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change solvency invariant check to use rust api #1534

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dpaiton opened this issue Jun 17, 2024 · 0 comments
Open

change solvency invariant check to use rust api #1534

dpaiton opened this issue Jun 17, 2024 · 0 comments
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enhancement A feature or refactor request

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@dpaiton
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dpaiton commented Jun 17, 2024

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.
@dpaiton dpaiton assigned dpaiton and unassigned dpaiton Jun 17, 2024
@dpaiton dpaiton added the enhancement A feature or refactor request label Jun 17, 2024
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