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add max swap size for liquidator #68

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wphan opened this issue Sep 5, 2023 · 0 comments
Open

add max swap size for liquidator #68

wphan opened this issue Sep 5, 2023 · 0 comments

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@wphan
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wphan commented Sep 5, 2023

to prevent unnecessary price impact in illiquid spot markets (i.e. wbtc, weth), add a field to the config to limit the size of individual swaps.

additionally:

  • enable twap for specific markets
  • be 'price impact' or 'slippage from oracle' aware. Currently maxSlippageBps in the config is jupiter slippage
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