feat: exclude time spent in auction from perpetual TWAP #10054
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
wwestgarth
requested review from
candida-d,
gordsport and
a team
as code owners
wwestgarth
force-pushed
the
9936-perps-in-auction
branch
from
6a02ddd to
85ac321
Compare
candida-d
approved these changes
Nov 14, 2023
wwestgarth
force-pushed
the
9936-perps-in-auction
branch
from
85ac321 to
0ec5f0e
Compare
wwestgarth
force-pushed
the
9936-perps-in-auction
branch
from
0ec5f0e to
20588f9
Compare
ValentinTrinque
approved these changes
Nov 15, 2023
|
|
||
| // if the market is in a none opening-auction we need to tell the instrument | ||
| if as.InAuction() && !as.IsOpeningAuction() { | ||
| tradableInstrument.Instrument.Product.UpdateAuctionState(ctx, true) |
There was a problem hiding this comment.
This can be replaced by the higher level method you exposed:
tradableInstrument.Instrument.UpdateAuctionState()
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
closes #9936