code.vegaprotocol.io/vega@v0.79.0/core/integration/features/mark-price/0009-MRKP-130.feature

Feature: Test setting of mark price from 2 oracles with one getting stale (AC 0009-MRKP-130)
    Background:
        Given the following network parameters are set:
            | name                                    | value |
            | network.markPriceUpdateMaximumFrequency | 1s    |
        And the liquidity monitoring parameters:
            | name       | triggering ratio | time window | scaling factor |
            | lqm-params | 0.00             | 24h         | 1e-9           |
        And the simple risk model named "simple-risk-model":
            | long | short | max move up | min move down | probability of trading |
            | 0.1  | 0.1   | 100         | -100          | 0.2                    |

        # this is just an example of setting up oracles
        And the composite price oracles from "0xCAFECAFE1":
            | name    | price property   | price type   | price decimals |
            | oracle1 | price1.USD.value | TYPE_INTEGER | 0              |
            | oracle2 | price2.USD.value | TYPE_INTEGER | 0              |

        And the markets:
            | id        | quote name | asset | liquidity monitoring | risk model        | margin calculator         | auction duration | fees         | price monitoring | data source config     | linear slippage factor | quadratic slippage factor | sla params      | price type | decay weight | decay power | cash amount | source weights | source staleness tolerance | oracle1 | oracle2 |
            | ETH/FEB23 | ETH        | USD   | lqm-params           | simple-risk-model | default-margin-calculator | 1                | default-none | default-none     | default-eth-for-future | 0.25                   | 0                         | default-futures | weight     | 1            | 1           | 0           | 0,0,1,3,0      | 0s,0s,10s,20s,0s           | oracle1 | oracle2 |

    Scenario: 001 check mark price using weight average
        Given the parties deposit on asset's general account the following amount:
            | party            | asset | amount       |
            | buySideProvider  | USD   | 100000000000 |
            | sellSideProvider | USD   | 100000000000 |
            | party            | USD   | 48050        |
        And the parties place the following orders:
            | party            | market id | side | volume | price  | resulting trades | type       | tif     | reference |
            | buySideProvider  | ETH/FEB23 | buy  | 10     | 14900  | 0                | TYPE_LIMIT | TIF_GTC |           |
            | buySideProvider  | ETH/FEB23 | buy  | 1      | 15000  | 0                | TYPE_LIMIT | TIF_GTC |           |
            | buySideProvider  | ETH/FEB23 | buy  | 3      | 15900  | 0                | TYPE_LIMIT | TIF_GTC |           |
            | party            | ETH/FEB23 | sell | 3      | 15900  | 0                | TYPE_LIMIT | TIF_GTC |           |
            | sellSideProvider | ETH/FEB23 | sell | 2      | 15920  | 0                | TYPE_LIMIT | TIF_GTC | sell-2    |
            | sellSideProvider | ETH/FEB23 | sell | 1      | 15940  | 0                | TYPE_LIMIT | TIF_GTC | sell-3    |
            | sellSideProvider | ETH/FEB23 | sell | 3      | 15960  | 0                | TYPE_LIMIT | TIF_GTC | sell-4    |
            | sellSideProvider | ETH/FEB23 | sell | 5      | 15990  | 0                | TYPE_LIMIT | TIF_GTC | sell-5    |
            | sellSideProvider | ETH/FEB23 | sell | 2      | 16000  | 0                | TYPE_LIMIT | TIF_GTC | sell-7    |
            | sellSideProvider | ETH/FEB23 | sell | 4      | 16020  | 0                | TYPE_LIMIT | TIF_GTC | sell-8    |
            | sellSideProvider | ETH/FEB23 | sell | 1      | 100000 | 0                | TYPE_LIMIT | TIF_GTC |           |

        # AC 0009-MRKP-012
        When the network moves ahead "2" blocks
        Then the mark price should be "15900" for the market "ETH/FEB23"

        And the parties place the following orders:
            | party           | market id | side | volume | price | resulting trades | type       | tif     | reference |
            | buySideProvider | ETH/FEB23 | buy  | 2      | 15920 | 1                | TYPE_LIMIT | TIF_GTC |           |

        When the network moves ahead "1" blocks
        Then the mark price should be "15900" for the market "ETH/FEB23"

        And the parties place the following orders:
            | party           | market id | side | volume | price | resulting trades | type       | tif     | reference |
            | buySideProvider | ETH/FEB23 | buy  | 1      | 15940 | 1                | TYPE_LIMIT | TIF_GTC |           |

        When the network moves ahead "1" blocks
        Then the mark price should be "15900" for the market "ETH/FEB23"

        When the network moves ahead "2" blocks
        Then the mark price should be "15900" for the market "ETH/FEB23"

        # example of pushing oracle prices
        Then the oracles broadcast data with block time signed with "0xCAFECAFE1":
            | name             | value | time offset |
            | price1.USD.value | 16000 | -1s         |

        When the network moves ahead "1" blocks
        # only the first oracle has ticked so mark price is set fully from oracle1
        Then the mark price should be "16000" for the market "ETH/FEB23"

        When the network moves ahead "2" blocks
        Then the oracles broadcast data with block time signed with "0xCAFECAFE1":
            | name             | value | time offset |
            | price2.USD.value | 15900 | -1s         |

        When the network moves ahead "1" blocks
        # 0.25 * 16000 + 0.75 * 15900 = 15925
        Then the mark price should be "15925" for the market "ETH/FEB23"

        # lets get the first oracle price out of scope (it has 10s tolerance)
        When the network moves ahead "10" blocks
        # 0 * 16000 + 1 * 15900 = 15900
         Then the mark price should be "15900" for the market "ETH/FEB23"