futarchy
futarchy copied to clipboard
Automatically calculate observation change lots
There's a variable max_observation_change_per_update_lots
which is now used to update the TWAP. The problem is that these updates lots vary based on the base and quote lots. So a $5 change might be 5_000
lots or 50_000
lots depending on the base lot size. Therefore to avoid any unfortunate mistakes, we should add a function that takes some absolute dollar value, e.g. $5 / 5_000_000
and automatically calculates the correct max_observation_change_per_update_lots
based on the base and quote lots of the market.