Merge pull request #305 from vegaprotocol/304-add-stop-orders

feat: Adding stop order support in perftool

.github/workflows/go-coverage.yml

@@ -16,7 +16,7 @@ jobs:
       - name: Set up Go
         uses: actions/setup-go@v2
         with:
-          go-version: 1.19
+          go-version: '1.20'
         id: go
 
       - name: Check out code

.github/workflows/go.yml

@@ -19,7 +19,7 @@ jobs:
       fail-fast: false
       matrix:
         os: [macos-latest, windows-latest, ubuntu-latest]
-        go: ['1.19']
+        go: ['1.20']
     steps:
       - name: Set up Go ${{ matrix.go }}
         uses: actions/setup-go@v2

CHANGELOG.md

@@ -75,6 +75,7 @@
 - [281](https://github.com/vegaprotocol/vegatools/issues/281) - add a toggle to perftest to enable/disable lp users from creating initial orders 
 - [288](https://github.com/vegaprotocol/vegatools/issues/288) - stop processing per testing if the number of price levels is greater than the mid price
 - [297](https://github.com/vegaprotocol/vegatools/issues/297) - update perftool to use the new SLA liquidity system
+- [304](https://github.com/vegaprotocol/vegatools/issues/304) - update perftool to support stop orders
 
 
 ### 🐛 Fixes

Dockerfile

@@ -1,4 +1,4 @@
-FROM golang:1.19-alpine AS builder
+FROM golang:1.20-alpine AS builder
 # Install git: required for fetching the Go dependencies.
 RUN apk update && apk add --no-cache git
 ENV GOPROXY=direct GOSUMDB=off

cmd/perftest.go

@@ -33,6 +33,7 @@ func init() {
 	perfTestCmd.Flags().IntVarP(&opts.PriceLevels, "pricelevels", "L", 100, "number of price levels per side")
 	perfTestCmd.Flags().IntVarP(&opts.SLAUpdateSeconds, "slaupdate", "S", 10, "number of seconds between SLA updates")
 	perfTestCmd.Flags().IntVarP(&opts.SLAPriceLevels, "slapricelevels", "l", 3, "number of price levels for SLA orders")
+	perfTestCmd.Flags().IntVarP(&opts.StopOrders, "stoporders", "d", 0, "number of stop orders per user")
 	perfTestCmd.Flags().Int64VarP(&opts.StartingMidPrice, "startingmidprice", "s", 10000, "mid price to use at the start")
 	perfTestCmd.Flags().BoolVarP(&opts.MoveMid, "movemidprice", "M", false, "allow the mid price we place orders around to move randomly")
 	perfTestCmd.Flags().BoolVarP(&opts.FillPriceLevels, "fillpricelevel", "F", false, "place an order at every available price level")

go.mod

@@ -1,10 +1,11 @@
 module code.vegaprotocol.io/vegatools
 
-go 1.19
+go 1.20
 
 require (
-	code.vegaprotocol.io/shared v0.0.0-20221010085458-55c50711135f
-	code.vegaprotocol.io/vega v0.72.8
+	code.vegaprotocol.io/shared v0.0.0-20230119125558-bda6563e1c7a
+	code.vegaprotocol.io/vega v0.73.0-preview.8
+	github.com/cometbft/cometbft-db v0.7.0
 	github.com/cosmos/iavl v0.20.0
 	github.com/ethereum/go-ethereum v1.11.6
 	github.com/gdamore/tcell/v2 v2.5.2
@@ -21,12 +22,9 @@ require (
 
 require (
 	github.com/StackExchange/wmi v1.2.1 // indirect
-	github.com/btcsuite/btcd v0.22.1 // indirect
 	github.com/btcsuite/btcd/btcec/v2 v2.2.1 // indirect
 	github.com/cespare/xxhash v1.1.0 // indirect
-	github.com/cometbft/cometbft-db v0.7.0 // indirect
 	github.com/confio/ics23/go v0.9.0 // indirect
-	github.com/cosmos/gorocksdb v1.2.0 // indirect
 	github.com/davecgh/go-spew v1.1.1 // indirect
 	github.com/deckarep/golang-set/v2 v2.1.0 // indirect
 	github.com/decred/dcrd/dcrec/secp256k1/v4 v4.1.0 // indirect

