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WIP: fix outputAmountPerEth isZero

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This commit is contained in:
Jacob Evans
2022-07-20 14:48:48 +10:00
parent d03d2f254d
commit 8d6e62c4f8
3 changed files with 34 additions and 5 deletions
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2
packages/asset-swapper/src/utils/market_operation_utils/fills.ts
View File

@@ -29,7 +29,7 @@ export function ethToOutputAmount({
}): BigNumber {
return !outputAmountPerEth.isZero()
? outputAmountPerEth.times(ethAmount).integerValue()
: inputAmountPerEth.times(ethAmount).times(output.dividedToIntegerBy(input));
: inputAmountPerEth.times(ethAmount).times(output.dividedBy(input));
}
export function nativeOrderToFill(

5
packages/asset-swapper/src/utils/market_operation_utils/multihop_utils.ts
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@@ -23,7 +23,8 @@ export function getBestTwoHopQuote(
exchangeProxyOverhead?: ExchangeProxyOverhead,
fillAdjustor?: FillAdjustor,
): { quote: DexSample<MultiHopFillData> | undefined; adjustedRate: BigNumber } {
const { side, inputAmount, outputAmountPerEth, quotes } = marketSideLiquidity;
const { side, inputAmount, outputAmountPerEth, quotes, inputAmountPerEth } = marketSideLiquidity;
console.log({ outputAmountPerEth });
const { twoHopQuotes } = quotes;
// Ensure the expected data we require exists. In the case where all hops reverted
// or there were no sources included that allowed for multi hop,
@@ -46,6 +47,7 @@ export function getBestTwoHopQuote(
quote,
inputAmount,
outputAmountPerEth,
inputAmountPerEth,
feeSchedule,
exchangeProxyOverhead,
fillAdjustor,
@@ -60,6 +62,7 @@ export function getBestTwoHopQuote(
filteredQuotes[0],
inputAmount,
outputAmountPerEth,
inputAmountPerEth,
feeSchedule,
exchangeProxyOverhead,
fillAdjustor,

32
packages/asset-swapper/src/utils/market_operation_utils/rate_utils.ts
View File

@@ -4,7 +4,7 @@ import { BigNumber } from '@0x/utils';
import { MarketOperation } from '../../types';
import { SOURCE_FLAGS, ZERO_AMOUNT } from './constants';
import { adjustOutput } from './fills';
import { adjustOutput, ethToOutputAmount } from './fills';
import { IdentityFillAdjustor } from './identity_fill_adjustor';
import {
DexSample,
@@ -27,6 +27,7 @@ export function getTwoHopAdjustedRate(
twoHopQuote: DexSample<MultiHopFillData>,
targetInput: BigNumber,
outputAmountPerEth: BigNumber,
inputAmountPerEth: BigNumber,
fees: FeeSchedule = {},
exchangeProxyOverhead: ExchangeProxyOverhead = () => ZERO_AMOUNT,
fillAdjustor: FillAdjustor = new IdentityFillAdjustor(),
@@ -43,7 +44,32 @@ export function getTwoHopAdjustedRate(
SOURCE_FLAGS[fillData.secondHopSource.source];
// Penalty of going to those sources in terms of output
const sourcePenalty = outputAmountPerEth.times(fees[ERC20BridgeSource.MultiHop]!(fillData).fee).integerValue();
// const outputPerEthRate = outputAmountPerEth.eq(ZERO_AMOUNT)
console.log({
targetInput,
output: twoHopQuote.output,
price: twoHopQuote.output.dividedBy(targetInput),
outputAmountPerEth,
inputAmountPerEth,
guess: ethToOutputAmount({
input: targetInput,
output: twoHopQuote.output,
inputAmountPerEth,
outputAmountPerEth: ZERO_AMOUNT,
ethAmount: 1,
}),
});
const outputEthRate = outputAmountPerEth.isZero()
? ethToOutputAmount({
input: targetInput,
output: twoHopQuote.output,
inputAmountPerEth,
outputAmountPerEth: ZERO_AMOUNT,
ethAmount: 1,
})
: outputAmountPerEth;
const sourcePenalty = outputEthRate.times(fees[ERC20BridgeSource.MultiHop]!(fillData).fee).integerValue();
// Create a Fill so it can be adjusted by the `FillAdjustor`
const fill: Fill = {
@@ -74,7 +100,7 @@ export function getTwoHopAdjustedRate(
? BigNumber.min(adjustedOutputLeft, adjustedOutputRight)
: BigNumber.max(adjustedOutputLeft, adjustedOutputRight);
const pathPenalty = outputAmountPerEth.times(exchangeProxyOverhead(flags)).integerValue();
const pathPenalty = outputEthRate.times(exchangeProxyOverhead(flags)).integerValue();
const pathAdjustedOutput = adjustOutput(side, fillAdjustedOutput, pathPenalty);
return getRate(side, input, pathAdjustedOutput);