bsip38: correction about rounding
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1 changed files with 5 additions and 4 deletions
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@ -141,10 +141,11 @@ Generally, when two orders got matched, the order matching engine will favor
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the larger order while rounding.
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When a call order got matched with a limit order, if the call order has no
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`target_CR` option set, or has `target_CR` option set but covering debt is
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smaller than maximum debt to cover, both means the call order is larger,
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so its paid collateral will be rounded down, so its collateral ratio will
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increase after partially filled.
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`target_CR` option set but its debt is more than the limit order offered,
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or the call order has `target_CR` option set but `max_debt_to_cover`
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is more than the limit order offered, both means the call order is larger,
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according to the rounding rule, the call order's paid collateral will be
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rounded down, so its collateral ratio will increase after partially filled.
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If the call order has `target_CR` option set and is covering the whole "maximum
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debt to cover", to be fair, we should consider that part of call order to be
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