chore: change order cancellation event in spot markets

Signed-off-by: Elias Van Ootegem <[email protected]>

core/execution/spot/market.go

@@ -1712,16 +1712,20 @@ func (m *Market) CancelAllOrders(ctx context.Context, partyID string) ([]*types.
 	})
 
 	cancellations := make([]*types.OrderCancellationConfirmation, 0, len(orders))
+	orderIDs := make([]string, 0, len(orders))
 
 	// now iterate over all orders and cancel one by one.
 	for _, order := range orders {
-		cancellation, err := m.cancelOrder(ctx, partyID, order.ID)
+		cancellation, err := m.cancelOrderInBatch(ctx, partyID, order.ID)
 		if err != nil {
 			return nil, err
 		}
 		cancellations = append(cancellations, cancellation)
+		orderIDs = append(orderIDs, order.ID)
 	}
 
+	m.broker.Send(events.NewCancelledOrdersEvent(ctx, m.GetID(), partyID, orderIDs...))
+
 	m.checkForReferenceMoves(ctx, false)
 
 	return cancellations, nil
@@ -1789,8 +1793,17 @@ func (m *Market) CancelOrderWithIDGenerator(ctx context.Context, partyID, orderI
 	return conf, nil
 }
 
+func (m *Market) cancelOrderInBatch(ctx context.Context, partyID, orderID string) (*types.OrderCancellationConfirmation, error) {
+	return m.cancelSingleOrder(ctx, partyID, orderID, true)
+}
+
 // CancelOrder cancels the given order. If the order is found on the book, we release locked funds from holding account to the general account of the party.
 func (m *Market) cancelOrder(ctx context.Context, partyID, orderID string) (*types.OrderCancellationConfirmation, error) {
+	return m.cancelSingleOrder(ctx, partyID, orderID, false)
+}
+
+// CancelOrder cancels the given order. If the order is found on the book, we release locked funds from holding account to the general account of the party.
+func (m *Market) cancelSingleOrder(ctx context.Context, partyID, orderID string, inBatch bool) (*types.OrderCancellationConfirmation, error) {
 	timer := metrics.NewTimeCounter(m.mkt.ID, "market", "CancelOrder")
 	defer timer.EngineTimeCounterAdd()
 
@@ -1841,7 +1854,9 @@ func (m *Market) cancelOrder(ctx context.Context, partyID, orderID string) (*typ
 
 	// Publish the changed order details
 	order.UpdatedAt = m.timeService.GetTimeNow().UnixNano()
-	m.broker.Send(events.NewOrderEvent(ctx, order))
+	if !inBatch {
+		m.broker.Send(events.NewCancelledOrdersEvent(ctx, m.GetID(), partyID, orderID))
+	}
 
 	return &types.OrderCancellationConfirmation{Order: order}, nil
 }

core/integration/features/spot/orders/0074-BTCH-019.feature

@@ -51,6 +51,7 @@ Feature: Testing batch orders in spot markets
       | 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             |
 
+  @OrdCan
   Scenario: Funds released by cancellations or amendments within the batch should be immediately available
             for later instructions (0074-BTCH-019)
 

core/integration/steps/the_orders_should_have_the_following_states.go

@@ -19,6 +19,7 @@ import (
 	"fmt"
 
 	"code.vegaprotocol.io/vega/core/integration/stubs"
+	types "code.vegaprotocol.io/vega/protos/vega"
 
 	"github.com/cucumber/godog"
 )
@@ -36,15 +37,21 @@ func TheOrdersShouldHaveTheFollowingStates(broker *stubs.BrokerStub, table *godo
 		status := row.MustOrderStatus("status")
 		ref, hasRef := row.StrB("reference")
 
+		checkCancel := status == types.Order_STATUS_CANCELLED
+
 		match := false
 		for i := len(orderEvents) - 1; i >= 0; i-- {
 			e := orderEvents[i]
 			o := e.Order()
+			cancelled := false
+			if checkCancel {
+				cancelled = broker.IsCancelledOrder(marketID, party, o.Id)
+			}
 			if hasRef {
 				if ref != o.Reference {
 					continue
 				}
-				if o.PartyId == party && o.Status == status && o.MarketId == marketID && o.Side == side {
+				if o.PartyId == party && (o.Status == status || cancelled) && o.MarketId == marketID && o.Side == side {
 					if o.Size != size || stringToU64(o.Price) != price || o.Remaining != remaining {
 						return formatDiff(fmt.Sprintf("the order didn't match the expectation for reference %q", ref),
 							map[string]string{
@@ -61,7 +68,7 @@ func TheOrdersShouldHaveTheFollowingStates(broker *stubs.BrokerStub, table *godo
 					}
 				}
 			}
-			if o.PartyId != party || o.Status != status || o.MarketId != marketID || o.Side != side || o.Size != size || stringToU64(o.Price) != price || o.Remaining != remaining {
+			if o.PartyId != party || (o.Status != status && !cancelled) || o.MarketId != marketID || o.Side != side || o.Size != size || stringToU64(o.Price) != price || o.Remaining != remaining {
 				continue
 			}
 			match = true