code.vegaprotocol.io/vega@v0.79.0/core/integration/features/spot/orders/0014-ORDT-107.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: A passive iceberg order (the only order at a particular price level) when crossed with another order that comes in which
            consumes the full volume of the iceberg order is fully filled. Status of iceberg order is filled and the remaining = 0.
            Atomic trades are produced (0014-ORDT-107)

    # Place an iceberg order to sit on the book
    When the parties place the following iceberg orders:
      | party  | market id | side | volume | price | resulting trades | type       | tif     | peak size | minimum visible size | reference |
      | party1 | BTC/ETH   | buy  | 20     | 1000  | 0                | TYPE_LIMIT | TIF_GTC | 5         | 1                    | iceberg1  |

    # Place order at the same price level to fill it
    And the parties place the following orders:
      | party  | market id | side | volume | price | resulting trades | type       | tif     | reference |
      | party5 | BTC/ETH   | sell | 20     | 1000  | 1                | TYPE_LIMIT | TIF_GTC | sell1     |

    Then the orders should have the following states:
      | party  | market id | side | price | remaining | volume | reference | status         |
      | party1 | BTC/ETH   | buy  | 1000  | 0         | 20     | iceberg1  | STATUS_FILLED  | 
      | party5 | BTC/ETH   | sell | 1000  | 0         | 20     | sell1     | STATUS_FILLED  |             

    # There should be no volume left on the book now
    Then the order book should have the following volumes for market "BTC/ETH":
      | side | price | volume |
      | buy  | 1000  | 0      |
      | sell | 1000  | 0      |