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Merge branch 'develop' into pos-est-bug
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‎CHANGELOG.md

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- [10926](https://github.com/vegaprotocol/vega/issues/10926) - Backport governance proposal to change market name for spots
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- [906](https://github.com/vegaprotocol/core-test-coverage/issues/906) - Add coverage for `0068-MATC-060`
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- [907](https://github.com/vegaprotocol/core-test-coverage/issues/907) - Add coverage for `0068-MATC-061`
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- [908](https://github.com/vegaprotocol/core-test-coverage/issues/908) - Add coverage for `0068-MATC-062`
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- [909](https://github.com/vegaprotocol/core-test-coverage/issues/909) - Add coverage for `0068-MATC-063`
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- [910](https://github.com/vegaprotocol/core-test-coverage/issues/910) - Add coverage for `0068-MATC-064`
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- [911](https://github.com/vegaprotocol/core-test-coverage/issues/911) - Add coverage for `0068-MATC-065`
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### 🐛 Fixes
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‎core/governance/market.go

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@@ -671,6 +671,10 @@ func validateRiskParameters(rp interface{}) (types.ProposalError, error) {
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return validateLogNormalRiskParams(r.LogNormal)
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case *types.UpdateMarketConfigurationLogNormal:
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return validateLogNormalRiskParams(r.LogNormal)
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case *types.NewSpotMarketConfigurationSimple:
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return types.ProposalErrorUnspecified, nil
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case *types.UpdateSpotMarketConfigurationSimple:
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return types.ProposalErrorUnspecified, nil
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case *types.NewSpotMarketConfigurationLogNormal:
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return validateLogNormalRiskParams(r.LogNormal)
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case *types.UpdateSpotMarketConfigurationLogNormal:

