Question: Liquidation position selection priority

[djm07073]

Context

PR #535 introduced pseudorandom position selection to prevent bias toward certain perpetuals.

Current Behavior

// protocol/x/clob/keeper/liquidations.go:165
indexOffset := k.GetPseudoRand(ctx).Intn(numPositions)
for i := 0; i < numPositions; i++ {
    position := subaccount.PerpetualPositions[(i+indexOffset)%numPositions]
    if !subaccountLiquidationInfo.HasPerpetualBeenLiquidatedForSubaccount(position.PerpetualId) {
        return position.PerpetualId, nil
    }
}

• Random starting offset for position iteration
• Single position per subaccount per block
• No risk-based prioritization

Scenario

When a subaccount has multiple positions with varying risk levels:

Position	Margin Utilization
ETH-USD	70%
BTC-USD	95% ← Critical
SOL-USD	78%

If random selection picks ETH-USD first, the critical BTC-USD position waits until the next block. During high volatility, this delay could push it from liquidatable → bankruptcy, potentially increasing insurance fund utilization.

Is this a known trade-off that was intentionally accepted for performance or fairness reasons?

[linear]

GH-186