vegaprotocol · jeremyletang · Nov 7, 2023 · Nov 2, 2023
@@ -18,6 +18,7 @@
 - [9955](https://github.com/vegaprotocol/vega/issues/9955) - Add data node subscription for transaction results.
 - [10004](https://github.com/vegaprotocol/vega/issues/10004) Track average entry price in position engine
 - [9825](https://github.com/vegaprotocol/vega/issues/9825) - Remove quadratic slippage.
+- [9943](https://github.com/vegaprotocol/vega/issues/9943) - Support amending the order size by defining the target size.
 
 ### 🐛 Fixes
 

@@ -78,6 +78,7 @@ var (
 	ErrMustBeGreaterThanEnactmentTimestamp             = errors.New("must be greater than proposal_submission.terms.enactment_timestamp")
 	ErrMustBeLessThen366                               = errors.New("must be less then 366")
 	ErrMustBeAtMost500                                 = errors.New("must be at most 500")
+	ErrMustBeSetTo0IfSizeSet                           = errors.New("must be set to 0 if the property \"order_amendment.size\" is set")
 	ErrMustBeWithinRangeGT0LT20                        = errors.New("price range must be strictly greater than 0 and less than or equal to 20")
 )
 

@@ -68,7 +68,14 @@ func checkOrderAmendment(cmd *commandspb.OrderAmendment) Errors {
 		}
 	}
 
+	if cmd.Size != nil {
+		isAmending = true
+	}
+
 	if cmd.SizeDelta != 0 {
+		if cmd.Size != nil {
+			errs.AddForProperty("order_amendment.size_delta", ErrMustBeSetTo0IfSizeSet)
+		}
 		isAmending = true
 	}
 

@@ -26,13 +26,16 @@ import (
 	commandspb "code.vegaprotocol.io/vega/protos/vega/commands/v1"
 
 	"github.com/stretchr/testify/assert"
+	"github.com/stretchr/testify/require"
 )
 
 func TestCheckOrderAmendment(t *testing.T) {
 	t.Run("Submitting a nil command fails", testNilOrderAmendmentFails)
 	t.Run("amend order price - success", testAmendOrderJustPriceSuccess)
-	t.Run("amend order reduce - success", testAmendOrderJustReduceSuccess)
-	t.Run("amend order increase - success", testAmendOrderJustIncreaseSuccess)
+	t.Run("amend order reduce size delta - success", testAmendOrderJustReduceSizeDeltaSuccess)
+	t.Run("amend order increase size delta - success", testAmendOrderJustIncreaseSizeDeltaSuccess)
+	t.Run("amend order setting size delta and size - fails", testAmendOrderSettingSizeDeltaAndSizeFails)
+	t.Run("amend order update size - success", testAmendOrderJustUpdateSizeSuccess)
 	t.Run("amend order expiry - success", testAmendOrderJustExpirySuccess)
 	t.Run("amend order tif - success", testAmendOrderJustTIFSuccess)
 	t.Run("amend order expiry before creation time - success", testAmendOrderPastExpiry)
@@ -61,7 +64,7 @@ func testAmendOrderJustPriceSuccess(t *testing.T) {
 	assert.NoError(t, err.ErrorOrNil())
 }
 
-func testAmendOrderJustReduceSuccess(t *testing.T) {
+func testAmendOrderJustReduceSizeDeltaSuccess(t *testing.T) {
 	arg := &commandspb.OrderAmendment{
 		OrderId:   "08dce6ebf50e34fedee32860b6f459824e4b834762ea66a96504fdc57a9c4741",
 		MarketId:  "08dce6ebf50e34fedee32860b6f459824e4b834762ea66a96504fdc57a9c4741",
@@ -71,7 +74,7 @@ func testAmendOrderJustReduceSuccess(t *testing.T) {
 	assert.NoError(t, err.ErrorOrNil())
 }
 
-func testAmendOrderJustIncreaseSuccess(t *testing.T) {
+func testAmendOrderJustIncreaseSizeDeltaSuccess(t *testing.T) {
 	arg := &commandspb.OrderAmendment{
 		OrderId:   "08dce6ebf50e34fedee32860b6f459824e4b834762ea66a96504fdc57a9c4741",
 		MarketId:  "08dce6ebf50e34fedee32860b6f459824e4b834762ea66a96504fdc57a9c4741",
@@ -81,6 +84,29 @@ func testAmendOrderJustIncreaseSuccess(t *testing.T) {
 	assert.NoError(t, err.ErrorOrNil())
 }
 
