code.vegaprotocol.io/vega@v0.79.0/core/integration/features/verified/closeout-LP_New_Exit_Price.feature

Feature: Replicate a scenario from Lewis with Elias' implementation on Exit_price when there is insufficient orders, check the newly added slippage factor, linear and quadratic
  # Replicate a scenario from Lewis
  Background:

    Given the log normal risk model named "log-normal-risk-model-1":
      | risk aversion | tau | mu | r | sigma |
      | 0.000001      | 0.1 | 0  | 0 | 1.0   |
    #risk factor short = 3.5569036
    #risk factor long = 0.800728208
    And the price monitoring named "price-monitoring-1":
      | horizon  | probability | auction extension |
      | 72000000 | 0.99        | 3                 |
    And the margin calculator named "margin-calculator-1":
      | search factor | initial factor | release factor |
      | 1.5           | 2              | 3              |
    And the following assets are registered:
      | id  | decimal places |
      | USD | 3              |
    And the markets:
      | id        | quote name | asset | 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      |
      | ETH/DEC20 | ETH        | USD   | log-normal-risk-model-1 | margin-calculator-1 | 1                | default-none | price-monitoring-1 | default-eth-for-future | 3              | 0                       | 0.25                   | 0                         | default-futures |
      | ETH/DEC21 | ETH        | USD   | log-normal-risk-model-1 | margin-calculator-1 | 1                | default-none | price-monitoring-1 | default-eth-for-future | 3              | 0                       | 1e0                    | 1e2                       | default-futures |
      | ETH/DEC22 | ETH        | USD   | log-normal-risk-model-1 | margin-calculator-1 | 1                | default-none | price-monitoring-1 | default-eth-for-future | 3              | 0                       | 1e1                    | 1e3                       | default-futures |
      | ETH/DEC23 | ETH        | USD   | log-normal-risk-model-1 | margin-calculator-1 | 1                | default-none | price-monitoring-1 | default-eth-for-future | 3              | 0                       | 1e2                    | 1e0                       | default-futures |
    And the following network parameters are set:
      | name                                    | value |
      | market.auction.minimumDuration          | 1     |
      | network.markPriceUpdateMaximumFrequency | 0s    |
      | market.liquidity.stakeToCcyVolume       | 1     |
      | limits.markets.maxPeggedOrders          | 2     |
    And the average block duration is "1"

  @Liquidation
  Scenario: 001 Replicate a scenario from Lewis with Elias' implementation on Exit_price when there is insufficient orders, linear slippage factor = 1e6, quadratic slippage factor = 1e6, 0019-MCAL-001, 0019-MCAL-002
    # 1. trader B made LP commitment 150,000
    # 2. trader C and A cross at 0.5 with size of 111, and this opens continuous trading (trade B is short)
    # 3. trader C comes with an order with crazy price
    # 4. trader B’s margin has increased sharply because of the order (from step2),
    # 5. trader A and C and trigger MTM
    # 6. trader B got closeout out, and the closeout trade was between trader B - network - trader C

    Given the parties deposit on asset's general account the following amount:
      | party   | asset | amount         |
      | traderA | USD   | 10000000000000 |
      | traderB | USD | 3100000 |
      | traderC | USD   | 10000000000000 |

    When the parties submit the following liquidity provision:
      | id  | party   | market id | commitment amount | fee   | lp type    |
      | lp1 | traderB | ETH/DEC20 | 150000            | 0.001 | submission |
      | lp1 | traderB | ETH/DEC20 | 150000            | 0.001 | amendmend  |

    When the parties place the following orders with ticks:
      | party   | market id | side | volume | price | resulting trades | type       | tif     | reference       |
      | traderB | ETH/DEC20 | sell | 75     | 2020  | 0                | TYPE_LIMIT | TIF_GTC | sell-provider-1 |
      | traderB | ETH/DEC20 | buy  | 5173   | 29    | 0                | TYPE_LIMIT | TIF_GTC | buy-provider-1  |

    And the market data for the market "ETH/DEC20" should be:
      | trading mode                 | auction trigger         | target stake | supplied stake | open interest |
      | TRADING_MODE_OPENING_AUCTION | AUCTION_TRIGGER_OPENING | 0            | 150000         | 0             |

    And the parties should have the following account balances:
      | party   | asset | market id | margin  | general | bond   |
      | traderB | USD   | ETH/DEC20 | 1077742 | 1872258 | 150000 |

