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geniusyield / smart-order-router

Open-source Smart Order Router framework to connect liquidity from the Genius Yield DEX
https://www.geniusyield.co
Apache License 2.0
55 stars 11 forks source link

Non profitable order executed #82

Open leobel opened 5 months ago

leobel commented 5 months ago

Describe the bug SOR executed a losing funds order: https://cardanoscan.io/transaction/c64934e42fb581dd0917027004b0930b949d4b78e49063deb5a7103b8de1a787?tab=utxo. bot address: addr1vy0csc8ze26e9e9wr0q2f4xkxpsj6pt8q62vy9yvm4zuy3gtj6jug

Expected behavior Orders executed should not be losing funds.

Station (please complete the following information):

Additional context SOR is running from docker (version 3.8) SOR Config:

ENV BOTC_FP_NFT_POLICY='compiled-scripts/minting-policy'
ENV BOTC_FP_ORDER_VALIDATOR='compiled-scripts/partial-order'
ENV BOTC_EXECUTION_STRAT='OneSellToManyBuy'
ENV BOTC_RESCAN_DELAY='30000000'
ENV BOTC_MAX_ORDERS_MATCHES='5'
ENV BOTC_MAX_TXS_PER_ITERATION='4'
ENV BOTC_RANDOMIZE_MATCHES_FOUND='True'
ENV BOTC_ASSET_FILTER='[{ "commodityAsset" : "1d7f33bd23d85e1a25d87d86fac4f199c3197a2f7afeb662a0f34e1e.776f726c646d6f62696c65746f6b656e", "currencyAsset" : "lovelace"},{ "commodityAsset" : "1ddcb9c9de95361565392c5bdff64767492d61a96166cb16094e54be.4f5054", "currencyAsset" : "lovelace"},{ "commodityAsset" : "25f0fc240e91bd95dcdaebd2ba7713fc5168ac77234a3d79449fc20c.534f4349455459", "currencyAsset" : "lovelace"},{ "commodityAsset" : "279c909f348e533da5808898f87f9a14bb2c3dfbbacccd631d927a3f.534e454b", "currencyAsset" : "lovelace"},{ "commodityAsset" : "29d222ce763455e3d7a09a665ce554f00ac89d2e99a1a83d267170c6.4d494e", "currencyAsset" : "lovelace"},{ "commodityAsset" : "51a5e236c4de3af2b8020442e2a26f454fda3b04cb621c1294a0ef34.424f4f4b", "currencyAsset" : "lovelace"},{ "commodityAsset" : "533bb94a8850ee3ccbe483106489399112b74c905342cb1792a797a0.494e4459", "currencyAsset" : "lovelace"},{ "commodityAsset" : "5c1c91a65bedac56f245b8184b5820ced3d2f1540e521dc1060fa683.4a454c4c59", "currencyAsset" : "lovelace"},{ "commodityAsset" : "5d16cc1a177b5d9ba9cfa9793b07e60f1fb70fea1f8aef064415d114.494147", "currencyAsset" : "lovelace"},{ "commodityAsset" : "5dac8536653edc12f6f5e1045d8164b9f59998d3bdc300fc92843489.4e4d4b52", "currencyAsset" : "lovelace"},{ "commodityAsset" : "681b5d0383ac3b457e1bcc453223c90ccef26b234328f45fa10fd276.4a5047", "currencyAsset" : "lovelace"},{ "commodityAsset" : "682fe60c9918842b3323c43b5144bc3d52a23bd2fb81345560d73f63.4e45574d", "currencyAsset" : "lovelace"},{ "commodityAsset" : "6ac8ef33b510ec004fe11585f7c5a9f0c07f0c23428ab4f29c1d7d10.4d454c44", "currencyAsset" : "lovelace"},{ "commodityAsset" : "6c8642400e8437f737eb86df0fc8a8437c760f48592b1ba8f5767e81.456d706f7761", "currencyAsset" : "lovelace"},{ "commodityAsset" : "75fcc276057db5fc48eae0e11453c773c8a54604c3086bf9d95ac1b7.43485259", "currencyAsset" : "lovelace"},{ "commodityAsset" : "7914fae20eb2903ed6fd5021a415c1bd2626b64a2d86a304cb40ff5e.4c494649", "currencyAsset" : "lovelace"},{ "commodityAsset" : "804f5544c1962a40546827cab750a88404dc7108c0f588b72964754f.56594649", "currencyAsset" : "lovelace"},{ "commodityAsset" : "8a1cfae21368b8bebbbed9800fec304e95cce39a2a57dc35e2e3ebaa.4d494c4b", "currencyAsset" : "lovelace"},{ "commodityAsset" : "8cfd6893f5f6c1cc954cec1a0a1460841b74da6e7803820dde62bb78.524a56", "currencyAsset" : "lovelace"},{ "commodityAsset" : "8daefa391220bd0d8d007f3748d870f7f3c106040314c8515ccc35a5.464c4143", "currencyAsset" : "lovelace"},{ "commodityAsset" : "8db269c3ec630e06ae29f74bc39edd1f87c819f1056206e879a1cd61.446a65644d6963726f555344", "currencyAsset" : "lovelace"},{ "commodityAsset" : "8db269c3ec630e06ae29f74bc39edd1f87c819f1056206e879a1cd61.5368656e4d6963726f555344", "currencyAsset" : "lovelace"},{ "commodityAsset" : "8fef2d34078659493ce161a6c7fba4b56afefa8535296a5743f69587.41414441", "currencyAsset" : "lovelace"},{ "commodityAsset" : "95a427e384527065f2f8946f5e86320d0117839a5e98ea2c0b55fb00.48554e54", "currencyAsset" : "lovelace"},{ "commodityAsset" : "9a9693a9a37912a5097918f97918d15240c92ab729a0b7c4aa144d77.53554e444145", "currencyAsset" : "lovelace"},{ "commodityAsset" : "9abf0afd2f236a19f2842d502d0450cbcd9c79f123a9708f96fd9b96.454e4353", "currencyAsset" : "lovelace"},{ "commodityAsset" : "a0028f350aaabe0545fdcb56b039bfb08e4bb4d8c4d7c3c7d481c235.484f534b59", "currencyAsset" : "lovelace"},{ "commodityAsset" : "a3931691f5c4e65d01c429e473d0dd24c51afdb6daf88e632a6c1e51.6f7263666178746f6b656e", "currencyAsset" : "lovelace"},{ "commodityAsset" : "b34b3ea80060ace9427bda98690a73d33840e27aaa8d6edb7f0c757a.634e455441", "currencyAsset" : "lovelace"},{ "commodityAsset" : "b6a7467ea1deb012808ef4e87b5ff371e85f7142d7b356a40d9b42a0.436f726e75636f70696173205b76696120436861696e506f72742e696f5d", "currencyAsset" : "lovelace"},{ "commodityAsset" : "c0ee29a85b13209423b10447d3c2e6a50641a15c57770e27cb9d5073.57696e67526964657273", "currencyAsset" : "lovelace"},{ "commodityAsset" : "da8c30857834c6ae7203935b89278c532b3995245295456f993e1d24.4c51", "currencyAsset" : "lovelace"},{ "commodityAsset" : "dda5fdb1002f7389b33e036b6afee82a8189becb6cba852e8b79b4fb.0014df1047454e53", "currencyAsset" : "lovelace"},{ "commodityAsset" : "e52964af4fffdb54504859875b1827b60ba679074996156461143dc1.4f5054494d", "currencyAsset" : "lovelace"},{ "commodityAsset" : "edfd7a1d77bcb8b884c474bdc92a16002d1fb720e454fa6e99344479.4e5458", "currencyAsset" : "lovelace"},{ "commodityAsset" : "f43a62fdc3965df486de8a0d32fe800963589c41b38946602a0dc535.41474958", "currencyAsset" : "lovelace"},{ "commodityAsset" : "f66d78b4a3cb3d37afa0ec36461e51ecbde00f26c8f0a68f94b69880.69425443", "currencyAsset" : "lovelace"},{ "commodityAsset" : "f66d78b4a3cb3d37afa0ec36461e51ecbde00f26c8f0a68f94b69880.69455448", "currencyAsset" : "lovelace"},{ "commodityAsset" : "f66d78b4a3cb3d37afa0ec36461e51ecbde00f26c8f0a68f94b69880.69555344", "currencyAsset" : "lovelace"},{ "commodityAsset" : "fbae99b8679369079a7f6f0da14a2cf1c2d6bfd3afdf3a96a64ab67a.0014df1047454e5358", "currencyAsset" : "lovelace"}]'
ENV BOTC_POREFS='{ "refAddr": "addr1w9zr09hgj7z6vz3d7wnxw0u4x30arsp5k8avlcm84utptls8uqd0z", "refNftAC": "fae686ea8f21d567841d703dea4d4221c2af071a6f2b433ff07c0af2.4aff78908ef2dce98bfe435fb3fd2529747b1c4564dff5adebedf4e46d0fc63d", "nftPolicyRef": "062f97b0e64130bc18b4a227299a62d6d59a4ea852a4c90db3de2204a2cd19ea#1" , "scriptRef": "062f97b0e64130bc18b4a227299a62d6d59a4ea852a4c90db3de2204a2cd19ea#2" }'
sourabhxyz commented 5 months ago

SOR is running from docker (version 3.8)

@4TT1L4 I am not much familiar with our docker setup, could it be that the author is not using the latest commit of SOR repo?

leobel commented 5 months ago

@sourabhxyz the image was built from commit: 4a1557dd33927d384f16fe7c5e8c671e2932dc01. Could be this change improving balance lose check? https://github.com/geniusyield/smart-order-router/commit/e8ff85689c04db337ed80803f377f1d701f6816e#diff-9db7f972ccac4f5d5d30e807f57605cfa03211522d4c32fe33f888d7241d3772

sourabhxyz commented 5 months ago

Yes, that's the old one. Use commit 921f3d3f22b146da671a5eff9b3e42a5fb19a4d9 or later.

4TT1L4 commented 5 months ago

@leobel Please re-open the issue in case you see the same issue with the most recent revision of the SOR.

I am closing this issue now, since it is very likely to be already fixed in the most recent version of the SOR.

BrockCruess commented 4 months ago

Most recent version is still losing funds https://cexplorer.io/tx/bcc877dffd55cbaeada786e2a6fee8adc131450e945370b972ddb954319a311e addr1v9pkqtuhj429uty3zpkvzku3s436c9kqxp93d2pcqvf8tgcfcepal

caike commented 4 months ago

Also running into losing fund issues:

Tx: https://cexplorer.io/tx/0b60fe6ca081b2a47b68cdd20dbe5b424a451a7704789ec72d7805c6cd12278f Address: addr1v92xqu74grwyl6pv6m6p6f062vasds74rmtjpyq6lacl3rgdcw8gc

I am running the SOR via docker with an image built from source using this commit

4TT1L4 commented 4 months ago

@sourabhxyz the issue seems to be still present.

I have reopened the issue.

sourabhxyz commented 4 months ago

I personally feel something is up with the docker image, as my SOR personally never matched at loss. @4TT1L4 could you verify that docker image is indeed built using latest commit? @caike In your configuration, currency is set as lovelace for all tokens right?

caike commented 4 months ago

I personally feel something is up with the docker image, as my SOR personally never matched at loss. @4TT1L4 could you verify that docker image is indeed built using latest commit? @caike In your configuration, currency is set as lovelace for all tokens right?

Yep. I am pretty much using the default configuration from the README:

"scanTokens": [
      {
         "commodityAsset": "c6e65ba7878b2f8ea0ad39287d3e2fd256dc5c4160fc19bdf4c4d87e.7447454e53",
         "currencyAsset": "lovelace"
      }
   ]