bugfix for 0 slippage market orders

src/dexorder/base/orderlib.py

@@ -283,6 +283,8 @@ DISTANT_FUTURE = 4294967295 # max uint32
 
 MAX_FRACTION = 65535 # max uint16
 
+MIN_SLIPPAGE = 0.0001  # one bip
+
 
 @dataclass
 class Tranche:

src/dexorder/order/executionhandler.py

@@ -3,10 +3,11 @@ from dataclasses import dataclass
 from typing import Optional, Union, Any
 from uuid import UUID
 
+from triton.profiler import deactivate
 from web3.exceptions import ContractPanicError, ContractLogicError
 from web3.types import EventData
 
-from dexorder import db, metric
+from dexorder import db, metric, config
 from dexorder.accounting import accounting_transaction_gas
 from dexorder.base import TransactionReceiptDict, TransactionRequest, transaction_request_deserializers
 from dexorder.base.order import TrancheKey, OrderKey
@@ -121,6 +122,11 @@ async def finish_execution_request(tk: TrancheKey, error: Optional[str]=None):
         if trig is not None:
             trig.touch()
 
+    def delay(secs=None):
+        trig = get_trigger()
+        if trig is not None:
+            trig.deactivate(secs if secs is not None else config.slippage_control_delay)
+
     if error is None:
         metric.executions.inc()
     else:
@@ -162,6 +168,7 @@ async def finish_execution_request(tk: TrancheKey, error: Optional[str]=None):
         retry()
     elif error == 'RL':
         log.debug(f'tranche {tk} execution failed due to "RL" rate limit')
+        delay()
         retry()
     elif error == 'TE':
         log.debug(f'tranche {tk} execution failed due to "TE" too early')

src/dexorder/order/triggers.py

@@ -9,7 +9,7 @@ from typing import Optional, Sequence, Union
 import numpy as np
 from sortedcontainers import SortedList
 
-from dexorder.base.orderlib import SwapOrderState, PriceProof, DISTANT_FUTURE, DISTANT_PAST, Line
+from dexorder.base.orderlib import SwapOrderState, PriceProof, DISTANT_FUTURE, DISTANT_PAST, Line, MIN_SLIPPAGE
 from dexorder.blockstate import BlockDict
 from .orderstate import Order
 from .. import dec, order_log, timestamp, from_timestamp, config
@@ -528,15 +528,17 @@ class TrancheTrigger:
         activation_trigger = TimeTrigger.create(True, tk, ts.activationTime, time)
         expiration_trigger = TimeTrigger.create(False, tk, ts.endTime, time)
         if tranche.marketOrder:
+            slippage = tranche.minLine.intercept
             min_trigger = max_trigger = None
         else:
             # tranche minLine and maxLine are relative to the pool and will be flipped from the orderspec if the
             # order is buying the base and selling the quote.
             price = pool_prices[pool['address']] * dec(10) ** -pool['decimals']
             inverted = order.order.inverted
+            slippage = 0
             min_trigger = PriceLineTrigger.create(tk, inverted, price, tranche.minLine, True, tranche.minIsBarrier)
             max_trigger = PriceLineTrigger.create(tk, inverted, price, tranche.maxLine, False, tranche.maxIsBarrier)
-        return TrancheTrigger(order, tk, balance_trigger, activation_trigger, expiration_trigger, min_trigger, max_trigger, tranche.marketOrder)
+        return TrancheTrigger(order, tk, balance_trigger, activation_trigger, expiration_trigger, min_trigger, max_trigger, tranche.marketOrder, slippage)
 
     def __init__(self, order: Order, tk: TrancheKey,
                  balance_trigger: BalanceTrigger,
@@ -544,7 +546,7 @@ class TrancheTrigger:
                  expiration_trigger: Optional[TimeTrigger],
                  min_trigger: Optional[PriceLineTrigger],
                  max_trigger: Optional[PriceLineTrigger],
-                 market_order: bool,
+                 market_order: bool, slippage: float,
                  ):
         assert order.key.vault == tk.vault and order.key.order_index == tk.order_index
         tranche = order.order.tranches[tk.tranche_index]
@@ -564,6 +566,7 @@ class TrancheTrigger:
 
         tranche_remaining = tranche.fraction_of(order.amount) - order.tranche_filled(self.tk.tranche_index)
         self.status = \
+            TrancheState.Error if self.market_order and slippage < MIN_SLIPPAGE else \
             TrancheState.Filled if tranche_remaining == 0 or tranche_remaining < self.order.min_fill_amount else \
             TrancheState.Expired if self.expiration_trigger is not None and not self.expiration_trigger else \
             TrancheState.Early if self.activation_trigger is None and not self.activation_trigger else \