[Bug]: With new mark price methodology some configurations allow mtm to happen without protective price monitoring auction being triggered

[gordsport]

Problem encountered

With the current mark-to-market methodology mark price only ever gets updated after triggers for price monitoring auctions are evaluated. In particular a large move in mark price is guaranteed to not happen unless it triggered a price monitoring auction first (which may result in a different mark price - and one that is more “appropriate”). In particular people holding positions were protected against large price swings caused e.g. by trader or algorithmic errors submitting completely spurious orders that would lead to a trade outside the price monitoring bounds.
New mark price methodology allows various different ways of setting up the mark price; some of the allowed configurations do not need trades to update mark price which means that there may be mark price updates outside the price monitoring bounds under some market configurations.
A suggested solution is offered in this spec pull request which may or may not be incorporated into vega core in future releases under the following issue

Software version affected

0.74.0

[gordsport]

Closing as a duplicate of: #10392