diff --git a/README.md b/README.md
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+++ b/README.md
@@ -37,3 +37,5 @@ Number             | Title                                                    |
 [27](bsip-0027.md) | Asset Issuer Reclaim Fee Pool Funds                          | Abit More | Protocol | Accepted
 [28](bsip-0028.md) | Worker Proposal Improvements                                 | Bill Butler | Protocol | Draft
 [29](bsip-0029.md) | Asset issue change to require owner authority                | Fabian Schuh | Protocol | Draft
+[30](bsip-0030.md) | Always Allow Increasing Collateral Ratio If Debt Not Increased | Abit More | Protocol | Draft
+[31](bsip-0031.md) | Update Short Position's Margin Call Price After Partially Called Or Settled | Abit More | Protocol | Draft
diff --git a/bsip-0030.md b/bsip-0030.md
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+    BSIP: 0030
+    Title: Always Allow Increasing Collateral Ratio If Debt Not Increased
+    Author: Abit More <https://github.com/abitmore>
+    Status: Draft
+    Type: Protocol
+    Created: 2018-02-16
+    Discussion: https://github.com/bitshares/bitshares-core/issues/583,
+                https://github.com/bitshares/bitshares-core/issues/672
+    Replaces: -
+    Worker: To be done
+
+# Abstract
+
+Currently, when a short position's collateral ratio is below MCR (a parameter
+in price feed: `maintenance_collateral_ratio`) but is not completely filled
+immediately due to a lack of enough volume on the opposite side of the market,
+it will hang in the market and be waiting for being margin called.
+
+The owner then can adjust the order's collateral ratio **only if**
+* to close the position, or
+* the new collateral ratio is above MCR, or
+* the call order get completely filled (margin called) immediately.
+
+While this prevents shorters from maliciously reducing collateral ratio (to
+increase possibility of black swan event), it also prevents shorters from
+slightly increasing collateral ratio (to decrease possibility of black swan
+event).
+
+This BSIP proposes a mechanism to improve this situation.
+
+# Motivation
+
+Make the exchange system more user-friendly.
+
+# Rationale
+
+The ecosystem would get benefit if shorters are allowed to reduce risks to
+themselves while reducing risks to the system at same time.
+
+Current rules are a bit too strict, which can be loosed to:
+
+A shorter can adjust the position's collateral ratio **only if**
+* to close the position, or
+* the new collateral ratio is above MCR, or
+* the call order get completely filled (margin called) immediately, or
+* **the new ratio is higher than old ratio and debt is not increased**
+
+# Specifications
+
+In `do_apply()` function of `call_order_update_evaluator` class, if
+finally found the call order still in margin call territory,
+* don't throw an exception if `call_obj->collateralization()` is reduced, and
+* require `delta_debt` of `call_order_update_operation` to be non-positive.
+
+# Discussion
+
+[to be added if any]
+
+# Summary for Shareholders
+
+[to be added if any]
+
+# Copyright
+
+This document is placed in the public domain.
+
+# See Also
+
+* https://github.com/bitshares/bitshares-core/issues/583
+* https://github.com/bitshares/bitshares-core/issues/672
+* https://bitsharestalk.org/index.php?topic=25926.0
diff --git a/bsip-0031.md b/bsip-0031.md
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+    BSIP: 0031
+    Title: Update Short Position's Margin Call Price After Partially Called Or Settled
+    Author: Abit More <https://github.com/abitmore>
+    Status: Draft
+    Type: Protocol
+    Created: 2018-02-16
+    Discussion: https://github.com/bitshares/bitshares-core/issues/343,
+                https://github.com/bitshares/bitshares-core/issues/649
+    Replaces: -
+    Worker: To be done
+
+# Abstract
+
+Currently, when a short position get partially called or settled, the call
+price won't change, that said, even if its actual collateral ratio is higher
+than others, higher than minimum required, it will still be selling collateral
+at a low price, taking precedence over other short positions.
+
+This behavior is causing several issues:
+* it's somehow unfair, thus brought bad experience to shorters, and
+* it prevents black swan event from being triggered in time when needed,
+  because the collateral ratio of the 2nd even overall short positions may
+  be too low but not being checked, thus risks the pegging system.
+
+This BSIP proposes a mechanism to improve this situation.
+
+# Motivation
+
+Make the exchange system more user-friendly.
+
+# Rationale
+
+To attract more users, the system should be fair, should be well balanced.
+
+It's common sense that short positions with least collateral ratio should
+get margin called first. This can be achieved if always update the margin
+call price after every fill.
+
+# Specifications
+
+In `fill_order( const call_order_object& ...)` function of `database` class,
+update `call_price` field of `call_order_object` after debt or collateral
+changed to a non-zero value.
+
+In addtion, after `call_price` get updated, the iterators initialized with
+`by_price` index may be invalidated, so need to review / revise involved code,
+E.G. `check_call_orders(...)` function of `database` class.
+
+# Discussion
+
+[to be added if any]
+
+# Summary for Shareholders
+
+[to be added if any]
+
+# Copyright
+
+This document is placed in the public domain.
+
+# See Also
+
+* https://github.com/bitshares/bitshares-core/issues/343
+* https://github.com/bitshares/bitshares-core/issues/649
+* https://bitsharestalk.org/index.php?topic=25926.0