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CHANGELOG.md

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Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

Unreleased

CI

  • #1032 - ci: Create e2e wasm contract test

Improvements

  • #1134 - refactor: remove panics from vpool and spillovers from the perp module. It's now impossible to call functions in x/perp that would panic in vpool.
  • #1127 - refactor: remove unnecessary panics from x/dex and x/stablecoin
  • #1126 - refactor(perp): remove unnecessary panics
  • #1138 - refactor: put Makefile workflows in separate directory
  • #1126 - test(oracle): stop the tyrannical behavior of TestFuzz_PickReferencePair
  • #1135 - fix: add genesis oracle prices to localnet
  • #1135 - refactor(oracle): rename variables for readability
  • #1145 - chore: add USD quote asset

Bug Fixes

  • #1126 - test(oracle): stop the tyrannical behavior of TestFuzz_PickReferencePair
  • #1131 - fix(oracle): use correct distribution module account

Features

  • #1115 - feat: improve single asset join calculation
  • #1117 - feat: wire multi-liquidate transaction
  • #1120 - feat: replace pricefeed with oracle

Bug Fixes

  • #1113 - fix: fix quick simulation issue
  • #1114 - fix(dex): fix single asset join
  • #1116 - fix(dex): unfroze pool when LP share supply of 0
  • #1124 - fix(dex): fix unexpected panic in stableswap calcs

v0.16.2 - Dec 13, 2022

Features

  • #1032 - feeder: add price provide API and bitfinex price source
  • #1038 - feat(dex): add single asset join
  • #1050 - feat(dex): add stableswap pools
  • #1058 - feature: use collections external lib
  • #1082 - feat(vpool): Add gov proposal for editing the sswap invariant of a vpool..
  • #1092 - refactor(dex)!: revive dex module using intermediate test app
  • #1097 - feat(perp): Track and expose the net size of a pair with a query
  • #1105 - feat(perp): Add (notional) volume to metrics state

API Breaking

  • #1074 - feat(vpool): Add gov proposal for editing the vpool config without changing the reserves.

State Machine Breaking

  • #1102 - refactor(perp)!: replace CumulativePremiumFractions array with single value

Breaking Changes

  • #1074 - feat(vpool): Add gov proposal for editing the vpool config without changing the reserves.

Improvements

  • #1111 - feat(vpool)!: Use flags and certain default values instead of unnamed args for add-genesis-vpool to improve ease of use
  • #1046 - remove: feeder. The price feeder was moved to an external repo.
  • #1015 - feat(dex): throw error when swap output amount is less than 1
  • #1018 - chore(dex): refactor to match best practice
  • #1024 - refactor(oracle): remove Pair and PairList
  • #1034 - refactor(proto): use proto-typed events x/dex
  • #1035 - refactor(proto): use proto-typed events for epochs
  • #1014 - refactor(oracle): full refactor of EndBlock UpdateExchangeRates() long function
  • #1054 - chore(deps): Bump github.com/cosmos/ibc-go/v3 from 3.3.0 to 3.4.0
  • #1043 - chore(deps): Bump github.com/spf13/cobra from 1.6.0 to 1.6.1
  • #1056 - chore(deps): Bump github.com/prometheus/client_golang from 1.13.0 to 1.13.1
  • #1055 - chore(deps): Bump github.com/spf13/viper from 1.13.0 to 1.14.0
  • #1061 - feat(cmd): hard-code block time parameters in the Tendermint config
  • #1068 - refactor(vpool)!: Remove ReserveSnapshot from the vpool genesis state since reserves are taken automatically on vpool initialization.
  • #1064 - test(wasm): add test for Cosmwasm
  • #1075 - feat(dex): remove possibility to create multiple pools with the same assets
  • #1080 - feat(perp): Add exchanged notional to the position changed event #1080
  • #1082 - feat(localnet.sh): Set genesis prices based on real BTC and ETH prices
  • #1086 - refactor(perp)!: Removed unused field, LiquidationPenalty, from PositionChangedEvent
  • #1093 - simulation(dex): add simulation tests for stableswap pools
  • #1091 - refactor: Use common.Precision instead of 1_000_000 in the codebase
  • #1109 - refactor(vpool)!: Condense swap SwapXForY and SwapYForX events into SwapOnVpoolEvent

Bug Fixes

  • #1100 - fix(oracle): fix flaky oracle test
  • #1110 - fix(dex): fix dex issue on unsorted join pool

CI

  • #1088 - ci: build cross binaries

v0.15.0

CI

  • #785 - ci: create simulations job

State Machine Breaking

  • #994 - x/oracle refactor to use collections
  • #991 - collections refactoring of keys and values
  • #978 - x/vpool move state logic to collections
  • #977 - x/perp add whitelisted liquidators
  • #960 - x/common validate asset pair denoms
  • #952 - x/perp move state logic to collections
  • #872 - x/perp remove module balances from genesis
  • #878 - rename PremiumFraction to FundingRate
  • #900 - refactor x/vpool snapshot state management
  • #904 - refactor: change Pool name to VPool in vpool module
  • #894 - add the collections package!
  • #897 - x/pricefeed - use collections.
  • #933 - refactor(perp): remove whitelist and simplify state keys
  • #959 - feat(vpool): complete genesis import export
    • removed Params from genesis.
    • added pair into ReserveSnapshot type.
    • added validation of snapshots and snapshots in genesis.
  • #975 - fix(perp): funding payment calculations
  • #976 - refactor(epochs): refactor to increase readability and some tests
    • EpochInfo.CurrentEpoch changed from int64 to uint64.

