code.vegaprotocol.io/vega@v0.79.0/core/integration/features/verified/special_orders_crossed.feature (about)

     1  
     2  Feature: Issue: re submit special order would cross
     3  
     4    Background:
     5  
     6      Given the average block duration is "1"
     7      And the following assets are registered:
     8        | id  | decimal places |
     9        | ETH | 1              |
    10      And the following network parameters are set:
    11        | name                           | value |
    12        | limits.markets.maxPeggedOrders | 6     |
    13  
    14      Given the markets:
    15        | id        | quote name | asset | liquidity monitoring | risk model                | margin calculator         | auction duration | fees         | price monitoring | data source config     | linear slippage factor | quadratic slippage factor | sla params    | decimal places | tick size |
    16        | ETH/DEC21 | ETH        | ETH   | default-parameters   | default-simple-risk-model | default-margin-calculator | 1                | default-none | default-none     | default-eth-for-future | 0.5                    | 0                         | default-basic | 2              | 10        |
    17      And the parties deposit on asset's general account the following amount:
    18        | party  | asset | amount        |
    19        | aux1   | ETH   | 1000000000000 |
    20        | aux2   | ETH   | 1000000000000 |
    21        | party1 | ETH   | 1000000000000 |
    22        | party2 | ETH   | 1000000000000 |
    23  
    24    Scenario:
    25  
    26      Given the parties place the following pegged iceberg orders:
    27        | party  | market id | peak size | minimum visible size | side | pegged reference | volume | offset | reference | error |
    28        | party1 | ETH/DEC21 | 10        | 5                    | buy  | MID              | 10     | 10     | peg-buy-1 |       |
    29        | party2 | ETH/DEC21 | 10        | 5                    | sell | MID              | 10     | 10     | peg-buy-2 |       |
    30      And the parties place the following orders:
    31        | party | market id | side | volume | price | resulting trades | type       | tif     | reference |
    32        | aux1  | ETH/DEC21 | buy  | 1      | 1000  | 0                | TYPE_LIMIT | TIF_GTC | p3b1-1    |
    33        | aux1  | ETH/DEC21 | buy  | 1      | 1000  | 0                | TYPE_LIMIT | TIF_GTC | p3b1-1    |
    34        | aux2  | ETH/DEC21 | sell | 1      | 1000  | 0                | TYPE_LIMIT | TIF_GTC | p3b2-1    |
    35        | aux2  | ETH/DEC21 | sell | 1      | 1010  | 0                | TYPE_LIMIT | TIF_GTC | p3b2-1    |
    36      When the opening auction period ends for market "ETH/DEC21"
    37      Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "ETH/DEC21"