program: scale down init asset weights past threshold #575
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0xbigz
reviewed
Aug 12, 2023
0xbigz
reviewed
Aug 16, 2023
crispheaney
commented
Aug 30, 2023
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| // when orders are placed in bulk, only need to check margin on last place | ||
| if options.enforce_margin_check { | ||
| // Order fails if it's risk increasing and it brings the user collateral below the margin requirement | ||
| let meets_initial_margin_requirement = meets_place_order_margin_requirement( | ||
| meets_place_order_margin_requirement( |
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previously skipped if order wasn't risk increasing. now it will check maintenance if not risk increasing
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0xbigz
reviewed
Sep 5, 2023
| let risk_decreasing = worst_case_token_amount_after.unsigned_abs() | ||
| <= worst_case_token_amount_before.unsigned_abs() | ||
| && order_risk_decreasing; | ||
| let risk_increasing = free_collateral_contribution_after < free_collateral_contribution_before; |
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is it dumb to just have a function is_risk_increasing(free_collateral_contribution_before, free_collateral_contribution_after) since i've seen this line more than once?
0xbigz
reviewed
Sep 5, 2023
| )?; | ||
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| // Need to recalculate weighted_token_value if user_custom_margin_ratio != 0 | ||
| if user_custom_margin_ratio != 0 { |
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should this live in the get_worst_case_token_amount function?
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was thinking we don't want the user margin ratio to effect other conditional logic that depends on get_worst_case_token_amount, wdyt?
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main todos are double checking all the places that have logic based on asset weights:
calc worst case base amounts
calculating which margin type to check after fill/swap
calculating max leverage order size for spot order