code.vegaprotocol.io/vega@v0.79.0/core/integration/features/spot/orders/0011-MARA-020.feature (about)

     1  Feature: Spot market
     2  
     3    Background:
     4  
     5      Given the following network parameters are set:
     6        | name                                    | value |
     7        | network.markPriceUpdateMaximumFrequency | 0s    |
     8        | market.value.windowLength               | 1h    |
     9  
    10      Given the following assets are registered:
    11        | id  | decimal places |
    12        | ETH | 2              |
    13        | BTC | 2              |
    14  
    15      Given the fees configuration named "fees-config-1":
    16        | maker fee | infrastructure fee |
    17        | 0.01      | 0.03               |
    18  
    19      Given the log normal risk model named "lognormal-risk-model-1":
    20        | risk aversion | tau  | mu | r   | sigma |
    21        | 0.001         | 0.01 | 0  | 0.0 | 1.2   |
    22      And the price monitoring named "price-monitoring-1":
    23        | horizon | probability | auction extension |
    24        | 360000  | 0.999       | 1                 |
    25      And the spot markets:
    26        | id      | name    | base asset | quote asset | risk model             | auction duration | fees          | price monitoring   | decimal places | position decimal places | sla params    |
    27        | BTC/ETH | BTC/ETH | BTC        | ETH         | lognormal-risk-model-1 | 1                | fees-config-1 | price-monitoring-1 | 2              | 2                       | default-basic |
    28  
    29      # setup accounts
    30      Given the parties deposit on asset's general account the following amount:
    31        | party  | asset | amount |
    32        | party1 | ETH   | 10000  |
    33        | party2 | ETH   | 10000  |
    34        | party3 | ETH   | 10000  |
    35        | party5 | BTC   | 100    |
    36      And the average block duration is "1"
    37      # Place some orders to get out of auction
    38      And the parties place the following orders:
    39        | party  | market id | side | volume | price | resulting trades | type       | tif     |
    40        | party1 | BTC/ETH   | buy  | 1      | 1000  | 0                | TYPE_LIMIT | TIF_GFA |
    41        | party5 | BTC/ETH   | sell | 1      | 1000  | 0                | TYPE_LIMIT | TIF_GTC |
    42      And the opening auction period ends for market "BTC/ETH"
    43      When the network moves ahead "1" blocks
    44      Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "BTC/ETH"
    45  
    46  
    47    Scenario: In Spot Market, cancelling an order releases the holding amount back to user's general account. (0011-MARA-020)
    48  
    49      # Place a buy order
    50      Given the parties place the following orders:
    51        | party  | market id | side | volume | price | resulting trades | type       | tif     | reference |
    52        | party5 | BTC/ETH   | sell | 5      | 1000  | 0                | TYPE_LIMIT | TIF_GTC | sell1     |
    53  
    54      And "party5" should have general account balance of "94" for asset "BTC"
    55  
    56      When the parties place the following orders:
    57        | party  | market id | side | volume | price | resulting trades | type       | tif     | reference |
    58        | party1 | BTC/ETH   | buy  | 1      | 1000  | 1                | TYPE_LIMIT | TIF_GTC | buy1      |
    59  
    60      Then the orders should have the following status:
    61        | party  | reference | status        |
    62        | party1 | buy1      | STATUS_FILLED |
    63        | party5 | sell1     | STATUS_ACTIVE |
    64  
    65      Then the parties cancel the following orders:
    66        | party  | reference            |
    67        | party5 | sell1                |
    68  
    69      And "party5" should have general account balance of "98" for asset "BTC"