pinkdiamond1 / dex-open-solver

Open source solver to the batch auction problem.

Contents

This package contains code for finding the optimal exchange rate and trade amounts for a set of orders between two tokens.

Installing

pip install git+http://github.com/gnosis/dex-open-solver#egg=dex-open-solver_gnosis

Using

For help on all options:

gp_match -h

Matching a specific token pair:

gp_match instance.json token-pair token0 token1

Matching the token pair which leads to highest objective value:

gp_match instance.json best-token-pair

Developing

1. Checkout the source code.

git clone [email protected]:gnosis/dex-open-solver.git
cd dex-open-solver

2. Create a virtual environment (optional but recommended):

virtualenv --python=/usr/bin/python3 venv
. venv/bin/activate

3. Install in development mode:

pip install -e .

Algorithm

See here.