[TRA-617] Integrate PML and Megavault (backport #2331) (#2377)

Co-authored-by: shrenujb <[email protected]>

indexer/packages/v4-protos/src/codegen/dydxprotocol/listing/genesis.ts

@@ -1,3 +1,4 @@
+import { ListingVaultDepositParams, ListingVaultDepositParamsSDKType } from "./params";
 import * as _m0 from "protobufjs/minimal";
 import { DeepPartial } from "../../helpers";
 /** GenesisState defines `x/listing`'s genesis state. */
@@ -8,6 +9,9 @@ export interface GenesisState {
    * listed
    */
   hardCapForMarkets: number;
+  /** listing_vault_deposit_params is the params for PML megavault deposits */
+
+  listingVaultDepositParams?: ListingVaultDepositParams;
 }
 /** GenesisState defines `x/listing`'s genesis state. */
 
@@ -17,11 +21,15 @@ export interface GenesisStateSDKType {
    * listed
    */
   hard_cap_for_markets: number;
+  /** listing_vault_deposit_params is the params for PML megavault deposits */
+
+  listing_vault_deposit_params?: ListingVaultDepositParamsSDKType;
 }
 
 function createBaseGenesisState(): GenesisState {
   return {
-    hardCapForMarkets: 0
+    hardCapForMarkets: 0,
+    listingVaultDepositParams: undefined
   };
 }
 
@@ -31,6 +39,10 @@ export const GenesisState = {
       writer.uint32(8).uint32(message.hardCapForMarkets);
     }
 
+    if (message.listingVaultDepositParams !== undefined) {
+      ListingVaultDepositParams.encode(message.listingVaultDepositParams, writer.uint32(18).fork()).ldelim();
+    }
+
     return writer;
   },
 
@@ -47,6 +59,10 @@ export const GenesisState = {
           message.hardCapForMarkets = reader.uint32();
           break;
 
+        case 2:
+          message.listingVaultDepositParams = ListingVaultDepositParams.decode(reader, reader.uint32());
+          break;
+
         default:
           reader.skipType(tag & 7);
           break;
@@ -59,6 +75,7 @@ export const GenesisState = {
   fromPartial(object: DeepPartial<GenesisState>): GenesisState {
     const message = createBaseGenesisState();
     message.hardCapForMarkets = object.hardCapForMarkets ?? 0;
+    message.listingVaultDepositParams = object.listingVaultDepositParams !== undefined && object.listingVaultDepositParams !== null ? ListingVaultDepositParams.fromPartial(object.listingVaultDepositParams) : undefined;
     return message;
   }
 

proto/dydxprotocol/listing/genesis.proto

@@ -1,11 +1,18 @@
 syntax = "proto3";
 package dydxprotocol.listing;
 
+import "gogoproto/gogo.proto";
+import "dydxprotocol/listing/params.proto";
+
 option go_package = "github.com/dydxprotocol/v4-chain/protocol/x/listing/types";
 
 // GenesisState defines `x/listing`'s genesis state.
 message GenesisState {
   // hard_cap_for_markets is the hard cap for the number of markets that can be
   // listed
   uint32 hard_cap_for_markets = 1;
+
+  // listing_vault_deposit_params is the params for PML megavault deposits
+  ListingVaultDepositParams listing_vault_deposit_params = 2
+      [ (gogoproto.nullable) = false ];
 }

protocol/app/app.go

@@ -1218,6 +1218,7 @@ func New(
 		app.ClobKeeper,
 		&app.MarketMapKeeper,
 		app.PerpetualsKeeper,
+		app.VaultKeeper,
 	)
 	listingModule := listingmodule.NewAppModule(
 		appCodec,
@@ -1226,6 +1227,7 @@ func New(
 		app.ClobKeeper,
 		&app.MarketMapKeeper,
 		app.PerpetualsKeeper,
+		app.VaultKeeper,
 	)
 
