crowetic/protocol
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Fix: PLP now generates a fallback (#223)

Browse Source 
* fix: PLP requires a fallback

* update changelog

* Fix missed source exclusion
This commit is contained in:
Jacob Evans
2021-05-05 08:22:19 +10:00
committed by GitHub
parent c00ce9daac
commit a2643674ca
2 changed files with 21 additions and 9 deletions
Download Patch File Download Diff File Expand all files Collapse all files

8
packages/asset-swapper/CHANGELOG.json
View File

@@ -2,6 +2,10 @@
{
"version": "6.10.0",
"changes": [
{
"note": "Reactivate PancakeSwapV2 and BakerySwap VIP on BSC",
"pr": 222
},
{
"note": "Add LUSD Curve pool",
"pr": 218
@@ -21,6 +25,10 @@
{
"note": "Disable WETH based SnowSwap pools",
"pr": 220
},
{
"note": "PLP now includes a fallback due to observed collisions",
"pr": 223
}
]
},

22
packages/asset-swapper/src/utils/market_operation_utils/index.ts
View File

@@ -554,25 +554,29 @@ export class MarketOperationUtils {
throw new Error(AggregationError.NoOptimalPath);
}
// Generate a fallback path if native orders are in the optimal path.
const nativeFills = optimalPath.fills.filter(f => f.source === ERC20BridgeSource.Native);
if (opts.allowFallback && nativeFills.length !== 0) {
// Generate a fallback path if sources requiring a fallback (fragile) are in the optimal path.
// Native is relatively fragile (limit order collision, expiry, or lack of available maker balance)
// LiquidityProvider is relatively fragile (collision)
const fragileSources = [ERC20BridgeSource.Native, ERC20BridgeSource.LiquidityProvider];
const fragileFills = optimalPath.fills.filter(f => fragileSources.includes(f.source));
if (opts.allowFallback && fragileFills.length !== 0) {
// We create a fallback path that is exclusive of Native liquidity
// This is the optimal on-chain path for the entire input amount
const nonNativeFills = fills.filter(p => p.length > 0 && p[0].source !== ERC20BridgeSource.Native);
const nonNativeOptimalPath = await findOptimalPathAsync(side, nonNativeFills, inputAmount, opts.runLimit, {
const sturdyFills = fills.filter(p => p.length > 0 && !fragileSources.includes(p[0].source));
const sturdyOptimalPath = await findOptimalPathAsync(side, sturdyFills, inputAmount, opts.runLimit, {
...penaltyOpts,
exchangeProxyOverhead: (sourceFlags: number) =>
// tslint:disable-next-line: no-bitwise
penaltyOpts.exchangeProxyOverhead(sourceFlags | optimalPath.sourceFlags),
});
// Calculate the slippage of on-chain sources compared to the most optimal path
// if within an acceptable threshold we enable a fallback to prevent reverts
if (
nonNativeOptimalPath !== undefined &&
(nativeFills.length === optimalPath.fills.length ||
nonNativeOptimalPath.adjustedSlippage(optimalPathRate) <= maxFallbackSlippage)
sturdyOptimalPath !== undefined &&
(fragileFills.length === optimalPath.fills.length ||
sturdyOptimalPath.adjustedSlippage(optimalPathRate) <= maxFallbackSlippage)
) {
optimalPath.addFallback(nonNativeOptimalPath);
optimalPath.addFallback(sturdyOptimalPath);
}
}
const collapsedPath = optimalPath.collapse(orderOpts);