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fix(utxo): calculate min_trading_vol based on fixed tx fees#2564

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shamardy merged 5 commits intodevfrom
fix/min-trade-volume
Aug 12, 2025
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fix(utxo): calculate min_trading_vol based on fixed tx fees#2564
shamardy merged 5 commits intodevfrom
fix/min-trade-volume

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Fixes #1567

This fix prevents swap failures on UTXO coins with high fixed fees (e.g., ZEC, RVN), where the HTLC spend fee could exceed the traded amount.

The min_trading_vol calculation is now enhanced:

For coins with a fixed fee rate, the minimum volume is set to 10x the estimated HTLC spend fee, ensuring it's always economical to complete the swap.
For coins with dynamic fees, the calculation remains based on the dust amount to preserve synchronous behavior.

shamardy added 3 commits July 31, 2025 14:45
Adds support for the `FeeRate::FixedPerKbDingo` case, which was
introduced in a recent merge. Refactored the logic to handle all
fixed-fee variants idiomatically.
@shamardy shamardy requested review from cipig and dimxy July 31, 2025 12:08
@shamardy shamardy marked this pull request as ready for review July 31, 2025 12:32
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image

default min_vol for ZEC before this PR was 0.0001, now it is 0.00496 (0.0496 for RVN)... idk how the 0.00496 is calculated, but trading exactly that min_volume works fine
makerpaymentspent: https://blockchair.com/zcash/transaction/24715490971e72a2f9a438f61cc4d93464a6241bde268707c69b61d71c4b08ff (got 0.004464 ZEC and payed 0.000496 ZEC txfee)
the default min_volume for dynamic fee coins, like LTC, is the same as before... 0.000546 LTC (= 10x dust)

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shamardy commented Aug 1, 2025

idk how the 0.00496 is calculated

minimum trading volume is now 10 * minimum fee needed to spend an HTLC and the minimum fee to speed an HTLC is the fee per kb * htlc spend tx size, and an HTLC spend transaction size is 496 bytes

@smk762 smk762 self-requested a review August 6, 2025 08:47
smk762
smk762 previously approved these changes Aug 6, 2025
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Recalculated volumes sighted for UTXO coins as below. Non-UTXO included for reference / regression testing. Values compare dev branch responses to this branch.

        [
            {
                "min_trading_vol": "0.0001",
                "min_trading_vol_AFTER": "0.0001",
                "ticker": "ARRR"
            },
            {
                "ticker": "DOGE",,
                "min_trading_vol": "0.1",
                "min_trading_vol_AFTER": "0.1"
            },
            {
                "min_trading_vol": "0.000000000000000001",
                "min_trading_vol_AFTER": "0.000000000000000001",
                "ticker": "MATIC"
            },
            {
                "ticker": "ATOM"
                "min_trading_vol": "0.000001",
                "min_trading_vol_AFTER": "0.000001",
            },
            {
                "min_trading_vol": "0.0001",
                "min_trading_vol_AFTER": "0.0496",
                "ticker": "RVN"
            },
            {
                "min_trading_vol": "0.000546",
                "min_trading_vol_AFTER": "0.000546",
                "ticker": "LTC"
            }
        ]

onur-ozkan
onur-ozkan previously approved these changes Aug 12, 2025
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LGTM other than a minor note.

@shamardy shamardy dismissed stale reviews from onur-ozkan and smk762 via cafb727 August 12, 2025 13:41
@shamardy shamardy merged commit 32b9e2d into dev Aug 12, 2025
18 of 24 checks passed
@shamardy shamardy deleted the fix/min-trade-volume branch August 12, 2025 16:47
dimxy pushed a commit that referenced this pull request Aug 12, 2025
* dev:
  fix(utxo): calculate min_trading_vol based on fixed tx fees (#2564)
  feat(protocol): [0] solana support (#2586)
  fix(utxo): fix header deserialization; guard AuxPoW (#2583)
dimxy pushed a commit that referenced this pull request Aug 12, 2025
* dev:
  fix(utxo): calculate min_trading_vol based on fixed tx fees (#2564)
  feat(protocol): [0] solana support (#2586)
  fix(utxo): fix header deserialization; guard AuxPoW (#2583)
dimxy pushed a commit that referenced this pull request Aug 12, 2025
* dev:
  fix(Trezor): fix utxo and eth calls due to firmware changes (#2565)
  fix(utxo): calculate min_trading_vol based on fixed tx fees (#2564)
  feat(protocol): [0] solana support (#2586)
  fix(utxo): fix header deserialization; guard AuxPoW (#2583)
  chore(rust 1.89): make CI clippy/fmt pass (wasm32, all-targets) (#2581)
  fix(utxo): deserialize sapling root for PIVX block headers (#2572)
  improvement(dep-stack): security bumps (#2562)

