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[Market] Minimum price increments for orderbook aggregation #28

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bangjelkoski opened this issue Jun 17, 2021 · 2 comments · Fixed by #365 or #370
Closed

[Market] Minimum price increments for orderbook aggregation #28

bangjelkoski opened this issue Jun 17, 2021 · 2 comments · Fixed by #365 or #370
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@ThomasRalee
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bug Something isn't working
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DEX v2

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@bangjelkoski
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Add support for order book aggregation based on minimum price increments.
image
@albertchon
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This is purely a FE feature, not related to BE, reassigned to @bangjelkoski

@bangjelkoski bangjelkoski added feature New feature request and removed enhancement labels Jun 27, 2021
@albertchon albertchon added this to Freezer in DEX v1 Jul 12, 2021
@achilleas-kal achilleas-kal mentioned this issue Jul 15, 2021
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@albertchon albertchon moved this from Freezer to Upcoming in DEX v1 Jul 17, 2021
@albertchon albertchon moved this from Upcoming to Freezer in DEX v1 Aug 3, 2021
@bangjelkoski bangjelkoski added this to To do in DEX v2 Sep 4, 2021
@bangjelkoski bangjelkoski removed this from Freezer in DEX v1 Sep 4, 2021
@bangjelkoski bangjelkoski changed the title Minimum price increments for orderbook aggregation [Market] Minimum price increments for orderbook aggregation Oct 20, 2021
@ThomasRalee ThomasRalee mentioned this issue Nov 9, 2021
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DEX v2 automation moved this from To do to Done Nov 10, 2021
@achilleas-kal
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Hey @ThomasRalee I noticed we sometimes roundup the numbers depending on the decimals so I managed to replicate two cases..to a trader this looks like a huge bug as the "orders are not being matched" but it's actually related to the rounding.

The bid (buy) orders should always have a lower price than the ask (sell orders), if they cross then that means they should have been filled. We should never see buy and sell orders at exactly the same price in the orderbook.

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@achilleas-kal achilleas-kal reopened this Nov 11, 2021
DEX v2 automation moved this from Done to In progress Nov 11, 2021
@achilleas-kal achilleas-kal added bug Something isn't working and removed feature New feature request labels Nov 11, 2021
@ThomasRalee ThomasRalee mentioned this issue Nov 11, 2021
Merged
DEX v2 automation moved this from In progress to Done Nov 12, 2021
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@ThomasRalee ThomasRalee

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@ThomasRalee @bangjelkoski @albertchon @achilleas-kal