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Add changeable tick size to markets #10635

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gordsport opened this issue Feb 13, 2024 · 0 comments · Fixed by #10762
Closed

Add changeable tick size to markets #10635

gordsport opened this issue Feb 13, 2024 · 0 comments · Fixed by #10762
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breaking-change feature new feature to be developed

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@gordsport
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Requirements

A new market parameter, tick size arbitrary decimal, check that if this is divided by 10^-marketDPs we get an integer. E.g. 0.005 with 3 mdps is 0.005/0.001 = 5 is valid but 0.005 with 2 mdps is not.

Reject orders that are not integer multiples of tick size.

If a market proposal changes tick size:
0) check that if this is divided by 10^-mdps we get integer - this can be part of proposal validation since mdps won't change.
2) go through the book at enactment and remove all volume that is not integer multiple of new tick size

Specs:

@gordsport gordsport added this to the 🏛️ Colosseo milestone Feb 13, 2024
@gordsport gordsport transferred this issue from vegaprotocol/core-test-coverage Feb 13, 2024
@gordsport gordsport added feature new feature to be developed and removed blocked labels Feb 26, 2024
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