From 7e40e89012b8fe1127b2a4851f4c3e1023a88326 Mon Sep 17 00:00:00 2001 From: Elias Van Ootegem Date: Mon, 22 Apr 2024 13:38:51 +0100 Subject: [PATCH] chore: remove NoPerp tags to increase coverage Signed-off-by: Elias Van Ootegem --- core/integration/features/fees/trading-fees-pdp.feature | 5 +---- .../integration/features/liquidation/0012-POSR-012.feature | 2 +- .../features/liquidity-provision/0044-LIME-088.feature | 2 +- .../features/liquidity-provision/0044-LIME-091.feature | 2 +- .../features/liquidity-provision/0044-LIME-113.feature | 2 +- .../features/liquidity-provision/0044-LIME-115.feature | 2 +- core/integration/features/orders/stoporders.feature | 2 -- .../verified-positions-resolution-5-lognormal_pdp.feature | 2 +- .../price_monitoring/price-monitoring-bounds.feature | 4 ++-- .../average_position_with_liquidation_reward.feature | 2 +- .../settlement/mark_to_market_interval_positions.feature | 5 ++--- ...-mark_to_market_settlement_using_insurance_pool.feature | 2 +- .../verified/0015-INSR-insurance_pool_balance_test.feature | 2 +- .../features/verified/0029-FEES-trading_fees.feature | 7 +++---- .../features/verified/0041-TSK-target_stake.feature | 4 ---- .../verified/0042-LIQF-fees_rewards_VirtualStake.feature | 2 +- .../features/verified/closeout-LP_New_Exit_Price.feature | 2 +- .../integration/features/verified/closeout-cascade.feature | 2 +- .../features/verified/closeout-lognormal.feature | 2 +- .../verified/liquidity-provision-bond-account.feature | 2 +- .../features/verified/risk-parameters-ranges-test.feature | 6 +++--- .../features/verified/risk-parameters-sigma-test.feature | 4 ++-- .../verified/verified-positions-resolution-2.feature | 2 +- .../verified/verified-positions-resolution-3.feature | 2 +- core/integration/features/zero-position.feature | 2 +- 25 files changed, 30 insertions(+), 41 deletions(-) diff --git a/core/integration/features/fees/trading-fees-pdp.feature b/core/integration/features/fees/trading-fees-pdp.feature index 27de1020f6..c314735b8a 100644 --- a/core/integration/features/fees/trading-fees-pdp.feature +++ b/core/integration/features/fees/trading-fees-pdp.feature @@ -651,7 +651,6 @@ Feature: Fees calculations | trader3 | ETH | ETH/DEC21 | 240 | 9999766 | | trader4 | ETH | ETH/DEC21 | 104 | 0 | - @NoPerp Scenario: WIP - Testing fees in continuous trading when insufficient balance in their general and margin account with LP, then the trade does not execute # - Just need to confirm if the trades doesn't go through, then general and margin account balances are expected to be 0. # - Also need to confirm if all 4 internal levels of margin should be 0, as in another case where the trade shouldn't be going through it's non-zero @@ -675,7 +674,7 @@ Feature: Fees calculations | id | quote name | asset | risk model | margin calculator | auction duration | fees | price monitoring | data source config | position decimal places | linear slippage factor | quadratic slippage factor | sla params | | ETH/DEC21 | ETH | ETH | simple-risk-model-1 | default-margin-calculator | 2 | fees-config-1 | price-monitoring | default-eth-for-future | 2 | 0.25 | 0 | SLA | And the following network parameters are set: - | name | value | + | name | value | | market.liquidity.providersFeeCalculationTimeStep | 10s | # setup accounts @@ -1037,7 +1036,6 @@ Feature: Fees calculations | TRADING_MODE_CONTINUOUS | AUCTION_TRIGGER_UNSPECIFIED | - @NoPerp Scenario: Testing fees in Price auction session trading with insufficient balance in their general and margin account, then the trade still goes ahead Given the liquidity monitoring parameters: | name | triggering ratio | time window | scaling factor | @@ -1254,7 +1252,6 @@ Feature: Fees calculations | trading mode | auction trigger | | TRADING_MODE_CONTINUOUS | AUCTION_TRIGGER_UNSPECIFIED | - @NoPerp Scenario: Testing fees in continuous trading during position resolution Given the fees configuration named "fees-config-1": diff --git a/core/integration/features/liquidation/0012-POSR-012.feature