mango-v4

Commit Graph

Author	SHA1	Message	Date
Christian Kamm	ec99376a8f	Perp: Allow setting pnl asset weights (#391 ) This replaces the previous distinction between trusted and untrusted markets, they are equivalent to setting the asset weights to 1 or 0 instead. This way, we can weigh positive pnl in the trusted case at less than 1 which is more correct from a risk point of view and allows for more flexibility when it comes to liquidation. Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>	2023-01-16 16:49:09 +01:00
Christian Kamm	c5d875e04d	Perp settle limit extension to realized pnl (#359 ) Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>	2023-01-11 14:32:15 +01:00
Christian Kamm	a29a736ba2	Move src/state/health/ -> src/health/	2022-12-08 20:48:44 +01:00

Author

SHA1

Message

Date

Christian Kamm

ec99376a8f

Perp: Allow setting pnl asset weights (#391 )

This replaces the previous distinction between trusted and untrusted
markets, they are equivalent to setting the asset weights to 1 or 0
instead.

This way, we can weigh positive pnl in the trusted case at less than 1
which is more correct from a risk point of view and allows for more
flexibility when it comes to liquidation.

Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>

2023-01-16 16:49:09 +01:00

Christian Kamm

c5d875e04d

Perp settle limit extension to realized pnl (#359 )

Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>

2023-01-11 14:32:15 +01:00

Christian Kamm

a29a736ba2

Move src/state/health/ -> src/health/

2022-12-08 20:48:44 +01:00

3 Commits