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Eliminate spill for transitive swaps #8

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armaniferrante opened this issue Jun 23, 2021 · 0 comments
Open

Eliminate spill for transitive swaps #8

armaniferrante opened this issue Jun 23, 2021 · 0 comments

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@armaniferrante
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armaniferrante commented Jun 23, 2021

Instead of trying to swap the entire amount given by the client, the program should read the orderbook, calculate the exact amount for the swap (i.e. the max amount such that there is zero spill), and execute it, thereby eliminating the spill surplus given by the connecting quote token (usually usd(x)).

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