code.vegaprotocol.io/vega@v0.79.0/core/integration/features/spot/orders/0014-ORDT-104.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        | party4 | BTC   | 100    |
    36        | party5 | BTC   | 100    |
    37      And the average block duration is "1"
    38  
    39      # Place some orders to get out of auction
    40      And the parties place the following orders:
    41        | party  | market id | side | volume | price | resulting trades | type       | tif     |
    42        | party1 | BTC/ETH   | buy  | 1      | 1000  | 0                | TYPE_LIMIT | TIF_GFA |
    43        | party5 | BTC/ETH   | sell | 1      | 1000  | 0                | TYPE_LIMIT | TIF_GTC |
    44  
    45      And the opening auction period ends for market "BTC/ETH"
    46      When the network moves ahead "1" blocks
    47      Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "BTC/ETH"
    48      And the mark price should be "1000" for the market "BTC/ETH"
    49  
    50    Scenario: In Spot market, cancelling an iceberg order will cancel the order, remove it from the order book,
    51              release holding asset and update order book to reflect the change (0014-ORDT-104)
    52  
    53      # Place an iceberg order and check the holding account
    54      When the parties place the following iceberg orders:
    55        | party  | market id | side | volume | price | resulting trades | type       | tif     | peak size | minimum visible size | only | reference |
    56        | party1 | BTC/ETH   | buy  | 10     | 1000  | 0                | TYPE_LIMIT | TIF_GTC | 4         | 1                    | post | iceberg1  |
    57  
    58      And "party1" should have holding account balance of "100" for asset "ETH"
    59      And "party1" should have general account balance of "9890" for asset "ETH"
    60  
    61      Then the order book should have the following volumes for market "BTC/ETH":
    62        | side | price | volume |
    63        | buy  | 1000  | 4      |
    64  
    65      # Cancel the iceberg order and make sure the assets in the holding account are returned
    66      When the parties cancel the following orders:
    67        | party  | reference |
    68        | party1 | iceberg1  |
    69  
    70      And "party1" should have holding account balance of "0" for asset "ETH"
    71      And "party1" should have general account balance of "9990" for asset "ETH"
    72  
    73      Then the order book should have the following volumes for market "BTC/ETH":
    74        | side | price | volume |
    75        | buy  | 1000  | 0      |
    76