b/core/integration/features/liquidation/0012-POSR-012.feature index 45b002f8e6..244363aa2d 100644 --- a/core/integration/features/liquidation/0012-POSR-012.feature +++ b/core/integration/features/liquidation/0012-POSR-012.feature @@ -14,7 +14,7 @@ Feature: 0012-POSR-012 Update the liquidation strategy through market update | network.markPriceUpdateMaximumFrequency | 0s | | limits.markets.maxPeggedOrders | 2 | - @NoPerp @LiquidationUpdate + @LiquidationUpdate Scenario: Update liquidation strategy through market update # setup accounts Given the parties deposit on asset's general account the following amount: diff --git a/core/integration/features/liquidity-provision/0044-LIME-088.feature b/core/integration/features/liquidity-provision/0044-LIME-088.feature index 53489f85d0..8dc46e1759 100644 --- a/core/integration/features/liquidity-provision/0044-LIME-088.feature +++ b/core/integration/features/liquidity-provision/0044-LIME-088.feature @@ -54,7 +54,7 @@ Feature: Test LP SLA Bond penalty on change of SLA market parameter: price range | market.liquidity.earlyExitPenalty | 0.25 | Given the average block duration is "1" - @Now @NoPerp + @Now Scenario: 001: If a liquidity provider has `fraction_of_time_on_book` = `0.3`, `market.liquidity.commitmentMinTimeFraction = 0.6`, `market.liquidity.sla.nonPerformanceBondPenaltySlope = 0.7`, `market.liquidity.sla.nonPerformanceBondPenaltyMax = 0.6`and the market parameter change `market.liquidity.commitmentMinTimeFraction = 0.3` is enacted during the epoch then at the end of the current epoch LP will have their bond slashed. If the LP has `fraction_of_time_on_book` = `0.3` at the end of the next epoch, they are meeting their commitment and will not forfeit any of their bond stake. (0044-LIME-088) Given the parties deposit on asset's general account the following amount: | party | asset | amount | diff --git a/core/integration/features/liquidity-provision/0044-LIME-091.feature b/core/integration/features/liquidity-provision/0044-LIME-091.feature index ed8731483f..5ba6bafd93 100644 --- a/core/integration/features/liquidity-provision/0044-LIME-091.feature +++ b/core/integration/features/liquidity-provision/0044-LIME-091.feature @@ -62,7 +62,7 @@ Feature: Test change of SLA market parameter | market.liquidity.earlyExitPenalty | 0.25 | Given the average block duration is "1" - @Now @NoPerp + @Now Scenario: 001: lp1 and lp2 on the market ETH/MAR22, 0044-LIME-091, 0044-LIME-093, 0044-LIME-029 Given the parties deposit on asset's general account the following amount: | party | asset | amount | diff --git a/core/integration/features/liquidity-provision/0044-LIME-113.feature b/core/integration/features/liquidity-provision/0044-LIME-113.feature index 44da1940f2..9e3c9fd43f 100644 --- a/core/integration/features/liquidity-provision/0044-LIME-113.feature +++ b/core/integration/features/liquidity-provision/0044-LIME-113.feature @@ -55,7 +55,7 @@ Feature: Test change of SLA market parameter | market.liquidity.earlyExitPenalty | 0.25 | Given the average block duration is "1" - @Now @NoPerp + @Now Scenario: 001: lp1 and lp2 on the market BTC/ETH, 0044-LIME-091, 0044-LIME-113, 0044-LIME-029, 0044-LIME-115 Given the parties deposit on asset's general account the following amount: | party | asset | amount | diff --git a/core/integration/features/liquidity-provision/0044-LIME-115.feature b/core/integration/features/liquidity-provision/0044-LIME-115.feature index 04e7fa3f74..1dfec60697 100644 --- a/core/integration/features/liquidity-provision/0044-LIME-115.feature +++ b/core/integration/features/liquidity-provision/0044-LIME-115.feature @@ -59,7 +59,7 @@ Feature: Test change of SLA market parameter Given the average block duration is "1" - @Now @NoPerp + @Now Scenario: 001: lp1 and lp2 on the market BTC/ETH, 0044-LIME-091, 0044-LIME-115 Given the parties deposit on asset's general account the following amount: | party | asset | amount | diff --git a/core/integration/features/orders/stoporders.feature