Finish limit order implementation #3
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Saturate instead of wrapping around when we're at the high tick bounds
moodysalem
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Dec 12, 2024
* limit orders * more progress on limit orders pool * checkpoint * Finish limit order implementation (#3) * 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 * failing unit test * remove an unnecessary unsigned abs * Fix limit orders behavior when changing swap directions (#4) * 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 * demonstrate trade not going all the way through * bug was with active liquidity * add a failing test * Fix unpulled order tick index computation (#5) 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 * add more unit tests * constructor validation for limit order pool * add one more constructor validation test --------- Co-authored-by: die-herdplatte <[email protected]>
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