Open fulminmaxi opened 2 years ago
We could check constraints after the solve. Unfortunately, I don't think there's an easy way to get this information from the LBFGSB.jl wrapper (ideally will do a Julia native implementation at some point).
But we should allow LBFGSB options to be passed into the route!
method
Hey, I've noticed that a liquidation tends to blow up when reserves are much smaller than the input amount. I don't think this would ever happen in real situation, but I thought the bug was interesting regardless. I've set up a repo with an example here https://github.com/fulminmaxi/CFMMRouterExample/tree/main
An example of liquidations blowing up
Running this code:
Prints:
which I think violates constraints