Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

[EASY] Make gas offset configurable #15

Merged
merged 2 commits into from
Apr 10, 2024
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
3 changes: 2 additions & 1 deletion src/domain/dex/mod.rs
Original file line number Diff line number Diff line change
Expand Up @@ -108,6 +108,7 @@ impl Swap {
gas_price: auction::GasPrice,
sell_token: Option<auction::Price>,
simulator: &infra::dex::Simulator,
gas_offset: eth::Gas,
) -> Option<solution::Solution> {
let gas = if order.class == order::Class::Limit {
match simulator.gas(order.owner(), &self).await {
Expand Down Expand Up @@ -141,7 +142,7 @@ impl Swap {
interactions,
gas,
}
.into_solution(gas_price, sell_token)
.into_solution(gas_price, sell_token, gas_offset)
}

pub fn satisfies(&self, order: &domain::order::Order) -> bool {
Expand Down
8 changes: 3 additions & 5 deletions src/domain/solution.rs
Original file line number Diff line number Diff line change
Expand Up @@ -116,15 +116,13 @@ pub struct Single {
}

impl Single {
/// An approximation for the overhead of executing a trade in a settlement.
const SETTLEMENT_OVERHEAD: u64 = 106_391;

/// Creates a full solution for a single order solution given gas and sell
/// token prices.
pub fn into_solution(
self,
gas_price: auction::GasPrice,
sell_token: Option<auction::Price>,
gas_offset: eth::Gas,
) -> Option<Solution> {
let Self {
order,
Expand All @@ -147,7 +145,7 @@ impl Single {
Fee::Surplus(
sell_token?.ether_value(eth::Ether(
swap.0
.checked_add(Self::SETTLEMENT_OVERHEAD.into())?
.checked_add(gas_offset.0)?
.checked_mul(gas_price.0 .0)?,
))?,
)
Expand Down Expand Up @@ -198,7 +196,7 @@ impl Single {
]),
trades: vec![Trade::Fulfillment(Fulfillment::new(order, executed, fee)?)],
interactions,
gas: Some(eth::Gas(Self::SETTLEMENT_OVERHEAD.into()) + self.gas),
gas: Some(gas_offset + self.gas),
})
}
}
Expand Down
14 changes: 13 additions & 1 deletion src/domain/solver/dex/mod.rs
Original file line number Diff line number Diff line change
Expand Up @@ -6,6 +6,7 @@ use {
domain::{
auction,
dex::{self, slippage},
eth,
order::{self, Order},
solution,
solver::dex::fills::Fills,
Expand Down Expand Up @@ -38,6 +39,10 @@ pub struct Dex {

/// Handles 429 Too Many Requests error with a retry mechanism
rate_limiter: rate_limit::RateLimiter,

/// Amount of gas that gets added to each swap to tweak the cost coverage of
/// the solver.
gas_offset: eth::Gas,
}

/// The amount of time we aim the solver to finish before the final deadline is
Expand All @@ -61,6 +66,7 @@ impl Dex {
concurrent_requests: config.concurrent_requests,
fills: Fills::new(config.smallest_partial_fill),
rate_limiter,
gas_offset: config.gas_offset,
}
}

Expand Down Expand Up @@ -177,7 +183,13 @@ impl Dex {
let swap = self.try_solve(order, &dex_order, tokens, gas_price).await?;
let sell = tokens.reference_price(&order.sell.token);
let Some(solution) = swap
.into_solution(order.clone(), gas_price, sell, &self.simulator)
.into_solution(
order.clone(),
gas_price,
sell,
&self.simulator,
self.gas_offset,
)
.await
else {
tracing::debug!("no solution for swap");
Expand Down
13 changes: 13 additions & 0 deletions src/infra/config/dex/file.rs
Original file line number Diff line number Diff line change
Expand Up @@ -58,6 +58,12 @@ struct Config {

/// Settings specific to the wrapped dex API.
dex: toml::Value,

/// Amount of gas that gets added to each swap to adjust the cost coverage
/// of the solver.
#[serde(default = "default_gas_offset")]
#[serde_as(as = "serialize::U256")]
gas_offset: eth::U256,
}

fn default_relative_slippage() -> BigDecimal {
Expand All @@ -84,6 +90,12 @@ fn default_max_back_off() -> Duration {
Duration::from_secs(8)
}

fn default_gas_offset() -> eth::U256 {
// Rough estimation of the gas overhead of settling a single
// trade via the settlement contract.
106_391.into()
}

/// Loads the base solver configuration from a TOML file.
///
/// # Panics
Expand Down Expand Up @@ -137,6 +149,7 @@ pub async fn load<T: DeserializeOwned>(path: &Path) -> (super::Config, T) {
config.max_back_off,
)
.unwrap(),
gas_offset: eth::Gas(config.gas_offset),
};
(config, dex)
}
1 change: 1 addition & 0 deletions src/infra/config/dex/mod.rs
Original file line number Diff line number Diff line change
Expand Up @@ -23,4 +23,5 @@ pub struct Config {
pub concurrent_requests: NonZeroUsize,
pub smallest_partial_fill: eth::Ether,
pub rate_limiting_strategy: rate_limit::Strategy,
pub gas_offset: eth::Gas,
}
Loading