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Skew positions based on available reserves #5

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zbuc opened this issue May 12, 2023 · 0 comments
Open

Skew positions based on available reserves #5

zbuc opened this issue May 12, 2023 · 0 comments

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@zbuc
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zbuc commented May 12, 2023

To attempt to maintain equilibrium in total reserves between blocks, in the case that one side of a position has been traded against more than another, the subsequent position should be skewed to incentivize trading in the other direction.

In reality the naive approach described above might not be suitable as we have a more complex set of interactions between the total reserves and the positions being created. This may involve some kind of optimization problem.

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