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Liquidation pricing improvements #130

Merged
merged 3 commits into from
Nov 2, 2023
Merged

Liquidation pricing improvements #130

merged 3 commits into from
Nov 2, 2023

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jkbpvsc
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@jkbpvsc jkbpvsc commented Nov 1, 2023

Currently liquidators often lose money bc we price liquidations with an ema (which is often lagging).
We should use a non weighted price (non-ema) for pricing liquidations with price bands.

@jkbpvsc jkbpvsc changed the title fix: price liquidations with price bias Liquidation pricing improvements Nov 1, 2023
@jkbpvsc jkbpvsc merged commit 5be684b into main Nov 2, 2023
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@jkbpvsc jkbpvsc deleted the j/liquidation-pricing-fix branch November 2, 2023 13:27
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2 participants