cowprotocol / cowprotocol/ebbo
Absolute batch tolerances do not scale with number of trades
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- Dominant language
- Python
- Stars
- 6
- Forks
- 1
- PR merge metrics
- No merged PRs in 30d
Description
At the moment, if there are many orders in a batch absolute tolerances in e.g. the cost coverage test are easily reached. This is, however, not an indication of misbehavior.
We should think about scaling the absolute tolerance up in case of multiple orders in a batch. Linear scaling might be the right thing to do: if there are n orders in a batch then the tolerance for an alert should be n times the absolute tolerance for a single order batch.
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by locating the cost coverage test and the code that computes absolute tolerances for a batch. Inspect how the number of orders is represented and determine where a batch-size adjustment belongs. Done means multi-order batches no longer trigger false alerts while single-order behavior remains unchanged, with tests covering both cases.
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Assessment
- Tech stack
- python
- Domain
- backend
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 35/100