A fuzzing run using the market sim tool with the risk and price monitoring parameters from this proposal and some fairly thin markets generated by bots (config I used in this branch) looks to generally run ok when using price series of a few random days in the past. One day hits a short price monitoring auction but in general they stay in continuous trading it seems. (Happy to talk anyone through using this if they want. There are a fair few levers one can pull in terms of agent behaviour so more runs with different behaviour can always help!)
