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[speed] Improve execution time for small orders #4736

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anxolin opened this issue Jul 26, 2024 · 1 comment · May be fixed by #4911
Open

[speed] Improve execution time for small orders #4736

anxolin opened this issue Jul 26, 2024 · 1 comment · May be fixed by #4911
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Planned Just a label to easily see some of the planned things for the quarter easily

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@anxolin
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anxolin commented Jul 26, 2024 •
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Potential ideas:

  • Detect when gas price changes might have a big impact on the execution
  • React to the above (preventing the user from creating the order in some cases and allowing to place anyway knowing it might be delayed), alternatively or in addition, make sure if the user places the order we recommend adding some extra buffer for the slippage tolerance
  • Potentially, the smart slippage calculation should take volume into account
  • Good to have: estimate the expected volatility in gas prices for the next 30min and enhance the smart slippage calculations

After the improvements, we should monitor the SLI dashboard and focus on understanding the outliers.
@anxolin anxolin added the Planned Just a label to easily see some of the planned things for the quarter easily label Jul 26, 2024
@anxolin anxolin changed the title [speed] Smart Default Slippage [speed] Improve execution time for small orders Jul 26, 2024
@elena-zh
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Hey @anxolin , should #4316 task be closed then?

@anxolin anxolin mentioned this issue Apr 26, 2024
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@alfetopito alfetopito linked a pull request Sep 19, 2024 that will close this issue
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feat(slippage): smart slippage for high fee orders cowprotocol/cowswap
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