Bug: correct fill rate in ER Limo simple searcher example (#2049)

* correct fill rate, choose simpler option

* address comments, make python updates

* minor fixes

* fixed comment

Author: anihamde

express_relay/sdk/js/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@pythnetwork/express-relay-js",
-  "version": "0.12.0",
+  "version": "0.12.2",
   "description": "Utilities for interacting with the express relay protocol",
   "homepage": "https://github.com/pyth-network/pyth-crosschain/tree/main/express_relay/sdk/js",
   "author": "Douro Labs",

express_relay/sdk/js/src/examples/simpleSearcherLimo.ts

@@ -82,22 +82,27 @@ class SimpleSearcherLimo {
     const outputMintDecimals = await this.getMintDecimalsCached(
       order.state.outputMint
     );
+    const effectiveFillRate = Math.min(
+      this.fillRate,
+      (100 * order.state.remainingInputAmount.toNumber()) /
+        order.state.initialInputAmount.toNumber()
+    );
     const inputAmountDecimals = new Decimal(
-      order.state.remainingInputAmount.toNumber()
+      order.state.initialInputAmount.toNumber()
     )
       .div(new Decimal(10).pow(inputMintDecimals))
-      .mul(this.fillRate)
+      .mul(effectiveFillRate)
       .div(100);
 
     const outputAmountDecimals = new Decimal(
       order.state.expectedOutputAmount.toNumber()
     )
       .div(new Decimal(10).pow(outputMintDecimals))
-      .mul(this.fillRate)
+      .mul(effectiveFillRate)
       .div(100);
 
     console.log("Order address", order.address.toBase58());
-    console.log("Fill rate", this.fillRate);
+    console.log("Fill rate", effectiveFillRate);
     console.log(
       "Sell token",
       order.state.inputMint.toBase58(),
@@ -218,7 +223,8 @@ const argv = yargs(hideBin(process.argv))
     demandOption: true,
   })
   .option("fill-rate", {
-    description: "How much of the order to fill in percentage. Default is 100%",
+    description:
+      "How much of the initial order size to fill in percentage. Default is 100%",
     type: "number",
     default: 100,
   })

express_relay/sdk/python/express_relay/searcher/examples/simple_searcher_svm.py

@@ -109,11 +109,17 @@ async def assess_opportunity(self, opp: OpportunitySvm) -> BidSvm:
         order: OrderStateAndAddress = {"address": opp.order_address, "state": opp.order}
         input_mint_decimals = await self.get_mint_decimals(order["state"].input_mint)
         output_mint_decimals = await self.get_mint_decimals(order["state"].output_mint)
-        input_amount_decimals = Decimal(
-            order["state"].remaining_input_amount
-        ) / Decimal(10**input_mint_decimals)
+        effective_fill_rate = min(
+            self.fill_rate,
+            100
+            * order["state"].remaining_input_amount
+            / order["state"].initial_input_amount,
+        )
+        input_amount_decimals = Decimal(order["state"].initial_input_amount) / Decimal(
+            10**input_mint_decimals
+        )
         input_amount_decimals = (
-            input_amount_decimals * Decimal(self.fill_rate) / Decimal(100)
+            input_amount_decimals * Decimal(effective_fill_rate) / Decimal(100)
         )
         output_amount_decimals = Decimal(
             order["state"].expected_output_amount
@@ -127,7 +133,9 @@ async def assess_opportunity(self, opp: OpportunitySvm) -> BidSvm:
             self.private_key.pubkey(),
             order,
             input_amount_decimals,
+            output_amount_decimals,
             input_mint_decimals,
+            output_mint_decimals,
             self.svm_config["express_relay_program"],
         )
         router = self.limo_client.get_pda_authority(
@@ -215,7 +223,7 @@ async def main():
         "--fill-rate",
         type=int,
         default=100,
-        help="How much of the order to fill in percentage. Default is 100%",
+        help="How much of the initial order size to fill in percentage. Default is 100%",
     )
 
     args = parser.parse_args()

express_relay/sdk/python/express_relay/svm/generated/limo/instructions/take_order.py

@@ -8,9 +8,10 @@
 
 class TakeOrderArgs(typing.TypedDict):
     input_amount: int
+    output_amount: int
 
 
-layout = borsh.CStruct("input_amount" / borsh.U64)
+layout = borsh.CStruct("input_amount" / borsh.U64, "output_amount" / borsh.U64)
 
 
 class TakeOrderAccounts(typing.TypedDict):
@@ -90,6 +91,7 @@ def take_order(
     encoded_args = layout.build(
         {
             "input_amount": args["input_amount"],
+            "output_amount": args["output_amount"],
         }
     )
     data = identifier + encoded_args

express_relay/sdk/python/express_relay/svm/limo_client.py

@@ -189,16 +189,20 @@ async def take_order_ix(
         taker: Pubkey,
         order: OrderStateAndAddress,
         input_amount_decimals: Decimal,
+        output_amount_decimals: Decimal,
         input_mint_decimals: int,
+        output_mint_decimals: int,
         express_relay_program_id: Pubkey,
     ) -> List[Instruction]:
         """
         Returns the instructions to fulfill an order as a taker.
         Args:
             taker: The taker's public key
             order: The order to fulfill
-            input_amount_decimals: The amount of input tokens to take multiplied by 10 ** input_mint_decimals
+            input_amount_decimals: The amount of input tokens to take. Will be multiplied by 10 ** input_mint_decimals in this method.
+            output_amount_decimals: The amount of output tokens to provide. Will be multiplied by 10 ** output_mint_decimals in this method.
             input_mint_decimals: input mint decimals (can be fetched via get_mint_decimals)
+            output_mint_decimals: output mint decimals (can be fetched via get_mint_decimals)
             express_relay_program_id: Express relay program id
 
         Returns:
@@ -260,7 +264,10 @@ async def take_order_ix(
                 TakeOrderArgs(
                     input_amount=int(
                         input_amount_decimals * (10**input_mint_decimals)
-                    )
+                    ),
+                    output_amount=int(
+                        output_amount_decimals * (10**output_mint_decimals)
+                    ),
                 ),
                 {
                     "taker": taker,

express_relay/sdk/python/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "express-relay"
-version = "0.10.1"
+version = "0.12.2"
 description = "Utilities for searchers and protocols to interact with the Express Relay protocol."
 authors = ["dourolabs"]
 license = "Apache-2.0"