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Merge branch 'develop' into buyback
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ze97286 authored Jul 20, 2024
2 parents 7a802e5 + 1ff1f8b commit 57576fe
Showing 1 changed file with 27 additions and 1 deletion.
28 changes: 27 additions & 1 deletion core/integration/features/amm/0090-VAMM-auction.feature
Original file line number Diff line number Diff line change
Expand Up @@ -367,4 +367,30 @@ Feature: vAMM rebasing when created or amended
Then the network moves ahead "1" blocks
And the market data for the market "ETH/MAR22" should be:
| mark price | trading mode | best bid price | best offer price |
| 100 | TRADING_MODE_CONTINUOUS | 99 | 101 |
| 100 | TRADING_MODE_CONTINUOUS | 99 | 101 |

Scenario: Stagnet auction uncrossing panic where uncrossing side has both AMM and orderbook volume at the same level but we only need the orderbook volume
Then the parties submit the following AMM:
| party | market id | amount | slippage | base | lower bound | upper bound | proposed fee |
| vamm1 | ETH/MAR22 | 100000 | 0.05 | 100 | 90 | 110 | 0.03 |
Then the AMM pool status should be:
| party | market id | amount | status | base | lower bound | upper bound |
| vamm1 | ETH/MAR22 | 100000 | STATUS_ACTIVE | 100 | 90 | 110 |


And the parties place the following orders:
| party | market id | side | volume | price | resulting trades | type | tif | reference |
| lp1 | ETH/MAR22 | sell | 10 | 99 | 0 | TYPE_LIMIT | TIF_GTC | lp1-b |
| lp1 | ETH/MAR22 | sell | 160 | 95 | 0 | TYPE_LIMIT | TIF_GTC | lp1-b |
| lp2 | ETH/MAR22 | buy | 2 | 98 | 0 | TYPE_LIMIT | TIF_GTC | lp1-b |

And the market data for the market "ETH/MAR22" should be:
| trading mode | indicative price | indicative volume | best bid price | best offer price |
| TRADING_MODE_OPENING_AUCTION | 96 | 160 | 99 | 95 |


When the opening auction period ends for market "ETH/MAR22"
Then the network moves ahead "1" blocks
And the market data for the market "ETH/MAR22" should be:
| mark price | trading mode | best bid price | best offer price |
| 96 | TRADING_MODE_CONTINUOUS | 96 | 98 |

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