gnosis / gnosis/dex-open-solver

OWL connection price not correct, if fees generated are bigger than available sellamou

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Dominant language
Python
Stars
14
Forks
7
PR merge metrics
No merged PRs in 30d

Description

During the dia sell, the open-solver found initially only uninteresting solutions (cf. [here](https://gnosis-dev-dfusion.s3.amazonaws.com/data/mainnet_prod/open-solver/results/2020-08-03/instance_5321531_2020-08-03T13%3A02%3A01.317883457%2B00%3A00/solution-graph.html) ).

The reason is that the [created marker](https://github.com/gnosis/dex-open-solver/blob/master/src/token_pair_solver/solver.py#L134) order for settling all the collected fees was so much bigger than the available sell volume in OWL and hence the clearing price of this OWL-USD batch was ridiculously low.

Hence, the prices for OWL were so low, that the generated fees were too little to be better than the other solutions found on the other pairs and no solution with DIA was found.

Contributor guide

No contributing guide indexed for this repository

Research direction

Start in src/token_pair_solver/solver.py around line 134 and inspect how the created marker orders collected fees against available OWL sell volume. Reproduce or examine the linked open-solver result, then verify that an OWL-USD batch with fees larger than available volume does not produce a misleadingly low clearing price or prevent the DIA solution from being found.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
backend, fintech-quant
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
35/100

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