    Then the parties place the following orders:
      | party   | market id | side | volume | price | resulting trades | type       | tif     | reference  |
      | traderA | ETH/DEC20 | buy  | 1      | 49    | 0                | TYPE_LIMIT | TIF_GTC | aux-b-5    |
      | traderB | ETH/DEC20 | sell | 1      | 350   | 0                | TYPE_LIMIT | TIF_GTC | aux-s-1000 |
      | traderA | ETH/DEC20 | buy  | 1      | 350   | 0                | TYPE_LIMIT | TIF_GTC | aux-b-1    |
      | traderC | ETH/DEC20 | sell | 2 | 2000 | 0 | TYPE_LIMIT | TIF_GTC | aux-s-1 |
      | traderB | ETH/DEC20 | sell | 1      | 3000  | 0                | TYPE_LIMIT | TIF_GTC | aux-s-1    |

    When the opening auction period ends for market "ETH/DEC20"
    And the market data for the market "ETH/DEC20" should be:
      | trading mode            | target stake | supplied stake | open interest |
      | TRADING_MODE_CONTINUOUS | 12449        | 150000         | 1             |

    And the parties should have the following account balances:
      | party   | asset | market id | margin  | general | bond   |
      | traderB | USD | ETH/DEC20 | 2899518 | 50482 | 150000 |
    Then the parties should have the following margin levels:
      | party   | market id | maintenance | search  | initial | release |
      | traderB | ETH/DEC20 | 1449759 | 2174638 | 2899518 | 4349277 |
    And the markets are updated:
      | id          | linear slippage factor |
      | ETH/DEC20   | 1e3                    |
    And the network moves ahead "1" blocks

#margin for traderB: 1*(2000-350)+1*350*3.5569036+2*350*3.5569036=5385
    And the following trades should be executed:
      | buyer   | price | size | seller  |
      | traderA | 350   | 1    | traderB |

    And the insurance pool balance should be "0" for the market "ETH/DEC20"

    Then the order book should have the following volumes for market "ETH/DEC20":
      | side | price | volume |
      | buy  | 29    | 5173   |
      | buy  | 49    | 1      |
      | sell | 2000  | 2      |
      | sell | 2020  | 75     |
      | sell | 3000  | 1      |

    When the parties place the following orders with ticks:
      | party   | market id | side | volume | price | resulting trades | type       | tif     |
      | traderA | ETH/DEC20 | buy  | 111    | 50    | 0                | TYPE_LIMIT | TIF_GTC |
      | traderB | ETH/DEC20 | sell | 111    | 50    | 1                | TYPE_LIMIT | TIF_GTC |

    Then the order book should have the following volumes for market "ETH/DEC20":
      | side | price | volume |
      | buy  | 49    | 1      |
      | sell | 2000  | 0      |

# traderB has both LP pegged orders, limit order, and positions
# margin for pegged orders long: 5173*0.801225765*50=207237.0441
# margin for pegged+limit orders short:76*3.5569036*50=13516.23368
# margin for short positions: min(112*9000000000000000, 50*(112*1e6+112^2*1e6))+112*50*3.55690359157934000 = 632,800,019,918.66
# margin_long = 207237.0441
# margin_short= 632,800,019,918.66

    And the parties should have the following account balances:
      | party   | asset | market id | margin | general | bond |
      | traderB | USD   | ETH/DEC20 | 0      | 0       | 0    |
    Then the network moves ahead "1" blocks

    Then the parties should have the following margin levels:
      | party   | market id | maintenance | search | initial | release |
      | traderB | ETH/DEC20 | 0           | 0      | 0       | 0       |

    And the market data for the market "ETH/DEC20" should be:
      | mark price | trading mode            | auction trigger             | target stake | supplied stake | open interest |
      | 50         | TRADING_MODE_CONTINUOUS | AUCTION_TRIGGER_UNSPECIFIED | 199186       | 150000         | 112           |

    And the insurance pool balance should be "3096390" for the market "ETH/DEC20"

  @SLABug @Liquidation
  Scenario: 002 Replicate a scenario from Lewis, linear slippage factor = 1e0, quadratic slippage factor = 1e2
    Given the parties deposit on asset's general account the following amount:
      | party   | asset | amount         |
      | traderA | USD   | 10000000000000 |
      | traderB | USD   | 3100000        |
      | traderC | USD   | 10000000000000 |

    When the parties submit the following liquidity provision:
      | id  | party   | market id | commitment amount | fee   | lp type    |
      | lp1 | traderB | ETH/DEC21 | 150000            | 0.001 | submission |
      | lp1 | traderB | ETH/DEC21 | 150000            | 0.001 | amendmend  |

