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remove vault constants (#1293) #1300

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merged 1 commit into from
Apr 1, 2024
Merged

remove vault constants (#1293) #1300

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20 changes: 2 additions & 18 deletions protocol/x/vault/keeper/orders.go
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Original file line number Diff line number Diff line change
Expand Up @@ -13,23 +13,6 @@ import (
"github.com/dydxprotocol/v4-chain/protocol/x/vault/types"
)

// TODO (TRA-118): store vault strategy constants in x/vault state.
const (
// Determines how many layers of orders a vault places.
// E.g. if num_levels=2, a vault places 2 asks and 2 bids.
NUM_LAYERS = uint8(2)
// Determines minimum base spread when a vault quotes around reservation price.
MIN_BASE_SPREAD_PPM = uint32(3_000) // 30bps
// Determines the amount to add to min_price_change_ppm to arrive at base spread.
BASE_SPREAD_MIN_PRICE_CHANGE_PREMIUM_PPM = uint32(1_500) // 15bps
// Determines how aggressive a vault skews its orders.
SKEW_FACTOR_PPM = uint32(500_000) // 0.5
// Determines the percentage of vault equity that each order is sized at.
ORDER_SIZE_PCT_PPM = uint32(100_000) // 10%
// Determines how long a vault's orders are valid for.
ORDER_EXPIRATION_SECONDS = uint32(5) // 5 seconds
)

// RefreshAllVaultOrders refreshes all orders for all vaults by
// 1. Cancelling all existing orders.
// 2. Placing new orders.
Expand Down Expand Up @@ -76,11 +59,12 @@ func (k Keeper) RefreshVaultClobOrders(ctx sdk.Context, vaultId types.VaultId) (
log.ErrorLogWithError(ctx, "Failed to get vault clob orders to cancel", err, "vaultId", vaultId)
return err
}
orderExpirationSeconds := k.GetParams(ctx).OrderExpirationSeconds
for _, order := range ordersToCancel {
if _, exists := k.clobKeeper.GetLongTermOrderPlacement(ctx, order.OrderId); exists {
err := k.clobKeeper.HandleMsgCancelOrder(ctx, clobtypes.NewMsgCancelOrderStateful(
order.OrderId,
uint32(ctx.BlockTime().Unix())+ORDER_EXPIRATION_SECONDS,
uint32(ctx.BlockTime().Unix())+orderExpirationSeconds,
))
if err != nil {
log.ErrorLogWithError(ctx, "Failed to cancel order", err, "order", order, "vaultId", vaultId)
Expand Down
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