code.vegaprotocol.io/vega@v0.79.0/core/integration/features/spot/orders/0011-MARA-021.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, if an order is partially filled then the holding requirements are recalculated reflecting the reduced order size. (0011-MARA-021)
    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      And "party5" should have holding account balance of "5" for asset "BTC"
    56  
    57      When the parties place the following orders:
    58        | party  | market id | side | volume | price | resulting trades | type       | tif     | reference |
    59        | party1 | BTC/ETH   | buy  | 1      | 1000  | 1                | TYPE_LIMIT | TIF_GTC | buy1      |
    60  
    61      Then the orders should have the following status:
    62        | party  | reference | status        |
    63        | party1 | buy1      | STATUS_FILLED |
    64        | party5 | sell1     | STATUS_ACTIVE |
    65      And "party5" should have holding account balance of "4" for asset "BTC"