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test: add coverage for isolated margin mode on capped markets that ar…
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…e not fully collateralised

Signed-off-by: Elias Van Ootegem <elias@vega.xyz>
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@EVODelavega
EVODelavega committed Jun 25, 2024
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23 changes: 17 additions & 6 deletions core/integration/features/capped-futures/0016-PFUT-019.feature
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Expand Up @@ -36,14 +36,15 @@ Feature: Settle capped futures market with a price within correct range
| ETH/DEC21 | ETH | ETH | simple-risk-model-1 | default-margin-calculator | 1 | fees-config-1 | price-monitoring-1 | ethDec21Oracle | 0.25 | 0 | default-futures | 1500 | false | false |


@SLABug @NoPerp @Capped
@SLABug @NoPerp @Capped @CIsolated
Scenario: 0016-PFUT-019: When `max_price` is specified and the final settlement price candidate received from the oracle is equal to `max_price` comes and market settles correctly
Given the initial insurance pool balance is "10000" for all the markets
And the parties deposit on asset's general account the following amount:
| party | asset | amount |
| party1 | ETH | 10000 |
| party2 | ETH | 1000 |
| party3 | ETH | 5000 |
| party4 | ETH | 50000 |
| aux1 | ETH | 100000 |
| aux2 | ETH | 100000 |
| party-lp | ETH | 100000000 |
Expand All @@ -57,17 +58,27 @@ Feature: Settle capped futures market with a price within correct range
| party-lp | ETH/DEC21 | 60000 | 30000 | sell | ASK | 180000 | 10 |

When the parties place the following orders:
| party | market id | side | volume | price | resulting trades | type | tif | reference |
| aux1 | ETH/DEC21 | buy | 2 | 999 | 0 | TYPE_LIMIT | TIF_GTC | ref-5 |
| aux2 | ETH/DEC21 | sell | 2 | 1001 | 0 | TYPE_LIMIT | TIF_GTC | ref-6 |
| aux1 | ETH/DEC21 | buy | 1 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | ref-7 |
| aux2 | ETH/DEC21 | sell | 1 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | ref-8 |
| party | market id | side | volume | price | resulting trades | type | tif | reference |
| aux1 | ETH/DEC21 | buy | 2 | 999 | 0 | TYPE_LIMIT | TIF_GTC | ref-5 |
| aux2 | ETH/DEC21 | sell | 2 | 1001 | 0 | TYPE_LIMIT | TIF_GTC | ref-6 |
| aux1 | ETH/DEC21 | buy | 1 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | ref-7 |
| aux2 | ETH/DEC21 | sell | 1 | 1000 | 0 | TYPE_LIMIT | TIF_GTC | ref-8 |
| party4 | ETH/DEC21 | buy | 2 | 600 | 0 | TYPE_LIMIT | TIF_GTC | ref-9 |
And the network moves ahead "2" blocks

Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market "ETH/DEC21"

And the parties should have the following account balances:
| party | asset | market id | margin | general |
| party4 | ETH | ETH/DEC21 | 480 | 49520 |
And the market state should be "STATE_ACTIVE" for the market "ETH/DEC21"

When the parties submit update margin mode:
| party | market | margin_mode | margin_factor | error |
| party4 | ETH/DEC21 | isolated margin | 0.5 | |
Then the parties should have the following account balances:
| party | asset | market id | margin | general | order margin |
| party4 | ETH | ETH/DEC21 | 0 | 49400 | 600 |
Then the network moves ahead "2" blocks

# The market considered here ("ETH/DEC19") relies on "0xCAFECAFE" oracle, checking that broadcasting events from "0xCAFECAFE1" should have no effect on it apart from insurance pool transfer
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