code.vegaprotocol.io/vega@v0.79.0/core/integration/features/spot/orders/0014-ORDT-092.feature (about)

     1  Feature: Spot market
     2  
     3    Background:
     4      Given time is updated to "2024-01-01T00:00:00Z"
     5  
     6      Given the following network parameters are set:
     7        | name                                                | value |
     8        | network.markPriceUpdateMaximumFrequency             | 0s    |
     9        | market.value.windowLength                           | 1h    |
    10      
    11      Given the following assets are registered:
    12        | id  | decimal places |
    13        | ETH | 2              |
    14        | BTC | 2              |
    15  
    16      Given the fees configuration named "fees-config-1":
    17        | maker fee | infrastructure fee |
    18        | 0.01      | 0.03               |
    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  
    26      And the spot markets:
    27        | id      | name    | base asset | quote asset | risk model             | auction duration | fees          | price monitoring   | decimal places | position decimal places | sla params    |
    28        | BTC/ETH | BTC/ETH | BTC        | ETH         | lognormal-risk-model-1 | 1                | fees-config-1 | price-monitoring-1 | 2              | 2                       | default-basic |
    29  
    30      # setup accounts
    31      Given the parties deposit on asset's general account the following amount:
    32        | party  | asset | amount |
    33        | party1 | ETH   | 10000  |
    34        | party2 | ETH   | 10000  |
    35        | party3 | BTC   | 100    |
    36        | party4 | BTC   | 100    |
    37        | party5 | BTC   | 100    |
    38      And the average block duration is "1"
    39  
    40      # Place some orders to get out of auction
    41      And the parties place the following orders:
    42        | party  | market id | side | volume | price | resulting trades | type       | tif     |
    43        | party1 | BTC/ETH   | buy  | 1      | 1000  | 0                | TYPE_LIMIT | TIF_GFA |
    44        | party5 | BTC/ETH   | sell | 1      | 1000  | 0                | TYPE_LIMIT | TIF_GTC |
    45  
    46      And the opening auction period ends for market "BTC/ETH"
    47      When the network moves ahead "1" blocks
    48      Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "BTC/ETH"
    49  
    50  
    51    Scenario: For an iceberg order, the orders are refreshed immediately after producing a trade.
    52              If the order is successfully refreshed , then the order loses its time priority
    53              and is pushed to the back of the queue (0014-ORDT-092) 
    54  
    55      # Place an iceberg order with size x
    56      When the parties place the following iceberg orders:
    57        | party  | market id | side | volume | price | resulting trades | type       | tif     | peak size | minimum visible size | only |
    58        | party2 | BTC/ETH   | buy  | 10     | 1000  | 0                | TYPE_LIMIT | TIF_GTC | 2         | 2                    | post |
    59  
    60      And the parties place the following orders:
    61        | party  | market id | side | volume | price | resulting trades | type         | tif     | reference |
    62        | party1 | BTC/ETH   | buy  | 10     | 1000  | 0                | TYPE_LIMIT   | TIF_GTC | buy1      |
    63  
    64      # Placing 2 sell market orders should match first with the iceberg and second with the order sitting behind it
    65      And the parties place the following orders:
    66        | party  | market id | side | volume | price | resulting trades | type         | tif     | reference |
    67        | party5 | BTC/ETH   | sell | 2      | 1000  | 1                | TYPE_LIMIT   | TIF_GTC | sell1     |
    68        | party5 | BTC/ETH   | sell | 2      | 1000  | 1                | TYPE_LIMIT   | TIF_GTC | sell2     |
    69  
    70      # This should leave the iceberg order with 8 remaining
    71      Then the iceberg orders should have the following states:
    72        | party  | market id | side | visible volume | price | status        | reserved volume |
    73        | party2 | BTC/ETH   | buy  | 2              | 1000  | STATUS_ACTIVE | 6               |