b/core/integration/features/orders/stoporders.feature index 9682a62002..70289f28aa 100644 --- a/core/integration/features/orders/stoporders.feature +++ b/core/integration/features/orders/stoporders.feature @@ -598,7 +598,6 @@ Feature: stop orders | party | market id | side | volume | remaining | price | status | reference | | party1 | ETH/DEC19 | buy | 10 | 0 | 0 | STATUS_FILLED | stop1 | - @NoPerp Scenario: If the order is triggered before reaching time T, the order will have been removed and will not trigger at time T. (0014-ORDT-054) (0014-ORDT-041) # setup accounts @@ -1625,7 +1624,6 @@ Feature: stop orders | party1 | 1 | 10 | 0 | - @NoPerp Scenario: If the order is triggered before reaching time T, the order will have been removed and will not trigger at time T. (0014-ORDT-054) (0014-ORDT-041) # setup accounts diff --git a/core/integration/features/position_tracking/verified-positions-resolution-5-lognormal_pdp.feature b/core/integration/features/position_tracking/verified-positions-resolution-5-lognormal_pdp.feature index 212a3383e5..e3c7dce9db 100644 --- a/core/integration/features/position_tracking/verified-positions-resolution-5-lognormal_pdp.feature +++ b/core/integration/features/position_tracking/verified-positions-resolution-5-lognormal_pdp.feature @@ -24,7 +24,7 @@ Feature: Position resolution case 5 lognormal risk model | network.markPriceUpdateMaximumFrequency | 0s | | limits.markets.maxPeggedOrders | 2 | - @Liquidation @NoPerp + @Liquidation Scenario: using lognormal risk model, set "designatedLoser " closeout while the position of "designatedLoser " is not fully covered by orders on the order book # setup accounts Given the parties deposit on asset's general account the following amount: diff --git a/core/integration/features/price_monitoring/price-monitoring-bounds.feature b/core/integration/features/price_monitoring/price-monitoring-bounds.feature index 7430700843..900eef7637 100644 --- a/core/integration/features/price_monitoring/price-monitoring-bounds.feature +++ b/core/integration/features/price_monitoring/price-monitoring-bounds.feature @@ -128,7 +128,7 @@ Feature: Price monitoring triggers test on or around monitoring bounds with deci | mark price | trading mode | target stake | supplied stake | open interest | | 10015612114 | TRADING_MODE_CONTINUOUS | 1489121209109520 | 9000000000000000 | 2 | - @PriceBounds @NoPerp + @PriceBounds Scenario: Trades below minimum price bound by 1 after an update to the price monitoring parameters Given the parties deposit on asset's general account the following amount: | party | asset | amount | @@ -189,7 +189,7 @@ Feature: Price monitoring triggers test on or around monitoring bounds with deci | mark price | trading mode | target stake | supplied stake | open interest | | 9000000000 | TRADING_MODE_CONTINUOUS | 1338120000000000 | 9000000000000000 | 2 | - @PriceBounds @NoPerp + @PriceBounds Scenario: Trades above maximum price bound by 1 decimal after market update Given the parties deposit on asset's general account the following amount: | party | asset | amount | diff --git a/core/integration/features/rewards/average_position_with_liquidation_reward.feature b/core/integration/features/rewards/average_position_with_liquidation_reward.feature index c8339ba09d..ac874a8ece 100644 --- a/core/integration/features/rewards/average_position_with_liquidation_reward.feature +++ b/core/integration/features/rewards/average_position_with_liquidation_reward.feature @@ -51,7 +51,7 @@ Feature: Calculation of average position during closeout trades When the network moves ahead "1" blocks And the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "ETH/USD-1-10" - @Liquidation @NoPerp + @Liquidation Scenario: Bug time-weighted average position not updated correctly during closeout trades # Setup such that distributed rewards are all vested the following epoch, i,e. the balance in the vested account is equal to the rewards distributed that epocha diff --git a/core/integration/features/settlement/mark_to_market_interval_positions.feature