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Twap reduce restrictions
Experimental PR to reduce drastically the restrictions for TWAP orders.
Relax Time
I allow here, for dramatic porpoises, to place a order every 15s (before 300s --> 5min )
Relax order size
Additionally, I reduced the minum trade size for Gnosis Chain, Base and Arbitrum.
Allow more time to execute the orders
Before this PR discrete orders expire when the next part epoc starts.
This PR suggests a minimum of 30min in which orders are open. This way, it leaves more time for orders to execute.
This way, you can send orders every 15s, but they will be batched in the same block if they are active concurrently OPEN.
There could be other potential logic for the duration, I just used 30min as it is the default SWAP deadline.
My test
I was able to place the order
It created this weird effect and the order expired before executing. Watch-tower didn't even place the order!
trimmed.mov
This shows some issues
However, this shows how the order's table show some wrong data.
Follow ups
We should