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Pull auction params from client #423

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merged 8 commits into from
May 22, 2024
Merged

Pull auction params from client #423

merged 8 commits into from
May 22, 2024

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codyborn
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@codyborn codyborn commented May 15, 2024

Client managed auction params:

  • forceOpenOrders - Setting true will force an Open Order and skip RFQ
  • priceImprovementBps - Setting this will override whatever the server would have defaulted to for price improvement

Existing:

  • deadlineBufferSecs

Other changes:

  • renamed skipRFQ to forceOpenOrders in ChainConfigManager.ts

lib/entities/context/DutchQuoteContext.ts Show resolved Hide resolved
@@ -85,7 +85,7 @@ export abstract class DutchQuote<T extends DutchQuoteRequest> implements IQuote
public readonly createdAt: string;
public derived: DutchQuoteDerived;
public routingType: RoutingType.DUTCH_LIMIT | RoutingType.DUTCH_V2;
public abstract readonly defaultDeadlienBufferInSecs: number;
public abstract readonly defaultDeadlineBufferInSecs: number;
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@ConjunctiveNormalForm ConjunctiveNormalForm May 16, 2024

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shouldn't quoteConfig cover all chains and routingTypes, so that this is no longer needed?

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The quoteConfig doesn't have a default value; it currently acts as an override.

@codyborn codyborn requested a review from just-toby May 22, 2024 17:26
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@ConjunctiveNormalForm ConjunctiveNormalForm left a comment

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lgtm! just two nits

lib/config/ChainConfigManager.ts Show resolved Hide resolved
@@ -335,6 +335,82 @@ describe('DutchQuoteContext', () => {
expect((quote?.toJSON() as DutchQuoteDataJSON).orderInfo.exclusiveFiller).toEqual(filler);
});

it('uses synthetic if worse with forceOpenOrders=true and switch=false', async () => {

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nit: wdym by switch=false?

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There used to be a service that URA would call that would say whether synthetic orders were enabled or not: SyntheticStatusProvider - it's now a noop in the code with DisabledSyntheticStatusProvider. This test (and others like it use makeProviders(false) to simulate a false response from that API.

@codyborn codyborn merged commit 30543ef into main May 22, 2024
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@codyborn codyborn deleted the client_experiment_params branch May 22, 2024 22:34
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2 participants