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leave auction do not trigger leave auction #3363

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merged 3 commits into from
Apr 16, 2021
Merged

leave auction do not trigger leave auction #3363

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b36fb6e
leave auction do not trigger leave auction
jeremyletang Apr 15, 2021
c539e32
add integration test
jeremyletang Apr 15, 2021
d725d0d
remove comments
jeremyletang Apr 16, 2021
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2 changes: 1 addition & 1 deletion execution/liquidity_provision_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -1936,7 +1936,6 @@ func TestParkOrderPanicOrderNotFoundInBook(t *testing.T) {

tm.events = nil
t.Run("party place a new order which should unpark the pegged order", func(t *testing.T) {
tm.market.OnChainTimeUpdate(ctx, auctionEnd.Add(10*time.Second))
o := getMarketOrder(tm, now, types.Order_TYPE_LIMIT, types.Order_TIME_IN_FORCE_GTC, "Order02", types.Side_SIDE_SELL, party4, 10, 2400)
conf, err := tm.market.SubmitOrder(ctx, o)
assert.NoError(t, err)
Expand All @@ -1945,6 +1944,7 @@ func TestParkOrderPanicOrderNotFoundInBook(t *testing.T) {
conf2, err := tm.market.SubmitOrder(ctx, o2)
assert.NoError(t, err)
assert.NotNil(t, conf2)
tm.market.OnChainTimeUpdate(ctx, auctionEnd.Add(10*time.Second))
})

t.Run("pegged order is REJECTED", func(t *testing.T) {
Expand Down
10 changes: 6 additions & 4 deletions execution/market.go
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Original file line number Diff line number Diff line change
Expand Up @@ -894,7 +894,9 @@ func (m *Market) LeaveAuction(ctx context.Context, now time.Time) {
for _, order := range ordersToCancel {
_, err := m.cancelOrder(ctx, order.PartyId, order.Id)
if err != nil {
m.log.Error("Failed to cancel order", logging.String("OrderID", order.Id))
m.log.Panic("Failed to cancel order",
logging.Error(err),
logging.String("OrderID", order.Id))
}
}

Expand Down Expand Up @@ -1374,6 +1376,7 @@ func (m *Market) checkPriceAndGetTrades(ctx context.Context, order *types.Order)
logging.Error(merr))
}
}

if evt := m.as.AuctionExtended(ctx); evt != nil {
m.broker.Send(evt)
}
Expand Down Expand Up @@ -2232,6 +2235,7 @@ func (m *Market) cancelOrder(ctx context.Context, partyID, orderID string) (*typ
m.log.Debug("liquidity update error", logging.Error(err))
}
}

m.checkLiquidity(ctx, nil)
m.commandLiquidityAuction(ctx)

Expand Down Expand Up @@ -3522,9 +3526,7 @@ func (m *Market) commandLiquidityAuction(ctx context.Context) {
// TODO: Need to also get indicative trades and check how they'd impact target stake,
// see https://github.com/vegaprotocol/vega/issues/3047
// If price monitoring doesn't trigger auction than leave it
if m.as.AuctionEnd() && m.matching.BidAndAskPresentAfterAuction() {
m.LeaveAuction(ctx, m.currentTime)
} else if evt := m.as.AuctionExtended(ctx); evt != nil {
if evt := m.as.AuctionExtended(ctx); evt != nil {
m.broker.Send(evt)
}
}
Expand Down