mrgnlabs / marginfi-v2

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Updating PYTH confidence interval multiple #86

Closed jkbpvsc closed 1 year ago

jkbpvsc commented 1 year ago

Updating the constant to be in line with Pyth recommendations.

We recommend considering a multiple of 2.12, which as mentioned above gives you a 95% probability that the true price is within the range (assuming Laplace distribution estimates are correct).

https://docs.pyth.network/pythnet-price-feeds/best-practices#confidence-intervals