API Breaking

  • #880 - refactor PostRawPrice return values
  • #900 - fix x/vpool twap calculation to be bounded in time
  • #919 - refactor(proto): vpool module files consistency
    • MarkPriceChanged renamed to MarkPriceChangedEvent
  • #875 - x/perp add MsgMultiLiquidate
  • #979 - refactor and clean VPool.

Improvements

  • #1044 - feat(wasm): cosmwasm module integration
  • #858 - fix trading limit ratio check; checks in both directions on both quote and base assets
  • #865 - refactor(vpool): clean up interface for CmdGetBaseAssetPrice to use add and remove as directions
  • #868 - refactor dex integration tests to be independent between them
  • #876 - chore(deps): bump github.com/spf13/viper from 1.12.0 to 1.13.0
  • #879 - test(perp): liquidate cli test and genesis fix for testutil initGenFiles
  • #889 - feat: decouple keeper from servers in pricefeed module
  • #886 - feat: decouple keeper from servers in perp module
  • #901 - refactor(vpool): remove GetUnderlyingPrice method
  • #902 - refactor(common): improve usability of common.AssetPair
  • #913 - chore(epochs): update x/epochs module
  • #911 - test(perp): add MsgOpenPosition simulation tests
  • #917 - refactor(proto): perp module files consistency
  • #920 - refactor(proto): pricefeed module files consistency
  • #926 - feat: use spot twap for funding rate calculation
  • #932 - refactor(perp): rename premium fraction to funding rate
  • #963 - test: add collections api tests
  • #971 - chore: use upstream 99designs/keyring module
  • #964 - test(vpool): refactor flaky vpool cli test
  • #956 - test(perp): partial liquidate unit test
  • #981 - chore(testutil): clean up x/testutil packages
  • #980 - test(perp): add MsgClosePosition, MsgAddMargin, and MsgRemoveMargin simulation tests
  • #987 - feat: create a query that directly returns all module accounts without pagination or iteration
  • #982 - improvements for pricefeed genesis
  • #989 - test(perp): cli test for AddMargin
  • #1001 - chore(deps): bump github.com/spf13/cobra from 1.5.0 to 1.6.0
  • #1013 - test(vpool): more calc twap tests and documentation
  • #1012 - test(vpool): make vpool simulation with random parameters

Features

  • #1019 - add fields to the snapshot reserve event
  • #1010 - feeder: initialize oracle feeder core logic
  • #966 - collections: add indexed map
  • #852 - feat(genesis): add cli command to add pairs at genesis
  • #861 - feat: query cumulative funding payments
  • #985 - feat: query all active positions for a trader
  • #997 - feat: emit ReserveSnapshotSavedEvent in vpool EndBlocker
  • #1011 - feat(perp): add DonateToEF cli command
  • #1044 - feat(wasm): cosmwasm module integration

Fixes

  • #1023 - collections: golang compiler bug
  • #1017 - collections: correctly reports value type and key in case of not found errors.
  • #857 - x/perp add proper stateless genesis validation checks
  • #874 - fix --home issue with unsafe-reset-all command, updating tendermint to v0.34.21
  • #892 - chore: fix localnet script
  • #925 - fix(vpool): snapshot iteration
  • #930 - fix(vpool): snapshot iteration on mark twap
  • #911 - fix(perp): handle issue where no vpool snapshots are found
  • #958 - fix(pricefeed): add twap to prices query
  • #961 - fix(perp): wire the funding rate query
  • #993 - fix(vpool): fluctuation limit check
  • #1000 - chore: bump cosmos-sdk to v0.45.9 to fix ibc bug
  • #1002 - fix: update go.mod dependencies to fix the protocgen script

v0.14.0

API Breaking

  • #830 - test(vpool): Make missing fields for 'query vpool all-pools' display as empty strings.
    • Improve test coverage of functions used in the query server.
    • Added 'pair' field to the all-pools to make the prices array easier to digest
  • #878 - rename funding-payments query to funding-rate

Improvements

  • #837 - simplify makefile, removing unused module creation and usage of new command to add vpool at genesis
  • #836 - refactor(genesis): DRY improvements and functions added to localnet.sh for readability
  • #842 - use self-hosted runner
  • #843 - add timeout to github actions integration tests
  • #847 - add command in localnet to whitelist oracle
  • #848 - add check max leverage on add vpool in genesis command

Fixes

  • #850 - x/vpool - properly validate vpools at genesis
  • #854 - add buildx to the docker release workflow

