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fix: dust protection calculation optimization #2830

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Merged
mgrabina merged 2 commits into from
Jan 6, 2026
+65 −43
Merged

fix: dust protection calculation optimization #2830

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26532f2
fix: optmize dust protection calculation
mgrabina Jan 6, 2026
19521a7
remove unused const
mgrabina Jan 6, 2026
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33 changes: 19 additions & 14 deletions src/components/transactions/Swap/actions/DebtSwap/DebtSwapActionsViaCoW.tsx
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
import { normalize, valueToBigNumber } from '@aave/math-utils';
import { normalize } from '@aave/math-utils';
import { getOrderToSign, LimitTradeParameters, OrderKind, OrderStatus } from '@cowprotocol/cow-sdk';
import { AaveFlashLoanType, HASH_ZERO } from '@cowprotocol/sdk-flash-loans';
import { Trans } from '@lingui/macro';
Expand All @@ -14,18 +14,18 @@ import { zeroAddress } from 'viem';
import { useShallow } from 'zustand/react/shallow';

import { TrackAnalyticsHandlers } from '../../analytics/useTrackAnalytics';
import {
COW_PARTNER_FEE,
DUST_PROTECTION_MULTIPLIER,
FLASH_LOAN_FEE_BPS,
} from '../../constants/cow.constants';
import { COW_PARTNER_FEE, FLASH_LOAN_FEE_BPS } from '../../constants/cow.constants';
import { APP_CODE_PER_SWAP_TYPE } from '../../constants/shared.constants';
import {
addOrderTypeToAppData,
getCowFlashLoanSdk,
getCowTradingSdkByChainIdAndAppCode,
} from '../../helpers/cow';
import { calculateInstanceAddress, getHooksGasLimit } from '../../helpers/cow/adapters.helpers';
import {
accountForDustProtection,
calculateInstanceAddress,
getHooksGasLimit,
} from '../../helpers/cow/adapters.helpers';
import { useCollateralsAmount } from '../../hooks/useCollateralsAmount';
import { useSwapGasEstimation } from '../../hooks/useSwapGasEstimation';
import {
Expand Down Expand Up @@ -181,11 +181,16 @@ export const DebtSwapActionsViaCoW = ({
);
const flashLoanSdk = await getCowFlashLoanSdk(state.chainId);

const buyAmountWithMarginForDustProtection = valueToBigNumber(
state.buyAmountBigInt.toString()
)
.multipliedBy(DUST_PROTECTION_MULTIPLIER)
.toFixed(0);
const sellAmountWithMarginForDustProtection = accountForDustProtection(
state.sellAmountBigInt.toString(),
state.swapType,
state.orderType
);
const buyAmountWithMarginForDustProtection = accountForDustProtection(
state.buyAmountBigInt.toString(),
state.swapType,
state.orderType
);

const delegationPermit = signatureParams
? {
Expand All @@ -199,7 +204,7 @@ export const DebtSwapActionsViaCoW = ({

const { flashLoanFeeAmount, sellAmountToSign } = flashLoanSdk.calculateFlashLoanAmounts({
flashLoanFeeBps: FLASH_LOAN_FEE_BPS,
sellAmount: state.sellAmountBigInt,
sellAmount: BigInt(sellAmountWithMarginForDustProtection),
});

// On Debt Swap, the side is inverted for the swap
Expand Down Expand Up @@ -239,7 +244,7 @@ export const DebtSwapActionsViaCoW = ({
hooksGasLimit: getHooksGasLimit(debtAmount),
},
{
sellAmount: state.sellAmountBigInt,
sellAmount: BigInt(sellAmountWithMarginForDustProtection),
buyAmount: BigInt(buyAmountWithMarginForDustProtection),
orderToSign,
collateralPermit: delegationPermit,
Expand Down
33 changes: 19 additions & 14 deletions ...onents/transactions/Swap/actions/RepayWithCollateral/RepayWithCollateralActionsViaCoW.tsx
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
import { normalize, valueToBigNumber } from '@aave/math-utils';
import { normalize } from '@aave/math-utils';
import { getOrderToSign, LimitTradeParameters, OrderKind, OrderStatus } from '@cowprotocol/cow-sdk';
import { AaveFlashLoanType, HASH_ZERO } from '@cowprotocol/sdk-flash-loans';
import { Trans } from '@lingui/macro';
Expand All @@ -13,18 +13,18 @@ import { saveCowOrderToUserHistory } from 'src/utils/swapAdapterHistory';
import { useShallow } from 'zustand/react/shallow';

