From cb3f9986f9488dd7cd5e0c1ac14096fc62b5cd9c Mon Sep 17 00:00:00 2001 From: Charlie Date: Fri, 26 Jul 2024 13:32:12 +0100 Subject: [PATCH] chore: fix markdownlint --- protocol/0062-SPAM-spam_protection.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/protocol/0062-SPAM-spam_protection.md b/protocol/0062-SPAM-spam_protection.md index 7dea91f45..d71f80ce8 100644 --- a/protocol/0062-SPAM-spam_protection.md +++ b/protocol/0062-SPAM-spam_protection.md @@ -92,7 +92,7 @@ Before any order or liquidity commitment is accepted for a perpetual futures or Further, given the network parameter: `spam.order.minimalMarginQuantumMultiple` (between 0 and infinite) If the maintenance margin for a given transaction is smaller than the parameter `spam.order.minimalMarginQuantumMultiple`, then the transaction is pre-block rejected. -I.e. if `(rf + linear slippage param) x size x price < spam.order.minimalMarginQuantumMultiple x asset quantum amount` then the order is rejected. Here `rf` is the risk factor (and will be different for long and for short) `linear slippage param` is a market parameter and `size` and `price` are assumed to be correctly scaled by, PDPs and MDPs respectively. +I.e. if `(rf + linear slippage param) x size x price < spam.order.minimalMarginQuantumMultiple x asset quantum amount` then the order is rejected. Here `rf` is the risk factor (and will be different for long and for short) `linear slippage param` is a market parameter and `size` and `price` are assumed to be correctly scaled by, PDPs and MDPs respectively. For pegged orders `mark price +/- offset` should be used in place of price. The `mark price` value can be cached from end of last block (if that helps for performance, we need this to be cheap). In opening auctions pegged orders should be rejected. @@ -107,7 +107,7 @@ Before any order or liquidity commitment is accepted for a spot market, check th Further, given the network parameter: `spam.order.minimalHoldingQuantumMultiple` (between 0 and infinite) If the holding requirement for a given transaction is smaller than the parameter `spam.order.minimalHoldingQuantumMultiple`, then the transaction is pre-block rejected. -I.e. if `size x price < spam.order.minimalHoldingQuantumMultiple x quote asset quantum amount` then the order is rejected. Here `size` and `price` are assumed to be correctly scaled by, PDPs and MDPs respectively. +I.e. if `size x price < spam.order.minimalHoldingQuantumMultiple x quote asset quantum amount` then the order is rejected. Here `size` and `price` are assumed to be correctly scaled by, PDPs and MDPs respectively. For pegged orders `last traded price +/- offset` should be used in place of price. The `last traded price` value can be cached from end of last block (if that helps for performance). In opening auctions pegged orders should be rejected.