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fix: market-order slippage anchored against first-step crossable cost - #22

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crevelop merged 3 commits into
mainfrom
cr/market-order-fix
May 29, 2026
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fix: market-order slippage anchored against first-step crossable cost#22
crevelop merged 3 commits into
mainfrom
cr/market-order-fix

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Market orders no longer require a defined "mark price" to execute. They
anchor slippage against the cheapest crossable cost discovered on
iteration 0 of the take loop. Matches Polymarket-style semantics: the
displayed best price is the anchor; slippage is expressed as a percent
above it.

@crevelop crevelop self-assigned this May 29, 2026
@crevelop
crevelop requested a review from a team as a code owner May 29, 2026 00:16
@crevelop
crevelop merged commit 7dc26f6 into main May 29, 2026
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@crevelop
crevelop deleted the cr/market-order-fix branch May 29, 2026 00:19
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