Remove internalizations from slippage #344
Closed
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
initial implementation by @harisang - removes internalized interactions (phantom transfers) - shorten time interval for accounting prices
|
``
Don't want to defend the change, but the original query, once we drop internalizations, also produces weird slippage numbers from time to time. |
|
This PR is outdated and combines multiple changes. I am closing it and opened a new issue on cleaning up the slippage query, #383. |
Sign up for free
to subscribe to this conversation on GitHub.
Already have an account?
Sign in.
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Initial implementation by @harisang
Test query is here.
It produces some weird slippage numbers sometimes. Might need to be adapted a bit.