    When the parties place the following orders with ticks:
      | party   | market id | side | volume | price | resulting trades | type       | tif     | reference       |
      | traderB | ETH/DEC21 | sell | 74     | 2020  | 0                | TYPE_LIMIT | TIF_GTC | sell-provider-1 |
      | traderB | ETH/DEC21 | buy  | 5173   | 29    | 0                | TYPE_LIMIT | TIF_GTC | buy-provider-1  |

    Then the parties place the following orders:
      | party   | market id | side | volume | price | resulting trades | type       | tif     | reference  |
      | traderA | ETH/DEC21 | buy  | 1      | 49    | 0                | TYPE_LIMIT | TIF_GTC | aux-b-5    |
      | traderB | ETH/DEC21 | sell | 1      | 350   | 0                | TYPE_LIMIT | TIF_GTC | aux-s-1000 |
      | traderA | ETH/DEC21 | buy  | 1      | 350   | 0                | TYPE_LIMIT | TIF_GTC | aux-b-1    |
      | traderB | ETH/DEC21 | sell | 1      | 2000  | 0                | TYPE_LIMIT | TIF_GTC | aux-s-1    |
      | traderB | ETH/DEC21 | sell | 1      | 3000  | 0                | TYPE_LIMIT | TIF_GTC | aux-s-1    |
    When the opening auction period ends for market "ETH/DEC21"

    And the parties should have the following account balances:
      | party   | asset | market id | margin  | general | bond   |
      | traderB | USD   | ETH/DEC21 | 2899518 | 50482   | 150000 |

    And the following trades should be executed:
      | buyer   | price | size | seller  |
      | traderA | 350   | 1    | traderB |

    And the market data for the market "ETH/DEC21" should be:
      | trading mode            | auction trigger             | target stake | supplied stake | open interest |
      | TRADING_MODE_CONTINUOUS | AUCTION_TRIGGER_UNSPECIFIED | 12449        | 150000         | 1             |

    Then the order book should have the following volumes for market "ETH/DEC21":
      | side | price | volume |
      | buy  | 29    | 5173   |
      | buy  | 49    | 1      |
      | sell | 2000  | 1      |
      | sell | 2020  | 74     |

    When the parties place the following orders with ticks:
      | party   | market id | side | volume | price | resulting trades | type       | tif     |
      | traderA | ETH/DEC21 | buy  | 111    | 50    | 0                | TYPE_LIMIT | TIF_GTC |
      | traderB | ETH/DEC21 | sell | 111    | 50    | 1                | TYPE_LIMIT | TIF_GTC |

    And the parties should have the following account balances:
      | party   | asset | market id | margin | general | bond |
      | traderB | USD   | ETH/DEC21 | 0      | 0       | 0    |

    And the market data for the market "ETH/DEC21" should be:
      | mark price | trading mode            | target stake | supplied stake | open interest |
      | 50         | TRADING_MODE_CONTINUOUS | 199186       | 150000         | 112           |

    # traderB has both LP pegged orders, limit order, and positions
    # margin for pegged orders long: 5173*0.801225765*50=207237.0441
    # margin for pegged+limit orders short:76*3.5569036*50=13516.23368
    # margin for short positions: min(112*9000000000000000, 50*(112*1e1+112^2*1e2))+112*50*3.55690359157934000 = 62745518.66
    # margin_long = 207237.0441
    # margin_short= 62745518.66
    And the parties should have the following account balances:
      | party   | asset | market id | margin    | general       |
      | traderA | USD   | ETH/DEC21 | 125460250 | 9999874539450 |

    Then the parties should have the following margin levels:
      | party   | market id | maintenance | search | initial | release |
      | traderB | ETH/DEC21 | 0           | 0      | 0       | 0       |

    And the market data for the market "ETH/DEC21" should be:
      | mark price | trading mode            | target stake | supplied stake | open interest |
      | 50         | TRADING_MODE_CONTINUOUS | 199186       | 150000         | 112           |
#supplied stake is only updated with bond account at the end of epoch

    And the insurance pool balance should be "3100294" for the market "ETH/DEC21"

  @Liquidation
  Scenario: 003 Replicate a scenario from Lewis, linear slippage factor = 1e1, quadratic slippage factor = 1e3
    Given the parties deposit on asset's general account the following amount:
      | party   | asset | amount         |
      | traderA | USD   | 10000000000000 |
      | traderB | USD   | 3100000        |
      | traderC | USD   | 10000000000000 |

