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Undercollateralized short positions should be called regardless of asks #606
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abitmore
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For: * #338 Margin call order fills at price of matching limit_order * #343 Inconsistent sorting of call orders between matching against a limit order and a force settle order * #453 Multiple limit order and call order matching issue * #606 Undercollateralized short positions should be called regardless of asks
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For: * #338 Margin call order fills at price of matching limit_order * #343 Inconsistent sorting of call orders between matching against a limit order and a force settle order * #453 Multiple limit order and call order matching issue * #606 Undercollateralized short positions should be called regardless of asks
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Done with #829. |
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See these screenshots for example:
There is one bitCNY short position whose collateral ratio is below 175%. However, because there are asks (selling CNY for BTS) with price (x BTS per CNY) lower than the feed price (named "settlement" on the screenshot), according to current rule, the short position is not margin called, instead, it shows a yellow price which is much higher than market price hanging on the order book. I think the short position should be matched with the top asks.
More discussion is here: https://bitsharestalk.org/index.php/topic,25886.0.html
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