Release v0.35.0

2021-04-21

Improvements:

• #3341 - Add logging for transactions rejected for having no accounts
• #3339 - Reimplement amending LPs not to be cancel and replace
• #3371 - Optimise calculation of cumulative price levels
• #3339 - Reuse LP orders IDs when they are re-created
• #3385 - Track the time spent in auction via Prometheus metrics
• #3376 - Implement a simple benchmarking framework for the core trading
• #3371 - Optimize indicative price and volume calculation

Fixes:

• #3356 - Auctions are extended if exiting auction would leave either side of the book empty
• #3348 - Correctly set time when liquidity engine is created
• #3321 - Fix bond account use on LP submission
• #3369 - Reimplement amending LPs not to be cancel and replace
• #3358 - Improve event bus stability
• #3363 - Fix behaviour when leaving auctions
• #3321 - Do not slash bond accounts on LP submission
• #3350 - Fix equity like share in the market data
• #3363 - Ensure leaving an auction cannot trigger another auction / auction leave
• #3369 - Fix LP order deployments
• #3366 - Set the fee paid in uncrossing auction trades
• #3364 - Improve / fix positions tracking
• #3358 - Fix event bus by deep cloning all messages
• #3374 - Check trades in integration tests

v0.35.0-pre1

Version 0.35.0 pre-release

v0.34.2: Release v0.34.0

2021-04-12

Speeds up the processing of margin calculations during auction, which were causing slow block times.

Fixes

• #3328 - Fix version injection from the CI
• #3331 - Improve performance of margin calculation during auctions

Release v0.34.1

2021-04-08

Fixes

• #3324 - CI: Fix multi-architecture build

Release v0.34.0

2021-04-07

Liquidity Commitments are now enabled in a near-final form. This allows any user on Vega to commit to providing liquidity for a specific market, and to earn a fee. Most of the fixes and improvements in this release relate to enabling this functionality.

In the next release, a liquidity commitment will be required when proposing a new market.

Improvements

• #3302 - Add reference to LP in orders created by LP
• #3183 - All orders from LP - including rejected orders - are now sent through the event bus
• #3248 - Store and propagate bond penalty
• #3266 - Add network parameters to control auction duration & extension
• #3264 - Add Liquidity Provision ID to orders created by LP commitments
• #3126 - Add transfer for bond slashing
• #3281 - Update scripts to go 1.16.2
• #3280 - Update to go 1.16.2
• #3235 - Extend unit test coverage for products
• #3219 - Remove liquidityFee network parameter
• #3217 - Add an event bus event when a market closes
• #3214 - Add arbitrary data signing wallet endpoint
• #3316 - Add tests for traders closing their own position
• #3270 - Feature test refactor: Add Liquidity Provision feature tests
• #3289 - Feature test refactor: Remove unused steps
• #3275 - Feature test refactor: Refactor order cancellation steps
• #3230 - Feature test refactor: Refactor trader amends step
• #3226 - Feature test refactor: Refactor features with invalid order specs
• #3200 - Feature test refactor: Add step to end opening auction
• #3201 - Feature test refactor: Add step to amend order by reference
• #3204 - Feature test refactor: Add step to place pegged orders
• #3207 - Feature test refactor: Add step to create Liquidity Provision
• #3212 - Feature test refactor: Remove unused settlement price step
• #3203 - Feature test refactor: Rework Submit Order step
• #3251 - Feature test refactor: Split market declaration
• #3314 - Feature test refactor: Apply naming convention to assertions
• #3295 - Refactor governance engine tests
• #3298 - Add order book caching
• #3307 - Use UpdateNetworkParams to validate network parameter updates
• #3308 - Add probability of trading

Fixes

• #3249 - GraphQL: LiquidityProvision is no longer missing from the EventBus union
• #3253 - Verify all properties on oracle specs
• #3224 - Check for wash trades when FOK orders uncross
• #3257 - Order Status is now only Active when it is submitted to the book
• #3285 - LP provisions are now properly stopped when a market is rejected
• #3290 - Update Market Value Proxy at the end of each block
• #3267 - Ensure Liquidity Auctions are not left if it would result in an empty book
• #3286 - Reduce some log levels
• #3263 - Fix incorrect context object in Liquidity Provisions
• #3283 - Remove debug code
• #3198 - chore: Add spell checking to build pipeline
• #3303 - Reduce market depth updates when nothing changes
• #3310 - Fees are no longer paid to inactive LPs
• #3305 - Fix validation of governance proposal terms
• #3311 - targetStake is now an unsigned integer
• #3313 - Fix invalid account wrapping

v0.34.0-pre1

Add changelog for v0.34.0

Release v0.33.1

*2021-02-17*

- Disable liquidity provisions submission from release v0.33.0

Release v0.33.0

2021-02-16

As per the previous release notes, this release brings a lot of fixes, most of which aren't exciting new features but improve either the code quality or the developer experience. This release is pretty hefty, as the last few updates have been patch releases. It represents a lot of heavy testing and bug fixing on Liquidity Commitment orders. Alongside that, the feature test suite (we use godog) has seen some serious attention so that we can specify more complex scenarios easily.