import { TrackAnalyticsHandlers } from '../../analytics/useTrackAnalytics';
import {
COW_PARTNER_FEE,
DUST_PROTECTION_MULTIPLIER,
FLASH_LOAN_FEE_BPS,
} from '../../constants/cow.constants';
import { COW_PARTNER_FEE, FLASH_LOAN_FEE_BPS } from '../../constants/cow.constants';
import { APP_CODE_PER_SWAP_TYPE } from '../../constants/shared.constants';
import {
addOrderTypeToAppData,
getCowFlashLoanSdk,
getCowTradingSdkByChainIdAndAppCode,
} from '../../helpers/cow';
import { calculateInstanceAddress, getHooksGasLimit } from '../../helpers/cow/adapters.helpers';
import {
accountForDustProtection,
calculateInstanceAddress,
getHooksGasLimit,
} from '../../helpers/cow/adapters.helpers';
import { useCollateralsAmount } from '../../hooks/useCollateralsAmount';
import { useSwapGasEstimation } from '../../hooks/useSwapGasEstimation';
import {
Expand Down Expand Up @@ -179,11 +179,16 @@ export const RepayWithCollateralActionsViaCoW = ({
);
const flashLoanSdk = await getCowFlashLoanSdk(state.chainId);

const buyAmountWithMarginForDustProtection = valueToBigNumber(
state.buyAmountBigInt.toString()
)
.multipliedBy(DUST_PROTECTION_MULTIPLIER)
.toFixed(0);
const sellAmountWithMarginForDustProtection = accountForDustProtection(
state.sellAmountBigInt.toString(),
state.swapType,
state.orderType
);
const buyAmountWithMarginForDustProtection = accountForDustProtection(
state.buyAmountBigInt.toString(),
state.swapType,
state.orderType
);

const collateralPermit = signatureParams
? {
Expand All @@ -197,7 +202,7 @@ export const RepayWithCollateralActionsViaCoW = ({

const { flashLoanFeeAmount, sellAmountToSign } = flashLoanSdk.calculateFlashLoanAmounts({
flashLoanFeeBps: FLASH_LOAN_FEE_BPS,
sellAmount: state.sellAmountBigInt,
sellAmount: BigInt(sellAmountWithMarginForDustProtection),
});

// In Repay With Collateral, the order is inverted, we need to sell the collateral to repay with and do a BUY order to the repay amount
Expand Down Expand Up @@ -237,7 +242,7 @@ export const RepayWithCollateralActionsViaCoW = ({
hooksGasLimit: getHooksGasLimit(collateralsAmount),
},
{
sellAmount: state.sellAmountBigInt,
sellAmount: BigInt(sellAmountWithMarginForDustProtection),
buyAmount: BigInt(buyAmountWithMarginForDustProtection),
orderToSign,
collateralPermit,
Expand Down
3 changes: 1 addition & 2 deletions src/components/transactions/Swap/constants/cow.constants.ts
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Expand Up @@ -60,7 +60,7 @@ export const ADAPTER_FACTORY: Record<SupportedChainId, string> = {
[SupportedChainId.SEPOLIA]: '',
};

export const DUST_PROTECTION_MULTIPLIER = 1.001;
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Contributor Author

@mgrabina mgrabina Jan 6, 2026 •
edited
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👉 Conservative market
Max APR ≈ 80%
Max per hour: 0.91 bps

👉 Aggressive / volatile market
Max APR ≈ 300%
Max per hour:≈3.4 bps

👉 Extreme custom strategy (rare but allowed)
Max APR ≈ 1000%
Max per hour:≈11.4 bps

We have 10 min max now.

export const DUST_PROTECTION_MULTIPLIER = 1.0003; // 3 BPS

export const COW_UNSUPPORTED_ASSETS: Partial<
Record<SwapType | 'ALL', Partial<Record<SupportedChainId, string[] | 'ALL'>>>
Expand Down Expand Up @@ -151,7 +151,6 @@ export const COW_PARTNER_FEE = (tokenFromSymbol: string, tokenToSymbol: string)
});

export const FLASH_LOAN_FEE_BPS = 5;
export const VALID_TO_HALF_HOUR = Math.floor(Date.now() / 1000) + 60 * 30; // 30 minutes

export const COW_APP_DATA = (
tokenFromSymbol: string,
Expand Down
37 changes: 25 additions & 12 deletions src/components/transactions/Swap/helpers/cow/adapters.helpers.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -23,6 +23,17 @@ import {
import { isCowProtocolRates, OrderType, SwapProvider, SwapState, SwapType } from '../../types';
import { getCowFlashLoanSdk } from './env.helpers';

export const accountForDustProtection = (
amount: string,
swapType: SwapType,
orderType: OrderType
) => {
return (swapType == SwapType.DebtSwap || swapType == SwapType.RepayWithCollateral) &&
orderType == OrderType.MARKET
? valueToBigNumber(amount).multipliedBy(DUST_PROTECTION_MULTIPLIER).toFixed(0)
: amount;
};

export const calculateInstanceAddress = async ({
user,
validTo,
Expand All @@ -45,7 +56,7 @@ export const calculateInstanceAddress = async ({

const flashLoanSdk = await getCowFlashLoanSdk(state.chainId);
const {
sellAmount,
sellAmountWithMarginForDustProtection,
buyAmountWithMarginForDustProtection,
buyAmount,
sellToken,
Expand All @@ -55,14 +66,16 @@ export const calculateInstanceAddress = async ({
slippageBps,
partnerFee,
} = {
sellAmount: state.sellAmountBigInt,
// @note: We wont have dust for borrow side, but we may have dust in collateral swaps
buyAmountWithMarginForDustProtection:
state.swapType !== SwapType.CollateralSwap
? valueToBigNumber(state.buyAmountBigInt.toString())
.multipliedBy(DUST_PROTECTION_MULTIPLIER)
.toFixed(0)
: state.buyAmountBigInt,
sellAmountWithMarginForDustProtection: accountForDustProtection(
state.sellAmountBigInt.toString(),
state.swapType,
state.orderType
),
buyAmountWithMarginForDustProtection: accountForDustProtection(
state.buyAmountBigInt.toString(),
state.swapType,
state.orderType
),
sellToken: state.sellAmountToken,
buyAmount: state.buyAmountBigInt,
buyToken: state.buyAmountToken,
Expand All @@ -74,7 +87,7 @@ export const calculateInstanceAddress = async ({

const { flashLoanFeeAmount, sellAmountToSign } = flashLoanSdk.calculateFlashLoanAmounts({
flashLoanFeeBps: FLASH_LOAN_FEE_BPS,
sellAmount: sellAmount,
sellAmount: BigInt(sellAmountWithMarginForDustProtection),
});

const limitOrder: LimitTradeParameters = {
Expand Down Expand Up @@ -110,9 +123,9 @@ export const calculateInstanceAddress = async ({
};

const hookAmounts: FlashLoanHookAmounts = {
flashLoanAmount: sellAmount.toString(),
flashLoanAmount: sellAmountWithMarginForDustProtection.toString(),
flashLoanFeeAmount: flashLoanFeeAmount.toString(),
sellAssetAmount: sellAmount.toString(),
sellAssetAmount: sellAmountWithMarginForDustProtection.toString(),
buyAssetAmount: buyAmountWithMarginForDustProtection.toString(),
};

Expand Down
2 changes: 1 addition & 1 deletion src/components/transactions/Swap/hooks/useSwapOrderAmounts.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -357,6 +357,6 @@ export const useSwapOrderAmounts = ({
state.side,
state.swapType,
state.orderType,
state.useFlashloan
state.useFlashloan,
]);
};
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