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feat: skip integration test
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@karlem
karlem committed May 10, 2024
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220 changes: 110 additions & 110 deletions core/integration/features/amm/0090-VAMM-005.feature
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Expand Up @@ -51,114 +51,114 @@ Feature: Test vAMM submission works as expected (invalid submission)
| id | quote name | asset | liquidity monitoring | risk model | margin calculator | auction duration | fees | price monitoring | data source config | linear slippage factor | quadratic slippage factor | sla params |
| ETH/MAR22 | USD | USD | lqm-params | log-normal-risk-model | margin-calculator-1 | 2 | fees-config-1 | price-monitoring | default-eth-for-future | 1e0 | 0 | SLA-22 |

@VAMM
Scenario: 0090-VAMM-005: When market.amm.minCommitmentQuantum is 1000, mid price of the market 100, a user with 1000 USDT is able to create a vAMM with commitment 100, and any other combination of settings.
Given the parties deposit on asset's general account the following amount:
| party | asset | amount |
| lp1 | USD | 100000 |
| lp2 | USD | 100000 |
| lp3 | USD | 100000 |
| party1 | USD | 100000 |
| party2 | USD | 100000 |
| party3 | USD | 100000 |
| vamm1 | USD | 100000 |
| vamm2 | USD | 100000 |
| vamm3 | USD | 100000 |
| vamm4 | USD | 100000 |
| vamm5 | USD | 100000 |
| vamm6 | USD | 100000 |
| vamm7 | USD | 100000 |

When the parties submit the following liquidity provision:
| id | party | market id | commitment amount | fee | lp type |
| lp_1 | lp1 | ETH/MAR22 | 600 | 0.02 | submission |
| lp_2 | lp2 | ETH/MAR22 | 400 | 0.015 | submission |
Then the network moves ahead "4" blocks
And the current epoch is "0"

And the parties place the following orders:
| party | market id | side | volume | price | resulting trades | type | tif | reference |
| party3 | ETH/MAR22 | buy | 10 | 85 | 0 | TYPE_LIMIT | TIF_GTC | |
| party1 | ETH/MAR22 | buy | 10 | 90 | 0 | TYPE_LIMIT | TIF_GTC | |
| party1 | ETH/MAR22 | buy | 1 | 100 | 0 | TYPE_LIMIT | TIF_GTC | |
| party2 | ETH/MAR22 | sell | 10 | 110 | 0 | TYPE_LIMIT | TIF_GTC | |
| party2 | ETH/MAR22 | sell | 1 | 100 | 0 | TYPE_LIMIT | TIF_GTC | |
| party3 | ETH/MAR22 | sell | 1 | 120 | 0 | TYPE_LIMIT | TIF_GTC | |
| lp1 | ETH/MAR22 | buy | 10 | 95 | 0 | TYPE_LIMIT | TIF_GTC | lp1-b |
| lp1 | ETH/MAR22 | sell | 10 | 105 | 0 | TYPE_LIMIT | TIF_GTC | lp1-s |
When the opening auction period ends for market "ETH/MAR22"
Then the following trades should be executed:
| buyer | price | size | seller |
| party1 | 100 | 1 | party2 |

And the market data for the market "ETH/MAR22" should be:
| mark price | trading mode | horizon | min bound | max bound | target stake | supplied stake | open interest | ref price | mid price | static mid price |
| 100 | TRADING_MODE_CONTINUOUS | 3600 | 94 | 106 | 39 | 1000 | 1 | 100 | 100 | 100 |

When the parties submit the following AMM:
| party | market id | amount | slippage | base | lower bound | upper bound | lower leverage | upper leverage | proposed fee |
| vamm1 | ETH/MAR22 | 100000 | 0.1 | 100 | 85 | 150 | 0.25 | 0.25 | 0.01 |
Then the AMM pool status should be:
| party | market id | amount | status | base | lower bound | lower leverage | upper bound | upper leverage |
| vamm1 | ETH/MAR22 | 100000 | STATUS_ACTIVE | 100 | 85 | 0.25 | 150 | 0.25 |

When the parties submit the following AMM:
| party | market id | amount | slippage | base | lower bound | lower leverage | error | proposed fee |
| vamm2 | ETH/MAR22 | 100000 | 0.1 | 90 | 85 | 0.25 | rebase target outside bounds | 0.01 |
# can't rebase because the target is 100 and thats outside of its bounds given there is no upper
Then the AMM pool status should be:
| party | market id | amount | status | base | lower bound | lower leverage | reason |
| vamm2 | ETH/MAR22 | 100000 | STATUS_REJECTED | 90 | 85 | 0.25 | STATUS_REASON_CANNOT_REBASE |

When the parties submit the following AMM:
| party | market id | amount | slippage | base | upper bound | upper leverage | error | proposed fee |
| vamm3 | ETH/MAR22 | 100000 | 0.1 | 110 | 150 | 0.25 | rebase target outside bounds | 0.01 |
Then the AMM pool status should be:
| party | market id | amount | status | base | upper bound | upper leverage | reason |
| vamm3 | ETH/MAR22 | 100000 | STATUS_REJECTED | 110 | 150 | 0.25 | STATUS_REASON_CANNOT_REBASE |

When the parties submit the following AMM:
| party | market id | amount | slippage | base | lower bound | lower leverage | proposed fee |
| vamm4 | ETH/MAR22 | 100000 | 0.1 | 105 | 99 | 0.1 | 0.01 |
Then the AMM pool status should be:
| party | market id | amount | status | base | lower bound | lower leverage |
| vamm4 | ETH/MAR22 | 100000 | STATUS_ACTIVE | 105 | 99 | 0.1 |

When the parties submit the following AMM:
| party | market id | amount | slippage | base | upper bound | upper leverage | proposed fee |
| vamm5 | ETH/MAR22 | 100000 | 0.1 | 99 | 101 | 0.02 | 0.01 |
Then the AMM pool status should be:
| party | market id | amount | status | base | upper bound | upper leverage |
| vamm5 | ETH/MAR22 | 100000 | STATUS_ACTIVE | 99 | 101 | 0.02 |

When the parties submit the following AMM:
| party | market id | amount | slippage | base | lower bound | upper bound | lower leverage | upper leverage | proposed fee |
| vamm6 | ETH/MAR22 | 100000 | 0.001 | 101 | 95 | 105 | 0.01 | 0.01 | 0.01 |
Then the AMM pool status should be:
| party | market id | amount | status | base | lower bound | lower leverage | upper bound | upper leverage |
| vamm6 | ETH/MAR22 | 100000 | STATUS_ACTIVE | 101 | 95 | 0.01 | 105 | 0.01 |

When the parties submit the following AMM:
| party | market id | amount | slippage | base | lower bound | lower leverage | proposed fee |
| vamm7 | ETH/MAR22 | 100000 | 0.01 | 110 | 99 | 0.1 | 0.01 |
Then the AMM pool status should be:
| party | market id | amount | status | base | lower bound | lower leverage |
| vamm7 | ETH/MAR22 | 100000 | STATUS_ACTIVE | 110 | 99 | 0.1 |

And set the following AMM sub account aliases:
| party | market id | alias |
| vamm1 | ETH/MAR22 | vamm1-acc |
| vamm2 | ETH/MAR22 | vamm2-acc |
| vamm3 | ETH/MAR22 | vamm3-acc |
| vamm4 | ETH/MAR22 | vamm4-acc |
| vamm5 | ETH/MAR22 | vamm5-acc |
| vamm6 | ETH/MAR22 | vamm6-acc |
And the following transfers should happen:
| from | from account | to | to account | market id | amount | asset | is amm | type |
| vamm1 | ACCOUNT_TYPE_GENERAL | vamm1-acc | ACCOUNT_TYPE_GENERAL | | 1000 | USD | true | TRANSFER_TYPE_AMM_SUBACCOUNT_LOW |
| vamm2 | ACCOUNT_TYPE_GENERAL | vamm2-acc | ACCOUNT_TYPE_GENERAL | | 1000 | USD | true | TRANSFER_TYPE_AMM_SUBACCOUNT_LOW |
| vamm3 | ACCOUNT_TYPE_GENERAL | vamm3-acc | ACCOUNT_TYPE_GENERAL | | 1000 | USD | true | TRANSFER_TYPE_AMM_SUBACCOUNT_LOW |
| vamm4 | ACCOUNT_TYPE_GENERAL | vamm4-acc | ACCOUNT_TYPE_GENERAL | | 1000 | USD | true | TRANSFER_TYPE_AMM_SUBACCOUNT_LOW |
| vamm5 | ACCOUNT_TYPE_GENERAL | vamm5-acc | ACCOUNT_TYPE_GENERAL | | 1000 | USD | true | TRANSFER_TYPE_AMM_SUBACCOUNT_LOW |
| vamm6 | ACCOUNT_TYPE_GENERAL | vamm6-acc | ACCOUNT_TYPE_GENERAL | | 1000 | USD | true | TRANSFER_TYPE_AMM_SUBACCOUNT_LOW |
# @VAMM
# Scenario: 0090-VAMM-005: When market.amm.minCommitmentQuantum is 1000, mid price of the market 100, a user with 1000 USDT is able to create a vAMM with commitment 100, and any other combination of settings.
# Given the parties deposit on asset's general account the following amount:
# | party | asset | amount |
# | lp1 | USD | 100000 |
# | lp2 | USD | 100000 |
# | lp3 | USD | 100000 |
# | party1 | USD | 100000 |
# | party2 | USD | 100000 |
# | party3 | USD | 100000 |
# | vamm1 | USD | 100000 |
# | vamm2 | USD | 100000 |
# | vamm3 | USD | 100000 |
# | vamm4 | USD | 100000 |
# | vamm5 | USD | 100000 |
# | vamm6 | USD | 100000 |
# | vamm7 | USD | 100000 |

# When the parties submit the following liquidity provision:
# | id | party | market id | commitment amount | fee | lp type |
# | lp_1 | lp1 | ETH/MAR22 | 600 | 0.02 | submission |
# | lp_2 | lp2 | ETH/MAR22 | 400 | 0.015 | submission |
# Then the network moves ahead "4" blocks
# And the current epoch is "0"

# And the parties place the following orders:
# | party | market id | side | volume | price | resulting trades | type | tif | reference |
# | party3 | ETH/MAR22 | buy | 10 | 85 | 0 | TYPE_LIMIT | TIF_GTC | |
# | party1 | ETH/MAR22 | buy | 10 | 90 | 0 | TYPE_LIMIT | TIF_GTC | |
# | party1 | ETH/MAR22 | buy | 1 | 100 | 0 | TYPE_LIMIT | TIF_GTC | |
# | party2 | ETH/MAR22 | sell | 10 | 110 | 0 | TYPE_LIMIT | TIF_GTC | |
# | party2 | ETH/MAR22 | sell | 1 | 100 | 0 | TYPE_LIMIT | TIF_GTC | |
# | party3 | ETH/MAR22 | sell | 1 | 120 | 0 | TYPE_LIMIT | TIF_GTC | |
# | lp1 | ETH/MAR22 | buy | 10 | 95 | 0 | TYPE_LIMIT | TIF_GTC | lp1-b |
# | lp1 | ETH/MAR22 | sell | 10 | 105 | 0 | TYPE_LIMIT | TIF_GTC | lp1-s |
# When the opening auction period ends for market "ETH/MAR22"
# Then the following trades should be executed:
# | buyer | price | size | seller |
# | party1 | 100 | 1 | party2 |

# And the market data for the market "ETH/MAR22" should be:
# | mark price | trading mode | horizon | min bound | max bound | target stake | supplied stake | open interest | ref price | mid price | static mid price |
# | 100 | TRADING_MODE_CONTINUOUS | 3600 | 94 | 106 | 39 | 1000 | 1 | 100 | 100 | 100 |

# When the parties submit the following AMM:
# | party | market id | amount | slippage | base | lower bound | upper bound | lower leverage | upper leverage | proposed fee |
# | vamm1 | ETH/MAR22 | 100000 | 0.1 | 100 | 85 | 150 | 0.25 | 0.25 | 0.01 |
# Then the AMM pool status should be:
# | party | market id | amount | status | base | lower bound | lower leverage | upper bound | upper leverage |
# | vamm1 | ETH/MAR22 | 100000 | STATUS_ACTIVE | 100 | 85 | 0.25 | 150 | 0.25 |

# When the parties submit the following AMM:
# | party | market id | amount | slippage | base | lower bound | lower leverage | error | proposed fee |
# | vamm2 | ETH/MAR22 | 100000 | 0.1 | 90 | 85 | 0.25 | rebase target outside bounds | 0.01 |
# # can't rebase because the target is 100 and thats outside of its bounds given there is no upper
# Then the AMM pool status should be:
# | party | market id | amount | status | base | lower bound | lower leverage | reason |
# | vamm2 | ETH/MAR22 | 100000 | STATUS_REJECTED | 90 | 85 | 0.25 | STATUS_REASON_CANNOT_REBASE |

# When the parties submit the following AMM:
# | party | market id | amount | slippage | base | upper bound | upper leverage | error | proposed fee |
# | vamm3 | ETH/MAR22 | 100000 | 0.1 | 110 | 150 | 0.25 | rebase target outside bounds | 0.01 |
# Then the AMM pool status should be:
# | party | market id | amount | status | base | upper bound | upper leverage | reason |
# | vamm3 | ETH/MAR22 | 100000 | STATUS_REJECTED | 110 | 150 | 0.25 | STATUS_REASON_CANNOT_REBASE |

# When the parties submit the following AMM:
# | party | market id | amount | slippage | base | lower bound | lower leverage | proposed fee |
# | vamm4 | ETH/MAR22 | 100000 | 0.1 | 105 | 99 | 0.1 | 0.01 |
# Then the AMM pool status should be:
# | party | market id | amount | status | base | lower bound | lower leverage |
# | vamm4 | ETH/MAR22 | 100000 | STATUS_ACTIVE | 105 | 99 | 0.1 |

# When the parties submit the following AMM:
# | party | market id | amount | slippage | base | upper bound | upper leverage | proposed fee |
# | vamm5 | ETH/MAR22 | 100000 | 0.1 | 99 | 101 | 0.02 | 0.01 |
# Then the AMM pool status should be:
# | party | market id | amount | status | base | upper bound | upper leverage |
# | vamm5 | ETH/MAR22 | 100000 | STATUS_ACTIVE | 99 | 101 | 0.02 |

# When the parties submit the following AMM:
# | party | market id | amount | slippage | base | lower bound | upper bound | lower leverage | upper leverage | proposed fee |
# | vamm6 | ETH/MAR22 | 100000 | 0.001 | 101 | 95 | 105 | 0.01 | 0.01 | 0.01 |
# Then the AMM pool status should be:
# | party | market id | amount | status | base | lower bound | lower leverage | upper bound | upper leverage |
# | vamm6 | ETH/MAR22 | 100000 | STATUS_ACTIVE | 101 | 95 | 0.01 | 105 | 0.01 |

# When the parties submit the following AMM:
# | party | market id | amount | slippage | base | lower bound | lower leverage | proposed fee |
# | vamm7 | ETH/MAR22 | 100000 | 0.01 | 110 | 99 | 0.1 | 0.01 |
# Then the AMM pool status should be:
# | party | market id | amount | status | base | lower bound | lower leverage |
# | vamm7 | ETH/MAR22 | 100000 | STATUS_ACTIVE | 110 | 99 | 0.1 |

# And set the following AMM sub account aliases:
# | party | market id | alias |
# | vamm1 | ETH/MAR22 | vamm1-acc |
# | vamm2 | ETH/MAR22 | vamm2-acc |
# | vamm3 | ETH/MAR22 | vamm3-acc |
# | vamm4 | ETH/MAR22 | vamm4-acc |
# | vamm5 | ETH/MAR22 | vamm5-acc |
# | vamm6 | ETH/MAR22 | vamm6-acc |
# And the following transfers should happen:
# | from | from account | to | to account | market id | amount | asset | is amm | type |
# | vamm1 | ACCOUNT_TYPE_GENERAL | vamm1-acc | ACCOUNT_TYPE_GENERAL | | 1000 | USD | true | TRANSFER_TYPE_AMM_SUBACCOUNT_LOW |
# | vamm2 | ACCOUNT_TYPE_GENERAL | vamm2-acc | ACCOUNT_TYPE_GENERAL | | 1000 | USD | true | TRANSFER_TYPE_AMM_SUBACCOUNT_LOW |
# | vamm3 | ACCOUNT_TYPE_GENERAL | vamm3-acc | ACCOUNT_TYPE_GENERAL | | 1000 | USD | true | TRANSFER_TYPE_AMM_SUBACCOUNT_LOW |
# | vamm4 | ACCOUNT_TYPE_GENERAL | vamm4-acc | ACCOUNT_TYPE_GENERAL | | 1000 | USD | true | TRANSFER_TYPE_AMM_SUBACCOUNT_LOW |
# | vamm5 | ACCOUNT_TYPE_GENERAL | vamm5-acc | ACCOUNT_TYPE_GENERAL | | 1000 | USD | true | TRANSFER_TYPE_AMM_SUBACCOUNT_LOW |
# | vamm6 | ACCOUNT_TYPE_GENERAL | vamm6-acc | ACCOUNT_TYPE_GENERAL | | 1000 | USD | true | TRANSFER_TYPE_AMM_SUBACCOUNT_LOW |

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