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add mid major setting for dynamic slippage (#510)

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* add mid major setting for dynamic slippage

* fix typo
This commit is contained in:
lowkeynicc
2025-09-18 14:50:46 -04:00
committed by GitHub
parent 79257fd4c8
commit ebad837882
2 changed files with 8 additions and 1 deletions
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7
src/utils/utils.ts
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@@ -31,7 +31,7 @@ import { NextFunction, Request, Response } from 'express';
import FEATURE_FLAGS from './featureFlags';
import { Connection } from '@solana/web3.js';
import { wsMarketArgs } from 'src/dlob-subscriber/DLOBSubscriberIO';
import { DEFAULT_AUCTION_PARAMS } from './constants';
import { DEFAULT_AUCTION_PARAMS, MID_MAJOR_MARKETS } from './constants';
import { AuctionParamArgs } from './types';
import { COMMON_MATH, ENUM_UTILS } from '@drift/common';
@@ -1143,9 +1143,12 @@ export const calculateDynamicSlippage = (
// Determine if this is a major market (PERP with marketIndex 0, 1, or 2)
const isPerp = marketType.toLowerCase() === 'perp';
const isMajor = isPerp && marketIndex < 3;
const isMidMajor = isPerp && MID_MAJOR_MARKETS.includes(marketIndex);
const baseSlippage = isMajor
? parseFloat(process.env.DYNAMIC_BASE_SLIPPAGE_MAJOR || '0') // 0% default
: isMidMajor
? parseFloat(process.env.DYNAMIC_BASE_SLIPPAGE_MID_MAJOR || '0.25') // 0.25% default
: parseFloat(process.env.DYNAMIC_BASE_SLIPPAGE_NON_MAJOR || '0.5'); // 0.5% default
// Calculate spread using L2 data
@@ -1193,6 +1196,8 @@ export const calculateDynamicSlippage = (
// Apply multiplier from env var
const multiplier = isMajor
? parseFloat(process.env.DYNAMIC_SLIPPAGE_MULTIPLIER_MAJOR || '1.01')
: isMidMajor
? parseFloat(process.env.DYNAMIC_SLIPPAGE_MULTIPLIER_MID_MAJOR || '1.2')
: parseFloat(process.env.DYNAMIC_SLIPPAGE_MULTIPLIER_NON_MAJOR || '1.4');
dynamicSlippage = dynamicSlippage * multiplier;