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Mar 20, 2024
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test: add coverage for spot ACs #10941

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5 changes: 5 additions & 0 deletions CHANGELOG.md
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- [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

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146 changes: 146 additions & 0 deletions 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.

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 |