feat: configure Unimind circuit breaker (#642)

Author: alanhwu

lib/crons/unimind-algorithm.ts

@@ -22,6 +22,7 @@ import {
   UNIMIND_UPDATE_THRESHOLD,
   UNIMIND_CIRCUIT_BREAKER_MAX_BATCH,
   UNIMIND_CIRCUIT_BREAKER_MIN_ORDERS,
+  UNIMIND_CIRCUIT_BREAKER_FILL_RATE_THRESHOLD,
 } from '../util/constants'
 import { median } from '../util/unimind'
 
@@ -156,11 +157,11 @@ export async function updateParameters(
         const statistics = getStatistics(pairOrders.orders, log)
         const batchMetrics = calculateBatchMetrics(statistics)
 
-        // Check circuit breaker: early batches with zero fill rate
-        const circuitBreakerTriggered = shouldCheckCircuitBreaker && batchMetrics.fillRate === 0
+        // Check circuit breaker: early batches with low fill rate
+        const circuitBreakerTriggered = shouldCheckCircuitBreaker && batchMetrics.fillRate <= UNIMIND_CIRCUIT_BREAKER_FILL_RATE_THRESHOLD
         if (circuitBreakerTriggered) {
           log.info(
-            `Unimind updateParameters: Circuit breaker triggered for pair ${pairKey} (batch ${pairData.batchNumber}) - fillRate is 0 after ${totalCount} orders`
+            `Unimind updateParameters: Circuit breaker triggered for pair ${pairKey} (batch ${pairData.batchNumber}) - fillRate ${batchMetrics.fillRate} <= ${UNIMIND_CIRCUIT_BREAKER_FILL_RATE_THRESHOLD} after ${totalCount} orders`
           )
         }
 
@@ -218,7 +219,7 @@ export async function updateParameters(
           log.info(
             `Unimind updateParameters: Circuit breaker not triggered for pair ${pairKey} - fillRate ${batchMetrics.fillRate.toFixed(
               3
-            )} > 0, not updating parameters yet`
+            )} > ${UNIMIND_CIRCUIT_BREAKER_FILL_RATE_THRESHOLD}, not updating parameters yet`
           )
           // Update the count only
           await unimindParametersRepo.put({

lib/util/constants.ts

@@ -45,7 +45,8 @@ export const DEFAULT_UNIMIND_PARAMETERS = JSON.stringify({
 })
 export const UNIMIND_UPDATE_THRESHOLD = 25
 export const UNIMIND_CIRCUIT_BREAKER_MAX_BATCH = 5 // Circuit breaker active for batches 0-5
-export const UNIMIND_CIRCUIT_BREAKER_MIN_ORDERS = 5 // Order count to begin checking circuit breaker
+export const UNIMIND_CIRCUIT_BREAKER_MIN_ORDERS = 4 // Order count to begin checking circuit breaker
+export const UNIMIND_CIRCUIT_BREAKER_FILL_RATE_THRESHOLD = 25 // Fill rate at or below this value triggers circuit breaker
 export const UNIMIND_DEV_SWAPPER_ADDRESS = '0x2b813964306D8F12bdaB5504073a52e5802f049D'
 // Direct pi and tau to use for curve; Not intrinsicValues
 export const PUBLIC_STATIC_PARAMETERS = {