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fix: swap volume calculations #72

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fix: swap volume calculations #72

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@dib542 dib542 commented Mar 28, 2024

There are some issues with the current swap volume calculations:

  • Fees may be incorrectly calculated from incorrect Fee keys from the Dex

    • resolution: add better restrictions on Fee values accepted, fees on tranches are not valid

  • Where Fees are null the calculated fee volume may return null instead of 0

    • resolution: set null values to 0 in calculations

  • Volume currently includes token reserves placed in tranches without any swap execution

    • resolution: track volume by the swapped tokens out of limit orders, which better represent executed volume

dib542 added 4 commits March 29, 2024 02:37
@dib542
fix: handle Fee null values in TickUpdate events
bacd790
@dib542
fix: update expected TickUpdate event attributes to Fee XOR TrancheKey
c36b1b8
@dib542
fix: avoid bug where incorrect Fees may exist on TickUpdate events
e65cc18
@dib542
fix: calc swap volume using TokenOut to capture only executed volume:
69e336e 
    - and note that TokenOut volume excludes the value of fees paid.
      this is because the swap volume is a balance of the equation:
      `value in (reserves in) = value out (reserves out + fee out)`
    - calculate fees using only withdrawn reserves and fee percentage
@dib542 dib542 changed the title Fix: swap volume calculations fix: swap volume calculations Apr 8, 2024
dib542 added a commit that referenced this pull request Apr 8, 2024
@dib542
#72
161efde
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