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Move settlement ranking logic into separate component
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,142 @@ | ||
| use crate::{ | ||
| driver::solver_settlements::{self, retain_mature_settlements}, | ||
| metrics::{SolverMetrics, SolverRunOutcome}, | ||
| settlement::{external_prices::ExternalPrices, PriceCheckTokens, Settlement}, | ||
| settlement_rater::{RatedSolverSettlement, SettlementRating}, | ||
| solver::{SettlementWithError, Solver, SolverRunError}, | ||
| }; | ||
| use anyhow::Result; | ||
| use gas_estimation::GasPrice1559; | ||
| use num::{rational::Ratio, BigInt}; | ||
| use rand::prelude::SliceRandom; | ||
| use std::{sync::Arc, time::Duration}; | ||
|
|
||
| type SolverResult = (Arc<dyn Solver>, Result<Vec<Settlement>, SolverRunError>); | ||
|
|
||
| pub struct SettlementRanker { | ||
| pub metrics: Arc<dyn SolverMetrics>, | ||
| pub settlement_rater: Box<dyn SettlementRating>, | ||
| // TODO: these should probably come from the autopilot to make the test parameters identical for | ||
| // everyone. | ||
| pub min_order_age: Duration, | ||
| pub max_settlement_price_deviation: Option<Ratio<BigInt>>, | ||
| pub token_list_restriction_for_price_checks: PriceCheckTokens, | ||
| } | ||
|
|
||
| impl SettlementRanker { | ||
| /// Discards settlements without user orders and settlements which violate price checks. | ||
| /// Logs info and updates metrics about the out come of this run loop for each solver. | ||
| fn discard_illegal_settlements( | ||
| &self, | ||
| solver: &Arc<dyn Solver>, | ||
| settlements: Result<Vec<Settlement>, SolverRunError>, | ||
| external_prices: &ExternalPrices, | ||
| ) -> Vec<Settlement> { | ||
| let name = solver.name(); | ||
| match settlements { | ||
| Ok(mut settlement) => { | ||
| for settlement in &settlement { | ||
| tracing::debug!(solver_name = %name, ?settlement, "found solution"); | ||
| } | ||
|
|
||
| // Do not continue with settlements that are empty or only liquidity orders. | ||
| let settlement_count = settlement.len(); | ||
| settlement.retain(solver_settlements::has_user_order); | ||
| if settlement_count != settlement.len() { | ||
| tracing::debug!( | ||
| solver_name = %name, | ||
| "settlement(s) filtered containing only liquidity orders", | ||
| ); | ||
| } | ||
|
|
||
| if let Some(max_settlement_price_deviation) = &self.max_settlement_price_deviation { | ||
| let settlement_count = settlement.len(); | ||
| settlement.retain(|settlement| { | ||
| settlement.satisfies_price_checks( | ||
| solver.name(), | ||
| external_prices, | ||
| max_settlement_price_deviation, | ||
| &self.token_list_restriction_for_price_checks, | ||
| ) | ||
| }); | ||
| if settlement_count != settlement.len() { | ||
| tracing::debug!( | ||
| solver_name = %name, | ||
| "settlement(s) filtered for violating maximum external price deviation", | ||
| ); | ||
| } | ||
| } | ||
|
|
||
| let outcome = match settlement.is_empty() { | ||
| true => SolverRunOutcome::Empty, | ||
| false => SolverRunOutcome::Success, | ||
| }; | ||
| self.metrics.solver_run(outcome, name); | ||
|
|
||
| settlement | ||
| } | ||
| Err(err) => { | ||
| let outcome = match err { | ||
| SolverRunError::Timeout => SolverRunOutcome::Timeout, | ||
| SolverRunError::Solving(_) => SolverRunOutcome::Failure, | ||
| }; | ||
| self.metrics.solver_run(outcome, name); | ||
| tracing::warn!(solver_name = %name, ?err, "solver error"); | ||
| vec![] | ||
| } | ||
| } | ||
| } | ||
|
|
||
| /// Computes a list of settlements which pass all pre-simulation sanity checks. | ||
| fn get_legal_settlements( | ||
| &self, | ||
| settlements: Vec<SolverResult>, | ||
| prices: &ExternalPrices, | ||
| ) -> Vec<(Arc<dyn Solver>, Settlement)> { | ||
| let mut solver_settlements = vec![]; | ||
| for (solver, settlements) in settlements { | ||
| let settlements = self.discard_illegal_settlements(&solver, settlements, prices); | ||
| for settlement in settlements { | ||
| solver_settlements.push((solver.clone(), settlement)); | ||
| } | ||
| } | ||
|
|
||
| // TODO this needs to move into the autopilot eventually. | ||
| // filters out all non-mature settlements | ||
| retain_mature_settlements(self.min_order_age, solver_settlements) | ||
| } | ||
|
|
||
| /// Determines legal settlements and ranks them by simulating them. | ||
| /// Settlements get partitioned into simulation errors and a list | ||
| /// of `RatedSettlement`s sorted by ascending order of objective value. | ||
| pub async fn rank_legal_settlements( | ||
| &self, | ||
| settlements: Vec<SolverResult>, | ||
| external_prices: &ExternalPrices, | ||
| gas_price: GasPrice1559, | ||
| ) -> Result<(Vec<RatedSolverSettlement>, Vec<SettlementWithError>)> { | ||
| let solver_settlements = self.get_legal_settlements(settlements, external_prices); | ||
|
|
||
| // log considered settlements. While we already log all found settlements, this additonal | ||
| // statement allows us to figure out which settlements were filtered out and which ones are | ||
| // going to be simulated and considered for competition. | ||
| for (solver, settlement) in &solver_settlements { | ||
| tracing::debug!( | ||
| solver_name = %solver.name(), ?settlement, | ||
| "considering solution for solver competition", | ||
| ); | ||
| } | ||
|
|
||
| let (mut rated_settlements, errors) = self | ||
| .settlement_rater | ||
| .rate_settlements(solver_settlements, external_prices, gas_price) | ||
| .await?; | ||
|
|
||
| // Before sorting, make sure to shuffle the settlements. This is to make sure we don't give | ||
| // preference to any specific solver when there is an objective value tie. | ||
| rated_settlements.shuffle(&mut rand::thread_rng()); | ||
|
|
||
| rated_settlements.sort_by(|a, b| a.1.objective_value().cmp(&b.1.objective_value())); | ||
| Ok((rated_settlements, errors)) | ||
| } | ||
| } |
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