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feat: add a FT to replicate bug found in incentive
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core/integration/features/spot/orders/0011-MARA-100_bug_repli.feature
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Feature: Spot market | ||
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Background: | ||
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Given the following network parameters are set: | ||
| name | value | | ||
| network.markPriceUpdateMaximumFrequency | 0s | | ||
| market.value.windowLength | 1h | | ||
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Given the following assets are registered: | ||
| id | decimal places | | ||
| ETH | 2 | | ||
| BTC | 2 | | ||
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Given the fees configuration named "fees-config-1": | ||
| maker fee | infrastructure fee | | ||
| 0.01 | 0.03 | | ||
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Given the log normal risk model named "lognormal-risk-model-1": | ||
| risk aversion | tau | mu | r | sigma | | ||
| 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 | | ||
And the spot markets: | ||
| id | name | base asset | quote asset | risk model | auction duration | fees | price monitoring | decimal places | position decimal places | sla params | | ||
| BTC/ETH | BTC/ETH | BTC | ETH | lognormal-risk-model-1 | 1 | fees-config-1 | price-monitoring-1 | 2 | 2 | default-basic | | ||
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# setup accounts | ||
Given the parties deposit on asset's general account the following amount: | ||
| party | asset | amount | | ||
| party1 | ETH | 10000 | | ||
| party2 | ETH | 10000 | | ||
| party3 | ETH | 10000 | | ||
| party5 | BTC | 100 | | ||
And the average block duration is "1" | ||
# Place some orders to get out of auction | ||
And the parties place the following orders: | ||
| party | market id | side | volume | price | resulting trades | type | tif | | ||
| party1 | BTC/ETH | buy | 1 | 1000 | 0 | TYPE_LIMIT | TIF_GFA | | ||
| party5 | BTC/ETH | sell | 1 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | | ||
And the opening auction period ends for market "BTC/ETH" | ||
When the network moves ahead "1" blocks | ||
Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "BTC/ETH" | ||
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Scenario: In Spot Market, cancelling an order releases the holding amount back to user's general account. (0011-MARA-020) | ||
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# Place a buy order | ||
Given the parties place the following orders: | ||
| party | market id | side | volume | price | resulting trades | type | tif | reference | | ||
| party5 | BTC/ETH | sell | 5 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | sell1 | | ||
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And "party5" should have general account balance of "94" for asset "BTC" | ||
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When the parties place the following orders: | ||
| party | market id | side | volume | price | resulting trades | type | tif | reference | | ||
| party1 | BTC/ETH | buy | 1 | 1000 | 1 | TYPE_LIMIT | TIF_GTC | buy1 | | ||
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Then the orders should have the following status: | ||
| party | reference | status | | ||
| party1 | buy1 | STATUS_FILLED | | ||
| party5 | sell1 | STATUS_ACTIVE | | ||
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Then the parties cancel the following orders: | ||
| party | reference | | ||
| party5 | sell1 | | ||
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And "party5" should have general account balance of "98" for asset "BTC" |