code.vegaprotocol.io/vega@v0.79.0/core/integration/features/verified/0070-MKTD-market-decimal-places.feature (about) 1 Feature: Allow markets to be specified with a smaller number of decimal places than the underlying settlement asset 2 3 Background: 4 Given the following network parameters are set: 5 | name | value | 6 | market.liquidity.bondPenaltyParameter | 0.2 | 7 | limits.markets.maxPeggedOrders | 1500 | 8 | network.markPriceUpdateMaximumFrequency | 0s | 9 | limits.markets.maxPeggedOrders | 12 | 10 Given the liquidity monitoring parameters: 11 | name | triggering ratio | time window | scaling factor | 12 | lqm-params | 0.1 | 24h | 1.0 | 13 14 And the following assets are registered: 15 | id | decimal places | 16 | ETH | 5 | 17 | USD | 2 | 18 And the average block duration is "1" 19 And the log normal risk model named "log-normal-risk-model-1": 20 | risk aversion | tau | mu | r | sigma | 21 | 0.000001 | 0.1 | 0 | 0 | 1.0 | 22 And the fees configuration named "fees-config-1": 23 | maker fee | infrastructure fee | 24 | 0.004 | 0.001 | 25 And the price monitoring named "price-monitoring-1": 26 | horizon | probability | auction extension | 27 | 1 | 0.99 | 300 | 28 And the markets: 29 | id | quote name | asset | liquidity monitoring | risk model | margin calculator | auction duration | fees | price monitoring | data source config | decimal places | position decimal places | linear slippage factor | quadratic slippage factor | sla params | 30 | ETH/MAR22 | ETH | USD | lqm-params | log-normal-risk-model-1 | default-margin-calculator | 1 | fees-config-1 | price-monitoring-1 | default-eth-for-future | 0 | 0 | 1 | 0 | default-futures | 31 | USD/DEC19 | USD | ETH | lqm-params | log-normal-risk-model-1 | default-margin-calculator | 1 | default-none | price-monitoring-1 | default-usd-for-future | 3 | 3 | 1 | 0 | default-futures | 32 | USD/DEC20 | USD | ETH | lqm-params | log-normal-risk-model-1 | default-margin-calculator | 1 | default-none | price-monitoring-1 | default-usd-for-future | 5 | 5 | 1 | 0 | default-futures | 33 | USD/DEC21 | USD | ETH | lqm-params | log-normal-risk-model-1 | default-margin-calculator | 1 | default-none | price-monitoring-1 | default-usd-for-future | 5 | 3 | 1 | 0 | default-futures | 34 And the parties deposit on asset's general account the following amount: 35 | party | asset | amount | 36 | party0 | USD | 5000000 | 37 | party0 | ETH | 5000000 | 38 | party1 | USD | 100000000 | 39 | party1 | ETH | 100000000 | 40 | party2 | USD | 100000000 | 41 | party2 | ETH | 100000000 | 42 | party3 | USD | 100000000 | 43 | lpprov | ETH | 100000000 | 44 | lpprov | USD | 100000000 | 45 46 @SLABug 47 Scenario: 001: Markets with different precisions trade at the same price 48 49 Given the parties submit the following liquidity provision: 50 | id | party | market id | commitment amount | fee | lp type | 51 | lp0 | party0 | USD/DEC20 | 1000 | 0.001 | submission | 52 | lp0 | party0 | USD/DEC20 | 1000 | 0.001 | submission | 53 | lp1 | party0 | USD/DEC21 | 1000 | 0.001 | submission | 54 | lp1 | party0 | USD/DEC21 | 1000 | 0.001 | submission | 55 | lp2 | party0 | USD/DEC19 | 1000 | 0.001 | submission | 56 | lp2 | party0 | USD/DEC19 | 1000 | 0.001 | submission | 57 | lp3 | lpprov | USD/DEC20 | 4000 | 0.001 | submission | 58 | lp3 | lpprov | USD/DEC20 | 4000 | 0.001 | submission | 59 | lp4 | lpprov | USD/DEC21 | 4000 | 0.001 | submission | 60 | lp4 | lpprov | USD/DEC21 | 4000 | 0.001 | submission | 61 | lp5 | lpprov | USD/DEC19 | 4000 | 0.001 | submission | 62 | lp5 | lpprov | USD/DEC19 | 4000 | 0.001 | submission | 63 And the parties place the following pegged iceberg orders: 64 | party | market id | peak size | minimum visible size | side | pegged reference | volume | offset | 65 | party0 | USD/DEC20 | 20 | 1 | sell | ASK | 100 | 20 | 66 | party0 | USD/DEC20 | 20 | 1 | buy | BID | 100 | 20 | 67 | party0 | USD/DEC21 | 20 | 1 | sell | ASK | 100 | 20 | 68 | party0 | USD/DEC21 | 20 | 1 | buy | BID | 100 | 20 | 69 | party0 | USD/DEC19 | 20 | 1 | sell | ASK | 100 | 20 | 70 | party0 | USD/DEC19 | 20 | 1 | buy | BID | 100 | 20 | 71 | lpprov | USD/DEC20 | 20 | 1 | sell | ASK | 100 | 20 | 72 | lpprov | USD/DEC20 | 20 | 1 | buy | BID | 100 | 20 | 73 | lpprov | USD/DEC21 | 20 | 1 | sell | ASK | 100 | 20 | 74 | lpprov | USD/DEC21 | 20 | 1 | buy | BID | 100 | 20 | 75 | lpprov | USD/DEC19 | 20 | 1 | sell | ASK | 100 | 20 | 76 | lpprov | USD/DEC19 | 20 | 1 | buy | BID | 100 | 20 | 77 78 And the parties place the following orders: 79 | party | market id | side | volume | price | resulting trades | type | tif | reference | 80 | party1 | USD/DEC21 | buy | 10 | 100000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-2 | 81 | party2 | USD/DEC21 | sell | 10 | 100000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-3 | 82 | party1 | USD/DEC20 | buy | 1000 | 100000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-2 | 83 | party2 | USD/DEC20 | sell | 1000 | 100000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-3 | 84 | party1 | USD/DEC19 | buy | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-2a | 85 | party2 | USD/DEC19 | sell | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-3a | 86 | party0 | USD/DEC21 | buy | 1 | 90000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1 | 87 | party0 | USD/DEC21 | sell | 1 | 110000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-2 | 88 | party0 | USD/DEC20 | buy | 1 | 90000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1 | 89 | party0 | USD/DEC20 | sell | 1 | 110000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-2 | 90 | party0 | USD/DEC19 | buy | 1 | 900 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1a | 91 | party0 | USD/DEC19 | sell | 1 | 1100 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-2a | 92 93 Then the market data for the market "USD/DEC19" should be: 94 | target stake | supplied stake | 95 | 3556 | 5000 | 96 Then the market data for the market "USD/DEC20" should be: 97 | target stake | supplied stake | 98 | 3556 | 5000 | 99 Then the market data for the market "USD/DEC21" should be: 100 | target stake | supplied stake | 101 | 3556 | 5000 | 102 103 When the network moves ahead "2" blocks 104 Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "USD/DEC21" 105 And the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "USD/DEC20" 106 And the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "USD/DEC19" 107 108 @Liquidation 109 Scenario: 002: Users engage in a USD market auction, (0070-MKTD-003, 0070-MKTD-008) 110 Given the parties submit the following liquidity provision: 111 | id | party | market id | commitment amount | fee | lp type | 112 | lp1 | party0 | ETH/MAR22 | 35569 | 0.001 | submission | 113 | lp1 | party0 | ETH/MAR22 | 35569 | 0.001 | amendment | 114 And the parties place the following pegged iceberg orders: 115 | party | market id | peak size | minimum visible size | side | pegged reference | volume | offset | 116 | party0 | ETH/MAR22 | 2 | 1 | sell | ASK | 500 | 20 | 117 | party0 | ETH/MAR22 | 2 | 1 | buy | BID | 500 | 20 | 118 And the parties place the following orders: 119 | party | market id | side | volume | price | resulting trades | type | tif | reference | 120 | party1 | ETH/MAR22 | buy | 1 | 9 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1 | 121 | party1 | ETH/MAR22 | buy | 1 | 9 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1 | 122 | party1 | ETH/MAR22 | buy | 10 | 10 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-2 | 123 | party2 | ETH/MAR22 | sell | 10 | 10 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-3 | 124 | party2 | ETH/MAR22 | sell | 1 | 10 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-1 | 125 | party2 | ETH/MAR22 | sell | 1 | 11 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-2 | 126 127 And the markets are updated: 128 | id | linear slippage factor | quadratic slippage factor | 129 | ETH/MAR22 | 1 | 1e3 | 130 131 When the opening auction period ends for market "ETH/MAR22" 132 Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "ETH/MAR22" 