Time In Force #23
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Time In Force #23
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jarry-xiao
commented
Mar 7, 2023
eugene-chen
reviewed
Mar 7, 2023
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| current_slot, | ||
| current_unix_timestamp, |
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weird to sometimes pass around the get_clock_fn and sometimes pass around the values, no?
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If get_clock_fn were an actual clock (ticking while executing) you really want the snapshot of that clock to be taken at the time of place. That makes passing its outputs into the private function match_order a reasonable decision.
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ya but it's not, and never will be
eugene-chen
reviewed
Mar 7, 2023
| #[inline] | ||
| /// Quote lot budget with fees adjusted (sells) | ||
| /// | ||
| /// The desired result is adjusted_quote_lots / (1 - fee_bps). We approach this result by taking |
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explain in comment the use case for this one, it's definitely not obvious
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ya but it's not, and never will be
eugene-chen
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Mar 8, 2023
jarry-xiao
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Mar 14, 2023
Time-in-force (TIF) orders for Phoenix v1. Changes: - Uses the padding on the FIFORestingOrder to store and expiration slot and an expiration time - Modifies the OrderPacket struct to enable specification of expiration - Injects logic into the matching engine to skip orders that are expired
eugene-chen
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that referenced
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Mar 14, 2023
Time-in-force (TIF) orders for Phoenix v1. Changes: - Uses the padding on the FIFORestingOrder to store and expiration slot and an expiration time - Modifies the OrderPacket struct to enable specification of expiration - Injects logic into the matching engine to skip orders that are expired
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Draft implementation of time-in-force (TIF) orders for Phoenix v1.
Added a standard test in test_market.rs. Could use more coverage
Changes: