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The open margin orders list shows my call prices at 2x the feed price at entry, while the help text seems to indicate it should be 1.5x.
C:\Program Files\BitShares\bin>bitshares_client.exe --rebuild-index
Clearing database index
Loading config from file: C:\Users\AppData\Roaming\BitShares\config.json
Using blockchain checkpoints from file: C:\Users\User\AppData\Roaming\BitShares\checkpoints.json
Tracking Statistics: true
Initializing genesis state from built-in genesis file
Please be patient, this will take a few minutes...
Successfully re-indexed 0 blocks in 1 seconds.
Blockchain size changed from 0MiB to 0MiB.
------------ error --------------
10001 db_in_use_exception: Database in Use
Unable to open database C:/Users/User/AppData/Roaming/BitShares/peers.leveldb
Corruption: error in middle of record
{"db":"C:/Users/User/AppData/Roaming/BitShares/peers.leveldb","msg":"Corruption
: error in middle of record"}
p2p level_pod_map.hpp:62 bts::db::level_pod_map<unsigned int,struct bts::ne
t::potential_peer_record>::open
{"dir":"C:/Users/User/AppData/Roaming/BitShares/peers.leveldb","create":true,"c
ache_size":0}
p2p level_pod_map.hpp:67 bts::db::level_pod_map<unsigned int,struct bts::ne
t::potential_peer_record>::open
Backing Ratio = Collateral * Average Feed Price / Share Supply
Do we really need market order functionality for two linked trades?
How about:
1) The client searches all open limit orders (like the ripple path-finder) and determines the best combination of orders to move from Asset1 -> BitUSD -> Asset2.
2) The client then files a fill-or-kill order combination (one or more limit order(s) Asset1 -> BitUSD plus one or more limit order(s) BitUSD -> Asset2).
This order combination could only be executed in total or not at all and would have a fairly short expiry (maybe one minute) so that it could be altered and reposted if unsuccessful.
Isn't this exactly what we have been discussing? The problem isn't what I call the atomic chained market orders, but rather the existence of limit orders rather than the current WYAIWYG (what-you-ask-is-what-you-get) orders in BitShares. With a naive implementation of limit orders, you open the system up for front running attacks.
Now perhaps you didn't mean to say "limit orders" but rather WYAIWYG orders. In that case it solves the front running issue, but I worry that the fill-or-kill combined order you described is technically challenging to implement. I wouldn't want a chained order that sits in the order book because that complicates the matching logic. I want these chained orders to either fully get executed within a block (if the total conversion cost is less than the specified limit) or not execute at all.
