feat: open oracle settlement functionality and test

requirements-dev.txt

@@ -1,4 +1,4 @@
-appnope==0.1.3 ; python_version >= "3.9" and python_version < "3.11" and platform_system == "Darwin" or python_version >= "3.9" and python_version < "3.11" and sys_platform == "darwin"
+appnope==0.1.3 ; python_version >= "3.9" and python_version < "3.11" and (platform_system == "Darwin" or sys_platform == "darwin")
 asttokens==2.2.1 ; python_version >= "3.9" and python_version < "3.11"
 attrs==22.2.0 ; python_version >= "3.9" and python_version < "3.11"
 backcall==0.2.0 ; python_version >= "3.9" and python_version < "3.11"
@@ -7,7 +7,7 @@ certifi==2022.12.7 ; python_version >= "3.9" and python_version < "3.11"
 cffi==1.15.1 ; python_version >= "3.9" and python_version < "3.11"
 charset-normalizer==3.1.0 ; python_version >= "3.9" and python_version < "3.11"
 click==8.1.3 ; python_version >= "3.9" and python_version < "3.11"
-colorama==0.4.6 ; python_version >= "3.9" and python_version < "3.11" and sys_platform == "win32" or python_version >= "3.9" and python_version < "3.11" and platform_system == "Windows"
+colorama==0.4.6 ; python_version >= "3.9" and python_version < "3.11" and (sys_platform == "win32" or platform_system == "Windows")
 comm==0.1.3 ; python_version >= "3.9" and python_version < "3.11"
 contourpy==1.0.7 ; python_version >= "3.9" and python_version < "3.11"
 cycler==0.11.0 ; python_version >= "3.9" and python_version < "3.11"

requirements-learning.txt

@@ -1,5 +1,5 @@
 absl-py==1.4.0 ; python_version >= "3.9" and python_version < "3.11"
-appnope==0.1.3 ; python_version >= "3.9" and python_version < "3.11" and platform_system == "Darwin" or python_version >= "3.9" and python_version < "3.11" and sys_platform == "darwin"
+appnope==0.1.3 ; python_version >= "3.9" and python_version < "3.11" and (platform_system == "Darwin" or sys_platform == "darwin")
 asttokens==2.2.1 ; python_version >= "3.9" and python_version < "3.11"
 attrs==22.2.0 ; python_version >= "3.9" and python_version < "3.11"
 backcall==0.2.0 ; python_version >= "3.9" and python_version < "3.11"
@@ -10,7 +10,7 @@ cffi==1.15.1 ; python_version >= "3.9" and python_version < "3.11"
 charset-normalizer==3.1.0 ; python_version >= "3.9" and python_version < "3.11"
 click==8.1.3 ; python_version >= "3.9" and python_version < "3.11"
 cloudpickle==2.2.1 ; python_version >= "3.9" and python_version < "3.11"
-colorama==0.4.6 ; python_version >= "3.9" and python_version < "3.11" and platform_system == "Windows" or python_version >= "3.9" and python_version < "3.11" and sys_platform == "win32"
+colorama==0.4.6 ; python_version >= "3.9" and python_version < "3.11" and (platform_system == "Windows" or sys_platform == "win32")
 comm==0.1.3 ; python_version >= "3.9" and python_version < "3.11"
 contourpy==1.0.7 ; python_version >= "3.9" and python_version < "3.11"
 cycler==0.11.0 ; python_version >= "3.9" and python_version < "3.11"

tests/integration/test_openoracle_settlement.py

@@ -0,0 +1,106 @@
+import pytest
+
+from tests.integration.utils.fixtures import (
+    build_basic_market,
+    vega_service,
+    MM_WALLET,
+    AUCTION1 as TRADER_1_WALLET,
+    AUCTION2 as TRADER_2_WALLET,
+    TERMINATE_WALLET,
+)
+from vega_sim.null_service import VegaServiceNull
+import vega_sim.api.governance as vega_gov
+import random
+
+wallets = [MM_WALLET, TRADER_1_WALLET, TRADER_2_WALLET]
+
+PAYLOAD = """{"timestamp":"1660832460","messages":["0x00000000000000000000000000000000000000000000000000000000000000800000000000000000000000000000000000000000000000000000000062fe4acc00000000000000000000000000000000000000000000000000000000000000c000000000000000000000000000000000000000000000000000000005788505200000000000000000000000000000000000000000000000000000000000000006707269636573000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000034254430000000000000000000000000000000000000000000000000000000000","0x00000000000000000000000000000000000000000000000000000000000000800000000000000000000000000000000000000000000000000000000062fe4acc00000000000000000000000000000000000000000000000000000000000000c0000000000000000000000000000000000000000000000000000000006f3c41e00000000000000000000000000000000000000000000000000000000000000006707269636573000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000034554480000000000000000000000000000000000000000000000000000000000","0x00000000000000000000000000000000000000000000000000000000000000800000000000000000000000000000000000000000000000000000000062fe4acc00000000000000000000000000000000000000000000000000000000000000c000000000000000000000000000000000000000000000000000000000001c697000000000000000000000000000000000000000000000000000000000000000067072696365730000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000358545a0000000000000000000000000000000000000000000000000000000000","0x00000000000000000000000000000000000000000000000000000000000000800000000000000000000000000000000000000000000000000000000062cedf1c00000000000000000000000000000000000000000000000000000000000000c000000000000000000000000000000000000000000000000000000000000f41780000000000000000000000000000000000000000000000000000000000000006707269636573000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000034441490000000000000000000000000000000000000000000000000000000000","0x00000000000000000000000000000000000000000000000000000000000000800000000000000000000000000000000000000000000000000000000062fe4acc00000000000000000000000000000000000000000000000000000000000000c00000000000000000000000000000000000000000000000000000000000877f800000000000000000000000000000000000000000000000000000000000000006707269636573000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000035245500000000000000000000000000000000000000000000000000000000000","0x00000000000000000000000000000000000000000000000000000000000000800000000000000000000000000000000000000000000000000000000062fe4acc00000000000000000000000000000000000000000000000000000000000000c0000000000000000000000000000000000000000000000000000000000005572c0000000000000000000000000000000000000000000000000000000000000006707269636573000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000035a52580000000000000000000000000000000000000000000000000000000000","0x00000000000000000000000000000000000000000000000000000000000000800000000000000000000000000000000000000000000000000000000062cf049c00000000000000000000000000000000000000000000000000000000000000c0000000000000000000000000000000000000000000000000000000000005a7b20000000000000000000000000000000000000000000000000000000000000006707269636573000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000034241540000000000000000000000000000000000000000000000000000000000","0x00000000000000000000000000000000000000000000000000000000000000800000000000000000000000000000000000000000000000000000000062fe4acc00000000000000000000000000000000000000000000000000000000000000c000000000000000000000000000000000000000000000000000000000001a3ad70000000000000000000000000000000000000000000000000000000000000006707269636573000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000034b4e430000000000000000000000000000000000000000000000000000000000","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","0x00000000000000000000000000000000000000000000000000000000000000800000000000000000000000000000000000000000000000000000000062fe4acc00000000000000000000000000000000000000000000000000000000000000c0000000000000000000000000000000000000000000000000000000000388c518000000000000000000000000000000000000000000000000000000000000000670726963657300000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000004434f4d5000000000000000000000000000000000000000000000000000000000","0x00000000000000000000000000000000000000000000000000000000000000800000000000000000000000000000000000000000000000000000000062fe4acc00000000000000000000000000000000000000000000000000000000000000c000000000000000000000000000000000000000000000000000000000007bac28000000000000000000000000000000000000000000000000000000000000000670726963657300000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000003554e490000000000000000000000000000000000000000000000000000000000","0x00000000000000000000000000000000000000000000000000000000000000800000000000000000000000000000000000000000000000000000000062fe4acc00000000000000000000000000000000000000000000000000000000000000c0000000000000000000000000000000000000000000000000000000000001e23a0000000000000000000000000000000000000000000000000000000000000006707269636573000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000034752540000000000000000000000000000000000000000000000000000000000","0x00000000000000000000000000000000000000000000000000000000000000800000000000000000000000000000000000000000000000000000000062fe4acc00000000000000000000000000000000000000000000000000000000000000c