Tighter peg when collateral price rises and settlement fund is not empty or settlement order exists

[abitmore]

User Story

For a MPA, if there was a black swan event (so the global settlement fund or the individual settlement fund is not empty, or the individual settlement order exists), when the price (market value) of the collateral asset rises and passes a certain point (I.E. the settlement price of the corresponding fund), the MPA starts to be trading at a premium. In some cases, the premium can be substantial. This is not ideal. To mitigate this, when paying from the global / individual settlement fund or the individual settlement order, the price should be the same as the margin call order price (MCOP = feed_price / (MSSR - MCFR)).

Impacts Describe which portion(s) of BitShares Core may be impacted by your request. Please tick at least one box.

• [ ] API (the application programming interface)
• [ ] Build (the build process or something prior to compiled code)
• [ ] CLI (the command line wallet)
• [ ] Deployment (the deployment process after building such as Docker, Travis, etc.)
• [x] DEX (the Decentralized EXchange, market engine, etc.)
• [ ] P2P (the peer-to-peer network for transaction/block propagation)
• [ ] Performance (system or user efficiency, etc.)
• [x] Protocol (the blockchain logic, consensus, validation, etc.)
• [ ] Security (the security of system or user data, etc.)
• [ ] UX (the User Experience)
• [ ] Other (please add below)

CORE TEAM TASK LIST

• [ ] Evaluate / Prioritize Feature Request
• [ ] Refine User Stories / Requirements
• [ ] Define Test Cases
• [ ] Design / Develop Solution
• [ ] Perform QA/Testing
• [ ] Update Documentation

[abitmore]

Done via #2721.

[abitmore]

Done via #2721 and #2727.