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Merge pull request #11446 from vegaprotocol/add-missing-AC-tests
test: add scenarios improving AC coverage
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Feature: Set up a market, with an opening auction, then uncross the book. Make sure opening auction can end even if we don't have best bid/ask after uncrossing. | ||
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Background: | ||
Given the following assets are registered: | ||
| id | decimal places | | ||
| ETH | 5 | | ||
And the simple risk model named "my-simple-risk-model": | ||
| long | short | max move up | min move down | probability of trading | | ||
| 0.08628781058136630000 | 0.09370922348428490000 | -1 | -1 | 0.2 | | ||
And the fees configuration named "my-fees-config": | ||
| maker fee | infrastructure fee | | ||
| 0.004 | 0.001 | | ||
And the markets: | ||
| id | quote name | asset | risk model | margin calculator | auction duration | fees | price monitoring | data source config | decimal places | linear slippage factor | quadratic slippage factor | sla params | | ||
| ETH/DEC20 | ETH | ETH | my-simple-risk-model | default-margin-calculator | 1 | my-fees-config | default-none | default-eth-for-future | 2 | 0.25 | 0 | default-futures | | ||
And the following network parameters are set: | ||
| name | value | | ||
| limits.markets.maxPeggedOrders | 2 | | ||
And the average block duration is "1" | ||
And the parties deposit on asset's general account the following amount: | ||
| party | asset | amount | | ||
| party1 | ETH | 1000000000000 | | ||
| party2 | ETH | 1000000000000 | | ||
| party3 | ETH | 1000000000000 | | ||
| lpprov | ETH | 1000000000000 | | ||
And the parties submit the following liquidity provision: | ||
| id | party | market id | commitment amount | fee | lp type | | ||
| lp1 | lpprov | ETH/DEC20 | 937000000 | 0.1 | submission | | ||
| lp1 | lpprov | ETH/DEC20 | 937000000 | 0.1 | submission | | ||
And the parties place the following pegged iceberg orders: | ||
| party | market id | peak size | minimum visible size | side | pegged reference | volume | offset | | ||
| lpprov | ETH/DEC20 | 2 | 1 | buy | BID | 50 | 100 | | ||
| lpprov | ETH/DEC20 | 2 | 1 | sell | ASK | 50 | 100 | | ||
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@NewAuct | ||
Scenario: 0026-AUCT-039: No best bid after leaving opening auction. Also covers 0016-PFUT-025: normal futures can be submitted without specifying the capped futures fields - all futures tests do this. | ||
# place orders and generate trades - slippage 100 | ||
When the parties place the following orders: | ||
| party | market id | side | volume | price | resulting trades | type | tif | reference | | ||
| party1 | ETH/DEC20 | buy | 1 | 1000000 | 0 | TYPE_LIMIT | TIF_GFA | t1-b-1 | | ||
| party2 | ETH/DEC20 | sell | 2 | 1000000 | 0 | TYPE_LIMIT | TIF_GTC | t2-s-1 | | ||
Then the market data for the market "ETH/DEC20" should be: | ||
| trading mode | supplied stake | target stake | | ||
| TRADING_MODE_OPENING_AUCTION | 937000000 | 937000000 | | ||
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When the network moves ahead "2" blocks | ||
Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "ETH/DEC20" | ||
#And debug detailed orderbook volumes for market "ETH/DEC20" | ||
And the order book should have the following volumes for market "ETH/DEC20": | ||
| volume | price | side | | ||
| 1 | 1000000 | sell | | ||
| 2 | 1000100 | sell | | ||
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And the following trades should be executed: | ||
| buyer | price | size | seller | | ||
| party1 | 1000000 | 1 | party2 | | ||
And the mark price should be "1000000" for the market "ETH/DEC20" | ||
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@NewAuct | ||
Scenario: 0026-AUCT-040: No best ask after leaving opening auction. | ||
# place orders and generate trades - slippage 100 | ||
When the parties place the following orders: | ||
| party | market id | side | volume | price | resulting trades | type | tif | reference | | ||
| party1 | ETH/DEC20 | buy | 2 | 999500 | 0 | TYPE_LIMIT | TIF_GTC | t1-b-1 | | ||
| party2 | ETH/DEC20 | sell | 1 | 999500 | 0 | TYPE_LIMIT | TIF_GFA | t2-s-1 | | ||
Then the market data for the market "ETH/DEC20" should be: | ||
| trading mode | supplied stake | target stake | | ||
| TRADING_MODE_OPENING_AUCTION | 937000000 | 936531500 | | ||
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When the network moves ahead "2" blocks | ||
Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "ETH/DEC20" | ||
#And debug detailed orderbook volumes for market "ETH/DEC20" | ||
And the order book should have the following volumes for market "ETH/DEC20": | ||
| volume | price | side | | ||
| 1 | 999500 | buy | | ||
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And the following trades should be executed: | ||
| buyer | price | size | seller | | ||
| party1 | 999500 | 1 | party2 | | ||
And the mark price should be "999500" for the market "ETH/DEC20" | ||
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2 changes: 1 addition & 1 deletion
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core/integration/features/auctions/2952-opening-auction-uncrossing-decimals.feature
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