Skip to content

change solvency invariant check to use rust api #1534

@dpaiton

Description

@dpaiton

The solvency invariant check is presently written out in Python. We should be using a binding from the Rust API because 1) we have specific rounding behavior we prefer when checking this, and 2) the check itself is also used in the max long & max short flows.

Metadata

Metadata

Assignees

No one assigned

    Labels

    enhancementA feature or refactor request

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions