Fix market order clearing price calculation#46
Merged
Conversation
philipsu522
approved these changes
Jun 16, 2022
masih
pushed a commit
that referenced
this pull request
Sep 26, 2025
* Remove Non-Multiplier Gas Meter * Remove go mod changes * Remove go sum changes
masih
pushed a commit
that referenced
this pull request
Oct 1, 2025
masih
pushed a commit
that referenced
this pull request
Oct 9, 2025
Update config description and defaults
This file contains hidden or 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
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Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be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.
We use a uniform clearing price for all market orders for the same pair in the same block.
The old clearing price calculation logic is the weighted average of the mid point between market order's price limit and order book order's price limit. Such calculation has been shown to be vulnerable to exploitations.
The new clearing price calculation is the weighted average of only order book side's price limit.
Tested with unit tests