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twap order may expire earlier if span is set #164

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banteg opened this issue Sep 5, 2023 · 0 comments
Closed

twap order may expire earlier if span is set #164

banteg opened this issue Sep 5, 2023 · 0 comments
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@banteg
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banteg commented Sep 5, 2023

if span is set to a non-zero value, the last part of the conditional order would expire after span and not after t.
optimize the calculation of expiration timestamp for such cases.

const expirationTimestamp = startTimestamp + numberOfParts.mul(timeBetweenParts).toNumber()

@mfw78 mfw78 self-assigned this Sep 5, 2023
@mfw78 mfw78 closed this as completed Sep 6, 2023
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