code.vegaprotocol.io/vega@v0.79.0/core/integration/features/spot/orders/0014-ORDT-103.feature

Feature: Spot market

  Background:
    Given time is updated to "2024-01-01T00:00:00Z"

    Given the following network parameters are set:
      | name                                                | value |
      | network.markPriceUpdateMaximumFrequency             | 0s    |
      | market.value.windowLength                           | 1h    |
    
    Given the following assets are registered:
      | id  | decimal places |
      | ETH | 2              |
      | BTC | 2              |

    Given the fees configuration named "fees-config-1":
      | maker fee | infrastructure fee |
      | 0.01      | 0.03               |
    Given the log normal risk model named "lognormal-risk-model-1":
      | risk aversion | tau  | mu | r   | sigma |
      | 0.001         | 0.01 | 0  | 0.0 | 1.2   |
    And the price monitoring named "price-monitoring-1":
      | horizon | probability | auction extension |
      | 360000  | 0.999       | 1                 |

    And the spot markets:
      | id      | name    | base asset | quote asset | risk model             | auction duration | fees          | price monitoring   | decimal places | position decimal places | sla params    |
      | BTC/ETH | BTC/ETH | BTC        | ETH         | lognormal-risk-model-1 | 1                | fees-config-1 | price-monitoring-1 | 2              | 2                       | default-basic |

    # setup accounts
    Given the parties deposit on asset's general account the following amount:
      | party  | asset | amount |
      | party1 | ETH   | 10000  |
      | party2 | ETH   | 10000  |
      | party4 | BTC   | 100  |
      | party5 | BTC   | 100    |
    And the average block duration is "1"

    # Place some orders to get out of auction
    And the parties place the following orders:
      | party  | market id | side | volume | price | resulting trades | type       | tif     |
      | party1 | BTC/ETH   | buy  | 1      | 1000  | 0                | TYPE_LIMIT | TIF_GFA |
      | party5 | BTC/ETH   | sell | 1      | 1000  | 0                | TYPE_LIMIT | TIF_GTC |

    And the opening auction period ends for market "BTC/ETH"
    When the network moves ahead "1" blocks
    Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "BTC/ETH"
    And the mark price should be "1000" for the market "BTC/ETH"

  Scenario: In Spot market, amend an iceberg order to decrease size so that the displayed quantity is decreased.
            Total, displayed and remaining quantity is decreased, margin is recalculated and released and time
            priority is not lost. (0014-ORDT-103)

    # Set up a price level to have 3 orders with our iceberg in the middle
    And the parties place the following orders:
      | party  | market id | side | volume | price | resulting trades | type       | tif     | reference |
      | party2 | BTC/ETH   | buy  | 1      | 1000  | 0                | TYPE_LIMIT | TIF_GTC | buy1      |

    When the parties place the following iceberg orders:
      | party  | market id | side | volume | price | resulting trades | type       | tif     | peak size | minimum visible size | only | reference |
      | party1 | BTC/ETH   | buy  | 5      | 1000  | 0                | TYPE_LIMIT | TIF_GTC | 4         | 4                    | post | iceberg1  |

    And the parties place the following orders:
      | party  | market id | side | volume | price | resulting trades | type       | tif     | reference |
      | party2 | BTC/ETH   | buy  | 1      | 1000  | 0                | TYPE_LIMIT | TIF_GTC | buy2      |

    # Check the holding account amount before we amend
    And "party1" should have holding account balance of "50" for asset "ETH"

    # Amend the iceberg to have a smaller size
    When the parties amend the following orders:
      | party  | reference  | price | size delta | tif     | 
      | party1 | iceberg1   | 1000  | -3         | TIF_GTC | 

    # Check the holding account balance has been reduced to reflect the smaller iceberg volume
    And "party1" should have holding account balance of "20" for asset "ETH"

    # Check that the iceberg details have been modified correctly
        Then the iceberg orders should have the following states:
      | party  | market id | side | visible volume | price | status           | reserved volume | reference |
      | party1 | BTC/ETH   | buy  | 2              | 1000  | STATUS_ACTIVE    | 0               | iceberg1   |

    # Now send in a sell order, if the time order is untouched it will match against the first normal order and the iceberg
    And the parties place the following orders:
      | party  | market id | side | volume | price | resulting trades | type       | tif     | reference |
      | party5 | BTC/ETH   | sell | 2      | 1000  | 2                | TYPE_LIMIT | TIF_GTC | sell1     |

    Then the orders should have the following states:
      | party  | market id | side | price | remaining | volume | reference | status         |
      | party2 | BTC/ETH   | buy  | 1000  | 0         | 1      | buy1      | STATUS_FILLED  | 
      | party1 | BTC/ETH   | buy  | 1000  | 1         | 2      | iceberg1  | STATUS_ACTIVE  | 
      | party2 | BTC/ETH   | buy  | 1000  | 1         | 1      | buy2      | STATUS_ACTIVE  | 
      | party5 | BTC/ETH   | sell | 1000  | 0         | 2      | sell1     | STATUS_FILLED  |