‎core/integration/features/spot/orders/0068-MATC-061.feature

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Feature: Spot market order tests. Covers 0068-MATC-061, 0068-MATC-062, 0068-MATC-063, 0068-MATC-064, 0068-MATC-065.
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Background:
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Given time is updated to "2024-01-01T00:00:00Z"
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Given the following network parameters are set:
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| name | value |
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| network.markPriceUpdateMaximumFrequency | 0s |
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| market.value.windowLength | 1h |
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Given the following assets are registered:
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| id | decimal places |
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| ETH | 2 |
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| BTC | 2 |
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Given the fees configuration named "fees-config-1":
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| maker fee | infrastructure fee |
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| 0.01 | 0.03 |
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Given the log normal risk model named "lognormal-risk-model-1":
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| risk aversion | tau | mu | r | sigma |
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| 0.001 | 0.01 | 0 | 0.0 | 1.2 |
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And the price monitoring named "price-monitoring-1":
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| horizon | probability | auction extension |
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| 3600 | 0.999 | 10 |
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And the spot markets:
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| id | name | base asset | quote asset | risk model | auction duration | fees | price monitoring | decimal places | position decimal places | sla params |
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| BTC/ETH | BTC/ETH | BTC | ETH | lognormal-risk-model-1 | 1 | fees-config-1 | price-monitoring-1 | 2 | 2 | default-basic |
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# setup accounts
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Given the parties deposit on asset's general account the following amount:
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| party | asset | amount |
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| party1 | ETH | 10000 |
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| party1 | BTC | 1000 |
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| party2 | ETH | 10000 |
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| party4 | BTC | 1000 |
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| party5 | BTC | 1000 |
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And the average block duration is "1"
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# Place some orders to get out of auction
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And the parties place the following orders:
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| party | market id | side | volume | price | resulting trades | type | tif |
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| party1 | BTC/ETH | buy | 1 | 998 | 0 | TYPE_LIMIT | TIF_GTC |
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| party1 | BTC/ETH | buy | 1 | 1000 | 0 | TYPE_LIMIT | TIF_GTC |
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| party5 | BTC/ETH | sell | 1 | 1000 | 0 | TYPE_LIMIT | TIF_GTC |
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| party5 | BTC/ETH | sell | 1 | 1050 | 0 | TYPE_LIMIT | TIF_GTC |
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And the opening auction period ends for market "BTC/ETH"
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When the network moves ahead "1" blocks
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Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "BTC/ETH"
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And the mark price should be "1000" for the market "BTC/ETH"
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Scenario: 0068-MATC-061: Incoming MARKET orders will be matched against the opposite side of the book.
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# set up the book with some volume the market order will uncross with
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When the parties place the following orders:
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| party | market id | side | volume | price | resulting trades | type | tif | reference |
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| party1 | BTC/ETH | buy | 5 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | p1-ioc-pas |
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And the parties place the following orders:
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| party | market id | side | volume | price | resulting trades | type | tif | reference |
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| party5 | BTC/ETH | sell | 2 | 0 | 1 | TYPE_MARKET | TIF_IOC | p5-ioc-agg |
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Then the following trades should be executed:
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| buyer | price | size | seller |
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| party1 | 1000 | 2 | party5 |
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And the orders should have the following status:
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| party | reference | status |
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| party1 | p1-ioc-pas | STATUS_ACTIVE |
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| party5 | p5-ioc-agg | STATUS_FILLED |
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When the network moves ahead "1" blocks
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Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "BTC/ETH"
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And the market data for the market "BTC/ETH" should be:
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| mark price | trading mode | horizon | min bound | max bound | target stake | supplied stake | open interest |
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| 1000 | TRADING_MODE_CONTINUOUS | 3600 | 959 | 1042 | 0 | 0 | 0 |
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Scenario: 0068-MATC-062: If not enough volume is available to fully fill the order, the remaining will be cancelled.
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# set up the book with some volume the market order will partially uncross with
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When the parties place the following orders:
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| party | market id | side | volume | price | resulting trades | type | tif | reference |
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| party1 | BTC/ETH | buy | 2 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | p1-ioc-pas |
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And the parties place the following orders:
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| party | market id | side | volume | price | resulting trades | type | tif | reference |
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| party5 | BTC/ETH | sell | 5 | 0 | 2 | TYPE_MARKET | TIF_IOC | p5-ioc-agg |
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Then the following trades should be executed:
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| buyer | price | size | seller |
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| party1 | 1000 | 2 | party5 |
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| party1 | 998 | 1 | party5 |
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# filled the order of party 1, the remainder of p5's order is marked as partially filled.
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And the orders should have the following status:
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| party | reference | status |
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| party1 | p1-ioc-pas | STATUS_FILLED |
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| party5 | p5-ioc-agg | STATUS_PARTIALLY_FILLED |
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# To ensure the order is cancelled (meaning in a final state) let's ensure we can't amend the order:
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When the parties amend the following orders:
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| party | reference | tif | size delta | error |
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| party5 | p5-ioc-agg | TIF_IOC | -1 | OrderError: Invalid Order ID |
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When the network moves ahead "1" blocks
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Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "BTC/ETH"
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And the market data for the market "BTC/ETH" should be:
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| mark price | trading mode | horizon | min bound | max bound | target stake | supplied stake | open interest |
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| 998 | TRADING_MODE_CONTINUOUS | 3600 | 959 | 1042 | 0 | 0 | 0 |
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Scenario: 0068-MATC-064: If there is no match the order will be cancelled. (0068-MATC-063: Incoming LIMIT orders will be matched against the opposite side of the book)
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# set up the book with some volume the market order will uncross with
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When the parties place the following orders:
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| party | market id | side | volume | price | resulting trades | type | tif | reference |
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| party5 | BTC/ETH | sell | 2 | 1000 | 0 | TYPE_LIMIT | TIF_IOC | p5-ioc-agg |
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Then the orders should have the following status:
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| party | reference | status |
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| party5 | p5-ioc-agg | STATUS_STOPPED |
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When the network moves ahead "1" blocks
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Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "BTC/ETH"
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And the market data for the market "BTC/ETH" should be:
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| mark price | trading mode | horizon | min bound | max bound | target stake | supplied stake | open interest |
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| 1000 | TRADING_MODE_CONTINUOUS | 3600 | 959 | 1042 | 0 | 0 | 0 |
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Scenario: 0068-MATC-065: If there is a partial match then the remaining will be cancelled. (0068-MATC-063: Incoming LIMIT orders will be matched against the opposite side of the book)
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# set up the book with some volume the limit order will partially uncross with
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When the parties place the following orders:
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| party | market id | side | volume | price | resulting trades | type | tif | reference |
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| party1 | BTC/ETH | buy | 2 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | p1-ioc-pas |
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And the parties place the following orders:
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| party | market id | side | volume | price | resulting trades | type | tif | reference |
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| party5 | BTC/ETH | sell | 5 | 1000 | 1 | TYPE_LIMIT | TIF_IOC | p5-ioc-agg |
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Then the following trades should be executed:
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| buyer | price | size | seller |
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| party1 | 1000 | 2 | party5 |
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# filled the order of party 1, the remainder of p5's order is marked as partially filled.
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And the orders should have the following status:
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| party | reference | status |
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| party1 | p1-ioc-pas | STATUS_FILLED |
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| party5 | p5-ioc-agg | STATUS_PARTIALLY_FILLED |
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# To ensure the order is cancelled (meaning in a final state) let's ensure we can't amend the order:
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When the parties amend the following orders:
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| party | reference | tif | size delta | error |
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| party5 | p5-ioc-agg | TIF_IOC | -1 | OrderError: Invalid Order ID |
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When the network moves ahead "1" blocks
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Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "BTC/ETH"
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And the market data for the market "BTC/ETH" should be:
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| mark price | trading mode | horizon | min bound | max bound | target stake | supplied stake | open interest |
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| 1000 | TRADING_MODE_CONTINUOUS | 3600 | 959 | 1042 | 0 | 0 | 0 |

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