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fix: end timestamp when span not 0 #165

Merged
merged 1 commit into from
Sep 5, 2023
Merged

fix: end timestamp when span not 0 #165

merged 1 commit into from
Sep 5, 2023

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mfw78
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@mfw78 mfw78 commented Sep 5, 2023

This PR:

  1. Optimises the end timestamp for TWAPs when span != 0 (ie. durationType != AUTO).
  2. Closes twap order may expire earlier if span is set #164

@mfw78 mfw78 requested a review from anxolin September 5, 2023 11:24
@mfw78 mfw78 self-assigned this Sep 5, 2023
alfetopito
alfetopito approved these changes Sep 5, 2023
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Should we have a unit test for this?

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mfw78 commented Sep 5, 2023

Should we have a unit test for this?

I thought about this and thought that unit tests when dealing with this math may be more suitable to implement at the same time as some of the tests forthcoming mentioned in comments.

@mfw78 mfw78 merged commit a31aff4 into poll-validate Sep 5, 2023
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@mfw78 mfw78 deleted the fix-span-endtimestamp branch September 5, 2023 12:07
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@alfetopito alfetopito alfetopito approved these changes

@anxolin anxolin anxolin approved these changes

@shoom3301 shoom3301 Awaiting requested review from shoom3301

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@mfw78 @alfetopito @anxolin