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Use max(order price, auction price) for margin calculation in auction, in cross-margin mode #11036

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witgaw opened this issue Mar 28, 2024 · 0 comments · Fixed by #11035
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Use max(order price, auction price) for margin calculation in auction, in cross-margin mode #11036

witgaw opened this issue Mar 28, 2024 · 0 comments · Fixed by #11035
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witgaw commented Mar 28, 2024 •
edited

Where auciton price is max(indicative uncrossing price, last known mark price)

vegaprotocol/specs#2227
@witgaw witgaw self-assigned this Mar 28, 2024
@witgaw witgaw mentioned this issue Mar 28, 2024
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@witgaw witgaw changed the title Use max(order price, auction price) for margin calculation in auciton, in cross-margin mode Use max(order price, auction price) for margin calculation in auction, in cross-margin mode Mar 28, 2024
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Auction margin change: use max(order price, auction price) in cross-margin mode vegaprotocol/vega
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