code.vegaprotocol.io/vega@v0.79.0/core/integration/features/orders/amend-order-opening-auction.feature (about)

     1  Feature: Amend orders
     2  
     3    Background:
     4      Given the average block duration is "1"
     5      And the markets:
     6        | id        | quote name | asset | risk model                  | margin calculator                  | auction duration | fees         | price monitoring | data source config     | linear slippage factor | quadratic slippage factor | sla params      |
     7        | ETH/DEC19 | BTC        | BTC   | default-simple-risk-model-2 | default-overkill-margin-calculator | 1                | default-none | default-none     | default-eth-for-future | 0.25                   | 0                         | default-futures |
     8      And the following network parameters are set:
     9        | name                                    | value |
    10        | market.auction.minimumDuration          | 1     |
    11        | network.markPriceUpdateMaximumFrequency | 0s    |
    12  
    13    @AmendOA
    14    Scenario: Amend an order during opening auction, we should leave the auction the next time update
    15      # setup accounts
    16      Given the parties deposit on asset's general account the following amount:
    17        | party | asset | amount    |
    18        | myboi | BTC   | 10000000  |
    19        | aux   | BTC   | 100000000 |
    20        | aux2  | BTC   | 100000000 |
    21  
    22      # place auxiliary orders so we always have best bid and best offer as to not trigger the liquidity auction
    23      When the parties place the following orders:
    24        | party | market id | side | volume | price | resulting trades | type       | tif     | reference |
    25        | aux   | ETH/DEC19 | buy  | 100    | 9900  | 0                | TYPE_LIMIT | TIF_GTC | aux-b-9   |
    26        | aux   | ETH/DEC19 | sell | 100    | 10010 | 0                | TYPE_LIMIT | TIF_GTC | aux2-s-10 |
    27        | aux2  | ETH/DEC19 | buy  | 1      | 10000 | 0                | TYPE_LIMIT | TIF_GTC | aux2-b-k  |
    28        | aux   | ETH/DEC19 | sell | 1      | 10001 | 0                | TYPE_LIMIT | TIF_GTC | aux-s-1   |
    29      Then the opening auction period ends for market "ETH/DEC19"
    30      And the trading mode should be "TRADING_MODE_OPENING_AUCTION" for the market "ETH/DEC19"
    31      #And the mark price should be "10000" for the market "ETH/DEC19"
    32  
    33      # Amend order, we remain in auction
    34      When the parties amend the following orders:
    35        | party | reference | price | size delta | tif     |
    36        | aux   | aux-s-1   | 10000 | 0          | TIF_GTC |
    37      Then the trading mode should be "TRADING_MODE_OPENING_AUCTION" for the market "ETH/DEC19"
    38  
    39      # next block
    40      When the network moves ahead "1" blocks
    41      Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "ETH/DEC19"
    42      And the mark price should be "10000" for the market "ETH/DEC19"