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rainlanguage · Dec 28, 2024 · 484390d · 484390d
1 parent 76b2b17
commit 484390d
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Showing 7 changed files with 28 additions and 33 deletions.
diff --git a/src/modes/interOrderbook.ts b/src/modes/interOrderbook.ts
@@ -3,7 +3,7 @@ import { BaseError, PublicClient } from "viem";
 import { getBountyEnsureBytecode } from "../config";
 import { BigNumber, Contract, ethers } from "ethers";
 import { containsNodeError, errorSnapshot } from "../error";
-import { estimateProfit, scale18To, withBigintSerializer } from "../utils";
+import { estimateProfit, ONE18, scale18To, withBigintSerializer } from "../utils";
 import { BotConfig, BundledOrders, ViemClient, DryrunResult, SpanAttrs } from "../types";
 
 /**
@@ -45,11 +45,11 @@ export async function dryrun({
     const opposingMaxInput = orderPairObject.takeOrders[0].quote!.ratio.isZero()
         ? ethers.constants.MaxUint256
         : scale18To(
-              maximumInputFixed
-                  .mul(orderPairObject.takeOrders[0].quote!.ratio)
-                  .div(`1${"0".repeat(18)}`),
+              maximumInputFixed.mul(orderPairObject.takeOrders[0].quote!.ratio).div(ONE18),
               orderPairObject.buyTokenDecimals,
-          );
+          )
+              .mul(110)
+              .div(100);
 
     const opposingMaxIORatio = orderPairObject.takeOrders[0].quote!.ratio.isZero()
         ? ethers.constants.MaxUint256
@@ -70,7 +70,7 @@ export async function dryrun({
     ]);
     const takeOrdersConfigStruct = {
         minimumInput: ethers.constants.One,
-        maximumInput,
+        maximumInput: maximumInput.mul(110).div(100), // +10% headroom
         maximumIORatio: ethers.constants.MaxUint256,
         orders: [orderPairObject.takeOrders[0].takeOrder],
         data: ethers.utils.defaultAbiCoder.encode(

diff --git a/src/modes/routeProcessor.ts b/src/modes/routeProcessor.ts
@@ -135,7 +135,7 @@ export async function dryrun({
 
         const takeOrdersConfigStruct = {
             minimumInput: ethers.constants.One,
-            maximumInput,
+            maximumInput: maximumInput.mul(110).div(100), // +10% headroom
             maximumIORatio: config.maxRatio ? ethers.constants.MaxUint256 : price,
             orders,
             data: ethers.utils.defaultAbiCoder.encode(["bytes"], [rpParams.routeCode]),
@@ -469,7 +469,7 @@ export async function findOppWithRetries({
             // ie its maxInput is the greatest
             const prom = allPromises[i];
             if (prom.status === "fulfilled") {
-                if (!choice || choice.maximumInput!.lt(prom.value.value!.maximumInput!)) {
+                if (!choice || choice.estimatedProfit.lt(prom.value.value!.estimatedProfit!)) {
                     // record the attributes of the choosing one
                     for (const attrKey in prom.value.spanAttributes) {
                         spanAttributes[attrKey] = prom.value.spanAttributes[attrKey];

diff --git a/test/e2e/data.js b/test/e2e/data.js
@@ -82,13 +82,8 @@ module.exports = [
             "0x51cD71ec61487A3359993922A5BBac294934A628",
             "0x2e574D0802F433E71F7dC91650aB2C23aDeb0D81",
         ],
-        [
-            LiquidityProviders.Enosys,
-            LiquidityProviders.BlazeSwap,
-            LiquidityProviders.SparkDexV2,
-            LiquidityProviders.SparkDexV3,
-        ],
-        ["1", "100", "100", "100"],
+        [LiquidityProviders.Enosys, LiquidityProviders.SparkDexV2, LiquidityProviders.SparkDexV3],
+        ["1", "100", "100"],
     ],
     [
         ChainId.ETHEREUM,

