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[Bug]: offset is allowed to be less than the tickSize #11304

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ze97286 opened this issue May 21, 2024 · 0 comments · Fixed by #11305
Closed

[Bug]: offset is allowed to be less than the tickSize #11304

ze97286 opened this issue May 21, 2024 · 0 comments · Fixed by #11305
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@ze97286
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ze97286 commented May 21, 2024

Problem encountered

the offset validation against a tick size is not taking into account the priceFactor (market/asset decimals ratio)

Observed behaviour

example:
pegged order pegged to mid price with offset 100 in market decimals.
market has one more decimals than asset so price factor = 0.1
tickSize is 100 (in asset!)
this setting shouldn't be allowed as the effective offset is actually 10 which is lower than the market tick size.

Expected behaviour

pegged offset should be validated against a tickSize in asset units.

Steps to reproduce

1. Submit `xyz` transaction
2. With this payload
3. Query `abc` API
4. Observe the error

Software version

v0.76.4

Failing test

No response

Jenkins run

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Configuration used

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Relevant log output

No response

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