Commodity Instruments - Negative Prices

[fabz1]

Hello,
I'm just evaluating your system for the use within commodity trading, where prices can be negative when running out of storage/flexibility (e.g. electricity, oil). I noticed that both the Instrument and Commodity class have a constraint on min_price >= 0.
Would it be possible to allow negative prices while still handle downstream tasks such as PnL or Margin calculations correctly?

[stefansimik]

Just adding additional related info from Discord:

• Submitting orders with negative prices seems no issue
  • so also Commodity instrument should allow them,
  • or even better parent Instrument should not block negative prices by default (as Instrument is parent for all more specific instruments).

[cjdsellers]

Hi @fabz1

Thanks for reaching out.

I think this makes sense and isn't too hard to shuffle the validation checks around to allow negative priced commodities.