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Implement/move RiskCalculator to solvers crate #1899

Closed
Tracked by #1893
sunce86 opened this issue Sep 27, 2023 · 0 comments · Fixed by #1919
Closed
Tracked by #1893

Implement/move RiskCalculator to solvers crate #1899

sunce86 opened this issue Sep 27, 2023 · 0 comments · Fixed by #1919

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@sunce86
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sunce86 commented Sep 27, 2023 •
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For colocated driver, risk parameters should be loaded within solvers crate. Then, RiskCalculator should be used to calculate the success_probability that will be forwarded to driver for Naive,Baseline,Dex solvers.

First, commit d43b05c should be reverted to enable reading the risk parameters.
This was referenced Sep 27, 2023
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@sunce86 sunce86 mentioned this issue Oct 4, 2023
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@sunce86 sunce86 linked a pull request Oct 4, 2023 that will close this issue
Risk calculation in solvers crate #1919
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sunce86 added a commit that referenced this issue Oct 12, 2023
@sunce86
Risk calculation in solvers crate (#1919)
863e280 
# Description
Implements #1899

# Changes
Risk parameters are now part of `solvers` crate configuration.
Based on risk parameters, `success_probability` is calculated and
forwarded to `driver`.

This PR is aware of bad gas estimates used. Better gas estimates might
come from #1531
Currently, `Dex` and `Baseline` solvers are using these bad gas
estimates, while `Naive` solver returns `success_probability=1` since it
does not have any gas estimate.

# Release
Risk parameters need to be defined in the configuration. Risk parameters
should be extracted from
https://github.com/cowprotocol/services/blob/main/crates/solver/src/solver/risk_computation.rs#L53

IF we want to stop using bad gas estimates and just fallback to
`success_probability=1`, then risk parameters need to be set as
`[0,0,0,f64::MAX]`.
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Risk calculation in solvers crate cowprotocol/services
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