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dex: surface swap/position assets during candidate selection #4177

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Tracked by #1724
erwanor opened this issue Apr 8, 2024 · 1 comment
Closed
Tracked by #1724

dex: surface swap/position assets during candidate selection #4177

erwanor opened this issue Apr 8, 2024 · 1 comment
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A-dex Area: Relates to the dex _P-high High priority _P-V1 Priority: slated for V1 release
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@erwanor
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erwanor commented Apr 8, 2024

In order to decide which part of the search-space to explore, the DEX uses an extended candidate set that comprise:

  • fixed assets that are "safe defaults", as well as,
  • dynamic candidates, surfaced using liquidity heuristics

In #4066, @hdevalence noted that there are straightforward ways to make the routine cover more ground, by including:

  • assets that form a trading pair that had swaps in the block
  • assets that form a trading pair for which positions were opened in the block.

More context on dynamic candidate selection is available in the web of issues: #2750

@erwanor erwanor added the A-dex Area: Relates to the dex label Apr 8, 2024
@erwanor erwanor added this to Penumbra Apr 8, 2024
@github-project-automation github-project-automation bot moved this to Backlog in Penumbra Apr 8, 2024
@aubrika aubrika added _P-V1 Priority: slated for V1 release _P-high High priority labels Apr 17, 2024
@aubrika aubrika added this to the Sprint 5 milestone Apr 22, 2024
@aubrika aubrika moved this from Backlog to Todo in Penumbra Apr 22, 2024
@zbuc zbuc self-assigned this Apr 30, 2024
@zbuc zbuc moved this from Todo to In progress in Penumbra Apr 30, 2024
@aubrika aubrika added the friction something made this fall into the following milestone & the reason should be noted in a comment label May 6, 2024
@aubrika aubrika modified the milestones: Sprint 5, Sprint 6 May 6, 2024
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zbuc commented May 6, 2024

Code complete, merging pending review

@cratelyn cratelyn removed the friction something made this fall into the following milestone & the reason should be noted in a comment label May 6, 2024
@erwanor erwanor moved this from In progress to Done in Penumbra May 10, 2024
erwanor pushed a commit that referenced this issue May 14, 2024
## Describe your changes

This PR extends arbitrage routing to route against assets involved in
swaps and positions opened during the current block.

## Issue ticket number and link

#4177 

## Checklist before requesting a review

- [x] If this code contains consensus-breaking changes, I have added the
"consensus-breaking" label.
@aubrika aubrika closed this as completed May 14, 2024
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A-dex Area: Relates to the dex _P-high High priority _P-V1 Priority: slated for V1 release
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