code.vegaprotocol.io/vega@v0.79.0/core/integration/features/pap/0097-PAPU-025.feature

Feature: Once the volume snapshot of a program is triggered, if the balance of the from account is above the maximum auction size specified in the program, then the maximum auction size is earmarked for the next auction. (0097-PAPU-025).
    Background:
        Given the log normal risk model named "log-normal-risk-model":
            | risk aversion | tau | mu | r | sigma |
            | 0.000001      | 0.1 | 0  | 0 | 1.0   |
        And the following network parameters are set:
            | name                                    | value |
            | market.value.windowLength               | 60s   |
            | network.markPriceUpdateMaximumFrequency | 0s    |
            | limits.markets.maxPeggedOrders          | 6     |
            | market.auction.minimumDuration          | 1     |
            | market.fee.factors.infrastructureFee    | 0.001 |
            | market.fee.factors.makerFee             | 0.004 |
            | spam.protection.max.stopOrdersPerMarket | 5     |
            | validators.epoch.length                 | 60m   |
        And the liquidity monitoring parameters:
            | name       | triggering ratio | time window | scaling factor |
            | lqm-params | 1.0              | 20s         | 1              |
        And the fees configuration named "fees-config-1":
            | maker fee | infrastructure fee |
            | 0.0004    | 0.001              |
        And the price monitoring named "price-monitoring":
            | horizon | probability | auction extension |
            | 3600    | 0.99        | 30                |
        And the liquidity sla params named "SLA-22":
            | price range | commitment min time fraction | performance hysteresis epochs | sla competition factor |
            | 0.5         | 0.6                          | 1                             | 1.0                    |
        And the following network parameters are set:
            | name                           | value |
            | limits.markets.maxPeggedOrders | 2     |
        And the following assets are registered:
            | id  | decimal places |
            | ETH | 0              |

        And the spot markets:
            | id      | name    | base asset | quote asset | liquidity monitoring | risk model            | auction duration | fees          | price monitoring | sla params |
            | BTC/ETH | BTC/ETH | BTC        | ETH         | lqm-params           | log-normal-risk-model | 2                | fees-config-1 | price-monitoring | SLA-22     |

        Given the parties deposit on asset's general account the following amount:
            | party  | asset | amount     |
            | party1 | ETH   | 1000000000 |
            | party2 | ETH   | 1000000000 |
            | party3 | ETH   | 1000000000 |
            | party1 | BTC   | 1000000000 |
            | party3 | BTC   | 1000000000 |
            | lpprov | ETH   | 1000000000 |
            | lpprov | BTC   | 1000000000 |

        When the parties submit the following liquidity provision:
            | id  | party  | market id | commitment amount | fee | lp type    |
            | lp1 | lpprov | BTC/ETH   | 937000            | 0.1 | submission |
            | lp1 | lpprov | BTC/ETH   | 937000            | 0.1 | submission |
        And the parties place the following pegged iceberg orders:
            | party  | market id | peak size | minimum visible size | side | pegged reference | volume | offset |
            | lpprov | BTC/ETH   | 2         | 1                    | buy  | MID              | 50     | 100    |
            | lpprov | BTC/ETH   | 2         | 1                    | sell | MID              | 50     | 100    |

        # place orders and generate trades - slippage 100
        And the parties place the following orders:
            | party  | market id | side | volume | price   | resulting trades | type       | tif     | reference |
            | party2 | BTC/ETH   | buy  | 1      | 950000  | 0                | TYPE_LIMIT | TIF_GTC | t2-b-1    |
            | party1 | BTC/ETH   | buy  | 1      | 1000000 | 0                | TYPE_LIMIT | TIF_GFA | t1-b-1    |
            | party3 | BTC/ETH   | sell | 1      | 1000000 | 0                | TYPE_LIMIT | TIF_GTC | t2-s-1    |

        When the opening auction period ends for market "BTC/ETH"

        And the following trades should be executed:
            | buyer  | price   | size | seller |
            | party1 | 1000000 | 1    | party3 |
        And the mark price should be "1000000" for the market "BTC/ETH"

        And the composite price oracles from "0xCAFECAFE2":
            | name         | price property   | price type   | price decimals |
            | price_oracle | prices.ETH.value | TYPE_INTEGER | 0              |

        And the time triggers oracle spec is:
            | name                      | initial    | every |
            | auction_schedule          | 1727136001 | 30    |
            | auction_vol_snap_schedule | 1727136000 | 30    |

        And the average block duration is "1"

        And the parties deposit on asset's general account the following amount:
            | party                                                            | asset | amount |
            | f0b40ebdc5b92cf2cf82ff5d0c3f94085d23d5ec2d37d0b929e177c6d4d37e4c | BTC   | 50000  |
        Given time is updated to "2024-09-24T00:00:00Z"
        And the parties submit the following one off transfers:
            | id | from                                                             | from_account_type    | to                                                               | to_account_type            | asset | amount | delivery_time        |
            | 1  | f0b40ebdc5b92cf2cf82ff5d0c3f94085d23d5ec2d37d0b929e177c6d4d37e4c | ACCOUNT_TYPE_GENERAL | 0000000000000000000000000000000000000000000000000000000000000000 | ACCOUNT_TYPE_BUY_BACK_FEES | BTC   | 5000   | 2024-09-23T00:00:00Z |

        And the buy back fees balance should be "5000" for the asset "BTC"

    Scenario: The volume available is greater than the maximum auction size for pap therefore the maximum size is used in the auction. (0097-PAPI-025)
        When the protocol automated purchase is defined as:
            | id    | from | from account type          | to account type               | market id | price oracle | price oracle staleness tolerance | oracle offset factor | auction schedule oracle | auction volume snapshot schedule oracle | auction duration | minimum auction size | maximum auction size | expiry timestamp |
            | 12345 | BTC  | ACCOUNT_TYPE_BUY_BACK_FEES | ACCOUNT_TYPE_NETWORK_TREASURY | BTC/ETH   | price_oracle | 10s                              | 1.01                 | auction_schedule        | auction_vol_snap_schedule               | 60s              | 100                  | 200                  | 0                |

        Then the oracles broadcast data with block time signed with "0xCAFECAFE2":
            | name             | value   | time offset |
            | prices.ETH.value | 1000000 | -1s         |

        And the network moves ahead "30" blocks

        # maximum auction size is 200 so expect 200 to be earmarked
        Then the automated purchase program for market "BTC/ETH" should have a snapshot balance of "200"

        # we enter a pap auction
        And the trading mode should be "TRADING_MODE_PROTOCOL_AUTOMATED_PURCHASE_AUCTION" for the market "BTC/ETH"

        # an order for sell BTC with size 200 and price 1.01 * 1000000 is placed
        And the order book should have the following volumes for market "BTC/ETH":
            | side | price   | volume |
            | sell | 1010000 | 200    |