The unpaired exposure problem is the hardest part to solve right. Especially on Poly where the CLOB can have very different depth on each side. I ran into this exact issue where one side fills instantly but the other side has like 5k liquidity vs 30k on the first. You basically need a naked position tracker that halts new pairs on that match until you close the leg. Otherwise you end up accumulating directional risk thinking youre arbing.