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@sli-tao sli-tao commented May 21, 2025

Taoshi Pull Request

Description

Fix bug to use currency conversion rate at order processed_ms time instead of current time.
Add order value and volume attributes. Orders must be specified using one of either leverage, value, and volume, and the other two will be derived. Pnl calculations will now use the order volume.

TODO:

  • backfill value and volume for old orders
  • need to track cost of open positions

Related Issues (JIRA)

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Checklist

  • I have tested my changes on testnet.
  • I have updated any necessary documentation.
  • I have added unit tests for my changes (if applicable).
  • If there are breaking changes for validators, I have (or will) notify the community in Discord of the release.

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Definition of Done

  • Code has been reviewed.
  • All checks and tests pass.
  • Documentation is up to date.
  • Approved by at least one reviewer.

Checklist (for the reviewer)

  • Code follows project conventions.
  • Code is well-documented.
  • Changes are necessary and align with the project's goals.
  • No breaking changes introduced.

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/cc @mention_reviewer

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deepsource-io bot commented May 21, 2025

Here's the code health analysis summary for commits f553451..fda25c4. View details on DeepSource ↗.

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@sli-tao sli-tao changed the title Feat/real position sizes Order value and volume attributes May 21, 2025
@sli-tao sli-tao closed this Nov 3, 2025
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2 participants