vegaprotocol/specs

Add spec for order transaction ordering within blocks

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Add a spec for ordering transactions within a block for a given market such that post-only changes and cancellations come first, allowing market makers to offer tighter prices with less risk from toxic flow.

#2231

Make sure we're clear that batches either:

  • contain nothing "potentially aggressive" (post only orders, or cancels) in which case the whole batch gets priority and doesn't get delayed. If it has amends it's potentially aggressive.
  • if the batch contains a single aggressive transaction it gets delayed

1, Standalone cancels
2, Batches as a whole
3, Standalone creates

Make sure we mention that delayed orders need to go into snapshots.