+func testAmendOrderSettingSizeDeltaAndSizeFails(t *testing.T) {
+	arg := &commandspb.OrderAmendment{
+		OrderId:   "08dce6ebf50e34fedee32860b6f459824e4b834762ea66a96504fdc57a9c4741",
+		MarketId:  "08dce6ebf50e34fedee32860b6f459824e4b834762ea66a96504fdc57a9c4741",
+		SizeDelta: 10,
+		Size:      ptr.From(uint64(10)),
+	}
+	err := checkOrderAmendment(arg)
+	foundErrors := err.Get("order_amendment.size_delta")
+	require.Len(t, foundErrors, 1, "expected 1 error on size_delta")
+	assert.ErrorIs(t, foundErrors[0], commands.ErrMustBeSetTo0IfSizeSet)
+}
+
+func testAmendOrderJustUpdateSizeSuccess(t *testing.T) {
+	arg := &commandspb.OrderAmendment{
+		OrderId:  "08dce6ebf50e34fedee32860b6f459824e4b834762ea66a96504fdc57a9c4741",
+		MarketId: "08dce6ebf50e34fedee32860b6f459824e4b834762ea66a96504fdc57a9c4741",
+		Size:     ptr.From(uint64(10)),
+	}
+	err := checkOrderAmendment(arg)
+	assert.NoError(t, err.ErrorOrNil())
+}
+
 func testAmendOrderJustExpirySuccess(t *testing.T) {
 	now := time.Now()
 	expires := now.Add(-2 * time.Hour)

@@ -419,7 +419,6 @@ func (e *Engine) ensureAllAssetAccounts(ctx context.Context, asset types.Asset)
 		// see https://github.com/vegaprotocol/vega/pull/2745 for more information
 		e.addAccountToHashableSlice(externalAcc)
 		e.broker.Send(events.NewAccountEvent(ctx, *externalAcc))
-		e.log.Info("event emitted for new account", logging.String("accID", externalID))
 	}
 
 	// when an asset is enabled a staking reward account is created for it
@@ -438,7 +437,6 @@ func (e *Engine) ensureAllAssetAccounts(ctx context.Context, asset types.Asset)
 			e.accs[rewardID] = rewardAcc
 			e.addAccountToHashableSlice(rewardAcc)
 			e.broker.Send(events.NewAccountEvent(ctx, *rewardAcc))
-			e.log.Info("event emitted for new account", logging.String("accID", rewardID))
 		}
 	}
 
@@ -456,7 +454,6 @@ func (e *Engine) ensureAllAssetAccounts(ctx context.Context, asset types.Asset)
 		e.accs[netTreasury] = ntAcc
 		e.addAccountToHashableSlice(ntAcc)
 		e.broker.Send(events.NewAccountEvent(ctx, *ntAcc))
-		e.log.Info("event emitted for new account", logging.String("accID", netTreasury))
 	}
 
 	// global insurance for the asset
@@ -473,7 +470,6 @@ func (e *Engine) ensureAllAssetAccounts(ctx context.Context, asset types.Asset)
 		e.accs[globalInsurance] = giAcc
 		e.addAccountToHashableSlice(giAcc)
 		e.broker.Send(events.NewAccountEvent(ctx, *giAcc))
-		e.log.Info("event emitted for new account", logging.String("accID", globalInsurance))
 	}
 
 	// pending transfers account
@@ -491,7 +487,6 @@ func (e *Engine) ensureAllAssetAccounts(ctx context.Context, asset types.Asset)
 		e.accs[pendingTransfersID] = pendingTransfersAcc
 		e.addAccountToHashableSlice(pendingTransfersAcc)
 		e.broker.Send(events.NewAccountEvent(ctx, *pendingTransfersAcc))
-		e.log.Info("event emitted for new account", logging.String("accID", pendingTransfersID))
 	}
 
 	pendingFeeReferrerRewardID := e.accountID(noMarket, systemOwner, asset.ID, types.AccountTypePendingFeeReferralReward)
@@ -508,7 +503,6 @@ func (e *Engine) ensureAllAssetAccounts(ctx context.Context, asset types.Asset)
 		e.accs[pendingFeeReferrerRewardID] = pendingFeeReferrerRewardAcc
 		e.addAccountToHashableSlice(pendingFeeReferrerRewardAcc)
 		e.broker.Send(events.NewAccountEvent(ctx, *pendingFeeReferrerRewardAcc))
-		e.log.Info("event emitted for new account", logging.String("accID", pendingFeeReferrerRewardID))
 	}
 }
 

