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Consider Limit Orders as User Orders #772
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I just realized we aren't computing surplus properly for limit orders either. |
MartinquaXD
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Nov 14, 2022
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LGTM. 👍
vkgnosis
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Nov 14, 2022
sistemd
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Nov 14, 2022
sunce86
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Nov 14, 2022
Co-authored-by: Martin Beckmann <[email protected]>
Co-authored-by: ennmichael <[email protected]>
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Throughout the code, we assume
order_trades == user_trades
(in order words, all custom price trades are non-user orders). This is because previously, we only had market and liquidity orders, so the distinction was true.This PR adds removes
order_trades
andcustom_price_trades
methods in favour of newtrades
(for all trades) anduser_trades
(for user trades) methods, which IMO helps clarify intent as to which trades we care about at the various call-sites.With this, we fix the issue where limit orders aren't considered as user orders in some places.
One thing I noticed and am not very fond of is the current
Settlement
vsSettlementEncoder
abstraction. Specifically, I think the way that the current separation is designed contributed to this being an issue in the first place. I plan on submitting a follow-up PR that will refactor this into something that will be (IMO) nicer to use and less error prone.Test Plan
Existing tests continue to pass. Adjusted some tests to create limit orders to be considered as user orders.