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market-audit's Issues

Stop order can never be cancelled

/\ Contains(stops[askCoin, bidCoin], pos)

This expression will evaluate to false when attempting to fire Close() action over an already existing stop position. I.e. given an existing stop position P, in TLA+ terms, action Close(P) is not enabled ( = cannot become part of a valid behaviour).

This means that a DEX implementation following this market model will not support cancelling of stop orders.

This is caused by line 152, where a new stop order is added to orders collection attached to <bidCoin, askCoin> pair, while here we attempt to remove it from a orders collection attached to <askCoin, bidCoin> pair.

Underspecified `Close`

Following #9, we've noticed that the behavior of Close is likely underspecified. Specifically, it appears that Close merely removes a position from limits/stops, but does not perform any account balance update. According to our understanding, closing a position should decrease the balance associated with bidCoin and increase the balance associated with askCoin (across different accounts).

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