go.sum

@@ -1,7 +1,7 @@
-code.vegaprotocol.io/shared v0.0.0-20221010085458-55c50711135f h1:ivaWSXN7XKESShqYw/QFuT6b2mvThWPQLO7lW5sadHs=
-code.vegaprotocol.io/shared v0.0.0-20221010085458-55c50711135f/go.mod h1:XzX67GsyOHzvytMr0QOHX4CCTdCZDYKUUi88rx40Nt0=
-code.vegaprotocol.io/vega v0.72.8 h1:WLIrubFNF/rpDHqmdS2HGWv/jUphjuBk7pS5AWgm6Eo=
-code.vegaprotocol.io/vega v0.72.8/go.mod h1:4jz+8jy99maf7bop6JkxeyQplI+d+mmdf8Zgk+REyBg=
+code.vegaprotocol.io/shared v0.0.0-20230119125558-bda6563e1c7a h1:sgniM6sgxPKAStJo2rNoYJR3NMlS/t55H12lvynkw5c=
+code.vegaprotocol.io/shared v0.0.0-20230119125558-bda6563e1c7a/go.mod h1:XzX67GsyOHzvytMr0QOHX4CCTdCZDYKUUi88rx40Nt0=
+code.vegaprotocol.io/vega v0.73.0-preview.8 h1:JhV92aCVUwBu+byA9Jy7Cxdf9j4IIJyj8Oiy8seE1OU=
+code.vegaprotocol.io/vega v0.73.0-preview.8/go.mod h1:GVK9Ex2zdERQGOMsre49eVrlAPprkHe8M2l8O2MnBRM=
 github.com/BurntSushi/toml v0.3.1/go.mod h1:xHWCNGjB5oqiDr8zfno3MHue2Ht5sIBksp03qcyfWMU=
 github.com/DataDog/zstd v1.5.2 h1:vUG4lAyuPCXO0TLbXvPv7EB7cNK1QV/luu55UHLrrn8=
 github.com/Microsoft/go-winio v0.5.2/go.mod h1:WpS1mjBmmwHBEWmogvA2mj8546UReBk4v8QkMxJ6pZY=
@@ -13,8 +13,6 @@ github.com/VictoriaMetrics/fastcache v1.6.0 h1:C/3Oi3EiBCqufydp1neRZkqcwmEiuRT9c
 github.com/armon/consul-api v0.0.0-20180202201655-eb2c6b5be1b6/go.mod h1:grANhF5doyWs3UAsr3K4I6qtAmlQcZDesFNEHPZAzj8=
 github.com/benbjohnson/clock v1.3.0 h1:ip6w0uFQkncKQ979AypyG0ER7mqUSBdKLOgAle/AT8A=
 github.com/beorn7/perks v1.0.1 h1:VlbKKnNfV8bJzeqoa4cOKqO6bYr3WgKZxO8Z16+hsOM=
-github.com/btcsuite/btcd v0.22.1 h1:CnwP9LM/M9xuRrGSCGeMVs9iv09uMqwsVX7EeIpgV2c=
-github.com/btcsuite/btcd v0.22.1/go.mod h1:wqgTSL29+50LRkmOVknEdmt8ZojIzhuWvgu/iptuN7Y=
 github.com/btcsuite/btcd/btcec/v2 v2.2.1 h1:xP60mv8fvp+0khmrN0zTdPC3cNm24rfeE6lh2R/Yv3E=
 github.com/btcsuite/btcd/btcec/v2 v2.2.1/go.mod h1:9/CSmJxmuvqzX9Wh2fXMWToLOHhPd11lSPuIupwTkI8=
 github.com/btcsuite/btcd/chaincfg/chainhash v1.0.1 h1:q0rUy8C/TYNBQS1+CGKw68tLOFYSNEs0TFnxxnS9+4U=
@@ -36,8 +34,6 @@ github.com/confio/ics23/go v0.9.0/go.mod h1:4LPZ2NYqnYIVRklaozjNR1FScgDJ2s5Xrp+e
 github.com/coreos/etcd v3.3.10+incompatible/go.mod h1:uF7uidLiAD3TWHmW31ZFd/JWoc32PjwdhPthX9715RE=
 github.com/coreos/go-etcd v2.0.0+incompatible/go.mod h1:Jez6KQU2B/sWsbdaef3ED8NzMklzPG4d5KIOhIy30Tk=
 github.com/coreos/go-semver v0.2.0/go.mod h1:nnelYz7RCh+5ahJtPPxZlU+153eP4D4r3EedlOD2RNk=
-github.com/cosmos/gorocksdb v1.2.0 h1:d0l3jJG8M4hBouIZq0mDUHZ+zjOx044J3nGRskwTb4Y=
-github.com/cosmos/gorocksdb v1.2.0/go.mod h1:aaKvKItm514hKfNJpUJXnnOWeBnk2GL4+Qw9NHizILw=
 github.com/cosmos/iavl v0.20.0 h1:fTVznVlepH0KK8NyKq8w+U7c2L6jofa27aFX6YGlm38=
 github.com/cosmos/iavl v0.20.0/go.mod h1:WO7FyvaZJoH65+HFOsDir7xU9FWk2w9cHXNW1XHcl7A=
 github.com/cpuguy83/go-md2man v1.0.10 h1:BSKMNlYxDvnunlTymqtgONjNnaRV1sTpcovwwjF22jk=
@@ -169,7 +165,6 @@ github.com/niemeyer/pretty v0.0.0-20200227124842-a10e7caefd8e/go.mod h1:zD1mROLA
 github.com/nxadm/tail v1.4.4/go.mod h1:kenIhsEOeOJmVchQTgglprH7qJGnHDVpk1VPCcaMI8A=
