program: try to match against multiple of makers orders #316
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0xbigz
reviewed
Jan 9, 2023
| slot, | ||
| market.amm.order_tick_size, | ||
| )?; | ||
| let mut maker_order_indexes = find_maker_orders( |
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maker_order_indexes do we wanna rename this since its the price and index?
0xbigz
reviewed
Jan 9, 2023
| @@ -1339,6 +1328,20 @@ fn fulfill_perp_order( | |||
| emit!(order_record) | |||
| } | |||
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| let maker_risk_reducing = if let Some(maker) = maker { | |||
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wonder if checking before/after reduce allows for some intermediate risk increasing orders to go through..
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shouldn't matter as long as the final state is lower risk, it just affects the margin requirement check we enforce anyway
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