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feat: add feature test for 0057-TRAN-016 #10197

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Dec 1, 2023
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feat: add feature test for 0057-TRAN-016 #10197

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124 changes: 124 additions & 0 deletions core/integration/features/transfers/fee_discounts.feature
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Original file line number Diff line number Diff line change
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Feature: Transfer fee discounts


# this sets up party f0b40ebdc5b92cf2cf82ff5d0c3f94085d23d5ec2d37d0b929e177c6d4d37e4c with a tranfer discount of 324
Background:
Given time is updated to "2021-08-26T00:00:00Z"

Given the fees configuration named "fees-config-1":
| maker fee | infrastructure fee |
| 0.005 | 0.002 |
And the price monitoring named "price-monitoring":
| horizon | probability | auction extension |
| 1 | 0.99 | 3 |

And the simple risk model named "simple-risk-model-1":
| long | short | max move up | min move down | probability of trading |
| 0.2 | 0.1 | 100 | -100 | 0.1 |

And the markets:
| 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 | 1e6 | 1e6 | default-futures |
And the following network parameters are set:
| name | value |
| market.liquidity.providersFeeCalculationTimeStep | 1s |

Given the following network parameters are set:
| name | value |
| transfer.fee.factor | 1 |
| network.markPriceUpdateMaximumFrequency | 0s |
| transfer.fee.maxQuantumAmount | 1 |
| transfer.feeDiscountDecayFraction | 0.9 |
| limits.markets.maxPeggedOrders | 4 |
| validators.epoch.length | 20s |

# setup accounts
Given the parties deposit on asset's general account the following amount:
| party | asset | amount |
| aux1 | ETH | 100000000 |
| aux2 | ETH | 100000000 |
| trader3 | ETH | 10000 |
| trader4 | ETH | 10000 |
| lpprov | ETH | 10000000 |
| f0b40ebdc5b92cf2cf82ff5d0c3f94085d23d5ec2d37d0b929e177c6d4d37e4c | ETH | 10000000 |

Then the parties place the following orders:
| party | market id | side | volume | price | resulting trades | type | tif |
| aux1 | ETH/DEC21 | buy | 1000 | 1000 | 0 | TYPE_LIMIT | TIF_GTC |
| aux2 | ETH/DEC21 | sell | 1000 | 1000 | 0 | TYPE_LIMIT | TIF_GTC |
| aux1 | ETH/DEC21 | buy | 100 | 900 | 0 | TYPE_LIMIT | TIF_GTC |
| aux2 | ETH/DEC21 | sell | 100 | 1100 | 0 | TYPE_LIMIT | TIF_GTC |
And the parties submit the following liquidity provision:
| id | party | market id | commitment amount | fee | lp type |
| lp1 | lpprov | ETH/DEC21 | 90000 | 0.1 | submission |
| lp1 | lpprov | ETH/DEC21 | 90000 | 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/DEC21 | 10000 | 1 | buy | BID | 20000 | 100 |
| lpprov | ETH/DEC21 | 10000 | 1 | sell | ASK | 20000 | 100 |

Then the opening auction period ends for market "ETH/DEC21"
And the market data for the market "ETH/DEC21" should be:
| mark price | trading mode |
| 1000 | TRADING_MODE_CONTINUOUS |
When the parties place the following orders "1" blocks apart:
| party | market id | side | volume | price | resulting trades | type | tif |
| f0b40ebdc5b92cf2cf82ff5d0c3f94085d23d5ec2d37d0b929e177c6d4d37e4c | ETH/DEC21 | buy | 300 | 1002 | 0 | TYPE_LIMIT | TIF_GTC |
| trader4 | ETH/DEC21 | sell | 400 | 1002 | 1 | TYPE_LIMIT | TIF_GTC |

Then the following trades should be executed:
| buyer | price | size | seller | aggressor side |
| f0b40ebdc5b92cf2cf82ff5d0c3f94085d23d5ec2d37d0b929e177c6d4d37e4c | 1002 | 300 | trader4 | sell |

And the following transfers should happen:
| from | to | from account | to account | market id | amount | asset |
| trader4 | market | ACCOUNT_TYPE_GENERAL | ACCOUNT_TYPE_FEES_MAKER | ETH/DEC21 | 16 | ETH |
| trader4 | | ACCOUNT_TYPE_GENERAL | ACCOUNT_TYPE_FEES_INFRASTRUCTURE | | 7 | ETH |
| trader4 | market | ACCOUNT_TYPE_GENERAL | ACCOUNT_TYPE_FEES_LIQUIDITY | ETH/DEC21 | 301 | ETH |
| market | f0b40ebdc5b92cf2cf82ff5d0c3f94085d23d5ec2d37d0b929e177c6d4d37e4c | ACCOUNT_TYPE_FEES_MAKER | ACCOUNT_TYPE_GENERAL | ETH/DEC21 | 16 | ETH |

