Solver #195
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Solver #195
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* initial omnix solution validation * added test * added price slippage to impact calculation to sort trades for processing * Added get_sorted_intents * Added calculate_transfers for preprocessing * Refactored solution to have preprocessing step calculating transfers * fixed bug * WIP on omnix_solver.py * WIP on omnix_solver.py * WIP * WIP * WIP
…ch asset through Omnipool is known.
… in some intents.
…sold from Omnipool, but not both
- Removed requirement that solution be profitable for solver to facilitate better results - switched from sparse matrices to np matrices for performance - fixed scale_down_partial_intents - fixed various scaling issues
…ken, to help with rounding errors - Added bounds to MILP solver - Tweaked options in MILP solver for more accuracy - Removed lower constraint on MILP cost function
- Handle LRNA deltas correctly
- Add 0.1 bp buffer fee - Always include profit_tkn in tradeable assets - In case of linear approximation for xyk pool, apply some trade size limits - Add LRNA delta to omnipool deltas - Force linear approximations in first run of convex solver - Added inequality constraints for X, L - Misc bug fixes
…e_does_not_settle
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