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Consider WARP radix-based logarithmic matching #452

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alnoki opened this issue Aug 30, 2023 · 2 comments
Open

Consider WARP radix-based logarithmic matching #452

alnoki opened this issue Aug 30, 2023 · 2 comments
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enhancement New feature or request

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alnoki commented Aug 30, 2023

Note that matching is logarithmic but settlement is still linear, as the removed subtree will still need to be processed during the claiming process

https://www.youtube.com/watch?v=E4YkppHQZgw

Intro 1:20:22
Start 1:28:00

@alnoki alnoki added the enhancement New feature or request label Aug 30, 2023
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alnoki commented Aug 31, 2023

Note that this model does not address self-matching prevention during execution of a removed subtree

However, self match behavior could be instituted as CANCEL_MAKER, such that self matching would not halt the claim process

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alnoki commented Sep 8, 2023

Note that this model might not appear order price/size change algorithms as needed

e.g. if size increases the order should go to the back of the queue for the price level

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