Fixed bug in Omnipool arbitrager

galacticcouncil · Jul 12, 2023 · 993db55 · 993db55
1 parent 8e884b8
commit 993db55
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Showing 2 changed files with 3 additions and 2 deletions.
diff --git a/hydradx/model/amm/trade_strategies.py b/hydradx/model/amm/trade_strategies.py
@@ -485,7 +485,8 @@ def strategy(state: GlobalState, agent_id: str) -> None:
                 if delta_Qi > 0:
                     dr[i] = r[asset] * delta_Qi / (q[asset] + delta_Qi) * (1 - asset_fees[i])
                 else:
-                    dr[i] = r[asset] * delta_Qi / (q[asset] + delta_Qi) / (1 - lrna_fees[i])
+                    delta_Qi_fee_adj = delta_Qi / (1 - lrna_fees[i])
+                    dr[i] = r[asset] * delta_Qi_fee_adj / (q[asset] + delta_Qi_fee_adj)
             profit = sum([dr[i] * prices[i] for i in range(len(prices))])
             if profit < 0:
                 if j > 0:

diff --git a/hydradx/tests/test_omnipool_agents.py b/hydradx/tests/test_omnipool_agents.py
@@ -97,7 +97,7 @@ def test_omnipool_arbitrager_feeless(omnipool: oamm.OmnipoolState, market: list,
 
 
 # @settings(max_examples=10000)
-@reproduce_failure('6.39.6', b'AXicY5q21t2625ph/UwWCZE8Vv/zu857bGF9lFS/rtaG/z+Dy4QUK6ggg7+h29ZbMvwLE88vu1kH5THdftezVEKVwXrTK3cnJ6ggIwDM+iJ/')
+# @reproduce_failure('6.39.6', b'AXicY5q21t2625ph/UwWCZE8Vv/zu857bGF9lFS/rtaG/z+Dy4QUK6ggg7+h29ZbMvwLE88vu1kH5THdftezVEKVwXrTK3cnJ6ggIwDM+iJ/')
 @given(omnipool_reasonable_config(token_count=3), reasonable_market(token_count=3), arb_precision_strategy)
 def test_omnipool_arbitrager(omnipool: oamm.OmnipoolState, market: list, arb_precision: int):
     omnipool.trade_limit_per_block = float('inf')