_sim/devops/scenario.py

@@ -131,7 +131,7 @@ def configure_agents(
                 random_state=random_state
             )
         else:
-            self.price_process = get_live_price(product=self.binance_code)
+            self.price_process = None  # get_live_price(product=self.binance_code)
 
         if self.scenario_wallet.market_creator_agent is None:
             raise ValueError(
@@ -270,7 +270,7 @@ def configure_agents(
             if kwargs.get("network", Network.FAIRGROUND) == Network.NULLCHAIN:
                 kwargs["agent"].price_process_generator = iter(self.price_process)
 
-            kwargs["agent"].order_validity_length = self.step_length_seconds
+            kwargs["agent"].order_validity_length = 10 * self.step_length_seconds
 
             agents.append(kwargs.get("agent", None))
 

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

@@ -318,7 +318,8 @@ def start_live_feeds(
             market_ids=market_ids,
             party_ids=party_ids,
         )
-        self.initialise_transfer_monitoring()
+        if start_high_load_feeds:
+            self.initialise_transfer_monitoring()
         self.initialise_market_data(
             market_ids,
         )
@@ -360,7 +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:
@@ -447,6 +451,7 @@ def initialise_market_data(
     def initialise_transfer_monitoring(
         self,
     ):
+        return
         base_transfers = []
 
         base_transfers.extend(
@@ -458,6 +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/network_service.py

@@ -117,6 +117,7 @@ def manage_vega_processes(
 
     if run_with_wallet:
         vega_wallet_path = environ.get("VEGA_WALLET_PATH", "vegawallet")
+
         vegaWalletProcess = _popen_process(
             popen_args=[
                 vega_wallet_path,
@@ -198,6 +199,7 @@ def _find_network_config_toml(
             ),
         ]
     )
+
     for search_path in search_paths:
         full_path = path.join(
             search_path,