 	// Initialize authenticators

protocol/app/testdata/default_genesis_state.json

@@ -374,7 +374,12 @@
     }
   },
   "listing": {
-    "hard_cap_for_markets": 0
+    "hard_cap_for_markets": 500,
+    "listing_vault_deposit_params": {
+      "new_vault_deposit_amount": "10000000000",
+      "main_vault_deposit_amount": "0",
+      "num_blocks_to_lock_shares": 2592000
+    }
   },
   "params": null,
   "perpetuals": {

protocol/scripts/genesis/sample_pregenesis.json

@@ -890,7 +890,12 @@
       }
     },
     "listing": {
-      "hard_cap_for_markets": 0
+      "hard_cap_for_markets": 500,
+      "listing_vault_deposit_params": {
+        "main_vault_deposit_amount": "0",
+        "new_vault_deposit_amount": "10000000000",
+        "num_blocks_to_lock_shares": 2592000
+      }
     },
     "marketmap": {
       "last_updated": "0",

protocol/testing/genesis.sh

@@ -2258,6 +2258,14 @@ function edit_genesis() {
 	# ICA Controller Params
 	update_ica_controller_params
 
+	# Listing
+	# Set hard cap for markets
+	dasel put -t int -f "$GENESIS" ".app_state.listing.hard_cap_for_markets" -v '500'
+	# Set default listing vault deposit params
+	dasel put -t string -f "$GENESIS" ".app_state.listing.listing_vault_deposit_params.new_vault_deposit_amount" -v "10000000000" # 10_000 USDC
+	dasel put -t string -f "$GENESIS" ".app_state.listing.listing_vault_deposit_params.main_vault_deposit_amount" -v "0" # 0 USDC
+	dasel put -t int -f "$GENESIS" ".app_state.listing.listing_vault_deposit_params.num_blocks_to_lock_shares" -v '2592000' # 30 days
+
 	# Vaults
 	# Set default quoting params.
 	dasel put -t int -f "$GENESIS" ".app_state.vault.default_quoting_params.spread_min_ppm" -v '3000'

protocol/testutil/constants/genesis.go

@@ -873,7 +873,12 @@ const GenesisState = `{
       }
     },
     "listing": {
-      "hard_cap_for_markets": 0
+      "hard_cap_for_markets": 500,
+      "listing_vault_deposit_params": {
+        "new_vault_deposit_amount": "10000000000",
+        "main_vault_deposit_amount": "0",
+        "num_blocks_to_lock_shares": 2592000
+      }
 	},
     "perpetuals": {
       "liquidity_tiers": [

protocol/testutil/keeper/listing.go

@@ -14,6 +14,7 @@ import (
 	clobkeeper "github.com/dydxprotocol/v4-chain/protocol/x/clob/keeper"
 	perpetualskeeper "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/keeper"
 	priceskeeper "github.com/dydxprotocol/v4-chain/protocol/x/prices/keeper"
+	vaultkeeper "github.com/dydxprotocol/v4-chain/protocol/x/vault/keeper"
 	marketmapkeeper "github.com/skip-mev/slinky/x/marketmap/keeper"
 	"github.com/stretchr/testify/mock"
 
@@ -165,6 +166,7 @@ func ListingKeepers(
 				perpetualsKeeper,
 				clobKeeper,
 				marketMapKeeper,
+				vaultKeeper,
 			)
 
 			return []GenesisInitializer{keeper}
@@ -182,6 +184,7 @@ func createListingKeeper(
 	perpetualsKeeper *perpetualskeeper.Keeper,
 	clobKeeper *clobkeeper.Keeper,
 	marketMapKeeper *marketmapkeeper.Keeper,
+	vaultkeeper *vaultkeeper.Keeper,
 ) (
 	*keeper.Keeper,
 	storetypes.StoreKey,
@@ -201,6 +204,7 @@ func createListingKeeper(
 		clobKeeper,
 		marketMapKeeper,
 		perpetualsKeeper,
+		vaultkeeper,
 	)
 
 	return k, storeKey, mockTimeProvider

protocol/x/clob/keeper/clob_pair.go

@@ -66,7 +66,10 @@ func (k Keeper) CreatePerpetualClobPair(
 		return clobPair, err
 	}
 
-	err := k.CreateClobPair(ctx, clobPair)
+	// Write the `ClobPair` to state.
+	k.SetClobPair(ctx, clobPair)
+
+	err := k.CreateClobPairStructures(ctx, clobPair)
 	if err != nil {
 		return clobPair, err
 	}
@@ -162,22 +165,11 @@ func (k Keeper) createOrderbook(ctx sdk.Context, clobPair types.ClobPair) {
 	k.MemClob.CreateOrderbook(clobPair)
 }
 
-// CreateClobPair creates a new `ClobPair` in the store and creates the corresponding orderbook in the memclob.
+// CreateClobPair performs all non stateful operations to create a CLOB pair.
+// These include creating the corresponding orderbook in the memclob, the mapping between
+// the CLOB pair and the perpetual and the indexer event.
 // This function returns an error if a value for the ClobPair's id already exists in state.
-func (k Keeper) CreateClobPair(ctx sdk.Context, clobPair types.ClobPair) error {
-	// Validate the given clob pair id is not already in use.
-	if _, exists := k.GetClobPair(ctx, clobPair.GetClobPairId()); exists {
-		panic(
-			fmt.Sprintf(
-				"ClobPair with id %+v already exists in state",
-				clobPair.GetClobPairId(),
-			),
-		)
-	}
-
-	// Write the `ClobPair` to state.
-	k.setClobPair(ctx, clobPair)
-
+func (k Keeper) CreateClobPairStructures(ctx sdk.Context, clobPair types.ClobPair) error {
 	// Create the corresponding orderbook in the memclob.
 	k.createOrderbook(ctx, clobPair)
 
@@ -217,8 +209,8 @@ func (k Keeper) CreateClobPair(ctx sdk.Context, clobPair types.ClobPair) error {
 	return nil
 }
 
-// setClobPair sets a specific `ClobPair` in the store from its index.
-func (k Keeper) setClobPair(ctx sdk.Context, clobPair types.ClobPair) {
+// SetClobPair sets a specific `ClobPair` in the store from its index.
+func (k Keeper) SetClobPair(ctx sdk.Context, clobPair types.ClobPair) {
 	store := k.getClobPairStore(ctx)
 	b := k.cdc.MustMarshal(&clobPair)
 	store.Set(clobPairKey(clobPair.GetClobPairId()), b)
@@ -567,7 +559,7 @@ func (k Keeper) UpdateClobPair(
 		return err
 	}
 
-	k.setClobPair(ctx, clobPair)
+	k.SetClobPair(ctx, clobPair)
 
 	// Send UpdateClobPair to indexer.
 	k.GetIndexerEventManager().AddTxnEvent(

protocol/x/listing/genesis.go

@@ -13,6 +13,10 @@ func InitGenesis(ctx sdk.Context, k keeper.Keeper, genState types.GenesisState)
 	if err := k.SetMarketsHardCap(ctx, genState.HardCapForMarkets); err != nil {
 		panic(err)
 	}
+
+	if err := k.SetListingVaultDepositParams(ctx, genState.ListingVaultDepositParams); err != nil {
+		panic(err)
+	}
 }
 
 // ExportGenesis returns the module's exported genesis.

protocol/x/listing/keeper/keeper.go

@@ -20,6 +20,7 @@ type (
 		ClobKeeper       types.ClobKeeper
 		MarketMapKeeper  types.MarketMapKeeper
 		PerpetualsKeeper types.PerpetualsKeeper
+		VaultKeeper      types.VaultKeeper
 	}
 )
 
