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Kraken Exchange
@krakenfx
1/3 Yesterday a test of an unreleased advanced order type encountered a bug which resulted in the order's prices being matched against the wrong side of the book. Some clients bought from the tester at $8000 and others sold at $12000 without clearing the intervening liquidity.
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Boban Milošević
@bobanmil
1. Whose idea was to run tests on your production environment? 2. Which "clients" had a chance to buy BTC at $8000 and sell at $12000, while the market price was around $10250?
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Jesse Powell
@jespow
You’re arguing for going straight from test env to full public rollout without a production limited beta? You have to go to prod at some point. This particular feature had already seen thousands of tests over several months. This just reinforces our careful, staged approach.
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Boban Milošević
@bobanmil
Having "order's prices being matched against the wrong side of the book" is a bug of critical severity. Are you saying that "thousands of tests over several months" passed this test case on staging environment, but somehow failed in production?
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Chan-Ho Suh
@chanhosuh
Yeah, that caught my eye too. I worked on a trading system and we always had redundant checks, and yes, they slowed things down, but we figured better safe than sorry... on the other hand, it was our company's money at risk, not clients...
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