Crispheaney/guard bad limit order fills #304
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0xbigz
commented
Dec 22, 2022
| // if the auction isn't complete, cant fill against vamm yet | ||
| // use the vamm price to guard against bad fill for taker | ||
| if taker.orders[taker_order_index].is_limit_order() | ||
| && !taker.orders[taker_order_index].is_auction_complete(slot)? |
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should check vs min_perp_auction_duration instead of auction completeness
wphan
reviewed
Dec 22, 2022
sdk/src/dlob/DLOB.ts
Outdated
| @@ -1047,6 +1052,33 @@ export class DLOB { | |||
| bidNode | |||
| ); | |||
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| // extra guard against bad fills for perp limit orders where auction is incomplete | |||
| if ( | |||
| isVariant(takerNode.order.marketType, 'perp') && | |||
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do we really want to enforce market type here? this seems like a nice check for spot as well?
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it's a bit tricky to do it on the smart contract, but we always try to fill against serum first, so i think it's ok to remove the perp check here
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