@@ -31,6 +32,7 @@ func NewKeeper(
 	clobKeeper types.ClobKeeper,
 	marketMapKeeper types.MarketMapKeeper,
 	perpetualsKeeper types.PerpetualsKeeper,
+	vaultKeeper types.VaultKeeper,
 ) *Keeper {
 	return &Keeper{
 		cdc:              cdc,
@@ -40,6 +42,7 @@ func NewKeeper(
 		ClobKeeper:       clobKeeper,
 		MarketMapKeeper:  marketMapKeeper,
 		PerpetualsKeeper: perpetualsKeeper,
+		VaultKeeper:      vaultKeeper,
 	}
 }
 

protocol/x/listing/keeper/listing.go

@@ -2,6 +2,11 @@ package keeper
 
 import (
 	"math"
+	"math/big"
+
+	vaulttypes "github.com/dydxprotocol/v4-chain/protocol/x/vault/types"
+
+	satypes "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types"
 
 	"github.com/dydxprotocol/v4-chain/protocol/lib"
 
@@ -101,10 +106,12 @@ func (k Keeper) CreateClobPair(
 		return 0, err
 	}
 
+	k.ClobKeeper.SetClobPair(ctx, clobPair)
+
 	// Only create the clob pair if we are in deliver tx mode. This is to prevent populating
 	// in memory data structures in the CLOB during simulation mode.
 	if lib.IsDeliverTxMode(ctx) {
-		err := k.ClobKeeper.CreateClobPair(ctx, clobPair)
+		err := k.ClobKeeper.CreateClobPairStructures(ctx, clobPair)
 		if err != nil {
 			return 0, err
 		}
@@ -187,3 +194,67 @@ func (k Keeper) GetListingVaultDepositParams(
 	k.cdc.MustUnmarshal(b, &vaultDepositParams)
 	return vaultDepositParams
 }
+
+// Function to deposit to the megavault for a new PML market
+// This function deposits money to the megavault, transfers the new vault
+// deposit amount to the new market vault and locks the shares for the deposit
+func (k Keeper) DepositToMegavaultforPML(
+	ctx sdk.Context,
+	fromSubaccount satypes.SubaccountId,
+	clobPairId uint32,
+) error {
+	// Get the listing vault deposit params
+	vaultDepositParams := k.GetListingVaultDepositParams(ctx)
+
+	// Deposit to the megavault
+	totalDepositAmount := new(big.Int).Add(
+		vaultDepositParams.NewVaultDepositAmount.BigInt(),
+		vaultDepositParams.MainVaultDepositAmount.BigInt(),
+	)
+	mintedShares, err := k.VaultKeeper.DepositToMegavault(
+		ctx,
+		fromSubaccount,
+		totalDepositAmount,
+	)
+	if err != nil {
+		return err
+	}
+
+	vaultId := vaulttypes.VaultId{
+		Type:   vaulttypes.VaultType_VAULT_TYPE_CLOB,
+		Number: clobPairId,
+	}
+
+	// Transfer the new vault deposit amount to the new market vault
+	err = k.VaultKeeper.AllocateToVault(
+		ctx,
+		vaultId,
+		vaultDepositParams.NewVaultDepositAmount.BigInt(),
+	)
+	if err != nil {
+		return err
+	}
+
+	// Lock the shares for the new vault deposit amount
+	err = k.VaultKeeper.LockShares(
+		ctx,
+		fromSubaccount.Owner,
+		vaulttypes.BigIntToNumShares(mintedShares),
+		uint32(ctx.BlockHeight())+vaultDepositParams.NumBlocksToLockShares,
+	)
+	if err != nil {
+		return err
+	}
+
+	// Activate vault to quoting status
+	err = k.VaultKeeper.SetVaultStatus(
+		ctx,
+		vaultId,
+		vaulttypes.VaultStatus_VAULT_STATUS_QUOTING,
+	)
+	if err != nil {
+		return err
+	}
+
+	return nil
+}