dex: rework fill_route to ensure we always make progress #2513
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hdevalence
commented
May 9, 2023
erwanor
reviewed
May 9, 2023
erwanor
reviewed
May 9, 2023
erwanor
reviewed
May 9, 2023
erwanor
reviewed
May 9, 2023
app/src/dex/router/fill_route2.rs
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| frontier_position_ids.insert(next_position_id); | ||
| frontier[constraining_index] = next_position; | ||
| // TODO: should we remove the old position's ID from the ID set? |
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I think, but I'm not certain, that we are missing a break 'next_position. AFAICT, it would make sense to have it here when we have a bona fide next_position to roll with
erwanor
reviewed
May 9, 2023
app/src/dex/router/fill_route2.rs
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| // We need to save these positions, because we mutated their state, even | ||
| // if we didn't fully consume their reserves. | ||
| for position in frontier { |
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I think this should be in the filling loop, otherwise we might execute against stale orders on later fils?
hdevalence
changed the title
Closes #2507 Co-Authored-By: Erwan Or <erwanor@penumbralabs.xyz>
There's a problem with how the way we currently do filling interacts with the way we check spill prices: we only get the effective price _after_ we execute along the frontier, at which point it's too late to bail out and not execute the price-limit-exceeding trades. We can fix this later, the only impact for now is that the price limit may be exceeded, giving a suboptimal route.
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Closes #2507 , along the lines of the comments there.