@@ -6,10 +6,10 @@ Feature: Distressed parties should not have general balance left
       | id        | quote name | asset | risk model                  | margin calculator         | auction duration | fees         | price monitoring | data source config     | linear slippage factor | quadratic slippage factor | sla params      |
       | ETH/DEC20 | ETH        | ETH   | default-simple-risk-model-3 | default-margin-calculator | 1                | default-none | default-none     | default-eth-for-future | 1e6                    | 1e6                       | default-futures |
     And the following network parameters are set:
-      | name                                               | value |
-      | market.auction.minimumDuration                     | 1     |
-      | network.markPriceUpdateMaximumFrequency            | 0s    |
-      | limits.markets.maxPeggedOrders                     | 4     |
+      | name                                             | value |
+      | market.auction.minimumDuration                   | 1     |
+      | network.markPriceUpdateMaximumFrequency          | 0s    |
+      | limits.markets.maxPeggedOrders                   | 4     |
       | market.liquidity.providersFeeCalculationTimeStep | 1s    |
 
   Scenario: Upper bound breached
@@ -71,11 +71,11 @@ Feature: Distressed parties should not have general balance left
     Then the parties submit the following liquidity provision:
       | id  | party  | market id | commitment amount | fee | lp type    |
       | lp2 | party3 | ETH/DEC20 | 20000             | 0.1 | submission |
-    And the parties place the following pegged iceberg orders:    
+    And the parties place the following pegged iceberg orders:
       | party  | market id | peak size | minimum visible size | side | pegged reference | volume | offset | reference    |
       | party3 | ETH/DEC20 | 189       | 1                    | buy  | BID              | 189    | 10     | lp2-ice-buy  |
       | party3 | ETH/DEC20 | 117       | 1                    | sell | ASK              | 117    | 10     | lp2-ice-sell |
-    
+
     Then the liquidity provisions should have the following states:
       | id  | party  | market    | commitment amount | status         |
       | lp2 | party3 | ETH/DEC20 | 20000             | STATUS_PENDING |
@@ -84,11 +84,11 @@ Feature: Distressed parties should not have general balance left
     Then the liquidity provisions should have the following states:
       | id  | party  | market    | commitment amount | status        |
       | lp2 | party3 | ETH/DEC20 | 20000             | STATUS_ACTIVE |
-    
+
     Then the orders should have the following states:
-      | party  | market id | side | volume | price | status        |
-      | party3 | ETH/DEC20 | buy  | 189    | 100   | STATUS_ACTIVE |
-      | party3 | ETH/DEC20 | sell | 117    | 130   | STATUS_ACTIVE |
+      | party  | market id | side | volume | remaining | price | status        |
+      | party3 | ETH/DEC20 | buy  | 189    | 189       | 100   | STATUS_ACTIVE |
+      | party3 | ETH/DEC20 | sell | 117    | 117       | 130   | STATUS_ACTIVE |
     ## The sum of the margin + general account == 24000 - 10000 (commitment amount)
     Then the parties should have the following account balances:
       | party  | asset | market id | margin | general |
@@ -101,28 +101,28 @@ Feature: Distressed parties should not have general balance left
       | party1 | ETH/DEC20 | sell | 20     | 1850  | 0                | TYPE_LIMIT | TIF_GTC | ref-3     |
     Then the mark price should be "120" for the market "ETH/DEC20"
     Then the liquidity provider fee shares for the market "ETH/DEC20" should be:
-      | party   | equity like share  | average entry valuation |
-      | lpprov  | 0.6428571428571429 | 10000                  |
-      | party3  | 0.3571428571428571 | 60000.0000000000000556 |
+      | party  | equity like share  | average entry valuation |
+      | lpprov | 0.6428571428571429 | 10000                   |
+      | party3 | 0.3571428571428571 | 60000.0000000000000556  |
 
     And the following trades should be executed:
       | buyer  | price | size | seller |
-      | party5 | 120   | 20    | party1 |
-      | party5 | 120   | 20    | party3 |
-   Then the parties should have the following account balances:
+      | party5 | 120   | 20   | party1 |
+      | party5 | 120   | 20   | party3 |
+    Then the parties should have the following account balances:
       | party  | asset | market id | margin | general |
       | party3 | ETH   | ETH/DEC20 | 3152   | 1040    |
     Then the parties cancel the following orders:
-       | party  | reference    |
-       | party3 | lp2-ice-sell | 
-       | party3 | lp2-ice-buy  | 
+      | party  | reference    |
+      | party3 | lp2-ice-sell |
+      | party3 | lp2-ice-buy  |
 
     And the parties place the following pegged iceberg orders:
       | party  | market id | peak size | minimum visible size | side | pegged reference | volume | offset |
       | party3 | ETH/DEC20 | 189       | 1                    | buy  | BID              | 189    | 10     |
       | party3 | ETH/DEC20 | 136       | 1                    | sell | ASK              | 136    | 10     |
-    
-  Then the network moves ahead "10" blocks
+
+    Then the network moves ahead "10" blocks
 
     And the parties should have the following account balances:
       | party  | asset | market id | margin | general       |