Fixed bug in Omnipool arbitrager

galacticcouncil · Jul 12, 2023 · b11f448 · b11f448
1 parent acbd1dc
commit b11f448
Showing 1 changed file with 2 additions and 1 deletion.
diff --git a/hydradx/model/amm/trade_strategies.py b/hydradx/model/amm/trade_strategies.py
@@ -500,7 +500,8 @@ def strategy(state: GlobalState, agent_id: str) -> GlobalState:
                 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: