add not about prediction markets in margin system docs

source/index.html.md

@@ -1835,7 +1835,7 @@ Where
 * \\(p_i\\) is the price for spot market \\(i\\)
 * \\(w_i^l\\) is the liability weight for spot market \\(i\\)
 * \\(ba_j\\) is the base amount for perp market \\(j\\)
-* \\(o_j\\) is the oracle price for perp market \\(j\\)
+* \\(o_j\\) is the price for perp/prediction market \\(j\\)
 * \\(qp_j\\) is the quote asset price for perp market \\(j\\)
 * \\(m_j\\) is the margin ratio for perp market \\(j\\)
 
@@ -1850,6 +1850,10 @@ The prices used for deposits, borrows and perp quote assets differ between the i
 the current oracle price. The initial check uses the `min(oracle_price, oracle_twap)` for deposits and positive perp pnl and `max(oracle_price, oracle_twap)`
 for borrows, negative perp pnl and perp base amount.
 
+For prediction markets, the price used in the margin system depends on the direction of the position. For short positions (betting no), the margin system uses
+1 - oracle price. For long position (betting yes), it uses the oracle price. This is the account for the user's worst case loss. E.g. if a user shorts at $.01,
+their worst case loss is $.99.
+
 # Numerical Precisions
 
 To maintain numerical precision, the on-chain program stores all values as integers.