DEX COW SOLVER - a demo solver

Logic of the solver:

• For each order, it requests the best trading route on paraswap and decomposes it into subpath trades
• From the all the subpath trades, it identifies possible cows on the subpath and trades the cows internally against each other.
• Then all the left over volume from the subtrades that don’t fit into a cow is settled against 0x.
• Try to remove all subpath trades from zeroEx with buffer trades In between, it can fail on many steps, e.g. if the subtrades build a ring, it can’t deal with it.

How to use it:

Start the server by running:

cargo run

then post requests to it like:

curl -vX POST "http://127.0.0.1:8000/solve" -H  "accept: application/json" -H  "Content-Type: application/json" --data "@$PWD/data/test.json"

Alternatively, the code can also be run via docker:

Running api

docker build -t cowdexsolver -f docker/Dockerfile.binary .
docker run -p8000:8000 -ti cowdexsolver cowdexsolver --bind-address 0.0.0.0:8000

How to run simulations together with the cowswap official driver:

In order to see how the solutions would be submitted, which exact settlements would be build with the provided solutions and in order to investigate the settlements-simulations in tenderly, you can follow the following steps:

Prepare driver code:

Run the following commands to get the cowswap driver repo

git clone [email protected]:gnosis/gp-v2-services.git
cd gp-v2-services

and then start the driver by:

export INFURA_KEY=<your infura key>

cargo run -p solver --  --orderbook-url https://protocol-mainnet.gnosis.io \
   --node-url "https://mainnet.infura.io/v3/$INFURA_KEY" \
  --cow-dex-ag-solver-url "http://127.0.0.1:8000" \
  --solver-account 0xa6DDBD0dE6B310819b49f680F65871beE85f517e \
  --solvers CowDexAg \
  --transaction-strategy DryRun

This will start the driver.

Then you want to start the cowDexAg solver by running from this repo:

cargo run

Now, the driver should supply current open orders from production to the cowDexAg solver and the solver will find a solution and returning it back to the driver.