    When the parties submit the following liquidity provision:
      | id  | party   | market id | commitment amount | fee   | lp type    |
      | lp1 | traderB | ETH/DEC22 | 150000            | 0.001 | submission |
      | lp1 | traderB | ETH/DEC22 | 150000            | 0.001 | amendmend  |
    When the parties place the following orders with ticks:
      | party   | market id | side | volume | price | resulting trades | type       | tif     | reference       |
      | traderB | ETH/DEC22 | sell | 74     | 2020  | 0                | TYPE_LIMIT | TIF_GTC | sell-provider-1 |
      | traderB | ETH/DEC22 | buy  | 5173   | 29    | 0                | TYPE_LIMIT | TIF_GTC | buy-provider-1  |

    Then the parties place the following orders:
      | party   | market id | side | volume | price | resulting trades | type       | tif     | reference  |
      | traderA | ETH/DEC22 | buy  | 1      | 49    | 0                | TYPE_LIMIT | TIF_GTC | aux-b-5    |
      | traderB | ETH/DEC22 | sell | 1      | 350   | 0                | TYPE_LIMIT | TIF_GTC | aux-s-1000 |
      | traderA | ETH/DEC22 | buy  | 1      | 350   | 0                | TYPE_LIMIT | TIF_GTC | aux-b-1    |
      | traderB | ETH/DEC22 | sell | 1      | 2000  | 0                | TYPE_LIMIT | TIF_GTC | aux-s-1    |
      | traderB | ETH/DEC22 | sell | 1      | 3000  | 0                | TYPE_LIMIT | TIF_GTC | aux-s-1    |
    When the opening auction period ends for market "ETH/DEC22"

    And the parties should have the following account balances:
      | party   | asset | market id | margin  | general | bond   |
      | traderB | USD   | ETH/DEC22 | 2899518 | 50482   | 150000 |

    Then the parties should have the following margin levels:
      | party   | market id | maintenance | search  | initial | release |
      | traderB | ETH/DEC22 | 1449759     | 2174638 | 2899518 | 4349277 |

    And the following trades should be executed:
      | buyer   | price | size | seller  |
      | traderA | 350   | 1    | traderB |

    And the market data for the market "ETH/DEC22" should be:
      | trading mode            | auction trigger             | target stake | supplied stake | open interest |
      | TRADING_MODE_CONTINUOUS | AUCTION_TRIGGER_UNSPECIFIED | 12449        | 150000         | 1             |

    Then the order book should have the following volumes for market "ETH/DEC22":
      | side | price | volume |
      | buy  | 29    | 5173   |
      | buy  | 49    | 1      |
      | sell | 2000  | 1      |
      | sell | 2020  | 74     |

    When the parties place the following orders with ticks:
      | party   | market id | side | volume | price | resulting trades | type       | tif     |
      | traderA | ETH/DEC22 | buy  | 111    | 50    | 0                | TYPE_LIMIT | TIF_GTC |
      | traderB | ETH/DEC22 | sell | 111    | 50    | 1                | TYPE_LIMIT | TIF_GTC |

# traderB has both LP pegged orders, limit order, and positions
# margin for pegged orders long: 5173*0.801225765*50=207237.0441
# margin for pegged orders long and short: max(76*3.5569036,5173*0.800728208)*350=1449758.457
# margin for short position: min(112*9000000000000000, 50*(112*1e1+112^2*1e3))+112*50*3.55690359157934000 =627275918.7

    And the parties should have the following account balances:
      | party   | asset | market id | margin | general | bond |
      | traderB | USD   | ETH/DEC22 | 0      | 0       | 0    |

    Then the parties should have the following margin levels:
      | party   | market id | maintenance | search | initial | release |
      | traderB | ETH/DEC22 | 0           | 0      | 0       | 0       |

    And the insurance pool balance should be "3100294" for the market "ETH/DEC22"

  Scenario: 004 Replicate a scenario from Lewis, linear slippage factor = 1e2, quadratic slippage factor = 1e0, 0019-MCAL-003
    Given the parties deposit on asset's general account the following amount:
      | party   | asset | amount         |
      | traderA | USD   | 10000000000000 |
      | traderB | USD   | 21700000       |
      | traderC | USD   | 10000000000000 |
      | traderD | USD   | 10000          |
      | traderE | USD   | 10000          |
    When the parties submit the following liquidity provision:
      | id  | party   | market id | commitment amount | fee   | lp type    |
      | lp1 | traderB | ETH/DEC23 | 150000            | 0.001 | submission |
      | lp1 | traderB | ETH/DEC23 | 150000            | 0.001 | amendmend  |
    When the parties place the following orders with ticks:
      | party   | market id | side | volume | price | resulting trades | type       | tif     | reference       |
      | traderB | ETH/DEC23 | sell | 74     | 2020  | 0                | TYPE_LIMIT | TIF_GTC | sell-provider-1 |
      | traderB | ETH/DEC23 | buy  | 5173   | 29    | 0                | TYPE_LIMIT | TIF_GTC | buy-provider-1  |
 
    Then the parties place the following orders:
      | party   | market id | side | volume | price | resulting trades | type       | tif     | reference  |
      | traderA | ETH/DEC23 | buy  | 1      | 49    | 0                | TYPE_LIMIT | TIF_GTC | aux-b-5    |
      | traderB | ETH/DEC23 | sell | 1      | 350   | 0                | TYPE_LIMIT | TIF_GTC | aux-s-1000 |
      | traderA | ETH/DEC23 | buy  | 1      | 350   | 0                | TYPE_LIMIT | TIF_GTC | aux-b-1    |
      | traderB | ETH/DEC23 | sell | 1      | 2000  | 0                | TYPE_LIMIT | TIF_GTC | aux-s-1    |
      | traderB | ETH/DEC23 | sell | 1      | 3000  | 0                | TYPE_LIMIT | TIF_GTC | aux-s-1    |
    When the opening auction period ends for market "ETH/DEC23"

    Then the order book should have the following volumes for market "ETH/DEC23":
      | side | price | volume |
      | buy  | 29    | 5173   |
      | buy  | 49    | 1      |
      | sell | 2000  | 1      |
      | sell | 2020  | 74     |
      | sell | 3000  | 1      |

# traderB has both LP pegged orders, limit order, and positions
# margin for pegged orders long and short: max(76*3.5569036,5173*0.800728208)*350=1449758.457
# margin for short position: min(1*(2000-350)*1/1, 350*(1*1e2+1^2*1e0))+1*350*3.55690359157934000 =2894.916257
# margin for the long position/orders is larger than the short size, so we take the margin for long side which is 1449759

    And the parties should have the following account balances:
      | party   | asset | market id | margin  | general  | bond   |
      | traderB | USD   | ETH/DEC23 | 2899518 | 18650482 | 150000 |

    Then the parties should have the following margin levels:
      | party   | market id | maintenance | search  | initial | release |
      | traderB | ETH/DEC23 | 1449759     | 2174638 | 2899518 | 4349277 |

    And the following trades should be executed:
      | buyer   | price | size | seller  |
      | traderA | 350   | 1    | traderB |

    And the market data for the market "ETH/DEC23" should be:
      | mark price | trading mode            | auction trigger             | target stake | supplied stake | open interest |
      | 350        | TRADING_MODE_CONTINUOUS | AUCTION_TRIGGER_UNSPECIFIED | 12449        | 150000         | 1             |

    Then the order book should have the following volumes for market "ETH/DEC23":
      | side | price | volume |
      | buy  | 29    | 5173   |
      | buy  | 49    | 1      |
      | sell | 2000  | 1      |
      | sell | 2020  | 74     |
      | sell | 3000  | 1      |

    When the parties place the following orders with ticks:
      | party   | market id | side | volume | price | resulting trades | type       | tif     |
      | traderA | ETH/DEC23 | buy  | 111    | 50    | 0                | TYPE_LIMIT | TIF_GTC |
      | traderB | ETH/DEC23 | sell | 111    | 50    | 1                | TYPE_LIMIT | TIF_GTC |

# traderB has both LP pegged orders, limit order, and positions
# margin for pegged orders long: 5173*0.801225765*50=207237.0441
# margin for pegged+limit orders short:76*3.5569036*50=13516.23368
# margin for short positions: min(112*900000000000, 50*(112*1e2+112^2*1e0))+112*50*3.55690359157934000 =1207118.66
# margin_long = 207237.0441
# margin_short= 13516.23368+1207118.66=1220634.894

    And the parties should have the following account balances:
      | party   | asset | market id | margin   | general       |
      | traderA | USD   | ETH/DEC23 | 2383450  | 9999997616250 |
      | traderB | USD   | ETH/DEC23 | 2899818  | 18650476      |

