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4/7 * Each LE sorts users by risk (probability of getting liquidated). * Improvement: a single shared sorted map can be generated across the threads
5/7 * Depending on the size of the position to be liquidated, LEO can be run into the book or positions can be acquired by the system and sold via more complex algos. We call it liquidation stages (LS).
6/7 * When a LEO gets processed, the OB thread evaluates (querying UD) if the user should still be liquidated and using which LS. * We tested this system with 100sK users + apocalyptic cascading liquidations and ended up always in ensuring the 0-sum game
7/7 * Complexity of this solution relies in write tests (we have more than 1000 automated simulations running) * Happy to elaborate if not really clear. * These are the types of solutions used in huge brokers with M of customers. No much way around it.
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