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Check margin requirement for IOC orders in matching #141

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merged 7 commits into from
Dec 30, 2023
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@lumos42 lumos42 commented Dec 20, 2023

Why this should be merged

  1. Added a filter in matching pipeline that checks for margin requirements of IOC orders
  2. Added metric for unquenched liquidations
  3. Added metric for OrderMatchingError on combination of order type and error message

How this works

How this was tested

Not tested yet

How is this documented

@atvanguard atvanguard merged commit 445022b into main Dec 30, 2023
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@atvanguard atvanguard deleted the check_margin branch December 30, 2023 12:11
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2 participants