Add test for slippage #89
Closed
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
- adds functionality to tenderly for getting trace information from settlements - adds initial implementation for computing token imbalances from this data todo: - cover more corner cases - convert to eth using some price feed and make it an actual test
sell amounts for market orders were not exactly equal to the sell amount due to rounding errors. It not now uses the exact expression for the buy amount to circumvent the issue.
otherwise a missing token might result in an error
not sure why that takes longer than doing actual simulations
|
What is the status of this @fhenneke ? |
|
The code is outdated. I have refactored half of it but will not have time to clean it up now. This PR might become relevant again if we decide to refactor slippage accounting. |
|
Closing as slippage will follow a different approach in the future. A new test could be added once we have infrastructure around imbalances. |
Sign up for free
to subscribe to this conversation on GitHub.
Already have an account?
Sign in.
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
This is a draft PR for including a slippage test.
At the moment it computes buffer changes from tenderly settlement information. Those imbalances are corrected for fees.
TODO