    Then the parties should have the following margin levels:
      | party   | market id | maintenance | search  | initial | release |
      | traderB | ETH/DEC23 | 1220635     | 1830952 | 2441270 | 3661905 |

    Then the parties should have the following profit and loss:
      | party   | volume | unrealised pnl | realised pnl |
      | traderA | 112    | -300           | 0            |
      | traderB | -112   | 300            | 0            |

    And the market data for the market "ETH/DEC23" should be:
      | mark price | trading mode            | auction trigger             | target stake | supplied stake | open interest |
      | 50         | TRADING_MODE_CONTINUOUS | AUCTION_TRIGGER_UNSPECIFIED | 199186       | 150000         | 112           |

    When the parties place the following orders with ticks:
      | party   | market id | side | volume | price       | resulting trades | type       | tif     |
      | traderC | ETH/DEC23 | sell | 120    | 45000000000 | 0                | TYPE_LIMIT | TIF_GTC |

    Then the order book should have the following volumes for market "ETH/DEC23":
      | side | price       | volume |
      | buy  | 29          | 5173   |
      | buy  | 49          | 1      |
      | sell | 2000        | 1      |
      | sell | 2020        | 74     |
      | sell | 3000        | 1      |
      | sell | 45000000000 | 120    |

    Then the parties should have the following profit and loss:
      | party   | volume | unrealised pnl | realised pnl |
      | traderA | 112    | -300           | 0            |
      | traderB | -112   | 300            | 0            |

# traderB has both LP pegged orders, limit order, and positions
# margin for pegged orders long: 5173*0.801225765*50=207237.0441
# margin for pegged orders short:76*3.5569036*50=13516.23368
# margin for short positions: min(112*((2000-50)*1/112+(2020-50)*74/112+(3000-50)*1/112+(45000000000-50)*36/112), 50*(112*1e2+112^2*1e0))+112*50*3.55690359157934000 =1207118.66
# margin_long = 207237.0441
# margin_short= 13516.23368+1207118.66=1220634.894

    And the parties should have the following account balances:
      | party   | asset | market id | margin   | general       |
      | traderA | USD   | ETH/DEC23 | 2383450  | 9999997616250 |
      | traderB | USD   | ETH/DEC23 | 2899818  | 18650476      |
      | traderC | USD   | ETH/DEC23 | 42684    | 9999999957316 |

    Then the parties should have the following margin levels:
      | party   | market id | maintenance | search  | initial | release |
      | traderB | ETH/DEC23 | 1220635     | 1830952 | 2441270 | 3661905 |

    And the market data for the market "ETH/DEC23" should be:
      | mark price | trading mode            | auction trigger             | target stake | supplied stake | open interest |
      | 50         | TRADING_MODE_CONTINUOUS | AUCTION_TRIGGER_UNSPECIFIED | 199186       | 150000         | 112           |

    Then the parties should have the following profit and loss:
      | party   | volume | unrealised pnl | realised pnl |
      | traderA | 112    | -300           | 0            |
      | traderB | -112   | 300            | 0            |

    And the insurance pool balance should be "0" for the market "ETH/DEC23"

    When the parties place the following orders with ticks:
      | party   | market id | side | volume | price | resulting trades | type       | tif     |
      | traderD | ETH/DEC23 | buy  | 1      | 50    | 0                | TYPE_LIMIT | TIF_GTC |
      | traderE | ETH/DEC23 | sell | 1      | 50    | 1                | TYPE_LIMIT | TIF_GTC |

    And the parties should have the following account balances:
      | party   | asset | market id | margin | general |
      | traderD | USD   | ETH/DEC23 | 10000  | 0       |
      | traderE | USD   | ETH/DEC23 | 9999   | 0       |

    When the parties place the following orders with ticks:
      | party   | market id | side | volume | price | resulting trades | type       | tif     |
      | traderE | ETH/DEC23 | buy  | 1      | 50    | 0                | TYPE_LIMIT | TIF_GTC |
      | traderD | ETH/DEC23 | sell | 1      | 50    | 1                | TYPE_LIMIT | TIF_GTC |

    #for traderD and E, zero position and zero orders results in all zero margin levels
    And the parties should have the following account balances:
      | party   | asset | market id | margin | general |
      | traderD | USD   | ETH/DEC23 | 0      | 9999    |
      | traderE | USD   | ETH/DEC23 | 0      | 9999    |

    Then the parties should have the following profit and loss:
      | party   | volume | unrealised pnl | realised pnl |
      | traderD | 0      | 0              | 0            |
      | traderE | 0      | 0              | 0            |