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chore: update btc price
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Jiajia-Cui committed Apr 26, 2024
1 parent b7aa15d commit 603a34a
Showing 1 changed file with 25 additions and 25 deletions.
Original file line number Diff line number Diff line change
Expand Up @@ -24,7 +24,7 @@ Feature: Spot market bug (from the incentive) replication
| 0.001 | 0.01 | 0 | 0.0 | 1.2 |
And the price monitoring named "price-monitoring-1":
| horizon | probability | auction extension |
| 360000 | 0.999 | 1 |
| 36000 | 0.999 | 1 |

And the spot markets:
| id | name | base asset | quote asset | risk model | auction duration | fees | price monitoring | decimal places | position decimal places | sla params |
Expand All @@ -39,14 +39,14 @@ Feature: Spot market bug (from the incentive) replication
| market.liquidity.stakeToCcyVolume | 1 |

Given the parties deposit on asset's general account the following amount:
| party | asset | amount |
| party1 | USD | 5000000 |
| party1 | BTC | 100 |
| party2 | USD | 1000 |
| party3 | USD | 1000 |
| party2 | BTC | 100 |
| lp | USD | 1000 |
| lp | BTC | 100 |
| party | asset | amount |
| party1 | USD | 50000000 |
| party1 | BTC | 100 |
| party2 | USD | 1000 |
| party3 | USD | 1000 |
| party2 | BTC | 100 |
| lp | USD | 1000 |
| lp | BTC | 100 |
And the average block duration is "1"

Given the parties submit the following liquidity provision:
Expand All @@ -58,23 +58,23 @@ Feature: Spot market bug (from the incentive) replication

And the parties place the following orders:
| party | market id | side | volume | price | resulting trades | type | tif |
| party1 | BTC/USD | buy | 100 | 5500 | 0 | TYPE_LIMIT | TIF_GTC |
| party1 | BTC/USD | buy | 3 | 5900 | 0 | TYPE_LIMIT | TIF_GTC |
| party1 | BTC/USD | buy | 1 | 6000 | 0 | TYPE_LIMIT | TIF_GTC |
| party2 | BTC/USD | sell | 1 | 6000 | 0 | TYPE_LIMIT | TIF_GTC |
| party2 | BTC/USD | sell | 3 | 6100 | 0 | TYPE_LIMIT | TIF_GTC |
| party2 | BTC/USD | sell | 3 | 6200 | 0 | TYPE_LIMIT | TIF_GTC |
| party2 | BTC/USD | sell | 4 | 6300 | 0 | TYPE_LIMIT | TIF_GTC |
| party2 | BTC/USD | sell | 10 | 6400 | 0 | TYPE_LIMIT | TIF_GTC |
| party2 | BTC/USD | sell | 5 | 6500 | 0 | TYPE_LIMIT | TIF_GTC |
| party1 | BTC/USD | buy | 100 | 55000 | 0 | TYPE_LIMIT | TIF_GTC |
| party1 | BTC/USD | buy | 3 | 59000 | 0 | TYPE_LIMIT | TIF_GTC |
| party1 | BTC/USD | buy | 1 | 60000 | 0 | TYPE_LIMIT | TIF_GTC |
| party2 | BTC/USD | sell | 1 | 60000 | 0 | TYPE_LIMIT | TIF_GTC |
| party2 | BTC/USD | sell | 3 | 61000 | 0 | TYPE_LIMIT | TIF_GTC |
| party2 | BTC/USD | sell | 3 | 62000 | 0 | TYPE_LIMIT | TIF_GTC |
| party2 | BTC/USD | sell | 4 | 63000 | 0 | TYPE_LIMIT | TIF_GTC |
| party2 | BTC/USD | sell | 10 | 64000 | 0 | TYPE_LIMIT | TIF_GTC |
| party2 | BTC/USD | sell | 5 | 65000 | 0 | TYPE_LIMIT | TIF_GTC |

Then the network moves ahead "2" blocks

Then the market data for the market "BTC/USD" should be:
| mark price | trading mode | auction trigger | horizon | min bound | max bound | open interest |
| 6000 | TRADING_MODE_CONTINUOUS | AUCTION_TRIGGER_UNSPECIFIED | 360000 | 3904 | 9072 | 0 |
| 60000 | TRADING_MODE_CONTINUOUS | AUCTION_TRIGGER_UNSPECIFIED | 36000 | 52466 | 68503 | 0 |

Then "party2" should have general account balance of "7000" for asset "USD"
Then "party2" should have general account balance of "61000" for asset "USD"
Then "party2" should have general account balance of "74" for asset "BTC"

Then "party2" should have holding account balance of "25" for asset "BTC"
Expand All @@ -88,12 +88,12 @@ Feature: Spot market bug (from the incentive) replication

And the following trades should be executed:
| buyer | price | size | seller |
| party3 | 6400 | 10 | party2 |
| party3 | 6300 | 4 | party2 |
| party3 | 6200 | 3 | party2 |
| party3 | 6100 | 3 | party2 |
| party3 | 64000 | 10 | party2 |
| party3 | 63000 | 4 | party2 |
| party3 | 62000 | 3 | party2 |
| party3 | 61000 | 3 | party2 |

Then "party2" should have general account balance of "8000" for asset "USD"
Then "party2" should have general account balance of "62000" for asset "USD"
Then "party2" should have general account balance of "74" for asset "BTC"

Then "party2" should have holding account balance of "5" for asset "BTC"
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