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feat: add test for AC 163 stop order in spot market
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core/integration/features/spot/orders/0014-ORDT-163.feature
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| Feature: Spot market | ||
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| Background: | ||
| Given time is updated to "2024-01-01T00:00:00Z" | ||
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| Given the following network parameters are set: | ||
| | name | value | | ||
| | network.markPriceUpdateMaximumFrequency | 1s | | ||
| | market.value.windowLength | 1h | | ||
| | spam.protection.max.stopOrdersPerMarket | 5 | | ||
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| Given the following assets are registered: | ||
| | id | decimal places | | ||
| | ETH | 2 | | ||
| | BTC | 2 | | ||
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| Given the fees configuration named "fees-config-1": | ||
| | maker fee | infrastructure fee | | ||
| | 0.01 | 0.03 | | ||
| Given the log normal risk model named "lognormal-risk-model-1": | ||
| | risk aversion | tau | mu | r | sigma | | ||
| | 0.001 | 0.01 | 0 | 0.0 | 1.2 | | ||
| And the price monitoring named "price-monitoring-1": | ||
| | horizon | probability | auction extension | | ||
| | 360000 | 0.999 | 1 | | ||
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| And the spot markets: | ||
| | id | name | base asset | quote asset | risk model | auction duration | fees | price monitoring | decimal places | position decimal places | sla params | | ||
| | 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 | ||
| Given the parties deposit on asset's general account the following amount: | ||
| | party | asset | amount | | ||
| | party1 | ETH | 100 | | ||
| | party1 | BTC | 11 | | ||
| | party2 | ETH | 10000 | | ||
| | party2 | BTC | 1000 | | ||
| | party3 | ETH | 10000 | | ||
| | party3 | BTC | 1000 | | ||
| | party4 | BTC | 1000 | | ||
| | party5 | BTC | 1000 | | ||
| And the average block duration is "1" | ||
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| # Place some orders to get out of auction | ||
| And the parties place the following orders: | ||
| | party | market id | side | volume | price | resulting trades | type | tif | | ||
| | party3 | BTC/ETH | buy | 1 | 1000 | 0 | TYPE_LIMIT | TIF_GFA | | ||
| | 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" | ||
| When the network moves ahead "1" blocks | ||
| Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "BTC/ETH" | ||
| And the mark price should be "1000" for the market "BTC/ETH" | ||
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| Scenario:0014-ORDT-163: A trader submitting a stop order wrapping a buy limit order will have the funds required to execute that order locked in the relevant holding account for the quote asset. | ||
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| Given the parties place the following orders: | ||
| | party | market id | side | volume | price | resulting trades | type | tif | | ||
| | party1 | BTC/ETH | sell | 10 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | | ||
| | party2 | BTC/ETH | buy | 10 | 1000 | 1 | TYPE_LIMIT | TIF_GTC | | ||
| # place an order to match with the limit order then check the stop is filled | ||
| And the parties place the following orders: | ||
| | party | market id | side | volume | price | resulting trades | type | tif | | ||
| | party4 | BTC/ETH | sell | 10 | 1010 | 0 | TYPE_LIMIT | TIF_GTC | | ||
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| # create party1 stop order | ||
| And the parties place the following orders: | ||
| | party | market id | side | volume | price | resulting trades | type | tif | only | ra price trigger | error | reference | | ||
| | party1 | BTC/ETH | buy | 50 | 1010 | 0 | TYPE_LIMIT | TIF_GTC | reduce | 1005 | | stop1 | | ||
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| # now we trade at 1005, this will breach the trigger | ||
| When the parties place the following orders: | ||
| | party | market id | side | volume | price | resulting trades | type | tif | | ||
| | party3 | BTC/ETH | buy | 1 | 1005 | 0 | TYPE_LIMIT | TIF_GTC | | ||
| | party4 | BTC/ETH | sell | 1 | 1005 | 1 | TYPE_LIMIT | TIF_GTC | | ||
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| # check that the order was triggered | ||
| Then the stop orders should have the following states | ||
| | party | market id | status | reference | | ||
| | party1 | BTC/ETH | STATUS_TRIGGERED | stop1 | | ||
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| # Then "party1" should have general account balance of "201" for asset "ETH" | ||
| # Then "party1" should have general account balance of "1" for asset "BTC" | ||
| # Then "party1" should have holding account balance of "0" for asset "BTC" | ||
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| # Then "party4" should have general account balance of "18" for asset "ETH" | ||
| # Then "party4" should have general account balance of "988" for asset "BTC" | ||
| # Then "party4" should have holding account balance of "5" for asset "BTC" | ||
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