code.vegaprotocol.io/vega@v0.79.0/core/integration/features/spot/orders/0014-ORDT-105.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: An aggressive iceberg order that crosses with an order where volume > iceberg volume, the iceberg order gets fully filled on entry,
    51              the iceberg order status is filled, the remaining quantity = 0. Atomic trades are generated if matched against multiple orders (0014-ORDT-105)
    52  
    53  
    54      # Place orders on the book ready to match the iceberg orders
    55      And the parties place the following orders:
    56        | party  | market id | side | volume | price | resulting trades | type       | tif     | reference |
    57        | party4 | BTC/ETH   | sell | 5      | 1000  | 0                | TYPE_LIMIT | TIF_GTC | sell1     |
    58        | party5 | BTC/ETH   | sell | 5      | 1000  | 0                | TYPE_LIMIT | TIF_GTC | sell2     |
    59  
    60  
    61      # Place an iceberg order to match immediately with a volume less than on the book
    62      When the parties place the following iceberg orders:
    63        | party  | market id | side | volume | price | resulting trades | type       | tif     | peak size | minimum visible size | reference |
    64        | party1 | BTC/ETH   | buy  | 8      | 1000  | 2                | TYPE_LIMIT | TIF_GTC | 4         | 1                    | iceberg1  |
    65  
    66  
    67      Then the orders should have the following states:
    68        | party  | market id | side | price | remaining | volume | reference | status         |
    69        | party4 | BTC/ETH   | sell | 1000  | 0         | 5      | sell1     | STATUS_FILLED  | 
    70        | party5 | BTC/ETH   | sell | 1000  | 2         | 5      | sell2     | STATUS_ACTIVE  |       
    71        | party1 | BTC/ETH   | buy  | 1000  | 0         | 8      | iceberg1  | STATUS_FILLED  |