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Handle Expired TWAP and not started TWAP #153

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merged 14 commits into from
Aug 30, 2023
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@anxolin anxolin commented Aug 29, 2023

This PR

Includes some optional blockInfo params

This params allow the poll method to use either the blockNumber or the blockTimestamp to validate the concrete Conditional Order.

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Validate start time

It will check if the order started. If it haven't then we can signal we don't want to re-check until the start time

Handle Expired TWAPs

This is causing a lot of noise in the logs. Expired TWAP orders are never deleted. Now they are
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Tried it in WatchTower (adapted it in cowprotocol/watch-tower#16)

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Don't fail to handle errors

Handled errors should not show as errors

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Not included

Left some notes for a future PR on something that will help to reduce significantly the number of checks we need to do.
It's out of scope cause is not a trivial change. It will need a model update in watch tower
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coveralls commented Aug 29, 2023

Coverage Status

coverage: 72.617% (-3.8%) from 76.379% when pulling 78c24e3 on smarter-twap-indexing into 34fbd9a on main.

@anxolin anxolin changed the title Smarter twap indexing Handle Expired TWAP and not started TWAP Aug 29, 2023
@anxolin anxolin requested review from mfw78 and a team August 29, 2023 19:20
@anxolin anxolin marked this pull request as ready for review August 29, 2023 19:20
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Removed dependencies detected. Learn more about Socket for GitHub ↗︎

🚮 Removed packages: @cowprotocol/[email protected]

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Nice. Only some nits about assertions / typos.

src/composable/utils.ts Outdated Show resolved Hide resolved
src/composable/ConditionalOrder.ts Outdated Show resolved Hide resolved
src/composable/orderTypes/Twap.ts Outdated Show resolved Hide resolved
src/composable/ConditionalOrder.ts Outdated Show resolved Hide resolved
src/composable/orderTypes/Twap.ts Outdated Show resolved Hide resolved
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anxolin commented Aug 30, 2023

Merging as this is already too big. Lets keep iterating

@anxolin anxolin merged commit 3a61922 into main Aug 30, 2023
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@github-actions github-actions bot locked and limited conversation to collaborators Aug 30, 2023
@alfetopito alfetopito deleted the smarter-twap-indexing branch August 31, 2023 08:41
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4 participants