gnosis / gnosis/dex-open-solver
OWL connection price not correct, if fees generated are bigger than available sellamou
- 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