delvtech / agent0

Analysis & simulation repo for Delv
https://agent0.readthedocs.io/en/latest/
Apache License 2.0
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change solvency invariant check to use rust api #1534

Open dpaiton opened 4 months ago

dpaiton commented 4 months ago

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.