code.vegaprotocol.io/vega@v0.79.0/core/integration/features/orders/offsets_with_decimals.feature (about) 1 Feature: Test how offsets are applied with decimals 2 3 Scenario: 4 5 Given the following network parameters are set: 6 | name | value | 7 | market.value.windowLength | 1h | 8 | network.markPriceUpdateMaximumFrequency | 0s | 9 | limits.markets.maxPeggedOrders | 8 | 10 And the liquidity monitoring parameters: 11 | name | triggering ratio | time window | scaling factor | 12 | lqm-params | 0.00 | 24h | 1 | 13 And the following assets are registered: 14 | id | decimal places | 15 | ETH | 5 | 16 | USD | 2 | 17 And the average block duration is "2" 18 19 And the log normal risk model named "log-normal-risk-model-1": 20 | risk aversion | tau | mu | r | sigma | 21 | 0.000001 | 0.1 | 0 | 0 | 1.0 | 22 And the fees configuration named "fees-config-1": 23 | maker fee | infrastructure fee | 24 | 0.0004 | 0.001 | 25 And the price monitoring named "price-monitoring-1": 26 | horizon | probability | auction extension | 27 | 100000 | 0.99 | 3 | 28 29 And the liquidity sla params named "SLA": 30 | price range | commitment min time fraction | performance hysteresis epochs | sla competition factor | 31 | 1.0 | 0.5 | 1 | 1.0 | 32 And the following network parameters are set: 33 | name | value | 34 | market.liquidity.providersFeeCalculationTimeStep | 660s | 35 36 And the markets: 37 | id | quote name | asset | liquidity monitoring | risk model | margin calculator | auction duration | fees | price monitoring | data source config | decimal places | position decimal places | linear slippage factor | quadratic slippage factor | sla params | 38 | USD/DEC19 | USD | ETH | lqm-params | log-normal-risk-model-1 | default-margin-calculator | 1 | default-none | price-monitoring-1 | default-usd-for-future | 3 | 3 | 0.25 | 0 | SLA | 39 40 Given the parties deposit on asset's general account the following amount: 41 | party | asset | amount | 42 | lp1 | ETH | 100000000000000 | 43 | party1 | ETH | 10000000000000 | 44 | party2 | ETH | 10000000000000 | 45 | party3 | ETH | 10000000000000 | 46 47 And the parties submit the following liquidity provision: 48 | id | party | market id | commitment amount | fee | lp type | 49 | lp1 | lp1 | USD/DEC19 | 10000000000 | 0.001 | submission | 50 | lp1 | lp1 | USD/DEC19 | 10000000000 | 0.001 | submission | 51 | lp1 | lp1 | USD/DEC19 | 10000000000 | 0.001 | submission | 52 | lp1 | lp1 | USD/DEC19 | 10000000000 | 0.001 | submission | 53 And the parties place the following pegged iceberg orders: 54 | party | market id | peak size | minimum visible size | side | pegged reference | volume | offset | 55 | lp1 | USD/DEC19 | 2 | 1 | buy | BID | 66667 | 0 | 56 | lp1 | USD/DEC19 | 2 | 1 | buy | MID | 33334 | 1 | 57 | lp1 | USD/DEC19 | 2 | 1 | sell | MID | 33334 | 1 | 58 | lp1 | USD/DEC19 | 2 | 1 | sell | ASK | 66667 | 0 | 59 60 Then the parties place the following orders: 61 | party | market id | side | volume | price | resulting trades | type | tif | 62 | party1 | USD/DEC19 | buy | 10000 | 999999 | 0 | TYPE_LIMIT | TIF_GTC | 63 | party1 | USD/DEC19 | buy | 10000 | 1000000 | 0 | TYPE_LIMIT | TIF_GTC | 64 | party2 | USD/DEC19 | sell | 10000 | 1000000 | 0 | TYPE_LIMIT | TIF_GTC | 65 | party2 | USD/DEC19 | sell | 10000 | 1000001 | 0 | TYPE_LIMIT | TIF_GTC | 66 67 Then the opening auction period ends for market "USD/DEC19" 68 And the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "USD/DEC19" 69 And the market data for the market "USD/DEC19" should be: 70 | mark price | trading mode | best static bid price | static mid price | best static offer price | 71 | 1000000 | TRADING_MODE_CONTINUOUS | 999999 | 1000000 | 1000001 | 72 Then the orders should have the following states: 73 | party | market id | side | volume | remaining | price | status | 74 | lp1 | USD/DEC19 | buy | 66667 | 2 | 999999 | STATUS_ACTIVE | 75 | lp1 | USD/DEC19 | buy | 33334 | 2 | 999999 | STATUS_ACTIVE | 76 | lp1 | USD/DEC19 | sell | 33334 | 2 | 1000001 | STATUS_ACTIVE | 77 | lp1 | USD/DEC19 | sell | 66667 | 2 | 1000001 | STATUS_ACTIVE | 78 79 Then the parties place the following pegged orders: 80 | party | market id | side | volume | pegged reference | offset | 81 | party3 | USD/DEC19 | buy | 5 | BID | 0 | 82 | party3 | USD/DEC19 | buy | 4 | MID | 1 | 83 | party3 | USD/DEC19 | sell | 3 | ASK | 0 | 84 | party3 | USD/DEC19 | sell | 2 | MID | 1 | 85 86 Then the orders should have the following states: 87 | party | market id | side | volume | remaining | price | status | 88 | lp1 | USD/DEC19 | buy | 66667 | 2 | 999999 | STATUS_ACTIVE | 89 | lp1 | USD/DEC19 | buy | 33334 | 2 | 999999 | STATUS_ACTIVE | 90 | lp1 | USD/DEC19 | sell | 33334 | 2 | 1000001 | STATUS_ACTIVE | 91 | lp1 | USD/DEC19 | sell | 66667 | 2 | 1000001 | STATUS_ACTIVE | 92 | party3 | USD/DEC19 | buy | 5 | 5 | 999999 | STATUS_ACTIVE | 93 | party3 | USD/DEC19 | buy | 4 | 4 | 999999 | STATUS_ACTIVE | 94 | party3 | USD/DEC19 | sell | 3 | 3 | 1000001 | STATUS_ACTIVE | 95 | party3 | USD/DEC19 | sell | 2 | 2 | 1000001 | STATUS_ACTIVE |