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As part of vAMM, remove the part of the margin calculation where we estimate slippage from order book... #2081

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davidsiska-vega opened this issue Dec 13, 2023 · 1 comment
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@davidsiska-vega
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davidsiska-vega commented Dec 13, 2023

... and allow lower margin based on that.

I.e. the margin will be based on (linear slippage factor + rf) x price x size

And max leverage is simply 1/ (linear slippage factor + rf)

@gordsport
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@peterbarrow / @wwestgarth - please can we do some performance review/thinkings and see if this is likely to be required

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