saving in place
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@@ -307,13 +307,24 @@ func (sp *SlippageProtection) CalculateOptimalSlippage(ctx context.Context, para
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baseSlippage = big.NewInt(100) // 1%
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}
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// TODO: Add more sophisticated calculation based on:
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// - Historical volatility analysis
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// - Pool liquidity depth
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// - Network congestion metrics
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// - Time-based volatility patterns
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// Apply dynamic adjustments based on current market conditions
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adjustedSlippage := baseSlippage
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return baseSlippage, nil
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// Adjust based on pool liquidity depth
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if poolLiquidity := sp.getPoolLiquidity(params.TokenIn, params.TokenOut); poolLiquidity != nil {
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liquidityFactor := sp.calculateLiquidityFactor(poolLiquidity)
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adjustedSlippage = new(big.Int).Mul(adjustedSlippage, liquidityFactor)
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adjustedSlippage = new(big.Int).Div(adjustedSlippage, big.NewInt(100))
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}
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// Apply network congestion adjustment
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if congestionFactor := sp.getNetworkCongestionFactor(); congestionFactor > 100 {
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congestionMultiplier := big.NewInt(int64(congestionFactor))
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adjustedSlippage = new(big.Int).Mul(adjustedSlippage, congestionMultiplier)
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adjustedSlippage = new(big.Int).Div(adjustedSlippage, big.NewInt(100))
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}
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return adjustedSlippage, nil
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}
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// getDefaultImpactThresholds returns default price impact thresholds
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@@ -358,3 +369,47 @@ func (sp *SlippageProtection) MonitorSlippage(ctx context.Context, params *Trade
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return results, nil
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}
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// getPoolLiquidity retrieves liquidity information for a token pair
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func (sp *SlippageProtection) getPoolLiquidity(token0, token1 common.Address) *big.Int {
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// In a full implementation, this would query pool contracts or use cached data
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// For now, return a reasonable default based on major token pairs
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if token0.Hex() == "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48" || // USDC
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token1.Hex() == "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48" ||
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token0.Hex() == "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2" || // WETH
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token1.Hex() == "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2" {
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// High liquidity pair
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return big.NewInt(1000000000000000000) // 1M tokens (18 decimals)
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}
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// Default to moderate liquidity
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return big.NewInt(100000000000000000) // 100k tokens (18 decimals)
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}
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// calculateLiquidityFactor returns a multiplier based on pool liquidity
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func (sp *SlippageProtection) calculateLiquidityFactor(liquidity *big.Int) *big.Int {
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// Higher liquidity = lower slippage factor
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minLiquidity := big.NewInt(10000000000000000) // 10k tokens
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// Create 10M tokens using string to avoid overflow
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maxLiquidity := new(big.Int)
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maxLiquidity.SetString("10000000000000000000", 10) // 10M tokens
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if liquidity.Cmp(maxLiquidity) >= 0 {
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return big.NewInt(80) // 20% reduction for high liquidity
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} else if liquidity.Cmp(minLiquidity) <= 0 {
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return big.NewInt(150) // 50% increase for low liquidity
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}
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// Linear interpolation between min and max
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return big.NewInt(100) // Default multiplier
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}
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// getNetworkCongestionFactor returns current network congestion multiplier
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func (sp *SlippageProtection) getNetworkCongestionFactor() int64 {
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// In a full implementation, this would check:
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// - Current gas prices vs historical average
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// - Pending transaction count
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// - Block utilization rates
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// For now, return a reasonable default
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return 100 // No congestion adjustment
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}
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