 github.com/nxadm/tail v1.4.8 h1:nPr65rt6Y5JFSKQO7qToXr7pePgD6Gwiw05lkbyAQTE=
 github.com/nxadm/tail v1.4.8/go.mod h1:+ncqLTQzXmGhMZNUePPaPqPvBxHAIsmXswZKocGu+AU=
-github.com/oasisprotocol/curve25519-voi v0.0.0-20220317090546-adb2f9614b17 h1:pxR+aWfo+famermIZvD+SiDQ3qmF7Iy2VPZuEsKTMtA=
 github.com/olekukonko/tablewriter v0.0.5 h1:P2Ga83D34wi1o9J6Wh1mRuqd4mF/x/lgBS7N7AbDhec=
 github.com/onsi/ginkgo v1.6.0/go.mod h1:lLunBs/Ym6LB5Z9jYTR76FiuTmxDTDusOGeTQH+WWjE=
 github.com/onsi/ginkgo v1.12.1/go.mod h1:zj2OWP4+oCPe1qIXoGWkgMRwljMUYCdkwsT2108oapk=
@@ -183,7 +178,6 @@ github.com/onsi/gomega v1.17.0/go.mod h1:HnhC7FXeEQY45zxNK3PPoIUhzk/80Xly9PcubAl
 github.com/onsi/gomega v1.19.0 h1:4ieX6qQjPP/BfC3mpsAtIGGlxTWPeA3Inl/7DtXw1tw=
 github.com/onsi/gomega v1.19.0/go.mod h1:LY+I3pBVzYsTBU1AnDwOSxaYi9WoWiqgwooUqq9yPro=
 github.com/pelletier/go-toml v1.2.0/go.mod h1:5z9KED0ma1S8pY6P1sdut58dfprrGBbd/94hg7ilaic=
-github.com/petermattis/goid v0.0.0-20180202154549-b0b1615b78e5 h1:q2e307iGHPdTGp0hoxKjt1H5pDo6utceo3dQVK3I5XQ=
 github.com/pkg/errors v0.8.1/go.mod h1:bwawxfHBFNV+L2hUp1rHADufV3IMtnDRdf1r5NINEl0=
 github.com/pkg/errors v0.9.1 h1:FEBLx1zS214owpjy7qsBeixbURkuhQAwrK5UwLGTwt4=
 github.com/pkg/errors v0.9.1/go.mod h1:bwawxfHBFNV+L2hUp1rHADufV3IMtnDRdf1r5NINEl0=
@@ -203,7 +197,6 @@ github.com/russross/blackfriday v1.5.2 h1:HyvC0ARfnZBqnXwABFeSZHpKvJHJJfPz81GNue
 github.com/russross/blackfriday v1.5.2/go.mod h1:JO/DiYxRf+HjHt06OyowR9PTA263kcR/rfWxYHBV53g=
 github.com/russross/blackfriday/v2 v2.1.0 h1:JIOH55/0cWyOuilr9/qlrm0BSXldqnqwMsf35Ld67mk=
 github.com/russross/blackfriday/v2 v2.1.0/go.mod h1:+Rmxgy9KzJVeS9/2gXHxylqXiyQDYRxCVz55jmeOWTM=
-github.com/sasha-s/go-deadlock v0.3.1 h1:sqv7fDNShgjcaxkO0JNcOAlr8B9+cV5Ey/OB71efZx0=
 github.com/satori/go.uuid v1.2.0 h1:0uYX9dsZ2yD7q2RtLRtPSdGDWzjeM3TbMJP9utgA0ww=
 github.com/satori/go.uuid v1.2.0/go.mod h1:dA0hQrYB0VpLJoorglMZABFdXlWrHn1NEOzdhQKdks0=
 github.com/shirou/gopsutil v3.21.4-0.20210419000835-c7a38de76ee5+incompatible h1:Bn1aCHHRnjv4Bl16T8rcaFjYSrGrIZvpiGO6P3Q4GpU=
@@ -238,9 +231,6 @@ github.com/syndtr/goleveldb v1.0.1-0.20220614013038-64ee5596c38a h1:1ur3QoCqvE5f
 github.com/syndtr/goleveldb v1.0.1-0.20220614013038-64ee5596c38a/go.mod h1:RRCYJbIwD5jmqPI9XoAFR0OcDxqUctll6zUj/+B4S48=
 github.com/tecbot/gorocksdb v0.0.0-20191217155057-f0fad39f321c h1:g+WoO5jjkqGAzHWCjJB1zZfXPIAaDpzXIEJ0eS6B5Ok=
 github.com/tecbot/gorocksdb v0.0.0-20191217155057-f0fad39f321c/go.mod h1:ahpPrc7HpcfEWDQRZEmnXMzHY03mLDYMCxeDzy46i+8=
-github.com/tendermint/tendermint v0.35.9 h1:yUEgfkcNHWSidsU8wHjRDbYPVijV4cHxCclKVITGRAQ=
-github.com/tendermint/tm-db v0.6.7 h1:fE00Cbl0jayAoqlExN6oyQJ7fR/ZtoVOmvPJ//+shu8=
-github.com/tendermint/tm-db v0.6.7/go.mod h1:byQDzFkZV1syXr/ReXS808NxA2xvyuuVgXOJ/088L6I=
 github.com/tklauser/go-sysconf v0.3.10 h1:IJ1AZGZRWbY8T5Vfk04D9WOA5WSejdflXxP03OUqALw=
 github.com/tklauser/go-sysconf v0.3.10/go.mod h1:C8XykCvCb+Gn0oNCWPIlcb0RuglQTYaQ2hGm7jmxEFk=
 github.com/tklauser/numcpus v0.4.0 h1:E53Dm1HjH1/R2/aoCtXtPgzmElmn51aOkhCFSuZq//o=

networkhistorydivergencetool/go.mod

@@ -1,6 +1,6 @@
 module networkhistorydivergencetool
 
-go 1.19
+go 1.20
 
 require (
 	github.com/benbjohnson/clock v1.3.0 // indirect

perftest/perftest.go

@@ -38,6 +38,7 @@ type Opts struct {
 	PriceLevels       int
 	SLAUpdateSeconds  int
 	SLAPriceLevels    int
+	StopOrders        int
 	StartingMidPrice  int64
 	FillPriceLevels   bool
 	InitialiseOnly    bool
@@ -216,6 +217,18 @@ func (p *perfLoadTesting) checkNetworkLimits(opts Opts) error {
 		return fmt.Errorf("supplied order batch size is greater than network param (%d>%d)", opts.BatchSize, maxBatchSize)
 	}
 
+	// Check the maximum number of stop orders per market per user
+	networkParam, err = p.dataNode.getNetworkParam("spam.protection.max.stopOrdersPerMarket")
+	if err != nil {
+		fmt.Println("Failed to get maximum order batch size")
+		return err
+	}
+	maxStopOrders, _ := strconv.ParseInt(networkParam, 0, 32)
+
+	if opts.StopOrders > int(maxStopOrders) {
+		return fmt.Errorf("supplied stop orders size is greater than network param (%d>%d)", opts.StopOrders, maxStopOrders)
+	}
+
 	// Make sure if we are adding price levels that we have enough space to put them all in given the mid price
 	if opts.FillPriceLevels {
 		if opts.PriceLevels > int(opts.StartingMidPrice) {
@@ -396,6 +409,57 @@ func (p *perfLoadTesting) seedPriceLevels(marketIDs []string, opts Opts) error {
 	return nil
 }
 