diff --git a/test/findOpp.test.js b/test/findOpp.test.js
@@ -75,7 +75,7 @@ describe("Test find opp", async function () {
         });
         const expectedTakeOrdersConfigStruct = {
             minimumInput: ethers.constants.One,
-            maximumInput: vaultBalance,
+            maximumInput: vaultBalance.mul(110).div(100),
             maximumIORatio: ethers.constants.MaxUint256,
             orders: [orderPairObject.takeOrders[0].takeOrder],
             data: expectedRouteData,
@@ -161,15 +161,15 @@ describe("Test find opp", async function () {
         const encodedFN = obInterface.encodeFunctionData("takeOrders2", [
             {
                 minimumInput: ethers.constants.One,
-                maximumInput: opposingMaxInput,
+                maximumInput: opposingMaxInput.mul(110).div(100),
                 maximumIORatio: opposingMaxIORatio,
                 orders: opposingOrderPairObject.takeOrders.map((v) => v.takeOrder),
                 data: "0x",
             },
         ]);
         const expectedTakeOrdersConfigStruct = {
             minimumInput: ethers.constants.One,
-            maximumInput: vaultBalance,
+            maximumInput: vaultBalance.mul(110).div(100),
             maximumIORatio: ethers.constants.MaxUint256,
             orders: [orderPairObject.takeOrders[0].takeOrder],
             data: ethers.utils.defaultAbiCoder.encode(

diff --git a/test/mode-interOrderbook.test.js b/test/mode-interOrderbook.test.js
@@ -61,15 +61,15 @@ describe("Test inter-orderbook dryrun", async function () {
         const encodedFN = obInterface.encodeFunctionData("takeOrders2", [
             {
                 minimumInput: ethers.constants.One,
-                maximumInput: opposingMaxInput,
+                maximumInput: opposingMaxInput.mul(110).div(100),
                 maximumIORatio: opposingMaxIORatio,
                 orders: opposingOrderPairObject.takeOrders.map((v) => v.takeOrder),
                 data: "0x",
             },
         ]);
         const expectedTakeOrdersConfigStruct = {
             minimumInput: ethers.constants.One,
-            maximumInput: vaultBalance,
+            maximumInput: vaultBalance.mul(110).div(100),
             maximumIORatio: ethers.constants.MaxUint256,
             orders: [orderPairObject.takeOrders[0].takeOrder],
             data: ethers.utils.defaultAbiCoder.encode(
@@ -196,15 +196,15 @@ describe("Test inter-orderbook find opp", async function () {
         const encodedFN = obInterface.encodeFunctionData("takeOrders2", [
             {
                 minimumInput: ethers.constants.One,
-                maximumInput: opposingMaxInput,
+                maximumInput: opposingMaxInput.mul(110).div(100),
                 maximumIORatio: opposingMaxIORatio,
                 orders: opposingOrderPairObject.takeOrders.map((v) => v.takeOrder),
                 data: "0x",
             },
         ]);
         const expectedTakeOrdersConfigStruct = {
             minimumInput: ethers.constants.One,
-            maximumInput: vaultBalance,
+            maximumInput: vaultBalance.mul(110).div(100),
             maximumIORatio: ethers.constants.MaxUint256,
             orders: [orderPairObject.takeOrders[0].takeOrder],
             data: ethers.utils.defaultAbiCoder.encode(
@@ -287,15 +287,15 @@ describe("Test inter-orderbook find opp", async function () {
             const encodedFN = obInterface.encodeFunctionData("takeOrders2", [
                 {
                     minimumInput: ethers.constants.One,
-                    maximumInput: opposingMaxInput,
+                    maximumInput: opposingMaxInput.mul(110).div(100),
                     maximumIORatio: opposingMaxIORatio,
                     orders: opposingOrderPairObject.takeOrders.map((v) => v.takeOrder),
                     data: "0x",
                 },
             ]);
             const expectedTakeOrdersConfigStruct = {
                 minimumInput: ethers.constants.One,
-                maximumInput: vaultBalance,
+                maximumInput: vaultBalance.mul(110).div(100),
                 maximumIORatio: ethers.constants.MaxUint256,
                 orders: [orderPairObject.takeOrders[0].takeOrder],
                 data: ethers.utils.defaultAbiCoder.encode(