# Conflicts:
#	mm2src/mm2_main/tests/docker_tests/eth_docker_tests.rs
dimxy pushed a commit that referenced this pull request Aug 13, 2025
* dev:
  fix(ordermatch): ignore loop-back; clear on null root; reject stale keep-alives (#2580)
  fix(clippy): fix clippy warnings for #2565 (#2589)
  fix(Trezor): fix utxo and eth calls due to firmware changes (#2565)
  fix(utxo): calculate min_trading_vol based on fixed tx fees (#2564)
  feat(protocol): [0] solana support (#2586)
  fix(utxo): fix header deserialization; guard AuxPoW (#2583)
  chore(rust 1.89): make CI clippy/fmt pass (wasm32, all-targets) (#2581)
  fix(utxo): deserialize sapling root for PIVX block headers (#2572)
  improvement(dep-stack): security bumps (#2562)
  fix(utxo): correct block header deserialization for AuxPow and KAWPOW coins (#2563)
dimxy pushed a commit that referenced this pull request Aug 15, 2025
* dev: (24 commits)
  fix(ordermatch): ignore loop-back; clear on null root; reject stale keep-alives (#2580)
  fix(clippy): fix clippy warnings for #2565 (#2589)
  fix(Trezor): fix utxo and eth calls due to firmware changes (#2565)
  fix(utxo): calculate min_trading_vol based on fixed tx fees (#2564)
  feat(protocol): [0] solana support (#2586)
  fix(utxo): fix header deserialization; guard AuxPoW (#2583)
  chore(rust 1.89): make CI clippy/fmt pass (wasm32, all-targets) (#2581)
  fix(utxo): deserialize sapling root for PIVX block headers (#2572)
  improvement(dep-stack): security bumps (#2562)
  fix(utxo): correct block header deserialization for AuxPow and KAWPOW coins (#2563)
  feat(wallet-connect): impl BTC (UTxO) activation via WalletConnect (#2499)
  feat(utxo): add new fixed txfee option for DINGO-like coins (#2454)
  ci(pull-requests): review notification bot (#2468)
  improvement(walletconnect): return the `pairing_topic` in `new_connection` response (#2538)
  bless clippy (#2560)
  refactor(toolchain): use latest available stable compiler (#2557)
  feat(wallet): implement unified offline private key export API (#2542)
  improve note for docker test start failure (#2550)
  fix(DOCS): add note for macos to fix docker containers startup failure (#2544)
  refactor(toolchain): general stabilization for stable rust (#2528)
  ...

# Conflicts:
#	mm2src/coins/eth.rs
#	mm2src/coins/eth/eth_swap_v2/eth_maker_swap_v2.rs
#	mm2src/coins/eth/eth_swap_v2/eth_taker_swap_v2.rs
#	mm2src/coins/eth/eth_tests.rs
#	mm2src/coins/eth/eth_withdraw.rs
#	mm2src/coins/eth/v2_activation.rs
#	mm2src/coins/nft.rs
#	mm2src/coins/qrc20.rs
#	mm2src/mm2_main/src/rpc/dispatcher/dispatcher.rs
#	mm2src/mm2_main/src/rpc/lp_commands/one_inch/rpcs.rs
#	mm2src/mm2_main/src/rpc/lp_commands/tokens.rs
#	mm2src/mm2_main/tests/docker_tests/eth_docker_tests.rs
dimxy pushed a commit that referenced this pull request Aug 19, 2025
* dev:
  improvement(`static mut`s): `static mut` removal (#2590)
  fix(orders): set subscription on kickstart and skip GC of own pubkeys (#2597)
  fix(ordermatch): ignore loop-back; clear on null root; reject stale keep-alives (#2580)
  fix(clippy): fix clippy warnings for #2565 (#2589)
  fix(Trezor): fix utxo and eth calls due to firmware changes (#2565)
  fix(utxo): calculate min_trading_vol based on fixed tx fees (#2564)
  feat(protocol): [0] solana support (#2586)
  fix(utxo): fix header deserialization; guard AuxPoW (#2583)
  chore(rust 1.89): make CI clippy/fmt pass (wasm32, all-targets) (#2581)
  fix(utxo): deserialize sapling root for PIVX block headers (#2572)
  improvement(dep-stack): security bumps (#2562)
  fix(utxo): correct block header deserialization for AuxPow and KAWPOW coins (#2563)
  feat(wallet-connect): impl BTC (UTxO) activation via WalletConnect (#2499)
  feat(utxo): add new fixed txfee option for DINGO-like coins (#2454)
  ci(pull-requests): review notification bot (#2468)
  improvement(walletconnect): return the `pairing_topic` in `new_connection` response (#2538)
  bless clippy (#2560)
  refactor(toolchain): use latest available stable compiler (#2557)
  feat(wallet): implement unified offline private key export API (#2542)
  chore(release): v2.3.0-beta (#2284)