# make the epoch end so that the fees are registered
And the network moves ahead "1" epochs
And the current epoch is "2"


@fee-discount
Scenario: transfer where fee-discount has decayed to 0 results in no fee discount (0057-TRAN-016)

And the parties have the following transfer fee discounts:
| party | asset | available discount |
| f0b40ebdc5b92cf2cf82ff5d0c3f94085d23d5ec2d37d0b929e177c6d4d37e4c | ETH | 324 |

# let the discount decay to zero
Given the following network parameters are set:
| name | value |
| transfer.feeDiscountDecayFraction | 0.0 |
And the network moves ahead "1" epochs

And the parties have the following transfer fee discounts:
| party | asset | available discount |
| f0b40ebdc5b92cf2cf82ff5d0c3f94085d23d5ec2d37d0b929e177c6d4d37e4c | ETH | 0 |


Given "f0b40ebdc5b92cf2cf82ff5d0c3f94085d23d5ec2d37d0b929e177c6d4d37e4c" should have general account balance of "9998686" for asset "ETH"
And the accumulated infrastructure fees should be "7" for the asset "ETH"

# now do a transfer and check we pay the full fees
# They will transfers 10000, fee is 0.5 * 10000 = 5000, discount is 0
# 9998686 - 10000 - 5000 = 9983686
Given the parties submit the following one off transfers:
| id | from | from_account_type | to | to_account_type | asset | amount | delivery_time |
| 1 | f0b40ebdc5b92cf2cf82ff5d0c3f94085d23d5ec2d37d0b929e177c6d4d37e4c | ACCOUNT_TYPE_GENERAL | a7c4b181ef9bf5e9029a016f854e4ad471208020fd86187d07f0b420004f06a4 | ACCOUNT_TYPE_GENERAL | ETH | 10000 | 2021-08-26T00:09:01Z |

Given time is updated to "2021-08-26T00:10:01Z"
Then "f0b40ebdc5b92cf2cf82ff5d0c3f94085d23d5ec2d37d0b929e177c6d4d37e4c" should have general account balance of "9983686" for asset "ETH"
Then "a7c4b181ef9bf5e9029a016f854e4ad471208020fd86187d07f0b420004f06a4" should have general account balance of "10000" for asset "ETH"

# check fee went to insurance account
And the accumulated infrastructure fees should be "5007" for the asset "ETH"

# now try to transfer the rest, we won't have enough so it should get rejected
Given the parties submit the following one off transfers:
| id | from | from_account_type | to | to_account_type | asset | amount | delivery_time | error |
| 1 | f0b40ebdc5b92cf2cf82ff5d0c3f94085d23d5ec2d37d0b929e177c6d4d37e4c | ACCOUNT_TYPE_GENERAL | a7c4b181ef9bf5e9029a016f854e4ad471208020fd86187d07f0b420004f06a4 | ACCOUNT_TYPE_GENERAL | ETH | 9983686 | 2021-08-26T00:09:01Z | could not pay the fee for transfer: not enough funds to transfer |

3 changes: 3 additions & 0 deletions core/integration/main_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -312,6 +312,9 @@ func InitializeScenario(s *godog.ScenarioContext) {
s.Step(`^the parties submit the following transfer cancellations:$`, func(table *godog.Table) error {
return steps.PartiesCancelTransfers(execsetup.banking, table)
})
s.Step(`^the parties have the following transfer fee discounts`, func(table *godog.Table) error {
return steps.PartiesAvailableFeeDiscounts(execsetup.banking, table)
})
s.Step(`^the parties submit the following delegations:$`, func(table *godog.Table) error {
return steps.PartiesDelegateTheFollowingStake(execsetup.delegationEngine, table)
})
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28 changes: 28 additions & 0 deletions core/integration/steps/transfers.go
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Original file line number Diff line number Diff line change
Expand Up @@ -30,6 +30,34 @@ import (
"github.com/cucumber/godog"
)

func PartiesAvailableFeeDiscounts(
engine *banking.Engine,
table *godog.Table,
) error {
errs := []error{}
for _, r := range parseTransferFeeDiscountTable(table) {
asset := r.MustStr("asset")
party := r.MustStr("party")
actual := engine.AvailableFeeDiscount(asset, party)
expected := r.MustStr("available discount")
if expected != actual.String() {
errs = append(errs, errors.New(r.MustStr("party")+" expected "+expected+" but got "+actual.String()))
}
}
if len(errs) > 0 {
return ErrStack(errs)
}
return nil
}

func parseTransferFeeDiscountTable(table *godog.Table) []RowWrapper {
return StrictParseTable(table, []string{
"party",
"asset",
"available discount",
}, []string{})
}

func PartiesSubmitTransfers(
engine *banking.Engine,
table *godog.Table,
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