dex: implement execution against positions #2125
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Co-Authored-By: erwanor <erwan.ounn.84@gmail.com>
Co-Authored-By: erwanor <erwan.ounn.84@gmail.com>
Co-Authored-By: erwanor <erwan.ounn.84@gmail.com>
Co-Authored-By: erwanor <erwan.ounn.84@gmail.com>
hdevalence
changed the title
zbuc
approved these changes
Mar 10, 2023
It's much more intuitive to have the direction be "forwards" (trade 1 for 2) than "backwards" (trade 2 for 1) Co-Authored-By: erwanor <erwan.ounn.84@gmail.com>
Co-Authored-By: erwanor <erwan.ounn.84@gmail.com>
Co-Authored-By: erwanor <erwan.ounn.84@gmail.com>
Co-Authored-By: erwanor <erwan.ounn.84@gmail.com>
This was referenced Mar 10, 2023
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In particular, the
PositionManagernow has afill_againstmethod. Now that this code exists, we're ready to write a state machine test that creates a few LP positions, tests different executions against them (using a to-be-written method that finds the cheapest position for a trading pair), and checks that the executions are as expected.