Improvements:

• #3094 - 🔥 GraphQL: Use ID scalar for IDs, ensure capitalisation is correct (marketID -> marketId)
• #3093 - 🔥 GraphQL: Add LP Commitment field to market proposal
• #3061 - GraphQL: Add market proposal to markets created via governance
• #3060 - Add maximum LP shape size limit network parameter
• #3089 - Add OracleSpec to market
• #3148 - Add GraphQL endpoints for oracle spec
• #3179 - Add metrics logging for LPs
• #3127 - Add validation for Oracle Specs on market proposals
• #3129 - Update transfers to use uint256
• #3091 - Refactor: Standardise how InAuction is detected in the core
• #3133 - Remove log.error when TX rate limit is hit
• #3140 - Remove log.error when cancel all orders fails
• #3072 - Re-enable disabled static analysis
• #3068 - Add dlv to docker container
• #3067 - Add more LP unit tests
• #3066 - Remove devnet specific wallet initialisation
• #3041 - Remove obsolete InitialMarkPrice network parameter
• #3035 - Documentation fixed for infrastructure fee field
• #3034 - Add buf to get tools script
• #3032 - Move documentation generation to vegaprotocol/api repository
• #3030 - Add more debug logging in execution engine
• #3114 - Feature test refactor: Standardise market definitions
• #3122 - Feature test refactor: Remove unused trading modes
• #3124 - Feature test refactor: Move submit order step to separate package
• #3141 - Feature test refactor: Move oracle data step to separate package
• #3142 - Feature test refactor: Move market steps to separate package
• #3143 - Feature test refactor: Move confirmed trades step to separate package
• #3144 - Feature test refactor: Move cancelled trades step to separate package
• #3145 - Feature test refactor: Move traders step to separate package
• #3146 - Feature test refactor: Create new step to verify margin accounts for a market
• #3153 - Feature test refactor: Create step to verify one account of each type per asset
• #3152 - Feature test refactor: Create step to deposit collateral
• #3151 - Feature test refactor: Create step to withdraw collateral
• #3149 - Feature test refactor: Merge deposit & verification steps
• #3154 - Feature test refactor: Create step to verify settlement balance for market
• #3156 - Feature test refactor: Rewrite margin levels step
• #3178 - Feature test refactor: Unify error handling steps
• #3157 - Feature test refactor: Various small fixes
• #3101 - Feature test refactor: Remove outdated feature tests
• #3092 - Feature test refactor: Add steps to test handling of LPs during auction
• #3071 - Feature test refactor: Fix typo

Fixes:

• #3018 - Fix crash caused by distressed traders with LPs
• #3029 - API: LP orders were missing their reference data
• #3031 - Parties with cancelled LPs no longer receive fees
• #3033 - Improve handling of genesis block errors
• #3036 - Equity share is now correct when submitting initial order
• #3048 - LP submission now checks margin engine is started
• #3070 - Rewrite amending LPs
• #3053 - Rewrite cancel all order implementation
• #3050 - GraphQL: Order in LiquidityOrder is now nullable
• #3056 - Move vegastream to a separate repository
• #3057 - Ignore error if Tendermint stats is temporarily unavailable
• #3058 - Fix governance to use total supply rather than total deposited into network
• #3062 - Opening Auction no longer set to null on a market when auction completes
• #3051 - Rewrite LP refresh mechanism
• #3080 - Auctions now leave auction when maximumDuration is exceeded
• #3075 - Bond account is now correctly cleared when LPs are cancelled
• #3074 - Switch error reporting mechanism to stream error
• #3069 - Switch more error reporting mechanisms to stream error
• #3081 - Fix fee check for LP orders
• #3087 - GraphQL schema grammar & spelling fixes
• #3185 - LP orders are now accessed deterministically
• #3131 - GRPC api now shuts down gracefully
• #3110 - LP Bond is now returned if a market is rejected
• #3115 - Parties with closed out LPs can now submit new LPs
• #3123 - New market proposals with invalid Oracle definitions no longer crash core
• #3131 - GRPC api now shuts down gracefully
• #3137 - Pegged orders that fail to reprice correctly are now properly removed from the Market Depth API
• #3168 - Fix intoProto for OracleSpecBinding
• #3106 - Target Stake is now used as the Market Value Proxy during opening auction
• #3103 - Ensure all filled and partially filled orders are remove from the Market Depth API
• #3095 - GraphQL: Fix missing data in proposal subscription
• #3085 - Minor tidy-up of errors reported by goland

v0.32.3: Release patch version 0.32.3

*2021-03-08*

- [#3103](https://github.com/vegaprotocol/vega/pull/3103) - fix negative spread in market depth

v0.32.2: Release patch version 0.32.2

*2021-03-03*

- [#3074](https://github.com/vegaprotocol/vega/pull/3074) - fix nil pointer dereference in gRPC API.