feat: increase sampler granularity [LIT-843] (0xProject#1283)

* increasing sampler granularity to 40

* updating native orders to use 40 sample granularity

* replacing magic numbers with constant

Author: SavDont

src/asset-swapper/utils/market_operation_utils/constants.ts

@@ -2197,17 +2197,18 @@ const DEFAULT_FEE_SCHEDULE: FeeSchedule = Object.keys(DEFAULT_GAS_SCHEDULE).redu
     return acc;
 }, {} as FeeSchedule);
 
+const numSamples = 40;
 export const DEFAULT_GET_MARKET_ORDERS_OPTS: Omit<GetMarketOrdersOpts, 'gasPrice'> = {
     excludedSources: [],
     includedSources: [],
     bridgeSlippage: 0.005,
-    numSamples: 13,
+    numSamples: numSamples,
     sampleDistributionBase: 1,
     feeSchedule: DEFAULT_FEE_SCHEDULE,
     exchangeProxyOverhead: () => ZERO_AMOUNT,
     shouldGenerateQuoteReport: true,
     tokenAdjacencyGraph: TokenAdjacencyGraph.getEmptyGraph(),
-    neonRouterNumSamples: 14,
+    neonRouterNumSamples: numSamples + 1,
     fillAdjustor: new IdentityFillAdjustor(),
     endpoint: 'price',
 };

src/asset-swapper/utils/market_operation_utils/path_optimizer.ts

@@ -262,23 +262,22 @@ export class PathOptimizer {
             }
             const fee = this.calculateOutputFee(nativeOrder).integerValue().toNumber();
 
-            // HACK: due to an issue with the Rust router interpolation we need to create exactly 13 samples from the native order
+            // HACK: due to an issue with the Rust router interpolation we need to create exactly 40 samples from the native order
             const ids = [];
             const inputs = [];
             const outputs = [];
             const outputFees = [];
 
             // NOTE: Limit orders can be both larger or smaller than the input amount
             // If the order is larger than the input we can scale the order to the size of
-            // the quote input (order pricing is constant) and then create 13 "samples" up to
+            // the quote input (order pricing is constant) and then create 40 "samples" up to
             // and including the full quote input amount.
             // If the order is smaller we don't need to scale anything, we will just end up
             // with trailing duplicate samples for the order input as we cannot go higher
             const scaleToInput = BigNumber.min(this.inputAmount.dividedBy(normalizedOrderInput), 1);
 
-            // TODO: replace constant with a proper sample size.
-            for (let i = 1; i <= 13; i++) {
-                const fraction = i / 13;
+            for (let i = 1; i < this.neonRouterNumSamples; i++) {
+                const fraction = i / (this.neonRouterNumSamples - 1);
                 const currentInput = BigNumber.min(
                     normalizedOrderInput.times(scaleToInput).times(fraction),
                     normalizedOrderInput,

src/options.ts

@@ -77,14 +77,14 @@ const EXCHANGE_PROXY_OVERHEAD_FULLY_FEATURED = (sourceFlags: bigint) => {
     }
 };
 
-const NEON_ROUTER_NUM_SAMPLES = 14;
+const NUM_SAMPLES = 40;
 // TODO(kimpers): Due to an issue with the Rust router we want to use equidistant samples when using the Rust router
 
 export const ASSET_SWAPPER_MARKET_ORDERS_OPTS: Partial<SwapQuoteRequestOpts> = {
     bridgeSlippage: DEFAULT_QUOTE_SLIPPAGE_PERCENTAGE,
-    numSamples: 13,
+    numSamples: NUM_SAMPLES,
     sampleDistributionBase: SAMPLE_DISTRIBUTION_BASE,
-    neonRouterNumSamples: NEON_ROUTER_NUM_SAMPLES,
+    neonRouterNumSamples: NUM_SAMPLES + 1,
     exchangeProxyOverhead: EXCHANGE_PROXY_OVERHEAD_FULLY_FEATURED,
     shouldGenerateQuoteReport: true,
 };