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Limit orders pool implementation #2

Merged
merged 15 commits into from
Dec 12, 2024
Merged

Limit orders pool implementation #2

merged 15 commits into from
Dec 12, 2024

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moodysalem
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moodysalem and others added 15 commits November 14, 2024 12:09
* Finish limit order implementation

* Run cargo fmt

* Fix wrong interpretation of active_tick_index = None

Saturate instead of wrapping around when we're at the high tick bounds
* Finish limit order implementation

* Run cargo fmt

* Fix wrong interpretation of active_tick_index = None

Saturate instead of wrapping around when we're at the high tick bounds

* Fix behavior when changing swap directions
Also improve performance by not doing a partial swap to the active tick index price limit if the active tick index is the highest/lowest seen tick index
@moodysalem moodysalem marked this pull request as ready for review December 12, 2024 20:07
@moodysalem moodysalem merged commit 5da0547 into main Dec 12, 2024
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@moodysalem moodysalem deleted the limit-orders branch December 12, 2024 20:07
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2 participants