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fix(mx-trading): reduce inventory limit #656

Merged
merged 1 commit into from
Dec 17, 2024
Merged

fix(mx-trading): reduce inventory limit #656

merged 1 commit into from
Dec 17, 2024

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minhnhathoang
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Why did we need it?

Reduce each token's reserve by 5% to prevent the total quote amount of a token from potentially exceeding the maker's balance when building the route

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Release Note

How Has This Been Tested?

Screenshots (if appropriate):

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Test coverage changes:
Package Before After Diff
github.com/KyberNetwork/kyberswap-dex-lib/pkg/entity 26.30% 26.30% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/algebra/integral 28.50% 28.50% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/algebra/v1 16.40% 17.90% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/ambient 11.80% 11.80% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/balancer-v1 29.60% 32.80% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/balancer-v2/composable-stable 36.50% 38.30% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/balancer-v2/math 49.00% 49.00% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/balancer-v2/stable 21.20% 24.90% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/balancer-v2/weighted 28.90% 32.30% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/bancor-v21 25.10% 25.10% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/bancor-v3 34.90% 37.40% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/bebop 21.90% 21.90% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/bedrock/unieth 6.00% 6.00% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/clipper 23.60% 23.60% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/curve/plain 21.00% 21.90% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/curve/stable-meta-ng 9.00% 10.10% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/curve/stable-ng 11.40% 12.40% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/curve/tricrypto-ng 23.60% 24.50% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/curve/twocrypto-ng 22.90% 23.80% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/dai-usds 10.50% 17.80% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/deltaswap-v1 36.20% 36.20% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/dexalot 29.80% 29.80% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/dodo/classical 25.50% 28.10% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/dodo/dpp 10.80% 14.10% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/dodo/dsp 11.20% 14.60% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/dodo/dvm 11.70% 15.20% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/dodo/libv1 73.30% 73.30% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/dodo/libv2 37.60% 37.60% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/ethena/susde 9.10% 9.10% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/ether-vista 2.00% 2.00% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/etherfi/eeth 7.70% 7.70% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/etherfi/vampire 4.50% 4.50% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/etherfi/weeth 6.20% 6.20% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/fluid/dex-t1 53.10% 53.10% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/fluid/vault-t1 9.40% 9.40% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/frax/sfrxeth 9.00% 9.00% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/frax/sfrxeth-convertor 17.00% 17.00% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/generic-simple-rate 17.30% 21.80% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/gyroscope/2clp 30.30% 30.30% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/gyroscope/3clp 32.60% 32.60% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/gyroscope/eclp 50.10% 50.10% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/gyroscope/math 14.30% 14.30% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/hashflow-v3 43.90% 43.90% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/integral 21.90% 26.60% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/kelp/rseth 6.90% 6.90% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/lo1inch 48.10% 48.10% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/mantle/meth 14.20% 14.20% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/mkr-sky 14.30% 21.10% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/mx-trading 35.30% 35.00% ❌
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/native-v1 31.00% 31.00% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/nomiswap/nomiswapstable 6.60% 7.90% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/ondo-usdy 13.60% 13.60% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/puffer/pufeth 10.70% 10.70% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/renzo/ezeth 5.70% 5.70% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/ringswap 11.00% 12.60% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/rocketpool/reth 10.40% 10.40% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/staderethx 15.50% 15.50% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/swaap-v2 19.90% 26.70% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/swell/rsweth 4.30% 4.30% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/swell/sweth 4.30% 4.30% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/syncswapv2/aqua 18.00% 20.00% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/syncswapv2/classic 15.40% 19.20% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/syncswapv2/stable 20.70% 24.10% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/uniswap-v1 8.60% 12.80% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/uniswap-v2 7.60% 9.30% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/usd0pp 13.70% 13.70% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/velocore-v2/cpmm 40.40% 42.60% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/velocore-v2/math 16.80% 16.80% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/velocore-v2/math/sd59x18 51.90% 51.90% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/velocore-v2/wombat-stable 19.10% 23.90% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/velodrome-v1 26.40% 29.70% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/velodrome-v2 28.50% 31.90% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/virtual-fun 28.00% 28.00% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/woofi-v2 37.40% 41.30% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/woofi-v21 36.40% 39.50% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/algebrav1 16.40% 17.90% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/balancer-composable-stable 40.00% 42.40% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/balancer/stable 29.50% 33.40% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/balancer/weighted 29.60% 32.70% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/camelot 27.50% 31.80% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/curve/aave 19.00% 20.30% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/curve/base 11.80% 13.10% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/curve/compound 11.30% 12.70% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/curve/meta 19.10% 20.20% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/curve/plain-oracle 10.00% 11.30% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/curve/tricrypto 25.00% 26.10% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/curve/two 11.10% 12.20% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/dmm 19.40% 24.70% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/dodo 28.50% 31.50% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/equalizer 18.00% 22.90% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/fraxswap 13.40% 18.70% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/fulcrom 22.70% 26.00% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/fxdx 17.60% 19.40% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/gmx 22.90% 24.40% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/gmx-glp 22.70% 23.90% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/iziswap 19.40% 23.50% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/kokonut-crypto 19.90% 21.00% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/kyber-pmm 29.10% 32.60% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/lido 15.60% 21.60% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/lido-steth 12.70% 18.00% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/limitorder 29.90% 32.30% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/liquiditybookv20 24.90% 27.10% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/liquiditybookv21 33.10% 35.00% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/madmex 21.70% 23.30% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/makerpsm 23.30% 28.90% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/mantisswap 32.90% 36.20% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/maverickv1 48.40% 49.60% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/metavault 24.00% 25.80% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/nuriv2 14.50% 17.50% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/pancakev3 30.30% 32.60% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/platypus 18.70% 21.70% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/pol-matic 7.70% 15.00% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/quickperps 19.90% 21.90% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/ramsesv2 14.40% 17.30% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/saddle 46.70% 49.90% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/slipstream 14.00% 14.00% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/smardex 29.90% 34.10% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/solidly-v3 16.70% 19.50% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/swapbased-perp 26.60% 28.30% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/syncswap/syncswapclassic 20.10% 24.80% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/syncswap/syncswapstable 28.60% 32.90% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/synthetix 31.10% 32.40% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/traderjoev20 2.60% 2.60% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/traderjoev21 2.60% 2.60% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/uniswap 15.50% 16.80% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/uniswapv3 29.70% 31.90% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/usdfi 28.60% 33.50% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/velocimeter 29.80% 34.80% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/velodrome 29.40% 34.20% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/velodromev2 29.40% 34.40% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/vooi 22.00% 26.70% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/wombat/wombatlsd 20.20% 23.20% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/wombat/wombatmain 20.40% 23.50% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/woofiv2 36.10% 40.20% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/util 4.50% 4.50% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/util/abi 75.00% 75.00% ✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/util/bignumber 14.80% 14.80% ✔️