b/core/integration/features/settlement/mark_to_market_interval_positions.feature index 8f4fc621b0..76a16da114 100644 --- a/core/integration/features/settlement/mark_to_market_interval_positions.feature +++ b/core/integration/features/settlement/mark_to_market_interval_positions.feature @@ -25,7 +25,7 @@ Feature: Check position tracking matches expected behaviour with MTM intervals. | network.markPriceUpdateMaximumFrequency | 5s | | limits.markets.maxPeggedOrders | 2 | - @Liquidation @NoPerp + @Liquidation Scenario: 001, using lognormal risk model, set "designatedLoser" closeout while the position of "designatedLoser" is not fully covered by orders on the order book (0007-POSN-013) # setup accounts Given the parties deposit on asset's general account the following amount: @@ -199,7 +199,7 @@ Feature: Check position tracking matches expected behaviour with MTM intervals. And the insurance pool balance should be "0" for the market "ETH/DEC19" - @Liquidation @NoPerp + @Liquidation Scenario: 002, closeout trade with price outside price mornitoring bounds will not trigger auction 0032-PRIM-019 # setup accounts Given the parties deposit on asset's general account the following amount: @@ -352,7 +352,6 @@ Feature: Check position tracking matches expected behaviour with MTM intervals. | party | asset | market id | margin | general | | designatedLoser | USD | ETH/DEC20 | 0 | 0 | - @NoPerp Scenario: 003, settlement works correctly when party enters and leaves within one MTM window Given the liquidity sla params named "SLA": | price range | commitment min time fraction | performance hysteresis epochs | sla competition factor | diff --git a/core/integration/features/verified/0003-MTMK-mark_to_market_settlement_using_insurance_pool.feature b/core/integration/features/verified/0003-MTMK-mark_to_market_settlement_using_insurance_pool.feature index 9cd134eddf..7627f86301 100644 --- a/core/integration/features/verified/0003-MTMK-mark_to_market_settlement_using_insurance_pool.feature +++ b/core/integration/features/verified/0003-MTMK-mark_to_market_settlement_using_insurance_pool.feature @@ -10,7 +10,7 @@ Feature: Test mark to market settlement with insurance pool | network.markPriceUpdateMaximumFrequency | 0s | | limits.markets.maxPeggedOrders | 2 | - @Liquidation @NoPerp + @Liquidation Scenario: If settlement amount > party’s margin account balance + party’s general account balance for the asset, the full balance of the party’s margin account is transferred to the market’s temporary settlement account, the full balance of the party’s general account for the assets are transferred to the market’s temporary settlement account, the minimum insurance pool account balance for the market & asset, and the remainder, i.e. the difference between the total amount transferred from the trader’s margin + general accounts and the settlement amount, is transferred from the insurance pool account for the market to the temporary settlement account for the market (0003-MTMK-003) Given the initial insurance pool balance is "10000" for all the markets Given the parties deposit on asset's general account the following amount: diff --git a/core/integration/features/verified/0015-INSR-insurance_pool_balance_test.feature b/core/integration/features/verified/0015-INSR-insurance_pool_balance_test.feature index 34fcd44e89..ce94fece62 100644 --- a/core/integration/features/verified/0015-INSR-insurance_pool_balance_test.feature +++ b/core/integration/features/verified/0015-INSR-insurance_pool_balance_test.feature @@ -1,6 +1,6 @@ Feature: Test closeout type 1: margin >= cost of closeout - @NoPerp @PanicDebug + @PanicDebug Scenario: case 1 (using simple risk model) from https://docs.google.com/spreadsheets/d/1CIPH0aQmIKj6YeFW9ApP_l-jwB4OcsNQ/edit#gid=1555964910 (0015-INSR-001, 0015-INSR-003, 0018-RSKM-001, 0018-RSKM-003, 0010-MARG-004, 0010-MARG-005, 0010-MARG-006, 0010-MARG-007, 0010-MARG-008. 0010-MARG-009) Given the simple risk model named "simple-risk-model-1": | long | short | max move up | min move down | probability of trading | diff --git a/core/integration/features/verified/0029-FEES-trading_fees.feature b/core/integration/features/verified/0029-FEES-trading_fees.feature index 86931a7964..ae1af4122b 100644 --- a/core/integration/features/verified/0029-FEES-trading_fees.feature +++ b/core/integration/features/verified/0029-FEES-trading_fees.feature @@ -523,7 +523,6 @@ Feature: Fees calculations | party | market id | maintenance | search | initial | release | | trader4 | ETH/DEC21 | 0 | 0 | 0 | 0 | - @NoPerp Scenario: S008, Testing fees in continuous trading when insufficient balance in their general and margin account with LP, then the trade does not execute (0029-FEES-007，0029-FEES-008) And the markets: | id | quote name | asset | risk model | margin calculator | auction duration | fees | price monitoring | data source config | linear slippage factor | quadratic slippage factor | sla params | @@ -980,7 +979,7 @@ Feature: Fees calculations | trading mode | auction trigger | | TRADING_MODE_CONTINUOUS | AUCTION_TRIGGER_UNSPECIFIED | - @Liquidation @NoPerp + @Liquidation Scenario:S016, Testing fees in Price auction session trading with insufficient balance in their general and margin account, then the trade still goes ahead (0029-FEES-008) And the average block duration is "1" @@ -1160,7 +1159,7 @@ Feature: Fees calculations | trading mode | auction trigger | | TRADING_MODE_CONTINUOUS | AUCTION_TRIGGER_UNSPECIFIED | - @now @Liquidation @NoPerp + @now @Liquidation Scenario: S018, Testing fees in continuous trading during position resolution (0029-FEES-001) Given the fees configuration named "fees-config-1": @@ -1254,7 +1253,7 @@ Feature: Fees calculations And the insurance pool balance should be "0" for the market "ETH/DEC21" - @Liquidation @NoPerp + @Liquidation Scenario: S019, Testing fees in continuous trading during position resolution with insufficient balance in their general and margin account, partial or full fees does not get paid (0029-FEES-008) Given the fees configuration named "fees-config-1": diff --git a/core/integration/features/verified/0041-TSK-target_stake.feature b/core/integration/features/verified/0041-TSK-target_stake.feature index e58b78552a..5c3120f6e4 100644 --- a/core/integration/features/verified/0041-TSK-target_stake.feature +++ b/core/integration/features/verified/0041-TSK-target_stake.feature @@ -42,7 +42,6 @@ Feature: Target stake | tt_3 | BTC | 100000000 | | tt_4 | BTC | 100000000 | - @NoPerp Scenario: Max open interest changes over time (0041-TSTK-002, 0041-TSTK-003, 0042-LIQF-007) Given the liquidity monitoring parameters: @@ -211,7 +210,6 @@ Feature: Target stake | 110 | TRADING_MODE_CONTINUOUS | AUCTION_TRIGGER_UNSPECIFIED | 0 | 2000 | 0 | And the liquidity fee factor should be "0.001" for the market "ETH/DEC21" - @NoPerp Scenario: Max open interest changes over time, testing change of timewindow (0041-TSTK-001; 0041-TSTK-004; 0041-TSTK-005) Given the liquidity monitoring parameters: @@ -307,7 +305,6 @@ Feature: Target stake # target_stake = 110 x (140+30) x 170 x 1 x 0.1=1870 And the target stake should be "1870" for the market "ETH/DEC21" - @NoPerp Scenario: Target stake is calculate correctly during auction in presence of wash trades Given the liquidity monitoring parameters: @@ -359,7 +356,6 @@ Feature: Target stake | mark price | trading mode | auction trigger | target stake | supplied stake | open interest | | 110 | TRADING_MODE_CONTINUOUS | AUCTION_TRIGGER_UNSPECIFIED | 550 | 2000 | 50 | - @NoPerp Scenario: Target stake can drop during auction Given the liquidity monitoring parameters: diff --git a/core/integration/features/verified/0042-LIQF-fees_rewards_VirtualStake.feature b/core/integration/features/verified/0042-LIQF-fees_rewards_VirtualStake.feature index f948d66087..9e9c28ee8e 100644 --- a/core/integration/features/verified/0042-LIQF-fees_rewards_VirtualStake.feature +++ b/core/integration/features/verified/0042-LIQF-fees_rewards_VirtualStake.feature @@ -477,7 +477,7 @@ Feature: Test liquidity provider reward distribution; Should also cover liquidit And the accumulated liquidity fees should be "1" for the market "ETH/MAR22" - @FeeRound @Liquidation @NoPerp + @FeeRound @Liquidation Scenario: 004 2 LPs joining at start, 1 LP forcibly closed out (0042-LIQF-008) Given the average block duration is "601" diff --git a/core/integration/features/verified/closeout-LP_New_Exit_Price.feature b/core/integration/features/verified/closeout-LP_New_Exit_Price.feature index d00c0621c5..8a32c1a62d 100644 --- a/core/integration/features/verified/closeout-LP_New_Exit_Price.feature +++ b/core/integration/features/verified/closeout-LP_New_Exit_Price.feature @@ -30,7 +30,7 @@ Feature: Replicate a scenario from Lewis with Elias' implementation on Exit_pric | limits.markets.maxPeggedOrders | 2 | And the average block duration is "1" - @Liquidation @NoPerp + @Liquidation Scenario: 001 Replicate a scenario from Lewis with Elias' implementation on Exit_price when there is insufficient orders, linear slippage factor = 1e6, quadratic slippage factor = 1e6, 0019-MCAL-001, 0019-MCAL-002 # 1. trader B made LP commitment 150,000 # 2. trader C and A cross at 0.5 with size of 111, and this opens continuous trading (trade B is short) diff --git a/core/integration/features/verified/closeout-cascade.feature b/core/integration/features/verified/closeout-cascade.feature index 732c1deabe..cdf35f0882 100644 --- a/core/integration/features/verified/closeout-cascade.feature +++ b/core/integration/features/verified/closeout-cascade.feature @@ -19,7 +19,7 @@ Feature: Closeout-cascades | limits.markets.maxPeggedOrders | 2 | @NetworkParty - @CloseOutTrades @Liquidation @NoPerp + @CloseOutTrades @Liquidation Scenario: Distressed position gets taken over by another party whose margin level is insufficient to support it (however mark price doesn't get updated on closeout trade and hence no further closeouts are carried out) (0005-COLL-002) # setup accounts, we are trying to closeout trader3 first and then trader2 diff --git a/core/integration/features/verified/closeout-lognormal.feature b/core/integration/features/verified/closeout-lognormal.feature index 2900549ca6..7380ff30ce 100644 --- a/core/integration/features/verified/closeout-lognormal.feature +++ b/core/integration/features/verified/closeout-lognormal.feature @@ -21,7 +21,7 @@ Feature: Closeout scenarios | network.markPriceUpdateMaximumFrequency | 0s | | limits.markets.maxPeggedOrders | 2 | - @EndBlock @Liquidation @NoPerp + @EndBlock @Liquidation Scenario: 001, 2 parties get close-out at the same time. Distressed position gets taken over by LP, distressed order gets canceled (0005-COLL-002; 0012-POSR-001; 0012-POSR-002; 0012-POSR-004; 0012-POSR-005; 0007-POSN-015) # setup accounts, we are trying to closeout trader3 first and then trader2 diff --git a/core/integration/features/verified/liquidity-provision-bond-account.feature b/core/integration/features/verified/liquidity-provision-bond-account.feature index fb791736c7..6f9aedea39 100644 --- a/core/integration/features/verified/liquidity-provision-bond-account.feature +++ b/core/integration/features/verified/liquidity-provision-bond-account.feature @@ -34,7 +34,7 @@ Feature: Replicate LP getting distressed during continuous trading, check if pen | market.liquidity.sla.nonPerformanceBondPenaltySlope | 0 | - @Now @NoPerp + @Now Scenario: 001, LP gets distressed during continuous trading, no DPD setting (0044-LIME-002, 0035-LIQM-004) Given the liquidity monitoring parameters: diff --git a/core/integration/features/verified/risk-parameters-ranges-test.feature b/core/integration/features/verified/risk-parameters-ranges-test.feature index c311916ce7..1f504d3d58 100644 --- a/core/integration/features/verified/risk-parameters-ranges-test.feature +++ b/core/integration/features/verified/risk-parameters-ranges-test.feature @@ -124,7 +124,7 @@ Feature: test risk model parameter ranges | network.markPriceUpdateMaximumFrequency | 0s | | limits.markets.maxPeggedOrders | 22 | - @Now @NoPerp @SLABug + @Now @SLABug Scenario: 001, test different value of risk parameters within defined ranges in different market, AC: 0018-RSKM-001 Given the liquidity monitoring parameters: @@ -452,7 +452,7 @@ Feature: test risk model parameter ranges | party1 | USD | ETH/MAR51 | 3021 | 49999999875869 | | | party2 | USD | ETH/MAR51 | 3021 | 49999999584845 | | -@Now @NoPerp + @Now Scenario: 002, test market ETH/MAR23 (tau=1) Given the liquidity monitoring parameters: @@ -519,7 +519,7 @@ Feature: test risk model parameter ranges # initial margin level for LP = 1000*9092*86.2176101*1.2=9.4e8 - @Now @NoPerp + @Now Scenario: 003, test market ETH/MAR52(sigma=10), Given the liquidity monitoring parameters: diff --git a/core/integration/features/verified/risk-parameters-sigma-test.feature b/core/integration/features/verified/risk-parameters-sigma-test.feature index ad50423fb2..6be89b99dd 100644 --- a/core/integration/features/verified/risk-parameters-sigma-test.feature +++ b/core/integration/features/verified/risk-parameters-sigma-test.feature @@ -41,7 +41,7 @@ Feature: test risk model parameter sigma | network.markPriceUpdateMaximumFrequency | 0s | | limits.markets.maxPeggedOrders | 2 | - @Now @NoPerp + @Now Scenario: 001, test market ETH/MAR53(sigma=50), Given the liquidity monitoring parameters: @@ -101,7 +101,7 @@ Feature: test risk model parameter sigma | party | market id | maintenance | search | initial | release | | party0 | ETH/MAR53 | 49999950000000 | 59999940000000 | 74999925000000 | 84999915000000 | - @Now @NoPerp + @Now Scenario: 002, test market ETH/MAR0 (kind of "normal" risk parameters setting), Given the liquidity monitoring parameters: diff --git a/core/integration/features/verified/verified-positions-resolution-2.feature b/core/integration/features/verified/verified-positions-resolution-2.feature index 4fc0477b35..4940f3d96d 100644 --- a/core/integration/features/verified/verified-positions-resolution-2.feature +++ b/core/integration/features/verified/verified-positions-resolution-2.feature @@ -9,7 +9,7 @@ Feature: Position resolution case 2 | market.auction.minimumDuration | 1 | | network.markPriceUpdateMaximumFrequency | 0s | - @Liquidation @NoPerp + @Liquidation Scenario: close out when there is not enough orders on the orderbook to cover the position (0008-TRAD-003, 0008-TRAD-004) # setup accounts Given the parties deposit on asset's general account the following amount: diff --git a/core/integration/features/verified/verified-positions-resolution-3.feature b/core/integration/features/verified/verified-positions-resolution-3.feature index ab26c4a39b..da8b9109a1 100644 --- a/core/integration/features/verified/verified-positions-resolution-3.feature +++ b/core/integration/features/verified/verified-positions-resolution-3.feature @@ -9,7 +9,7 @@ Feature: Position resolution case 3 | market.auction.minimumDuration | 1 | | network.markPriceUpdateMaximumFrequency | 0s | - @Liquidation @NoPerp + @Liquidation Scenario: close out when there is enough orders on the orderbook to cover the position (0008-TRAD-002,0008-TRAD-003, 0008-TRAD-006) # setup accounts Given the parties deposit on asset's general account the following amount: diff --git a/core/integration/features/zero-position.feature b/core/integration/features/zero-position.feature index 0f8be3b93a..1cc077f8f7 100644 --- a/core/integration/features/zero-position.feature +++ b/core/integration/features/zero-position.feature @@ -21,7 +21,7 @@ Feature: Closeout scenarios | network.markPriceUpdateMaximumFrequency | 0s | | limits.markets.maxPeggedOrders | 2 | - @ZeroPos @Liquidation @NoPerp + @ZeroPos @Liquidation Scenario: 001, 2 parties get close-out at the same time. Distressed position gets taken over by LP, distressed order gets canceled (0005-COLL-002; 0012-POSR-001; 0012-POSR-002; 0012-POSR-004; 0012-POSR-005; 0007-POSN-015) # setup accounts, we are trying to closeout trader3 first and then trader2