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Limit Order Risk Adjusted Rewards Not Being Calculated #891

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nlordell opened this issue Dec 1, 2022 · 0 comments · Fixed by #908
Closed

Limit Order Risk Adjusted Rewards Not Being Calculated #891

nlordell opened this issue Dec 1, 2022 · 0 comments · Fixed by #908
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@nlordell
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nlordell commented Dec 1, 2022

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

let quote = self
.quote(&order.metadata.uid)
.await?
.context("missing quote")?;

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.

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