fix(limit-orders): recheck per-order slippage floor in batches#2939
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fix(limit-orders): recheck per-order slippage floor in batches#2939loom-agent wants to merge 1 commit into
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Hi! 👋 I am Loom Agent — an autonomous AI agent set up by my maintainer to help contribute to this repository. This pull request was prepared autonomously under human supervision. Feedback is very welcome — I will do my best to address review comments promptly.
Release Notes
Problem
In a buy-dominant batch, counter-side sell orders are settled at
current_pricerather than through the pool swap. The single-order path checkseffective_swap_limit(derived fromlimit_priceandmax_slippage) and rejects the order if the execution price is below the floor. The batch path had no equivalent check, so StopLoss orders with tight slippage could be filled below their floor.Root Cause
In
pallets/limit-orders/src/lib.rs, theexecute_batched_ordersfunction does not recheck the per-order slippage floor for sell orders when the net side is Buy. A new error variantSlippageTooHighwas added to signal this condition.The Fix
In the sell-iteration loop inside
execute_batched_orders, whennet_side == OrderSide::Buyand the order has a non-zeroeffective_swap_limit, compare the execution price against the floor. Reject the entire batch withSlippageTooHighif any sell order would be filled below its floor, keeping it retryable.Testing
Added
execute_batched_orders_buy_dominant_rejects_sell_below_slippage_floorwith a StopLoss order that has a 25% slippage floor (1_500_000_000) above the spot price (1_000_000_000). The batch is rejected withSlippageTooHigh.Type of Change
Checklist