Features

  • #827 - feat(genesis): add cli command to add vpool at genesis
  • #838 - feat(genesis): add cli command to whitelist oracles at genesis
  • #846 - x/oracle remove reference pair

v0.13.0 - 2022-08-16

API Breaking

  • #831 - remove modules that are not used in testnet

CI

  • #795 - integration tests run when PR is approved
  • #826 - create and push docker image on release

Improvements

  • #798 - fix integration tests caused by PR #786
  • #801 - remove unused pair constants
  • #788 - add --overwrite flag to the nibid init call of localnet.sh
  • #804 - bump ibc-go to v3.1.1
  • #817 - Make post prices transactions gasless for whitelisted oracles
  • #818 - fix(localnet.sh): add max leverage to vpools in genesis to fix open-position
  • #819 - add golangci-linter using docker in Makefile
  • #835 - x/oracle cleanup code

Features

  • #839 - x/oracle rewarding
  • #791 Add the x/oracle module
  • #811 Return the index twap in QueryPrice cmd
  • #813 - (vpool): Expose mark price, mark TWAP, index price, and k (swap invariant) in the all-pools query
  • #816 - Remove tobin tax from x/oracle
  • #810 - feat(x/perp): expose 'marginRatioIndex' and block number on QueryPosition
  • #832 - x/oracle app wiring

Documentation

  • #814 - docs(perp): Added events specification for the perp module.

v0.12.1 - 2022-08-04

  • #796 - fix bug that caused that epochKeeper was nil when running epoch hook from Perp module
  • #793 - add a vpool parameter to limit leverage in open position

v0.12.0 - 2022-08-03

Improvements

  • #775 - bump google.golang.org/protobuf from 1.28.0 to 1.28.1
  • #768 - add simulation tests to make file
  • #767 - add fluctuation limit checks on OpenPosition.
  • #786 - add genesis params in localnet script.
  • #770 - Return err in case of zero time elapsed and zero snapshots on GetCurrentTWAP func. If zero time has elapsed, and snapshots exists, return the instantaneous average.

Bug Fixes

  • #766 - Fixed margin ratio calculation for trader position.
  • #776 - Fix a bug where the user could open infinite leverage positions
  • #779 - Fix issue with released tokens being invalid in ExitPool

Testing

  • #782 - replace GitHub test workflows to use make commands
  • #784 - fix runsim
  • #783 - sanitise inputs for msg swap simulations

v0.11.0 - 2022-07-29

Documentation

  • #701 Add release process guide

Improvements

  • #715 - remove redundant perp.Keeper.SetPosition parameters
  • #718 - add guard clauses on OpenPosition (leverage and quote amount != 0)
  • #728 - add dependabot file into the project.
  • #723 - refactor perp keeper's RemoveMargin method
  • #730 - update localnet script.
  • #736 - Bumps github.com/spf13/cast from 1.4.1 to 1.5.0
  • #735 - Bump github.com/spf13/cobra from 1.4.0 to 1.5.0
  • #729 - move maintenance margin to the vpool module
  • #741 - remove unused code and refactored variable names.
  • #742 - Vpools are not tradeable if they have invalid oracle prices.
  • #739 - Bump github.com/spf13/viper from 1.11.0 to 1.12.0

API Breaking

  • #721 - Updated proto property names to adhere to standard snake_casing and added Unlock REST endpoint
  • #724 - Add position fields in ClosePositionResponse.
  • #737 - Renamed from property to avoid python name clash

State Machine Breaking

  • #733 - Bump github.com/cosmos/ibc-go/v3 from 3.0.0 to 3.1.0
  • #741 - Rename epoch_identifier param to funding_rate_interval.
  • #745 - Updated pricefeed twap calc to use bounded time

Bug Fixes

  • #746 - Pin cosmos-sdk version to v0.45 for proto generation.

v0.10.0 - 2022-07-18

Improvements

  • #705 Refactor PerpKeeper's AddMargin method to accept individual fields instead of the entire Msg object.

API Breaking

  • #709 Add fields to OpenPosition response.
  • #707 Add fluctuation limit checks in vpool methods.
  • #712 Add funding rate calculation and FundingRateChangedEvent.

Upgrades

  • #725 Add governance handler for creating new virtual pools.
  • #702 Add upgrade handler for v0.10.0.

v0.9.2 - 2022-07-11

Improvements

  • #686 Add changelog enforcer to github actions.
  • #681 Remove automatic release and leave integration tests when merge into master.
  • #684 Reorganize PerpKeeper methods.
  • #690 Call closePositionEntirely from ClosePosition.
  • #689 Apply funding rate calculation 48 times per day.

API Breaking

  • #687 Emit PositionChangedEvent upon changing margin.
  • #685 Represent PositionChangedEvent bad debt as Coin.
  • #697 Rename pricefeed keeper methods.
  • #689 Change liquidation params to 2.5% liquidation fee ratio and 25% partial liquidation ratio.

Testing

  • #695 Add OpenPosition integration tests.
  • #692 Add test coverage for Perp MsgServer methods.