diff --git a/CHANGELOG.md b/CHANGELOG.md index f1e46c860f8..14978ea7499 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -14,6 +14,11 @@ - [10926](https://github.com/vegaprotocol/vega/issues/10926) - Backport governance proposal to change market name for spots - [906](https://github.com/vegaprotocol/core-test-coverage/issues/906) - Add coverage for `0068-MATC-060` +- [907](https://github.com/vegaprotocol/core-test-coverage/issues/907) - Add coverage for `0068-MATC-061` +- [908](https://github.com/vegaprotocol/core-test-coverage/issues/908) - Add coverage for `0068-MATC-062` +- [909](https://github.com/vegaprotocol/core-test-coverage/issues/909) - Add coverage for `0068-MATC-063` +- [910](https://github.com/vegaprotocol/core-test-coverage/issues/910) - Add coverage for `0068-MATC-064` +- [911](https://github.com/vegaprotocol/core-test-coverage/issues/911) - Add coverage for `0068-MATC-065` ### 🐛 Fixes diff --git a/core/integration/features/spot/orders/0068-MATC-061.feature b/core/integration/features/spot/orders/0068-MATC-061.feature new file mode 100644 index 00000000000..e067dcabaf3 --- /dev/null +++ b/core/integration/features/spot/orders/0068-MATC-061.feature @@ -0,0 +1,146 @@ +Feature: Spot market order tests. Covers 0068-MATC-061, 0068-MATC-062, 0068-MATC-063, 0068-MATC-064, 0068-MATC-065. + + Background: + Given time is updated to "2024-01-01T00:00:00Z" + + Given the following network parameters are set: + | name | value | + | network.markPriceUpdateMaximumFrequency | 0s | + | market.value.windowLength | 1h | + + Given the following assets are registered: + | id | decimal places | + | ETH | 2 | + | BTC | 2 | + + 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 | + | 3600 | 0.999 | 10 | + + 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 | + + # setup accounts + Given the parties deposit on asset's general account the following amount: + | party | asset | amount | + | party1 | ETH | 10000 | + | party1 | BTC | 1000 | + | party2 | ETH | 10000 | + | party4 | BTC | 1000 | + | party5 | BTC | 1000 | + And the average block duration is "1" + + # 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 | + | party1 | BTC/ETH | buy | 1 | 998 | 0 | TYPE_LIMIT | TIF_GTC | + | party1 | BTC/ETH | buy | 1 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | + | party5 | BTC/ETH | sell | 1 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | + | party5 | BTC/ETH | sell | 1 | 1050 | 0 | TYPE_LIMIT | TIF_GTC | + + 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" + + Scenario: 0068-MATC-061: Incoming MARKET orders will be matched against the opposite side of the book. + + # set up the book with some volume the market order will uncross with + When the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | reference | + | party1 | BTC/ETH | buy | 5 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | p1-ioc-pas | + And the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | reference | + | party5 | BTC/ETH | sell | 2 | 0 | 1 | TYPE_MARKET | TIF_IOC | p5-ioc-agg | + Then the following trades should be executed: + | buyer | price | size | seller | + | party1 | 1000 | 2 | party5 | + And the orders should have the following status: + | party | reference | status | + | party1 | p1-ioc-pas | STATUS_ACTIVE | + | party5 | p5-ioc-agg | STATUS_FILLED | + + When the network moves ahead "1" blocks + Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "BTC/ETH" + And the market data for the market "BTC/ETH" should be: + | mark price | trading mode | horizon | min bound | max bound | target stake | supplied stake | open interest | + | 1000 | TRADING_MODE_CONTINUOUS | 3600 | 959 | 1042 | 0 | 0 | 0 | + + Scenario: 0068-MATC-062: If not enough volume is available to fully fill the order, the remaining will be cancelled. + # set up the book with some volume the market order will partially uncross with + When the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | reference | + | party1 | BTC/ETH | buy | 2 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | p1-ioc-pas | + And the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | reference | + | party5 | BTC/ETH | sell | 5 | 0 | 2 | TYPE_MARKET | TIF_IOC | p5-ioc-agg | + Then the following trades should be executed: + | buyer | price | size | seller | + | party1 | 1000 | 2 | party5 | + | party1 | 998 | 1 | party5 | + # filled the order of party 1, the remainder of p5's order is marked as partially filled. + And the orders should have the following status: + | party | reference | status | + | party1 | p1-ioc-pas | STATUS_FILLED | + | party5 | p5-ioc-agg | STATUS_PARTIALLY_FILLED | + + # To ensure the order is cancelled (meaning in a final state) let's ensure we can't amend the order: + When the parties amend the following orders: + | party | reference | tif | size delta | error | + | party5 | p5-ioc-agg | TIF_IOC | -1 | OrderError: Invalid Order ID | + + When the network moves ahead "1" blocks + Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "BTC/ETH" + And the market data for the market "BTC/ETH" should be: + | mark price | trading mode | horizon | min bound | max bound | target stake | supplied stake | open interest | + | 998 | TRADING_MODE_CONTINUOUS | 3600 | 959 | 1042 | 0 | 0 | 0 | + + 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) + # set up the book with some volume the market order will uncross with + When the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | reference | + | party5 | BTC/ETH | sell | 2 | 1000 | 0 | TYPE_LIMIT | TIF_IOC | p5-ioc-agg | + Then the orders should have the following status: + | party | reference | status | + | party5 | p5-ioc-agg | STATUS_STOPPED | + + When the network moves ahead "1" blocks + Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "BTC/ETH" + And the market data for the market "BTC/ETH" should be: + | mark price | trading mode | horizon | min bound | max bound | target stake | supplied stake | open interest | + | 1000 | TRADING_MODE_CONTINUOUS | 3600 | 959 | 1042 | 0 | 0 | 0 | + + 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) + # set up the book with some volume the limit order will partially uncross with + When the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | reference | + | party1 | BTC/ETH | buy | 2 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | p1-ioc-pas | + And the parties place the following orders: + | party | market id | side | volume | price | resulting trades | type | tif | reference | + | party5 | BTC/ETH | sell | 5 | 1000 | 1 | TYPE_LIMIT | TIF_IOC | p5-ioc-agg | + Then the following trades should be executed: + | buyer | price | size | seller | + | party1 | 1000 | 2 | party5 | + # filled the order of party 1, the remainder of p5's order is marked as partially filled. + And the orders should have the following status: + | party | reference | status | + | party1 | p1-ioc-pas | STATUS_FILLED | + | party5 | p5-ioc-agg | STATUS_PARTIALLY_FILLED | + + # To ensure the order is cancelled (meaning in a final state) let's ensure we can't amend the order: + When the parties amend the following orders: + | party | reference | tif | size delta | error | + | party5 | p5-ioc-agg | TIF_IOC | -1 | OrderError: Invalid Order ID | + + When the network moves ahead "1" blocks + Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "BTC/ETH" + And the market data for the market "BTC/ETH" should be: + | mark price | trading mode | horizon | min bound | max bound | target stake | supplied stake | open interest | + | 1000 | TRADING_MODE_CONTINUOUS | 3600 | 959 | 1042 | 0 | 0 | 0 |