MargPOptimizer: division by zero [v5.1.1]

bancorprotocol · Aug 27, 2023 · 273cbeb · 273cbeb
1 parent 21dad6c
commit 273cbeb
Showing 1 changed file with 6 additions and 1 deletion.
diff --git a/fastlane_bot/tools/optimizer/margpoptimizer.py b/fastlane_bot/tools/optimizer/margpoptimizer.py
@@ -214,7 +214,12 @@ def dtknfromp_f(p, *, islog10=True, asdct=False, quiet=False):
 
                 sum_by_tkn = {t: 0 for t in alltokens_s}
                 for pair, (tknb, tknq) in zip(pairs, pairs_t):
-                    price = get(p, tokens_ix.get(tknb)) / get(p, tokens_ix.get(tknq))
+                    try:
+                        price = get(p, tokens_ix.get(tknb)) / get(p, tokens_ix.get(tknq))
+                    except Exception as e:
+                        if not get(p, tokens_ix.get(tknq)) == 0:
+                            raise Exception(f"Error while calculating price for pair {pair}: {e} [{p}]")
+                        price = 1
                     curves = curves_by_pair[pair]
                     c0 = curves[0]
                     dxdy = tuple(dxdy_f(c.dxdyfromp_f(price)) for c in curves)