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bsip38: update rounding

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abitmore 2018-04-11 07:47:54 -04:00
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bsip-0038.md
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@ -103,9 +103,6 @@ The result is a rational number as well.
As described in [BSIP 35](bsip-0035.md), at last we need to convert the As described in [BSIP 35](bsip-0035.md), at last we need to convert the
rational numbers to integers, so rounding is involved. rational numbers to integers, so rounding is involved.
Since maximum debt to cover is primarily used in order matching algorithm, we
will only focus on it here.
When calculating maximum debt to cover, the goal is to go over the specified When calculating maximum debt to cover, the goal is to go over the specified
target but not go too far beyond. target but not go too far beyond.
That said, if a short position got matched with a big limit order, after That said, if a short position got matched with a big limit order, after
@ -115,6 +112,19 @@ fraction, need to plus it by one Satoshi; otherwise, need to round it up.
An effectively same approach is to round down then add one Satoshi onto the An effectively same approach is to round down then add one Satoshi onto the
result. result.
With `max_debt_to_cover` in integer, `max_amount_to_sell` in integer should be
calculated as:
```
max_amount_to_sell = round_up(max_debt_to_cover / match_price)
```
Then adjust `max_debt_to_cover` to be more accurate with:
```
max_debt_to_cover = round_down(max_amount_to_sell * match_price)
```
## Rounding on Order Matching, and Edge Cases ## Rounding on Order Matching, and Edge Cases
Rounding rules about order matching are defined in [BSIP 35](bsip-0035.md). Rounding rules about order matching are defined in [BSIP 35](bsip-0035.md).