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Batch Order Matching #41
We propose a new feature set that allows multiple orders to be matched with one or more complementary orders. This would extend the exchange contract with batch functions for each matching strategy (see ZEIP 40).
This enables more efficient order matching when orders are not maximally filled with a single call to
Below are the interfaces for the proposed batch matching functions.
The LibFillResults contract would be extended to include a results struct for batch matching. One FillResult is created for each order that is filled. The total profit denominated in the left and right maker assets is also included.
The pseudocode below describes the implementation of each batch fill function.