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AssetSwapper: Fix quote optimizer fee bug #2526
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dorothy-zbornak
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dorothy-zbornak
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dekz
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| const penalty = fill.adjustedOutput.minus(fill.output); | ||
| return fill.output.times(remainingInput.div(fill.input)).plus(penalty); |
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This is negative right? If so it would be clearer if it was:
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| const penalty = fill.adjustedOutput.minus(fill.output); | |
| return fill.output.times(remainingInput.div(fill.input)).plus(penalty); | |
| const penalty = fill.output.minus(fill.adjustedOutput); | |
| return fill.output.times(remainingInput.div(fill.input)).minus(penalty); |
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Nah, it can be positive for buys.
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Description
When the optimizer was building a quote, it wasn't clipping the input/output amounts of a tail-end fill by the remaining input amount. So a large enough fill (usually native orders) could be attributed a higher return rate than it really should. This fix also apparently improves quoted and realized prices slightly, even though I wasn't trying to.
Also updated the ethgasstation poll rate to ~half the block time, because gas price is a lot more mercurial during the end of the world.
Testing instructions
Types of changes
Checklist:
[WIP]if necessary.