133 134 And the parties should have the following account balances: 135 | party | asset | market id | margin | general | bond | 136 | party0 | USD | ETH/MAR22 | 0 | 4964431 | 35569 | 137 | party1 | USD | ETH/MAR22 | 0 | 0 | | 138 | party2 | USD | ETH/MAR22 | 0 | 0 | | 139 # party1 is closed out 140 And the following trades should be executed: 141 | buyer | price | size | seller | 142 | party1 | 10 | 10 | party2 | 143 | network | 10 | 10 | party1 | 144 145 Scenario: 003: Users engage in an ETH market auction, (0070-MKTD-003, 0070-MKTD-008) 146 Given the parties submit the following liquidity provision: 147 | id | party | market id | commitment amount | fee | lp type | 148 | lp1 | party0 | USD/DEC19 | 50000 | 0.001 | submission | 149 | lp1 | party0 | USD/DEC19 | 50000 | 0.001 | amendment | 150 And the parties place the following pegged iceberg orders: 151 | party | market id | peak size | minimum visible size | side | pegged reference | volume | offset | 152 | party0 | USD/DEC19 | 2 | 1 | sell | ASK | 500 | 20 | 153 | party0 | USD/DEC19 | 2 | 1 | buy | BID | 500 | 20 | 154 And the parties place the following orders: 155 | party | market id | side | volume | price | resulting trades | type | tif | reference | 156 | party1 | USD/DEC19 | buy | 1 | 900 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1 | 157 | party1 | USD/DEC19 | buy | 1 | 900 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1 | 158 | party1 | USD/DEC19 | buy | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-2 | 159 | party2 | USD/DEC19 | sell | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-3 | 160 | party2 | USD/DEC19 | sell | 1 | 1010 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-1 | 161 | party2 | USD/DEC19 | sell | 1 | 1100 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-2 | 162 163 When the opening auction period ends for market "USD/DEC19" 164 Then the auction ends with a traded volume of "10" at a price of "1000" 165 And the parties should have the following account balances: 166 | party | asset | market id | margin | general | bond | 167 | party0 | ETH | USD/DEC19 | 213415 | 4736585 | 50000 | 168 | party1 | ETH | USD/DEC19 | 2353 | 99997647 | | 169 | party2 | ETH | USD/DEC19 | 6322 | 99993678 | | 170 And the following trades should be executed: 171 | buyer | price | size | seller | 172 | party1 | 1000 | 10 | party2 | 173 174 Scenario: 004: Users engage in an ETH market auction with full decimal places, (0070-MKTD-003, 0070-MKTD-008) 175 176 Given the parties submit the following liquidity provision: 177 | id | party | market id | commitment amount | fee | lp type | 178 | lp1 | party0 | USD/DEC20 | 500 | 0.001 | submission | 179 | lp1 | party0 | USD/DEC20 | 500 | 0.001 | amendment | 180 And the parties place the following pegged iceberg orders: 181 | party | market id | peak size | minimum visible size | side | pegged reference | volume | offset | 182 | party0 | USD/DEC20 | 2 | 1 | sell | ASK | 500 | 20 | 183 | party0 | USD/DEC20 | 2 | 1 | buy | BID | 500 | 20 | 184 And the parties place the following orders: 185 | party | market id | side | volume | price | resulting trades | type | tif | reference | 186 | party1 | USD/DEC20 | buy | 1 | 90000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1 | 187 | party1 | USD/DEC20 | buy | 1 | 90000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1 | 188 | party1 | USD/DEC20 | buy | 10 | 100000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-2 | 189 | party2 | USD/DEC20 | sell | 10 | 100000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-3 | 190 | party2 | USD/DEC20 | sell | 1 | 101000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-1 | 191 | party2 | USD/DEC20 | sell | 1 | 110000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-2 | 192 193 When the opening auction period ends for market "USD/DEC20" 194 Then the auction ends with a traded volume of "10" at a price of "100000" 195 And the parties should have the following account balances: 196 | party | asset | market id | margin | general | bond | 197 | party0 | ETH | USD/DEC20 | 2134 | 4997366 | 500 | 198 | party1 | ETH | USD/DEC20 | 24 | 99999976 | | 199 | party2 | ETH | USD/DEC20 | 63 | 99999937 | | 200 And the following trades should be executed: 201 | buyer | price | size | seller | 202 | party1 | 100000 | 10 | party2 | 203 204 @SLABug 205 Scenario: 005: User tops up markets with differing precisions with the same asset + amount, should result in identical margin changes, (0070-MKTD-004) 206 207 Given the parties submit the following liquidity provision: 208 | id | party | market id | commitment amount | fee | lp type | 209 | lp1 | party0 | USD/DEC20 | 100000 | 0.001 | submission | 210 | lp1 | party0 | USD/DEC20 | 100000 | 0.001 | amendment | 211 | lp2 | party0 | USD/DEC19 | 5000 | 0.001 | submission | 212 | lp2 | party0 | USD/DEC19 | 5000 | 0.001 | amendment | 213 And the parties place the following pegged iceberg orders: 214 | party | market id | peak size | minimum visible size | side | pegged reference | volume | offset | 215 | party0 | USD/DEC20 | 2 | 1 | sell | ASK | 100 | 20 | 216 | party0 | USD/DEC20 | 2 | 1 | buy | BID | 100 | 20 | 217 | party0 | USD/DEC19 | 2 | 1 | sell | ASK | 100 | 20 | 218 | party0 | USD/DEC19 | 2 | 1 | buy | BID | 100 | 20 | 219 220 And the parties place the following orders: 221 | party | market id | side | volume | price | resulting trades | type | tif | reference | 222 | party1 | USD/DEC20 | buy | 1 | 90000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1 | 223 | party1 | USD/DEC20 | buy | 1 | 90000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1 | 224 | party1 | USD/DEC20 | buy | 10 | 100000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-2 | 225 | party2 | USD/DEC20 | sell | 10 | 100000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-3 | 226 | party2 | USD/DEC20 | sell | 1 | 101000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-1 | 227 | party2 | USD/DEC20 | sell | 1 | 110000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-2 | 228 | party1 | USD/DEC19 | buy | 1 | 900 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1a | 229 | party1 | USD/DEC19 | buy | 1 | 900 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1a | 230 | party1 | USD/DEC19 | buy | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-2a | 231 | party2 | USD/DEC19 | sell | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-3a | 232 | party2 | USD/DEC19 | sell | 1 | 1010 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-1a | 233 | party2 | USD/DEC19 | sell | 1 | 1100 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-2a | 234 235 Then the market data for the market "USD/DEC19" should be: 236 | target stake | supplied stake | 237 | 3556 | 5000 | 238 239 When the network moves ahead "2" blocks 240 241 # party1 has position +10 and mark price 100000 242 243 Then the parties should have the following account balances: 244 | party | asset | market id | margin | general | bond | 245 | party0 | ETH | USD/DEC20 | 427 | 4851889 | 100000 | 246 | party1 | ETH | USD/DEC20 | 24 | 99997623 | | 247 | party2 | ETH | USD/DEC20 | 63 | 99993615 | | 248 | party0 | ETH | USD/DEC19 | 42684 | 4851889 | 5000 | 249 | party1 | ETH | USD/DEC19 | 2353 | 99997623 | | 250 | party2 | ETH | USD/DEC19 | 6322 | 99993615 | | 251 252 When the parties deposit on asset's general account the following amount: 253 | party | asset | amount | 254 | party0 | ETH | 1000 | 255 | party1 | ETH | 1000 | 256 | party2 | ETH | 1000 | 257 Then the parties should have the following account balances: 258 | party | asset | market id | margin | general | bond | 259 | party0 | ETH | USD/DEC20 | 427 | 4852889 | 100000 | 260 | party1 | ETH | USD/DEC20 | 24 | 99998623 | | 261 | party2 | ETH | USD/DEC20 | 63 | 99994615 | | 262 | party0 | ETH | USD/DEC19 | 42684 | 4852889 | 5000 | 263 | party1 | ETH | USD/DEC19 | 2353 | 99998623 | | 264 | party2 | ETH | USD/DEC19 | 6322 | 99994615 | | 265 266 @SLABug 267 Scenario: 006: User checks prices after opening auction, (0070-MKTD-005) 268 269 Given the parties submit the following liquidity provision: 270 | id | party | market id | commitment amount | fee | lp type | 271 | lp1 | party0 | USD/DEC20 | 100000 | 0.001 | submission | 272 | lp1 | party0 | USD/DEC20 | 100000 | 0.001 | amendment | 273 | lp2 | party0 | USD/DEC19 | 5000 | 0.001 | submission | 274 | lp2 | party0 | USD/DEC19 | 5000 | 0.001 | amendment | 275 And the parties place the following pegged iceberg orders: 276 | party | market id | peak size | minimum visible size | side | pegged reference | volume | offset | 277 | party0 | USD/DEC20 | 2 | 1 | sell | ASK | 100 | 20 | 278 | party0 | USD/DEC20 | 2 | 1 | buy | BID | 100 | 20 | 279 | party0 | USD/DEC19 | 2 | 1 | sell | ASK | 100 | 20 | 280 | party0 | USD/DEC19 | 2 | 1 | buy | BID | 100 | 20 | 281 282 And the parties place the following orders: 283 | party | market id | side | volume | price | resulting trades | type | tif | reference | 284 | party1 | USD/DEC20 | buy | 1 | 90000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1 | 285 | party1 | USD/DEC20 | buy | 1 | 90000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1 | 286 | party1 | USD/DEC20 | buy | 10 | 100000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-2 | 287 | party2 | USD/DEC20 | sell | 10 | 100000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-3 | 288 | party2 | USD/DEC20 | sell | 1 | 101000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-1 | 289 | party2 | USD/DEC20 | sell | 1 | 110000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-2 | 290 | party1 | USD/DEC19 | buy | 1 | 900 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1a | 291 | party1 | USD/DEC19 | buy | 1 | 900 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1a | 292 | party1 | USD/DEC19 | buy | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-2a | 293 | party2 | USD/DEC19 | sell | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-3a | 294 | party2 | USD/DEC19 | sell | 1 | 1010 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-1a | 295 | party2 | USD/DEC19 | sell | 1 | 1100 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-2a | 296 297 When the network moves ahead "2" blocks 298 Then the mark price should be "100000" for the market "USD/DEC20" 299 And the mark price should be "1000" for the market "USD/DEC19" 300 301 @SLABug 302 Scenario: 007: Offsets are calculated in market units, (0070-MKTD-007) 303 304 Given the parties submit the following liquidity provision: 305 | id | party | market id | commitment amount | fee | lp type | 306 | lp1 | party0 | USD/DEC20 | 5000 | 0.001 | submission | 307 | lp1 | party0 | USD/DEC20 | 5000 | 0.001 | amendment | 308 | lp2 | party0 | USD/DEC19 | 5000 | 0.001 | submission | 309 | lp2 | party0 | USD/DEC19 | 5000 | 0.001 | amendment | 310 And the parties place the following pegged iceberg orders: 311 | party | market id | peak size | minimum visible size | side | pegged reference | volume | offset | 312 | party0 | USD/DEC20 | 2 | 1 | sell | MID | 100 | 20 | 313 | party0 | USD/DEC20 | 2 | 1 | buy | MID | 100 | 20 | 314 | party0 | USD/DEC19 | 2 | 1 | sell | MID | 100 | 20 | 315 | party0 | USD/DEC19 | 2 | 1 | buy | MID | 100 | 20 | 316 317 And the parties place the following orders: 318 | party | market id | side | volume | price | resulting trades | type | tif | reference | 319 | party1 | USD/DEC20 | buy | 1 | 90000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1 | 320 | party1 | USD/DEC20 | buy | 1 | 90000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1 | 321 | party1 | USD/DEC20 | buy | 10 | 100000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-2 | 322 | party2 | USD/DEC20 | sell | 10 | 100000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-3 | 323 | party2 | USD/DEC20 | sell | 1 | 101000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-1 | 324 | party2 | USD/DEC20 | sell | 1 | 110000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-2 | 325 | party1 | USD/DEC19 | buy | 1 | 900 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1a | 326 | party1 | USD/DEC19 | buy | 1 | 900 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1a | 327 | party1 | USD/DEC19 | buy | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-2a | 328 | party2 | USD/DEC19 | sell | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-3a | 329 | party2 | USD/DEC19 | sell | 1 | 1010 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-1a | 330 | party2 | USD/DEC19 | sell | 1 | 1100 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-2a | 331 332 When the network moves ahead "2" blocks 333 Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "USD/DEC19" 334 When the parties place the following pegged orders: 335 | party | market id | side | volume | pegged reference | offset | 336 | party1 | USD/DEC19 | sell | 5 | ASK | 5 | 337 | party1 | USD/DEC20 | sell | 5 | ASK | 5 | 338 Then the pegged orders should have the following states: 339 | party | market id | side | volume | reference | offset | price | status | 340 | party1 | USD/DEC20 | sell | 5 | ASK | 5 | 101005 | STATUS_ACTIVE | 341 | party1 | USD/DEC19 | sell | 5 | ASK | 5 | 1015 | STATUS_ACTIVE | 342 343 Scenario: 008: Price monitoring bounds are calculated at asset precision but displayed rounded, (0070-MKTD-006) 344 345 Given the parties submit the following liquidity provision: 346 | id | party | market id | commitment amount | fee | lp type | 347 | lp1 | party0 | USD/DEC20 | 1000 | 0.001 | submission | 348 | lp1 | party0 | USD/DEC20 | 1000 | 0.001 | amendment | 349 | lp1 | party0 | USD/DEC21 | 1000 | 0.001 | submission | 350 | lp1 | party0 | USD/DEC21 | 1000 | 0.001 | amendment | 351 | lp2 | party0 | USD/DEC19 | 1000 | 0.001 | submission | 352 | lp2 | party0 | USD/DEC19 | 1000 | 0.001 | amendment | 353 And the parties place the following pegged iceberg orders: 354 | party | market id | peak size | minimum visible size | side | pegged reference | volume | offset | 355 | party0 | USD/DEC20 | 2 | 1 | sell | ASK | 100 | 20 | 356 | party0 | USD/DEC20 | 2 | 1 | buy | BID | 100 | 20 | 357 | party0 | USD/DEC21 | 2 | 1 | sell | ASK | 100 | 20 | 358 | party0 | USD/DEC21 | 2 | 1 | buy | BID | 100 | 20 | 359 | party0 | USD/DEC19 | 2 | 1 | sell | ASK | 100 | 20 | 360 | party0 | USD/DEC19 | 2 | 1 | buy | BID | 100 | 20 | 361 362 And the parties place the following orders: 363 | party | market id | side | volume | price | resulting trades | type | tif | reference | 364 | party1 | USD/DEC21 | buy | 10 | 100000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-2 | 365 | party2 | USD/DEC21 | sell | 10 | 100000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-3 | 366 | party1 | USD/DEC20 | buy | 1000 | 100000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-2 | 367 | party2 | USD/DEC20 | sell | 1000 | 100000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-3 | 368 | party1 | USD/DEC19 | buy | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-2a | 369 | party2 | USD/DEC19 | sell | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-3a | 370 | party0 | USD/DEC21 | buy | 1 | 90000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1 | 371 | party0 | USD/DEC21 | sell | 1 | 110000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-2 | 372 | party0 | USD/DEC20 | buy | 1 | 90000 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1 | 373 | party0 | USD/DEC20 | sell | 1 | 110000 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-2 | 374 | party0 | USD/DEC19 | buy | 1 | 900 | 0 | TYPE_LIMIT | TIF_GTC | buy-ref-1a | 375 | party0 | USD/DEC19 | sell | 1 | 1100 | 0 | TYPE_LIMIT | TIF_GTC | sell-ref-2a | 376 377 When the opening auction period ends for market "USD/DEC20" 378 379 Then the price monitoring bounds for the market "USD/DEC19" should be: 380 | min bound | max bound | 381 | 1000 | 1000 | 382 And the price monitoring bounds for the market "USD/DEC20" should be: 383 | min bound | max bound | 384 | 99955 | 100045 | 385 And the price monitoring bounds for the market "USD/DEC21" should be: 386 | min bound | max bound | 387 | 99955 | 100045 |