Add slippage protection for eth_bots#740

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sentilesdal merged 14 commits intomainfrom

Jul 26, 2023

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sentilesdal commented Jul 25, 2023 •

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This PR add slippage protection to the agent trades in eth_bots. This is accomplished by adding a new function smart_contract_preview_transaction that will do a dry run of a transaction and return the results. The result is then multiplied by the slippage_tolerance to get either the min_output or the max_deposit for the actual transaction. Along the way several other improvements were made:

made Trade generic. This allows us to specify Trade[HyperdriveMarketAction] so we now know what kind of trade is in the Trade envelope.
fixed a floating point error in SECONDS_IN_YEAR constant
lint fixes in other files, comments and ignoring type warnings for pandas.

vercel Bot commented Jul 25, 2023 •

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elfpy/agents/policies/random_agent.py

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elfpy/agents/policies/lp_and_withdraw.py

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elfpy/agents/policies/single_short.py

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elfpy/agents/policies/smart_long.py

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elfpy/agents/policies/smart_short.py

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elfpy/eth/transactions.py

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elfpy/eth/transactions.py

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elfpy/bots/agent_config.py

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sentilesdal added 11 commits

July 26, 2023 08:58


          lint - fixup comments

7f487d7


          test expected amounts in random agent


          ignore terrible types

f33a091


          fix floating point error

ec3374d


          make Trade generic

1da9447


          specify type of trade

77daed9


          add slippage protection when executing trades

560a6d1


          thread through the slippage_tolerance

e13df87


          pr fixes

3a707e3


          fixup .env

a48b94a


          lint fixes

7e66291

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          fixes lint errors

e503501

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          fix short fn_args bug

d0588d5

improve typing and expose base_token_contract as well to make debugging
easier.  nice to be able to go up the stack trace and use the
base_token_contract to view balances

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          make error message better, reset username

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sentilesdal merged commit 8a33186 into main

sentilesdal deleted the matt-slippage branch

July 26, 2023 17:57

This was referenced Jul 27, 2023

fix get_max_short and get_max_long #440

Closed

Add agent slippage controls #581

Closed

add gas (tip) costs to give users the ability to front-run trades #38

Closed

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