Merge pull request #11505 from vegaprotocol/trading-mode-fix

fix long block auction market state/trading mode

core/execution/future/market.go

@@ -1507,21 +1507,24 @@ func (m *Market) EnterLongBlockAuction(ctx context.Context, duration int64) {
 		return
 	}
 
-	m.mkt.State = types.MarketStateSuspended
-	m.mkt.TradingMode = types.MarketTradingModelLongBlockAuction
 	if m.as.InAuction() {
-		effDuration := int(m.timeService.GetTimeNow().UnixNano()/1e9) + int(duration) - int(m.as.ExpiresAt().UnixNano()/1e9)
-		if effDuration <= 0 {
+		// auction remaining:
+		now := m.timeService.GetTimeNow()
+		aRemaining := int64(m.as.ExpiresAt().Sub(now) / time.Second)
+		if aRemaining >= duration {
 			return
 		}
-		m.as.ExtendAuctionLongBlock(types.AuctionDuration{Duration: int64(effDuration)})
-		evt := m.as.AuctionExtended(ctx, m.timeService.GetTimeNow())
-		if evt != nil {
+		m.as.ExtendAuctionLongBlock(types.AuctionDuration{
+			Duration: duration - aRemaining,
+		})
+		if evt := m.as.AuctionExtended(ctx, now); evt != nil {
 			m.broker.Send(evt)
 		}
 	} else {
 		m.as.StartLongBlockAuction(m.timeService.GetTimeNow(), duration)
 		m.tradableInstrument.Instrument.UpdateAuctionState(ctx, true)
+		m.mkt.TradingMode = types.MarketTradingModelLongBlockAuction
+		m.mkt.State = types.MarketStateSuspended
 		m.enterAuction(ctx)
 		m.broker.Send(events.NewMarketUpdatedEvent(ctx, *m.mkt))
 	}
@@ -1707,6 +1710,7 @@ func (m *Market) leaveAuction(ctx context.Context, now time.Time) {
 			}
 
 			m.mkt.State = types.MarketStateActive
+			// this probably should get the default trading mode from the market definition.
 			m.mkt.TradingMode = types.MarketTradingModeContinuous
 			m.broker.Send(events.NewMarketUpdatedEvent(ctx, *m.mkt))
 

core/execution/spot/market.go

@@ -497,20 +497,22 @@ func (m *Market) EnterLongBlockAuction(ctx context.Context, duration int64) {
 		return
 	}
 
-	m.mkt.State = types.MarketStateSuspended
-	m.mkt.TradingMode = types.MarketTradingModelLongBlockAuction
 	if m.as.InAuction() {
-		effDuration := int(m.timeService.GetTimeNow().UnixNano()/1e9) + int(duration) - int(m.as.ExpiresAt().UnixNano()/1e9)
-		if effDuration <= 0 {
+		now := m.timeService.GetTimeNow()
+		aRemaining := int64(m.as.ExpiresAt().Sub(now) / time.Second)
+		if aRemaining >= duration {
 			return
 		}
-		m.as.ExtendAuctionLongBlock(types.AuctionDuration{Duration: int64(effDuration)})
-		evt := m.as.AuctionExtended(ctx, m.timeService.GetTimeNow())
-		if evt != nil {
+		m.as.ExtendAuctionLongBlock(types.AuctionDuration{
+			Duration: duration - aRemaining,
+		})
+		if evt := m.as.AuctionExtended(ctx, now); evt != nil {
 			m.broker.Send(evt)
 		}
 	} else {
 		m.as.StartLongBlockAuction(m.timeService.GetTimeNow(), duration)
+		m.mkt.TradingMode = types.MarketTradingModelLongBlockAuction
+		m.mkt.State = types.MarketStateSuspended
 		m.enterAuction(ctx)
 		m.broker.Send(events.NewMarketUpdatedEvent(ctx, *m.mkt))
 	}

core/integration/features/auctions/0094-PRAC-008.feature

@@ -131,20 +131,27 @@ Feature: When a market's trigger and extension_trigger are set to represent that
       | 1000000    | TRADING_MODE_MONITORING_AUCTION | 2810994378   | 1873996252     | 1             | 602         | AUCTION_TRIGGER_LONG_BLOCK |
 
     # move ahead another minute
-    When the network moves ahead "60" blocks
+    When the network moves ahead "1" blocks
     # This is strange, it looks as though the trade went through at the end of the auction, but in doing so triggered a second auction?
     Then the market data for the market "ETH/DEC20" should be:
       | mark price | trading mode                    | target stake | supplied stake | open interest | extension trigger          |
       | 1000000    | TRADING_MODE_MONITORING_AUCTION | 2810994378   | 1873996252     | 1             | AUCTION_TRIGGER_LONG_BLOCK |
 
-    When the network moves ahead "8m50s" with block duration of "2s"
+    When the network moves ahead "9m50s" with block duration of "2s"
     Then the trading mode should be "TRADING_MODE_MONITORING_AUCTION" for the market "ETH/DEC20"
     And the trading mode should be "TRADING_MODE_LONG_BLOCK_AUCTION" for the market "ETH/DEC19"
 
     # still in auction, but if we move ahead...
-    When the network moves ahead "150" blocks
-    And the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "ETH/DEC19"
-    Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "ETH/DEC20"
+    When the network moves ahead "11" blocks
+    Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "ETH/DEC19"
+    And the trading mode should be "TRADING_MODE_MONITORING_AUCTION" for the market "ETH/DEC20"
+    # now move further ahead to leave price auction
+    # We have moved 1 blocks + 9m50s (9m51) + 11 blocks for a total of 10m2s, the total auction duration
+    # was 602s, or 10m2s. Leaving the auction will trigger an extension of another 61 seconds
+    # So the total time in auction would be 11m2s. At this point we're still 61s short.
+    When the network moves ahead "61" blocks
+    Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "ETH/DEC19"
+    And the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "ETH/DEC20"
     And the following trades should be executed:
       | buyer  | price  | size | seller |
       | party5 | 999998 | 1    | party6 |