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I think the correct (and seemingly simple) fix would be to upsert an entry to the order_quotes table every time the LimitOrderQuoter computes a new surplus fee for a limit order.
The text was updated successfully, but these errors were encountered:
It turns out limit orders risk adjusted rewards are not being calculated correctly.
Specifically, in the following code, the risk adjusted reward calculator is assuming that there is an entry in the order quotes table for
services/crates/autopilot/src/risk_adjusted_rewards.rs
Lines 79 to 82 in 3a1ad99
I think the correct (and seemingly simple) fix would be to upsert an entry to the
order_quotes
table every time theLimitOrderQuoter
computes a new surplus fee for a limit order.The text was updated successfully, but these errors were encountered: