Fixed bug in Omnipool arbitrager (#145)

* Fixed bug in Omnipool arbitrager * Removed upper bound that does not exist in implementation
galacticcouncil · Jul 14, 2023 · f81aa59 · f81aa59
1 parent acbd1dc
commit f81aa59
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Showing 2 changed files with 2 additions and 5 deletions.
diff --git a/hydradx/model/amm/omnipool_amm.py b/hydradx/model/amm/omnipool_amm.py
@@ -923,10 +923,6 @@ def execute_add_liquidity(
     if (state.total_value_locked + quantity * usd_price(state, tkn_add)) > state.tvl_cap:
         return state.fail_transaction('Transaction rejected because it would exceed the TVL cap.', agent)
 
-    if (state.liquidity[tkn_add] + quantity) > 10 ** 12:
-        # TODO: this may not actually exist as part of the protocol
-        return state.fail_transaction('Asset liquidity cannot exceed 10 ^ 12.', agent)
-
     # assert quantity > 0, f"delta_R must be positive: {quantity}"
     if tkn_add not in state.asset_list:
         for sub_pool in state.sub_pools.values():

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: