code.vegaprotocol.io/vega@v0.79.0/core/integration/features/spot/orders/0026-AUCT-032.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        | 60      | 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   | 100000 |
    34        | party2 | ETH   | 100000 |
    35        | party4 | BTC   | 10000  |
    36        | party5 | BTC   | 10000  |
    37      And the average block duration is "1"
    38  
    39    Scenario: When leaving an auction, all GFA orders will be cancelled. (0026-AUCT-032)
    40  
    41      # Place some orders that cross so we can leave the auction
    42      And the parties place the following orders:
    43        | party  | market id | side | volume | price | resulting trades | type       | tif     | reference |
    44        | party1 | BTC/ETH   | buy  | 1      | 1000  | 0                | TYPE_LIMIT | TIF_GFA | buy1      |
    45        | party2 | BTC/ETH   | buy  | 1      | 999   | 0                | TYPE_LIMIT | TIF_GFA | buy2      |
    46        | party5 | BTC/ETH   | sell | 1      | 1000  | 0                | TYPE_LIMIT | TIF_GFA | sell1     |
    47        | party4 | BTC/ETH   | sell | 1      | 1001  | 0                | TYPE_LIMIT | TIF_GFA | sell2     |
    48  
    49      And the opening auction period ends for market "BTC/ETH"
    50      When the network moves ahead "1" blocks
    51      Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "BTC/ETH"
    52      And the mark price should be "1000" for the market "BTC/ETH"
    53  
    54      # Check that all the GFA orders have been either matched or cancelled
    55      And the orders should have the following states:
    56        | party  | market id | reference | side | volume | remaining | price | status           |
    57        | party1 | BTC/ETH   | buy1      | buy  | 1      | 0         | 1000  | STATUS_FILLED    |
    58        | party2 | BTC/ETH   | buy2      | buy  | 1      | 1         | 999   | STATUS_CANCELLED |
    59        | party4 | BTC/ETH   | sell2     | sell | 1      | 1         | 1001  | STATUS_CANCELLED |
    60        | party5 | BTC/ETH   | sell1     | sell | 1      | 0         | 1000  | STATUS_FILLED    |
    61  
    62      # Move into a price monitoring auction
    63      And the parties place the following orders:
    64        | party  | market id | side | volume | price | resulting trades | type       | tif     | reference |
    65        | party1 | BTC/ETH   | buy  | 1      | 1020  | 0                | TYPE_LIMIT | TIF_GTC | buy3      |
    66        | party5 | BTC/ETH   | sell | 1      | 1020  | 0                | TYPE_LIMIT | TIF_GTC | sell3     |
    67  
    68      When the network moves ahead "1" blocks
    69      Then the trading mode should be "TRADING_MODE_MONITORING_AUCTION" for the market "BTC/ETH"
    70  
    71      # Place some GFA orders
    72      And the parties place the following orders:
    73        | party  | market id | side | volume | price | resulting trades | type       | tif     | reference |
    74        | party2 | BTC/ETH   | buy  | 1      | 999   | 0                | TYPE_LIMIT | TIF_GFA | buy4      |
    75        | party4 | BTC/ETH   | sell | 10     | 1001  | 0                | TYPE_LIMIT | TIF_GFA | sell4     |
    76  
    77      # Wait for us to move out of auction
    78      When the network moves ahead "10" blocks
    79      Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "BTC/ETH"
    80  
    81      # All the GFA orders should be cancelled 
    82      And the orders should have the following states:
    83        | party  | market id | reference | side | volume | remaining | price | status           |
    84        | party2 | BTC/ETH   | buy4      | buy  | 1      | 1         | 999   | STATUS_CANCELLED |
    85        | party4 | BTC/ETH   | sell4     | sell | 10     | 9         | 1001  | STATUS_CANCELLED |
    86