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fix: estimated execution price #5308

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merged 17 commits into from
Jan 23, 2025
Merged

fix: estimated execution price #5308

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446981d
feat: need to keep track of fee amount as well
alfetopito Jan 17, 2025
541b513
fix: typo
alfetopito Jan 17, 2025
e691736
feat: veeeery dirty way of reusing getEstimatedExecutionPrice
alfetopito Jan 17, 2025
2b3ed94
feat: use 50x fee for partial fills
alfetopito Jan 20, 2025
c3db84b
refactor: extract extrapolatePriceBasedOnFeeAmount
alfetopito Jan 20, 2025
eb65e6d
feat: make fillPrice slightly worse to account for the fee
alfetopito Jan 20, 2025
863bd18
fix: only build price when input and output are set
alfetopito Jan 20, 2025
08f15ef
fix: exit when limit price cannot be determined
alfetopito Jan 20, 2025
b4f677a
fix: reset est. price when tokens change
alfetopito Jan 20, 2025
39c2d55
fix: use spot prices for calculating est. exec prices for open orders…
alfetopito Jan 21, 2025
b56ebfc
feat: use 1000x fee size instead of 50x
alfetopito Jan 22, 2025
3e67236
refactor: simplify import
alfetopito Jan 22, 2025
188c3ee
fix: do not try to make a price when it's 0
alfetopito Jan 22, 2025
773f303
chore: added TODO regarding quoted prices
alfetopito Jan 22, 2025
1eca8a1
fix: use correct est. execution price
alfetopito Jan 23, 2025
888189d
fix: price error handling (#5327)
alfetopito Jan 23, 2025
04f7e63
chore: shorten import
alfetopito Jan 23, 2025
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1 change: 1 addition & 0 deletions apps/cowswap-frontend/src/common/updaters/orders/UnfillableOrdersUpdater.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -181,6 +181,7 @@ export function UnfillableOrdersUpdater(): null {
async function _getOrderPrice(chainId: ChainId, order: Order, strategy: PriceStrategy) {
let baseToken, quoteToken

// TODO: consider a fixed amount in case of partial fills
const amount = getRemainderAmount(order.kind, order)

// Don't quote if there's nothing left to match in this order
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