diff --git a/test/mode-routeProcessor.test.js b/test/mode-routeProcessor.test.js
@@ -73,7 +73,7 @@ describe("Test route processor dryrun", async function () {
         });
         const expectedTakeOrdersConfigStruct = {
             minimumInput: ethers.constants.One,
-            maximumInput: vaultBalance,
+            maximumInput: vaultBalance.mul(110).div(100),
             maximumIORatio: ethers.constants.MaxUint256,
             orders: [orderPairObject.takeOrders[0].takeOrder],
             data: expectedRouteData,
@@ -190,7 +190,7 @@ describe("Test route processor dryrun", async function () {
         } catch (error) {
             const expectedTakeOrdersConfigStruct = {
                 minimumInput: ethers.constants.One,
-                maximumInput: vaultBalance,
+                maximumInput: vaultBalance.mul(110).div(100),
                 maximumIORatio: ethers.constants.MaxUint256,
                 orders: [orderPairObject.takeOrders[0].takeOrder],
                 data: expectedRouteData,
@@ -274,7 +274,7 @@ describe("Test route processor find opp", async function () {
         });
         const expectedTakeOrdersConfigStruct = {
             minimumInput: ethers.constants.One,
-            maximumInput: vaultBalance,
+            maximumInput: vaultBalance.mul(110).div(100),
             maximumIORatio: ethers.constants.MaxUint256,
             orders: [orderPairObject.takeOrders[0].takeOrder],
             data: expectedRouteData,
@@ -357,7 +357,7 @@ describe("Test route processor find opp", async function () {
         });
         const expectedTakeOrdersConfigStruct = {
             minimumInput: ethers.constants.One,
-            maximumInput: ethers.utils.parseUnits("9999999.701976776123046875"),
+            maximumInput: ethers.utils.parseUnits("9999999.701976776123046875").mul(110).div(100),
             maximumIORatio: ethers.constants.MaxUint256,
             orders: [orderPairObject.takeOrders[0].takeOrder],
             data: expectedRouteData,
@@ -440,7 +440,7 @@ describe("Test route processor find opp", async function () {
         } catch (error) {
             const expectedTakeOrdersConfigStruct = {
                 minimumInput: ethers.constants.One,
-                maximumInput: vaultBalance,
+                maximumInput: vaultBalance.mul(110).div(100),
                 maximumIORatio: ethers.constants.MaxUint256,
                 orders: [orderPairObject.takeOrders[0].takeOrder],
                 data: expectedRouteData,
@@ -555,7 +555,7 @@ describe("Test find opp with retries", async function () {
         });
         const expectedTakeOrdersConfigStruct = {
             minimumInput: ethers.constants.One,
-            maximumInput: vaultBalance,
+            maximumInput: vaultBalance.mul(110).div(100),
             maximumIORatio: ethers.constants.MaxUint256,
             orders: [
                 orderPairObject.takeOrders[0].takeOrder,
@@ -638,7 +638,7 @@ describe("Test find opp with retries", async function () {
         } catch (error) {
             const expectedTakeOrdersConfigStruct = {
                 minimumInput: ethers.constants.One,
-                maximumInput: vaultBalance,
+                maximumInput: vaultBalance.mul(110).div(100),
                 maximumIORatio: ethers.constants.MaxUint256,
                 orders: [orderPairObject.takeOrders[0].takeOrder],
                 data: expectedRouteData,

diff --git a/test/processPair.test.js b/test/processPair.test.js
@@ -512,7 +512,7 @@ describe("Test process pair", async function () {
         } catch (error) {
             const expectedTakeOrdersConfigStruct = {
                 minimumInput: ethers.constants.One,
-                maximumInput: vaultBalance,
+                maximumInput: vaultBalance.mul(110).div(100),
                 maximumIORatio: ethers.constants.MaxUint256,
                 orders: [orderPairObject.takeOrders[0].takeOrder],
                 data: expectedRouteData,
@@ -706,7 +706,7 @@ describe("Test process pair", async function () {
         } catch (error) {
             const expectedTakeOrdersConfigStruct = {
                 minimumInput: ethers.constants.One,
-                maximumInput: vaultBalance,
+                maximumInput: vaultBalance.mul(110).div(100),
                 maximumIORatio: ethers.constants.MaxUint256,
                 orders: [orderPairObject.takeOrders[0].takeOrder],
                 data: expectedRouteData,