Expand description
Where prices and sizes may sit on a perp or a spot pair: a price keeps at most
6 - szDecimals places on a perp and 8 - szDecimals on spot, then five significant figures
unless it is whole; a size keeps szDecimals. A market order’s bound is the reference moved by
the slippage. HIP-4 outcomes have their own grid (crate::markets::outcomes::px).
Structs§
- Grid
- One asset’s grid: its size decimals, and whether its prices take the perp or the spot ceiling.
Constants§
- MAX_
SLIPPAGE - The most slippage a market order is let take: half the price.
- MINIMUM_
ORDER_ VALUE - The venue refuses an order worth less than this, in the quote.
- PERP_
PRICE_ PLACES - Places a perp price may use before its size decimals are taken off.
- SIGNIFICANT_
FIGURES - A price keeps at most this many significant figures, unless it is whole.
- SPOT_
PRICE_ PLACES - Places a spot price may use before its size decimals are taken off.