+func (p *perfLoadTesting) seedStopOrders(marketIDs []string, opts Opts) error {
+	// We need to go through all markets and all users
+	for _, marketID := range marketIDs {
+		order := &commandspb.OrderSubmission{
+			MarketId:    marketID,
+			Size:        1,
+			Side:        proto.Side_SIDE_SELL,
+			Type:        proto.Order_TYPE_MARKET,
+			Reference:   "StopLossOrder",
+			ReduceOnly:  true,
+			TimeInForce: proto.Order_TIME_IN_FORCE_IOC}
+		for userOffset := opts.LpUserCount; userOffset < (opts.LpUserCount + opts.NormalUserCount); userOffset++ {
+			user := p.users[userOffset]
+
+			// We need a position before we can place a stop order
+			err := p.wallet.SendOrder(user, &commandspb.OrderSubmission{
+				MarketId:    marketID,
+				Size:        1,
+				Side:        proto.Side_SIDE_BUY,
+				Type:        proto.Order_TYPE_MARKET,
+				TimeInForce: proto.Order_TIME_IN_FORCE_IOC,
+			})
+			if err != nil {
+				return err
+			}
+
+			time.Sleep(1 * time.Second)
+
+			sos := &commandspb.StopOrdersSubmission{
+				RisesAbove: &commandspb.StopOrderSetup{
+					OrderSubmission: order,
+					Trigger: &commandspb.StopOrderSetup_Price{
+						Price: fmt.Sprint(opts.StartingMidPrice + 1000),
+					},
+				},
+				FallsBelow: &commandspb.StopOrderSetup{
+					OrderSubmission: order,
+					Trigger: &commandspb.StopOrderSetup_Price{
+						Price: fmt.Sprint(opts.StartingMidPrice - 1000),
+					},
+				},
+			}
+			err = p.wallet.SendStopOrder(user, sos)
+			if err != nil {
+				return err
+			}
+		}
+	}
+	return nil
+}
+
 func (p *perfLoadTesting) sendSLAOrders(marketID string, deleteFirst bool, opts Opts) error {
 	for l := 0; l < opts.LpUserCount; l++ {
 		batch := &BatchOrders{}
@@ -780,6 +844,17 @@ func Run(opts Opts) error {
 		fmt.Println("Complete")
 	}
 
+	// Do we need to place stop orders for all users
+	if opts.StopOrders > 0 {
+		fmt.Print("Adding stop orders for every user and market...")
+		err = plt.seedStopOrders(marketIDs, opts)
+		if err != nil {
+			fmt.Println("FAILED")
+			return err
+		}
+		fmt.Println("Complete")
+	}
+
 	// If we are only initialising, stop now and return
 	if opts.InitialiseOnly {
 		// Make one more check that assets are topped up

perftest/wallet.go

@@ -10,6 +10,7 @@ import (
 
 	proto "code.vegaprotocol.io/vega/protos/vega"
 	commandspb "code.vegaprotocol.io/vega/protos/vega/commands/v1"
+	"google.golang.org/protobuf/encoding/protojson"
 )
 
 // WalletWrapper holds details about the wallet
@@ -42,6 +43,22 @@ type listKeysResult struct {
 	ID      string
 }
 
+func (w walletWrapper) sendTransactionString(user UserDetails, subType string, subData string) ([]byte, error) {
+	transactionStr := `{
+		"jsonrpc": "2.0",
+		"method":  "client.send_transaction",
+		"id":      "1",
+		"params": {
+			"publicKey":"` + user.pubKey + `",
+			"sendingMode": "TYPE_SYNC",
+			"transaction":{"` + subType + `":` + subData + `
+			}
+		}
+	}`
+
+	return w.sendRequest([]byte(transactionStr), user.token)
+}
+
 func (w walletWrapper) sendTransaction(user UserDetails, subType string, subData interface{}) ([]byte, error) {
 	transaction, _ := json.Marshal(map[string]interface{}{
 		"jsonrpc": "2.0",
@@ -183,6 +200,14 @@ func (w walletWrapper) NewMarket(offset int, user UserDetails) error {
 						"performanceHysteresisEpochs": 60,
 						"slaCompetitionFactor":        "1.0",
 					},
+					"liquidityMonitoringParameters": map[string]interface{}{
+						"targetStakeParameters": map[string]interface{}{
+							"timeWindow":    "100",
+							"scalingFactor": "1.0",
+						},
+						"triggeringRatio":  "1.0",
+						"auctionExtension": "10",
+					},
 				},
 			},
 		},
@@ -213,6 +238,12 @@ func (w walletWrapper) GetFirstKey(longLivedToken string) (string, error) {
 	return "", nil
 }
 
+func (w *walletWrapper) SendStopOrder(user UserDetails, sos *commandspb.StopOrdersSubmission) error {
+	sosString, _ := protojson.Marshal(sos)
+	_, err := w.sendTransactionString(user, "stopOrdersSubmission", string(sosString))
+	return err
+}
+
 // SendBatchOrders sends a set of new order commands to the wallet
 func (w *walletWrapper) SendBatchOrders(user UserDetails,
 	cancels []*commandspb.OrderCancellation,