fix: when uncrossing after auction refine approximately expanded AMMs… #11736
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jeremyletang
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… in the volume maximising range
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closes #11715
When the crossed region is large we approximate AMM orders to avoid lots of calculations when working out the volume-maximising-range. This approximation is usually fine execpt in the case where the volume-maximising range is bound by a real order on the book. In this situation the AMM's approximate order will straddle with bound and its luck whether the uncrossing will work.
What we do now is that for any AMM's that were expanded approximately, when we come to actually uncross the book, we refine its expansion accurately only in this volume-maximising-range. We then recalculate the volume-maximising-range with the more accurate expansion in the region we actually care about.