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v2 params iteration (#555)

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This commit is contained in:
lowkeynicc
2025-11-19 14:54:45 -05:00
committed by GitHub
parent 55e29bcc9c
commit 463e082c45
2 changed files with 17 additions and 7 deletions
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2
src/index.ts
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@@ -1050,7 +1050,7 @@ const main = async (): Promise<void> => {
} }
}); });
const inputParams = createMarketBasedAuctionParams(auctionParamsInput); const inputParams = createMarketBasedAuctionParams(auctionParamsInput, undefined, apiVersion);
const result = await mapToMarketOrderParams( const result = await mapToMarketOrderParams(
inputParams, inputParams,

22
src/utils/utils.ts
View File

@@ -678,7 +678,8 @@ export const selectMostRecentBySlot = (
export function createMarketBasedAuctionParams( export function createMarketBasedAuctionParams(
args: AuctionParamArgs, args: AuctionParamArgs,
overrideDefaults?: Partial<AuctionParamArgs> overrideDefaults?: Partial<AuctionParamArgs>,
version: number = 1
): AuctionParamArgs { ): AuctionParamArgs {
// Determine if this is a major market (PERP with marketIndex 0, 1, or 2) // Determine if this is a major market (PERP with marketIndex 0, 1, or 2)
const isMajorMarket = const isMajorMarket =
@@ -705,8 +706,8 @@ export function createMarketBasedAuctionParams(
// Set market-specific defaults (only used if values are undefined) // Set market-specific defaults (only used if values are undefined)
const marketSpecificDefaults: Partial<AuctionParamArgs> = { const marketSpecificDefaults: Partial<AuctionParamArgs> = {
...DEFAULT_AUCTION_PARAMS, ...DEFAULT_AUCTION_PARAMS,
auctionStartPriceOffsetFrom: isMajorMarket ? 'mark' : 'bestOffer', auctionStartPriceOffsetFrom: isMajorMarket && version === 1 ? 'mark' : 'bestOffer',
auctionStartPriceOffset: isMajorMarket ? 0 : -0.1, auctionStartPriceOffset: isMajorMarket && version === 1 ? 0 : -0.1,
}; };
// Apply custom overrides if provided // Apply custom overrides if provided
@@ -1186,7 +1187,8 @@ export const mapToMarketOrderParams = async (
driftClient, driftClient,
l2Formatted, l2Formatted,
startPrice, startPrice,
estimatedPrices.worstPrice estimatedPrices.worstPrice,
apiVersion
); );
} }
} else { } else {
@@ -1392,7 +1394,8 @@ export const calculateDynamicSlippage = (
driftClient: DriftClient, driftClient: DriftClient,
l2Formatted: L2OrderBook, l2Formatted: L2OrderBook,
startPrice: BN, startPrice: BN,
worstPrice: BN worstPrice: BN,
apiVersion?: number
): number => { ): number => {
// Determine if this is a major market (PERP with marketIndex 0, 1, or 2) // Determine if this is a major market (PERP with marketIndex 0, 1, or 2)
const isPerp = marketType.toLowerCase() === 'perp'; const isPerp = marketType.toLowerCase() === 'perp';
@@ -1474,7 +1477,14 @@ export const calculateDynamicSlippage = (
const minSlippage = parseFloat(process.env.DYNAMIC_SLIPPAGE_MIN || '0.035'); // 0.035% minimum const minSlippage = parseFloat(process.env.DYNAMIC_SLIPPAGE_MIN || '0.035'); // 0.035% minimum
const maxSlippage = parseFloat(process.env.DYNAMIC_SLIPPAGE_MAX || '5'); // 5% maximum const maxSlippage = parseFloat(process.env.DYNAMIC_SLIPPAGE_MAX || '5'); // 5% maximum
return Math.min(Math.max(dynamicSlippage, minSlippage), maxSlippage); let finalSlippage = Math.min(Math.max(dynamicSlippage, minSlippage), maxSlippage);
// Apply 10% boost for API v2
if (apiVersion === 2) {
finalSlippage = finalSlippage * 1.1;
}
return finalSlippage;
}; };
/** /**