Merge pull request #326 from EdgeApp/paul/dexSlippage

Paul/dex slippage
EdgeApp · Jun 14, 2024 · 7df73b1 · 7df73b1
2 parents 3ac829c + 3e728b4
commit 7df73b1
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Showing 7 changed files with 15 additions and 10 deletions.
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -2,6 +2,8 @@
 
 ## Unreleased
 
+- changed: Standardize DEX quotes to 5% slippage and estimate quote
+
 ## 2.4.3 (2024-06-03)
 
 - added: (Exolix) Add Piratechain

diff --git a/src/swap/defi/lifi.ts b/src/swap/defi/lifi.ts
@@ -45,8 +45,8 @@ const asInitOptions = asObject({
   integrator: asOptional(asString, 'edgeapp')
 })
 
-/** Allow up to 20% slippage even for variable rate quotes */
-const MAX_SLIPPAGE = '0.2'
+/** Allow up to 5% slippage even for variable rate quotes */
+const MAX_SLIPPAGE = '0.05'
 const LIFI_SERVERS_DEFAULT = ['https://li.quest']
 const EXPIRATION_MS = 1000 * 60
 const EXCHANGE_INFO_UPDATE_FREQ_MS = 60000

diff --git a/src/swap/defi/thorchain.ts b/src/swap/defi/thorchain.ts
@@ -854,7 +854,8 @@ const calcSwapFrom = async ({
     total_swap_seconds: maxFulfillmentSeconds
   } = bestQuote
 
-  const canBePartial = streamingSwapBlocks > 1
+  const canBePartial = !isEstimate || streamingSwapBlocks > 1
+
   let toThorAmountWithSpread: string
   if (canBePartial) {
     log(`volatilitySpreadStreamingFinal: ${volatilitySpreadStreamingFinal}`)
@@ -984,7 +985,9 @@ const calcSwapTo = async ({
     total_swap_seconds: maxFulfillmentSeconds
   } = bestQuote
 
-  const canBePartial = streamingSwapBlocks > 1
+  // If we get a streaming quote, this should be considered a fully executing
+  // transaction since we don't put a slippage limit
+  const canBePartial = !isEstimate || streamingSwapBlocks > 1
 
   // Get the percent drop from the 'to' amount the user wanted compared to the
   // 'to' amount returned by the API. Add that percent to the 'from' amount to

diff --git a/src/swap/defi/thorchainDa.ts b/src/swap/defi/thorchainDa.ts
@@ -97,8 +97,8 @@ const asThorSwapQuoteResponse = asObject({
   routes: asArray(asThorSwapRoute)
 })
 
-/** Max slippage for 20% for estimated quotes */
-const DA_VOLATILITY_SPREAD_DEFAULT = 0.2
+/** Max slippage for 5% for estimated quotes */
+const DA_VOLATILITY_SPREAD_DEFAULT = 0.05
 const THORSWAP_DEFAULT_SERVERS = ['https://api.thorswap.net/aggregator']
 
 type ExchangeInfo = ReturnType<typeof asExchangeInfo>

diff --git a/src/swap/defi/uni-v2-based/plugins/spookySwap.ts b/src/swap/defi/uni-v2-based/plugins/spookySwap.ts
@@ -168,7 +168,7 @@ export function makeSpookySwapPlugin(
       savedAction: {
         actionType: 'swap',
         swapInfo,
-        isEstimate: false,
+        isEstimate: true,
         toAsset: {
           pluginId: request.toWallet.currencyInfo.pluginId,
           tokenId: request.toTokenId,

diff --git a/src/swap/defi/uni-v2-based/plugins/tombSwap.ts b/src/swap/defi/uni-v2-based/plugins/tombSwap.ts
@@ -168,7 +168,7 @@ export function makeTombSwapPlugin(
       savedAction: {
         actionType: 'swap',
         swapInfo,
-        isEstimate: false,
+        isEstimate: true,
         toAsset: {
           pluginId: request.toWallet.currencyInfo.pluginId,
           tokenId: request.toTokenId,

diff --git a/src/swap/defi/uni-v2-based/plugins/velodrome.ts b/src/swap/defi/uni-v2-based/plugins/velodrome.ts
@@ -215,7 +215,7 @@ export function makeVelodromePlugin(
         savedAction: {
           actionType: 'swap',
           swapInfo,
-          isEstimate: false,
+          isEstimate: true,
           toAsset: {
             pluginId: request.toWallet.currencyInfo.pluginId,
             tokenId: request.toTokenId,
@@ -267,7 +267,7 @@ export function makeVelodromePlugin(
       savedAction: {
         actionType: 'swap',
         swapInfo,
-        isEstimate: false,
+        isEstimate: true,
         toAsset: {
           pluginId: request.toWallet.currencyInfo.pluginId,
           tokenId: request.toTokenId,