# Conflicts:
#	mm2src/mm2_main/tests/docker_tests/eth_docker_tests.rs
dimxy pushed a commit to dimxy/komodo-defi-framework that referenced this pull request Aug 21, 2025
* dev: (28 commits)
  fix build script failing to find .git/HEAD (GLEECBTC#2601)
  refactor(EVM): rename fn, fix timeouts, add activation req validation (GLEECBTC#2543)
  improvement(`static mut`s): `static mut` removal (GLEECBTC#2590)
  fix(orders): set subscription on kickstart and skip GC of own pubkeys (GLEECBTC#2597)
  fix(ordermatch): ignore loop-back; clear on null root; reject stale keep-alives (GLEECBTC#2580)
  fix(clippy): fix clippy warnings for GLEECBTC#2565 (GLEECBTC#2589)
  fix(Trezor): fix utxo and eth calls due to firmware changes (GLEECBTC#2565)
  fix(utxo): calculate min_trading_vol based on fixed tx fees (GLEECBTC#2564)
  feat(protocol): [0] solana support (GLEECBTC#2586)
  fix(utxo): fix header deserialization; guard AuxPoW (GLEECBTC#2583)
  chore(rust 1.89): make CI clippy/fmt pass (wasm32, all-targets) (GLEECBTC#2581)
  fix(utxo): deserialize sapling root for PIVX block headers (GLEECBTC#2572)
  improvement(dep-stack): security bumps (GLEECBTC#2562)
  fix(utxo): correct block header deserialization for AuxPow and KAWPOW coins (GLEECBTC#2563)
  feat(wallet-connect): impl BTC (UTxO) activation via WalletConnect (GLEECBTC#2499)
  feat(utxo): add new fixed txfee option for DINGO-like coins (GLEECBTC#2454)
  ci(pull-requests): review notification bot (GLEECBTC#2468)
  improvement(walletconnect): return the `pairing_topic` in `new_connection` response (GLEECBTC#2538)
  bless clippy (GLEECBTC#2560)
  refactor(toolchain): use latest available stable compiler (GLEECBTC#2557)
  ...

# Conflicts:
#	mm2src/coins/eth.rs
#	mm2src/coins/eth/eth_rpc.rs
#	mm2src/coins/eth/eth_swap_v2/eth_maker_swap_v2.rs
#	mm2src/coins/eth/eth_swap_v2/eth_taker_swap_v2.rs
#	mm2src/coins/eth/eth_withdraw.rs
#	mm2src/coins/eth/v2_activation.rs
#	mm2src/coins/lightning.rs
#	mm2src/coins/lp_coins.rs
#	mm2src/coins/nft.rs
#	mm2src/coins/qrc20.rs
#	mm2src/coins/siacoin.rs
#	mm2src/coins/tendermint/tendermint_token.rs
#	mm2src/coins/test_coin.rs
#	mm2src/coins/utxo/bch.rs
#	mm2src/coins/utxo/qtum.rs
#	mm2src/coins/utxo/slp.rs
#	mm2src/coins/utxo/utxo_standard.rs
#	mm2src/coins/z_coin.rs
#	mm2src/coins_activation/src/bch_with_tokens_activation.rs
#	mm2src/coins_activation/src/erc20_token_activation.rs
#	mm2src/coins_activation/src/eth_with_token_activation.rs
#	mm2src/coins_activation/src/init_erc20_token_activation.rs
#	mm2src/coins_activation/src/init_token.rs
#	mm2src/coins_activation/src/platform_coin_with_tokens.rs
#	mm2src/coins_activation/src/slp_token_activation.rs
#	mm2src/coins_activation/src/tendermint_with_assets_activation.rs
#	mm2src/coins_activation/src/token.rs
#	mm2src/mm2_main/src/lp_swap.rs
#	mm2src/mm2_main/src/lp_swap/check_balance.rs
#	mm2src/mm2_main/src/lp_swap/maker_swap.rs
#	mm2src/mm2_main/src/lp_swap/max_maker_vol_rpc.rs
#	mm2src/mm2_main/src/lp_swap/swap_v2_rpcs.rs
#	mm2src/mm2_main/src/lp_swap/taker_swap.rs
#	mm2src/mm2_main/src/lp_swap/trade_preimage.rs
#	mm2src/mm2_main/src/rpc/dispatcher/dispatcher.rs
#	mm2src/mm2_main/src/rpc/lp_commands/legacy.rs
#	mm2src/mm2_main/src/rpc/lp_commands/lr_swap.rs
#	mm2src/mm2_main/src/rpc/lp_commands/lr_swap/lr_impl.rs
#	mm2src/mm2_main/src/rpc/lp_commands/one_inch/errors.rs
#	mm2src/mm2_main/src/rpc/lp_commands/one_inch/rpcs.rs
#	mm2src/mm2_main/src/rpc/lp_commands/tokens.rs
#	mm2src/mm2_main/tests/docker_tests/docker_tests_common.rs
#	mm2src/mm2_main/tests/docker_tests/docker_tests_inner.rs
#	mm2src/mm2_main/tests/docker_tests/eth_docker_tests.rs
#	mm2src/mm2_main/tests/integration_tests_common/mod.rs
#	mm2src/trading_api/src/one_inch_api/client.rs
dimxy pushed a commit that referenced this pull request Oct 15, 2025
For fixed-fee UTXO coins, use max(10×dust, 10×(fee_per_kB × 496B)) so swaps
remain economical. Dynamic-fee coins remain dust-based. Fixes #1567.
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4 participants