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E2E Tests for Replacement RO Orders, allow all types of RO order replacements #949
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Original file line number | Diff line number | Diff line change |
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@@ -344,6 +344,27 @@ var ( | |
Subticks: 50, | ||
GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 30}, | ||
} | ||
Order_Alice_Num1_Id0_Clob0_Sell100_Price500000_GTB20 = clobtypes.Order{ | ||
OrderId: clobtypes.OrderId{SubaccountId: Alice_Num1, ClientId: 0, ClobPairId: 0}, | ||
Side: clobtypes.Order_SIDE_SELL, | ||
Quantums: 100, | ||
Subticks: 500_000_000_000, | ||
GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 20}, | ||
} | ||
Order_Alice_Num1_Id0_Clob0_Sell100_Price51000_GTB20 = clobtypes.Order{ | ||
OrderId: clobtypes.OrderId{SubaccountId: Alice_Num1, ClientId: 0, ClobPairId: 0}, | ||
Side: clobtypes.Order_SIDE_SELL, | ||
Quantums: 100, | ||
Subticks: 51_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: 100, | ||
Subticks: 1_000_000_000_000, | ||
GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 20}, | ||
} | ||
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There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. The order declarations for Alice's orders appear to be complete and consistent with the expected structure. However, the declaration for |
||
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, | ||
|
@@ -610,6 +631,27 @@ var ( | |
Subticks: 500_000_000_000, | ||
GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 10}, | ||
} | ||
Order_Carl_Num0_Id0_Clob0_Buy70_Price500000_GTB10 = clobtypes.Order{ | ||
OrderId: clobtypes.OrderId{SubaccountId: Carl_Num0, ClientId: 0, ClobPairId: 0}, | ||
Side: clobtypes.Order_SIDE_BUY, | ||
Quantums: 70, | ||
Subticks: 500_000_000_000, | ||
GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 10}, | ||
} | ||
Order_Carl_Num0_Id0_Clob0_Buy110_Price500000_GTB10 = 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: 10}, | ||
} | ||
Order_Carl_Num0_Id0_Clob0_Buy110_Price50000_GTB10 = clobtypes.Order{ | ||
OrderId: clobtypes.OrderId{SubaccountId: Carl_Num0, ClientId: 0, ClobPairId: 0}, | ||
Side: clobtypes.Order_SIDE_BUY, | ||
Quantums: 110, | ||
Subticks: 50_000_000_000, | ||
GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 10}, | ||
} | ||
Order_Carl_Num0_Id0_Clob0_Buy10_Price500000_GTB20 = clobtypes.Order{ | ||
OrderId: clobtypes.OrderId{SubaccountId: Carl_Num0, ClientId: 0, ClobPairId: 0}, | ||
Side: clobtypes.Order_SIDE_BUY, | ||
|
@@ -624,6 +666,20 @@ 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}, | ||
} | ||
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. Similar to the previous comment for Bob's order, the declaration for
Comment on lines
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There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. The order declarations for Carl's orders continue here, and the structure is consistent with the expected format. However, the declaration for |
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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, | ||
|
@@ -1209,6 +1265,24 @@ 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: 50_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: 50_000_000_000, | ||
GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 21}, | ||
TimeInForce: clobtypes.Order_TIME_IN_FORCE_FILL_OR_KILL, | ||
ReduceOnly: true, | ||
} | ||
Order_Alice_Num1_Id1_Clob0_Sell15_Price500000_GTB20_FOK_RO = clobtypes.Order{ | ||
OrderId: clobtypes.OrderId{SubaccountId: Alice_Num1, ClientId: 1, ClobPairId: 0}, | ||
Side: clobtypes.Order_SIDE_SELL, | ||
|
@@ -1264,6 +1338,24 @@ 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: 50_000_000_000, | ||
GoodTilOneof: &clobtypes.Order_GoodTilBlock{GoodTilBlock: 21}, | ||
TimeInForce: clobtypes.Order_TIME_IN_FORCE_IOC, | ||
ReduceOnly: true, | ||
} | ||
Order_Alice_Num1_Id0_Clob0_Buy110_Price50000_GTB21_IOC_RO = clobtypes.Order{ | ||
OrderId: clobtypes.OrderId{SubaccountId: Alice_Num1, ClientId: 0, ClobPairId: 0}, | ||
Side: clobtypes.Order_SIDE_BUY, | ||
Quantums: 110, | ||
Subticks: 50_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{ | ||
|
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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.