pikers
/
piker
3
0
Fork 0
Code Issues 4 Pull Requests 6 Packages Projects Releases Wiki Activity

Fix sub-slot-remains limiting for -ve sizes 

In the short case (-ve size) we had a bug where the last sub-slots worth
of exit size would never be limited to zero once the allocator limit pos
size was hit (i.e. you could keep going more -ve on the pos,
exponentially per slot over the limit). It's a simple fix, just
a `max()` around the `l_sub_pp` var used in the next-step-size calc.

Resolves #392
size_in_shm_token
Tyler Goodlet 2022-08-28 13:05:06 -04:00
parent 5c8c5d8fbf
commit 46d3fe88ca
1 changed files with 7 additions and 5 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

12
piker/clearing/_allocate.py
View File

@ -96,7 +96,7 @@ class Allocator(Struct):
def next_order_info( def next_order_info(
self, self,
# we only need a startup size for exit calcs, we can the # we only need a startup size for exit calcs, we can then
# determine how large slots should be if the initial pp size was # determine how large slots should be if the initial pp size was
# larger then the current live one, and the live one is smaller # larger then the current live one, and the live one is smaller
# then the initial config settings. # then the initial config settings.
@ -137,12 +137,14 @@ class Allocator(Struct):
# an entry (adding-to or starting a pp) # an entry (adding-to or starting a pp)
if ( if (
action == 'buy' and live_size > 0 or
action == 'sell' and live_size < 0 or
live_size == 0 live_size == 0
or (action == 'buy' and live_size > 0)
or action == 'sell' and live_size < 0
): ):
order_size = min(
order_size = min(slot_size, l_sub_pp) slot_size,
max(l_sub_pp, 0),
)
# an exit (removing-from or going to net-zero pp) # an exit (removing-from or going to net-zero pp)
else: else: