Quote from: Markus on December 03, 2014, 11:59:19 am

I don't know if this is related to your problem but I experienced a situation I would call a bug as well:

Imagine the feed is 0.02 USD/BTS
There are no open short orders and no relevant open bids.
There is one open ask at 0.019 (so on the far side of the peg, something happening not often in the current market).

Now I post a short order limited at 0.019.

What happens is that the trade is executed because it matches an ask. BUT because shorts are always executed at the feed I actually pay 0.02 even though this is above my limit!

short will execute at price of min(feed price, limit price)

Code: [Select]

                // Always execute shorts at the feed price
                mtrx.bid_price = *_feed_price;

                // Skip shorts that are over the price limit.
                if( _current_bid->state.short_price_limit.valid() )
                {
                  if( *_current_bid->state.short_price_limit < mtrx.ask_price )
                  {
                      _current_bid.reset(); continue;
                  }
                  mtrx.bid_price = std::min( *_current_bid->state.short_price_limit, mtrx.bid_price );
                }
            }