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Implement arbitrage #2539

Merged
merged 9 commits into from
May 15, 2023
Merged

Implement arbitrage #2539

merged 9 commits into from
May 15, 2023

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hdevalence
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Builds on #2538

@hdevalence hdevalence temporarily deployed to smoke-test May 11, 2023 07:40 — with GitHub Actions Inactive
Base automatically changed from arbitrage to main May 11, 2023 19:34
@hdevalence hdevalence mentioned this pull request May 15, 2023
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@hdevalence hdevalence temporarily deployed to smoke-test May 15, 2023 16:18 — with GitHub Actions Inactive
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dex: implement arbitrage
ae30e86 
Arbitrage is implemented as path routing from the arb token to itself, with a
price limit of 1.0.  The arb execution is wrapped in a nested state
transaction, to allow double-checking that the arbitrage is actually profitable
before committing it.
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hdevalence commented May 15, 2023 •
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~~The current commit is triggering an .expect in the filling code, which should not happen: https://gist.github.com/hdevalence/4a5e6c7e8cf8fb981528fa455c4a8e43 ~~

Since that code wasn't changed by this PR, we should figure out what problem is uncovered by this PR.

Update: this was because I created an illegal position in the unit tests.

@hdevalence hdevalence temporarily deployed to smoke-test May 15, 2023 17:27 — with GitHub Actions Inactive
@hdevalence hdevalence temporarily deployed to smoke-test May 15, 2023 18:03 — with GitHub Actions Inactive
@hdevalence hdevalence marked this pull request as ready for review May 15, 2023 18:12
@hdevalence hdevalence changed the title [WIP] implement arbitrage Implement arbitrage May 15, 2023
@hdevalence hdevalence temporarily deployed to smoke-test May 15, 2023 19:40 — with GitHub Actions Inactive
@hdevalence hdevalence merged commit 5592e84 into main May 15, 2023
@hdevalence hdevalence deleted the arbitrage-impl branch May 15, 2023 20:06
@hdevalence hdevalence mentioned this pull request May 16, 2023
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