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More funding payments during auctions and suspended markets #2098

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davidsiska-vega opened this issue Jan 8, 2024 · 0 comments · Fixed by #2108
Closed

More funding payments during auctions and suspended markets #2098

davidsiska-vega opened this issue Jan 8, 2024 · 0 comments · Fixed by #2108
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@davidsiska-vega
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A possible suggestion is to scale funding payments that fall within auctions by the fraction of time the market spent in continuous trading out of the funding window.

Mark price isn't updating during auctions and hence we ought not to update the index price twap either.

Context is e.g. what happens now if we wanted to close the SOLUSD market where the funding payments are pretty massive.

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