NgoKimPhu
NgoKimPhu reviewed Dec 17, 2024
View reviewed changes
pkg/liquidity-source/mx-trading/pool_simulator.go
@@ -130,7 +130,11 @@ func (p *PoolSimulator) CalculateLimit() map[string]*big.Int {
tokens, reserves := p.GetTokens(), p.GetReserves()
inventory := make(map[string]*big.Int, len(tokens))
for i, token := range tokens {
inventory[token] = new(big.Int).Set(reserves[i])
var reducedReserve big.Float
reducedReserve.SetInt(reserves[i]).Mul(&reducedReserve, big.NewFloat(0.95))
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Might be faster to do div 20 then sub, but this is fine

@minhnhathoang minhnhathoang merged commit fb49260 into main Dec 17, 2024
5 checks passed
@minhnhathoang minhnhathoang deleted the fix/reduce-inventory-limit branch December 17, 2024 05:26
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@NgoKimPhu NgoKimPhu NgoKimPhu approved these changes

@piavgh piavgh Awaiting requested review from piavgh piavgh is a code owner

@it4rb it4rb Awaiting requested review from it4rb it4rb is a code owner

@lehainam-dev lehainam-dev Awaiting requested review from lehainam-dev lehainam-dev is a code owner

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@minhnhathoang @kyber-ci-bot @NgoKimPhu