0000000000000000000000000000000000000000000000000000000000035cd70000000000000000000000000000000000000000000000000000000000000000670726963657300000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000003534e580000000000000000000000000000000000000000000000000000000000"],"signatures":["0x77a4cf03c91662f718714c5baeea91aa1e1f53c767ad057a34844bc93e8d56a33d1060d743182927afdbcad83fb1179fdbf5efbfbacf901e2c06fc1decc02fb8000000000000000000000000000000000000000000000000000000000000001c","0x286fdef55afae6a3bf74e380be7dc6d9e18dced4679d0ff22b38e7ca71a799cabe301a0ae7df6ccbe56a7657e84c037e2e8c3ec05a08c0a07cc8e1873fe88fc1000000000000000000000000000000000000000000000000000000000000001b","0x911a7ac54e1decd7907aad4a2f030840760a34bd4634466c6b17bac7b5867d6ece0946f194b08be9f479d6aa6a2a0c17120ad5f605b88e45a2766ca8f30a7597000000000000000000000000000000000000000000000000000000000000001b","0xad99f6564beb896c16f31145b5b3f176c7ac9ac1bba315d42ef252c460b7a0a9cd75d5e25e7d05d0616d4341a1f93c46168c487addf04414d7ab1d7b44ea4887000000000000000000000000000000000000000000000000000000000000001c","0x4b9858bc1430ad00bbafef428854c18b66d1eeee66b331612e9516e019017dffe635774395a2ec600d02a216539a90cc63e0ace63a3f17ba0300461acd56f4aa000000000000000000000000000000000000000000000000000000000000001c","0x721a7c5a1a6a2c98a43353f4914518aab1ea87037b36fb2f690c02cea93af88aa04032743b1542cf6989661139e87c82100369b32ef265cee92a0b23a493e8da000000000000000000000000000000000000000000000000000000000000001b","0x882bc7b0c91e58ca72e5689789463fad2772de1cd4b58c3e3cde43c4a3519fb3dd4e15256dffa71504048afa784bd288570aa98a7a660c54ef147256b302281e000000000000000000000000000000000000000000000000000000000000001c","0xf83fa6321f6535e4c37036f791d7154acdba98a6b57d911339af90e03bfef3104ea49fb5cb20050b6ee4d1c60a2c362a11c8538728b1b311d2316ceef822ea8b000000000000000000000000000000000000000000000000000000000000001b","0x894fc98bf0623bd6520df18b15cfa3e1e10569138f3b4cd516a2a53fc1185f3bdbfcff1ce1b746042e575195eb7556fb155b7b03a2ea72745fd2463d9c3e1b97000000000000000000000000000000000000000000000000000000000000001b","0x22208b890dc371a4d54ba9a3a4dbff0c56f86f025bfeddf6e8ca06ce8926bc3959c751a4e54f2a325960eda48cd0149038e13d104dc294b04e605a2ad48d1bd1000000000000000000000000000000000000000000000000000000000000001c","0xb716ebaf5733a272c7c7a48ab4d99caac0d691631c4b2b7c7017667e881ec7fbc467a4f5c0ca9cf85efd04a2203849c79d63555f217e7dc336db109971fd4f4d000000000000000000000000000000000000000000000000000000000000001c","0xed228d05e0bed656f481143a39f469d1a3f9f1673c51065f69b99201c22f8905ec4e90b5a344589d8037c7f1ae822eee741f5dbeabfdb7aa135d36c0f32bc4e8000000000000000000000000000000000000000000000000000000000000001c","0x854a3b0277e9f2f1fbc2ed57caff803bc91014d28e261d97262a723e8e608ae96ff868a38f1250185f6101c97c205b0dfabc32c8882fc71e99f4b1495eaf1866000000000000000000000000000000000000000000000000000000000000001c"],"prices":{"BTC":"23496.82","ETH":"1866.22","XTZ":"1.862","DAI":"0.9998","REP":"8.88","ZRX":"0.349996","BAT":"0.37061","KNC":"1.7189999999999999","LINK":"8.1295","COMP":"59.295","UNI":"8.105","GRT":"0.12345","SNX":"3.526"}}"""
+
+
+@pytest.mark.integration
+def test_settlement_with_openoracle(vega_service: VegaServiceNull):
+    vega = vega_service
+
+    participants_initial_deposit = 1e6
+
+    trade_price = random.randint(1850, 1870)
+    bid_ask_offset = random.randint(1, 11)
+
+    settlement_price = 1866.22
+    trade_size = random.randint(1, 3)
+
+    tt_oracle = vega_gov.vega_timestamp_termination_oracle(
+        timestamp=1660826549, pub_key="0xfCEAdAFab14d46e20144F48824d0C09B1a03F2BC"
+    )
+    price_oracle = vega_gov.openoracle_oracle(
+        pub_key="0xfCEAdAFab14d46e20144F48824d0C09B1a03F2BC",
+        instrument_name="ETH",
+        min_price=1,
+        min_timestamp=1660828749,
+    )
+
+    build_basic_market(
+        vega,
+        mint_amount=participants_initial_deposit,
+        initial_commitment=0.5 * participants_initial_deposit,
+        initial_price=trade_price,
+        initial_volume=trade_size,
+        initial_spread=bid_ask_offset * 2,
+        market_decimals=2,
+        settlement_price_decimals=6,
+        oracle_spec_for_settlement_price=price_oracle,
+        oracle_spec_for_trading_termination=tt_oracle,
+    )
+
+    pnl_long = trade_size * (settlement_price - trade_price)
+
+    tdai_id = vega.find_asset_id(symbol="tDAI")
+    market_id = vega.all_markets()[0].id
+
+    vega.wait_fn(1)
+    vega.wait_for_datanode_sync()
+
+    vega.forward("2022-08-18T17:29:10Z")
+    vega.wait_for_core_catchup()
+
+    vega.settle_market_openoracle(
+        settlement_wallet=TERMINATE_WALLET.name,
+        openoracle_data=PAYLOAD,
+    )
+    vega.wait_fn(10)
+
+    # On Jenkins this large forwarding can chew
+    # up the machine. Give it some time to catch up
+    for _ in range(3):
+        try:
+            vega.wait_for_total_catchup()
+            break
+        except:
+            continue
+
+    # check bond and margin for all
+    for wallet in wallets:
+        general, margin, bond = vega.party_account(
+            wallet_name=wallet.name, asset_id=tdai_id, market_id=market_id
+        )
+        assert margin == 0
+        assert bond == 0
+
+    # LP general
+    general, margin, bond = vega.party_account(
+        wallet_name=MM_WALLET.name, asset_id=tdai_id, market_id=market_id
+    )
+    assert general == participants_initial_deposit
+
+    # Trader 1 who went long
+    general, margin, bond = vega.party_account(
+        wallet_name=TRADER_1_WALLET.name, asset_id=tdai_id, market_id=market_id
+    )
+    assert general == (participants_initial_deposit + pnl_long)
+
+    # Trader 2 who went short
+    general, margin, bond = vega.party_account(
+        wallet_name=TRADER_2_WALLET.name, asset_id=tdai_id, market_id=market_id
+    )
+
+    assert general == (participants_initial_deposit - pnl_long)

