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‎core/integration/features/spot/orders/0014-ORDT-163.feature

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Feature: stop order in spot market
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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 | 1s |
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| market.value.windowLength | 1h |
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| spam.protection.max.stopOrdersPerMarket | 5 |
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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 | 0 |
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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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| 360000 | 0.999 | 1 |
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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 | 100 |
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| party1 | BTC | 11 |
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| party2 | ETH | 10000 |
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| party2 | BTC | 10 |
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| party3 | ETH | 10000 |
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| party3 | BTC | 1000 |
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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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| party3 | BTC/ETH | buy | 1 | 1000 | 0 | TYPE_LIMIT | TIF_GFA |
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| party4 | BTC/ETH | sell | 1 | 1000 | 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:0014-ORDT-163, 0014-ORDT-164: A wrapped buy/sell order will be rejected when triggered if the party doesn't have enough of the required quote asset to cover the order.
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# place an order to match with the limit order then check the stop is filled
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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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| party4 | BTC/ETH | sell | 50 | 1010 | 0 | TYPE_LIMIT | TIF_GTC | p4-sell |
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# create party1 stop order
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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 | only | ra price trigger | error | reference |
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| party1 | BTC/ETH | buy | 50 | 1010 | 0 | TYPE_LIMIT | TIF_GTC | | 1005 | | stop1 |
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# now we trade at 1005, this will breach the trigger
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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 |
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| party3 | BTC/ETH | buy | 1 | 1005 | 0 | TYPE_LIMIT | TIF_GTC |
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| party4 | BTC/ETH | sell | 1 | 1005 | 1 | TYPE_LIMIT | TIF_GTC |
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# check that the order was triggered
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Then the stop orders should have the following states
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| party | market id | status | reference |
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| party1 | BTC/ETH | STATUS_TRIGGERED | stop1 |
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Then "party1" should have general account balance of "100" for asset "ETH"
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Then "party1" should have general account balance of "11" for asset "BTC"
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And the parties cancel the following orders:
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| party | reference |
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| party4 | p4-sell |
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# place an order to match with the limit order then check the stop is filled
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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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| party3 | BTC/ETH | buy | 50 | 1015 | 0 | TYPE_LIMIT | TIF_GTC | p4-sell |
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# create party2 stop order
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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 | only | ra price trigger | error | reference |
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| party2 | BTC/ETH | sell | 50 | 1015 | 0 | TYPE_LIMIT | TIF_GTC | | 1020 | | stop2 |
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# now we trade at 1005, this will breach the trigger
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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 |
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| party3 | BTC/ETH | buy | 1 | 1020 | 0 | TYPE_LIMIT | TIF_GTC |
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| party4 | BTC/ETH | sell | 1 | 1020 | 1 | TYPE_LIMIT | TIF_GTC |
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# check that the order was triggered
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Then the stop orders should have the following states
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| party | market id | status | reference |
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| party2 | BTC/ETH | STATUS_TRIGGERED | stop2 |
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Then "party2" should have general account balance of "10000" for asset "ETH"
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Then "party2" should have general account balance of "10" for asset "BTC"
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