bsip38: correction about rounding
This commit is contained in:
parent
2a9e24f600
commit
a1e5901540
1 changed files with 5 additions and 4 deletions
|
@ -141,10 +141,11 @@ Generally, when two orders got matched, the order matching engine will favor
|
||||||
the larger order while rounding.
|
the larger order while rounding.
|
||||||
|
|
||||||
When a call order got matched with a limit order, if the call order has no
|
When a call order got matched with a limit order, if the call order has no
|
||||||
`target_CR` option set, or has `target_CR` option set but covering debt is
|
`target_CR` option set but its debt is more than the limit order offered,
|
||||||
smaller than maximum debt to cover, both means the call order is larger,
|
or the call order has `target_CR` option set but `max_debt_to_cover`
|
||||||
so its paid collateral will be rounded down, so its collateral ratio will
|
is more than the limit order offered, both means the call order is larger,
|
||||||
increase after partially filled.
|
according to the rounding rule, the call order's paid collateral will be
|
||||||
|
rounded down, so its collateral ratio will increase after partially filled.
|
||||||
|
|
||||||
If the call order has `target_CR` option set and is covering the whole "maximum
|
If the call order has `target_CR` option set and is covering the whole "maximum
|
||||||
debt to cover", to be fair, we should consider that part of call order to be
|
debt to cover", to be fair, we should consider that part of call order to be
|
||||||
|
|
Loading…
Reference in a new issue