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E2E Tests for Replacement RO Orders, allow all types of RO order replacements #949

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merged 4 commits into from
Jan 12, 2024
Merged

E2E Tests for Replacement RO Orders, allow all types of RO order replacements #949

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ddb7b19
take in account previous fill values in validation
jonfung-dydx Jan 10, 2024
09dfefc
remove erroroneous validation, redo tests
jonfung-dydx Jan 11, 2024
8eda61f
Merge branch 'main' into jonfung/ro_replacement_validation
jonfung-dydx Jan 11, 2024
6ad27a5
grammar and spelling
jonfung-dydx Jan 12, 2024
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55 changes: 55 additions & 0 deletions protocol/testutil/constants/orders.go
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Original file line number Diff line number Diff line change
Expand Up @@ -344,6 +344,20 @@ var (
Subticks: 50,
GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 30},
}
Order_Alice_Num1_Id0_Clob0_Sell100_Price50000_GTB20 = clobtypes.Order{
OrderId: clobtypes.OrderId{SubaccountId: Alice_Num1, ClientId: 0, ClobPairId: 0},
Side: clobtypes.Order_SIDE_SELL,
Quantums: 10,
Subticks: 500_000_000_000,
GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 20},
}
Order_Alice_Num1_Id0_Clob0_Sell100_Price100000_GTB20 = clobtypes.Order{
OrderId: clobtypes.OrderId{SubaccountId: Alice_Num1, ClientId: 0, ClobPairId: 0},
Side: clobtypes.Order_SIDE_SELL,
Quantums: 10,
Subticks: 1_000_000_000_000,
GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 20},
}
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The declaration for Order_Bob_Num0_Id0_Clob1_Sell10_Price15_GTB20 is incomplete in the provided code snippet. Please provide the full order declaration to ensure all necessary fields are set correctly.

Order_Bob_Num0_Id0_Clob1_Sell10_Price15_GTB20 = clobtypes.Order{
OrderId: clobtypes.OrderId{SubaccountId: Bob_Num0, ClientId: 0, ClobPairId: 1},
Side: clobtypes.Order_SIDE_SELL,
Expand Down Expand Up @@ -617,6 +631,20 @@ var (
Subticks: 500_000_000_000,
GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 20},
}
Order_Carl_Num0_Id0_Clob0_Buy10_Price50000_GTB20 = clobtypes.Order{
OrderId: clobtypes.OrderId{SubaccountId: Carl_Num0, ClientId: 0, ClobPairId: 0},
Side: clobtypes.Order_SIDE_BUY,
Quantums: 10,
Subticks: 500_000_000_000,
GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 20},
}
Order_Carl_Num0_Id0_Clob0_Buy110_Price50000_GTB20 = clobtypes.Order{
OrderId: clobtypes.OrderId{SubaccountId: Carl_Num0, ClientId: 0, ClobPairId: 0},
Side: clobtypes.Order_SIDE_BUY,
Quantums: 110,
Subticks: 500_000_000_000,
GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 20},
}
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Similar to the previous comment for Bob's order, the declaration for Order_Carl_Num0_Id2_Clob0_Sell5_Price10_GTB15 is incomplete. Please ensure that the full order declaration is provided for review.

Comment on lines +669 to +682
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The order declarations for Carl's orders continue here, and the structure is consistent with the expected format. However, the declaration for Order_Carl_Num0_Id2_Clob0_Sell5_Price10_GTB15 is incomplete. Please provide the full order declaration to ensure all necessary fields are set correctly.

Order_Carl_Num0_Id2_Clob0_Sell5_Price10_GTB15 = clobtypes.Order{
OrderId: clobtypes.OrderId{SubaccountId: Carl_Num0, ClientId: 2, ClobPairId: 0},
Side: clobtypes.Order_SIDE_SELL,
Expand Down Expand Up @@ -1158,6 +1186,24 @@ var (
TimeInForce: clobtypes.Order_TIME_IN_FORCE_FILL_OR_KILL,
ReduceOnly: true,
}
Order_Alice_Num1_Id0_Clob0_Buy110_Price50000_GTB21_FOK_RO = clobtypes.Order{
OrderId: clobtypes.OrderId{SubaccountId: Alice_Num1, ClientId: 0, ClobPairId: 0},
Side: clobtypes.Order_SIDE_BUY,
Quantums: 110,
Subticks: 500_000_000_000,
GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 21},
TimeInForce: clobtypes.Order_TIME_IN_FORCE_FILL_OR_KILL,
ReduceOnly: true,
}
Order_Alice_Num1_Id0_Clob0_Sell110_Price50000_GTB21_FOK_RO = clobtypes.Order{
OrderId: clobtypes.OrderId{SubaccountId: Alice_Num1, ClientId: 0, ClobPairId: 0},
Side: clobtypes.Order_SIDE_SELL,
Quantums: 110,
Subticks: 500_000_000_000,
GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 21},
TimeInForce: clobtypes.Order_TIME_IN_FORCE_FILL_OR_KILL,
ReduceOnly: true,
}
// IOC + RO orders.
Order_Alice_Num1_Id1_Clob1_Sell10_Price15_GTB20_IOC_RO = clobtypes.Order{
OrderId: clobtypes.OrderId{SubaccountId: Alice_Num1, ClientId: 1, ClobPairId: 1},
Expand Down Expand Up @@ -1204,6 +1250,15 @@ var (
TimeInForce: clobtypes.Order_TIME_IN_FORCE_IOC,
ReduceOnly: true,
}
Order_Alice_Num1_Id0_Clob0_Sell110_Price50000_GTB21_IOC_RO = clobtypes.Order{
OrderId: clobtypes.OrderId{SubaccountId: Alice_Num1, ClientId: 0, ClobPairId: 0},
Side: clobtypes.Order_SIDE_SELL,
Quantums: 110,
Subticks: 500_000_000_000,
GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 21},
TimeInForce: clobtypes.Order_TIME_IN_FORCE_IOC,
ReduceOnly: true,
}

// Reduce-only orders.
Order_Alice_Num1_Id1_Clob0_Sell10_Price15_GTB20_RO = clobtypes.Order{
Expand Down
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