tests/integration/utils/fixtures.py

@@ -1,7 +1,9 @@
 from collections import namedtuple
+from typing import Optional
 
 import pytest
 from vega_sim.null_service import VegaServiceNull
+import vega_sim.proto.vega.data_source_pb2 as data_source_protos
 
 WalletConfig = namedtuple("WalletConfig", ["name", "passphrase"])
 
@@ -34,6 +36,14 @@ def build_basic_market(
     initial_volume: float = 1,
     initial_spread: float = 0.1,
     initial_commitment: float = 100,
+    market_decimals: int = 5,
+    settlement_price_decimals: Optional[int] = None,
+    oracle_spec_for_settlement_price: Optional[
+        data_source_protos.DataSourceDefinition
+    ] = None,
+    oracle_spec_for_trading_termination: Optional[
+        data_source_protos.DataSourceDefinition
+    ] = None,
 ):
     vega.wait_for_total_catchup()
     for wallet in WALLETS:
@@ -73,6 +83,9 @@ def build_basic_market(
         settlement_asset_id=asset_id,
         termination_key=TERMINATE_WALLET.name,
         market_decimals=5,
+        oracle_spec_for_settlement_price=oracle_spec_for_settlement_price,
+        oracle_spec_for_trading_termination=oracle_spec_for_trading_termination,
+        settlement_price_decimals=settlement_price_decimals,
     )
 
     market_id = vega.all_markets()[0].id