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lower to once per slot and lower long tail slippage

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This commit is contained in:
Nick Caradonna
2025-07-28 18:22:46 -04:00
parent f234ad208a
commit 3f04ab0723
3 changed files with 3 additions and 3 deletions
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2
src/index.ts
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@@ -79,7 +79,7 @@ const sdkConfig = initialize({ env: process.env.ENV });
const stateCommitment: Commitment = 'confirmed'; const stateCommitment: Commitment = 'confirmed';
const serverPort = process.env.PORT || 6969; const serverPort = process.env.PORT || 6969;
export const ORDERBOOK_UPDATE_INTERVAL = 500; export const ORDERBOOK_UPDATE_INTERVAL = 400;
const WS_FALLBACK_FETCH_INTERVAL = ORDERBOOK_UPDATE_INTERVAL * 60; const WS_FALLBACK_FETCH_INTERVAL = ORDERBOOK_UPDATE_INTERVAL * 60;
const useWebsocket = process.env.USE_WEBSOCKET?.toLowerCase() === 'true'; const useWebsocket = process.env.USE_WEBSOCKET?.toLowerCase() === 'true';
const hermesUrl = process.env.HERMES_ENDPOINT; const hermesUrl = process.env.HERMES_ENDPOINT;

2
src/publishers/dlobPublisher.ts
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@@ -110,7 +110,7 @@ const useOrderSubscriber =
process.env.USE_ORDER_SUBSCRIBER?.toLowerCase() === 'true'; process.env.USE_ORDER_SUBSCRIBER?.toLowerCase() === 'true';
const ORDERBOOK_UPDATE_INTERVAL = const ORDERBOOK_UPDATE_INTERVAL =
parseInt(process.env.ORDERBOOK_UPDATE_INTERVAL) || 500; parseInt(process.env.ORDERBOOK_UPDATE_INTERVAL) || 400;
const WS_FALLBACK_FETCH_INTERVAL = 60_000; const WS_FALLBACK_FETCH_INTERVAL = 60_000;
const KILLSWITCH_SLOT_DIFF_THRESHOLD = const KILLSWITCH_SLOT_DIFF_THRESHOLD =

2
src/utils/utils.ts
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@@ -1116,7 +1116,7 @@ export const calculateDynamicSlippage = (
// Apply multiplier from env var // Apply multiplier from env var
const multiplier = isMajor const multiplier = isMajor
? parseFloat(process.env.DYNAMIC_SLIPPAGE_MULTIPLIER_MAJOR || '1.02') ? parseFloat(process.env.DYNAMIC_SLIPPAGE_MULTIPLIER_MAJOR || '1.02')
: parseFloat(process.env.DYNAMIC_SLIPPAGE_MULTIPLIER_NON_MAJOR || '1.5'); : parseFloat(process.env.DYNAMIC_SLIPPAGE_MULTIPLIER_NON_MAJOR || '1.4');
dynamicSlippage = dynamicSlippage * multiplier; dynamicSlippage = dynamicSlippage * multiplier;
// Enforce minimum and maximum limits from env vars // Enforce minimum and maximum limits from env vars