code.vegaprotocol.io/vega@v0.79.0/core/integration/features/spot/orders/0074-BTCH-012.feature (about)

     1  Feature: Testing batch orders in spot markets
     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        | 3600    | 0.999       | 10                |
    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_GTC |
    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      And the market data for the market "BTC/ETH" should be:
    51        | mark price | trading mode            | horizon | min bound | max bound | target stake | supplied stake | open interest |
    52        | 1000       | TRADING_MODE_CONTINUOUS | 3600    | 959       | 1042      | 0            | 0              | 0             |
    53  
    54    Scenario: Given a market with a party having two orders, A and B, a batch transaction to cancel A, amend B to B'
    55              and place a limit order which does not immediately execute C should result in a market with orders
    56              B' and C. (0074-BTCH-012)
    57  
    58      When the parties place the following orders:
    59        | party  | market id | side | volume | price | resulting trades | type       | tif     | reference |
    60        | party1 | BTC/ETH   | buy  | 1      | 1000  | 0                | TYPE_LIMIT | TIF_GTC | order-a   |
    61        | party1 | BTC/ETH   | buy  | 1      | 1000  | 0                | TYPE_LIMIT | TIF_GTC | order-b   |
    62  
    63      Then the party "party1" starts a batch instruction
    64  
    65        Then the party "party1" adds the following cancels to a batch:
    66          | market id | reference |
    67          | BTC/ETH   | order-a   |
    68  
    69        Then the party "party1" adds the following amends to a batch:
    70          | market id | reference | price | size delta | tif     | 
    71          | BTC/ETH   | order-b   | 1001  | 1          | TIF_GTC | 
    72  
    73      Then the party "party1" submits their batch instruction
    74  
    75      When the network moves ahead "1" blocks
    76  
    77      # Both orders rest on the book in the auction instead of crossing
    78      Then the orders should have the following states:
    79        | party  | market id | side | price | remaining | volume | reference | status           |
    80        | party1 | BTC/ETH   | buy  | 1000  | 1         | 1      | order-a   | STATUS_CANCELLED | 
    81        | party1 | BTC/ETH   | buy  | 1001  | 2         | 2      | order-b   | STATUS_ACTIVE    | 
    82  
    83  
    84  
    85