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Leave auctions slower, or at least check how long we're in them #612

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TomMcL opened this issue Feb 14, 2024 · 0 comments
Open

Leave auctions slower, or at least check how long we're in them #612

TomMcL opened this issue Feb 14, 2024 · 0 comments
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@TomMcL
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TomMcL commented Feb 14, 2024

A change for #587 has been merged which stops markets from always being forcibly taken out of opening auction immediately, however some agents (chiefly the limit order ones) have actions which may trigger it to leave opening auction anyway.

Investigate how long markets are staying in opening auction post this change and find a way to modify agent behaviour if it is too short still

@TomMcL TomMcL self-assigned this Feb 14, 2024
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