Gas Heuristics

This doc contains suggested gasWanted values for specific Exchange messages. Values were obtained heuristically by observing gas consumption during MsgServer execution for a transaction containing a single Msg type. Conceptually, for any transaction the following formula applies:

    tx_gas = ante_gas + msg_gas (+ msg2_gas ...)

where ante_gas is the gas consumed during AnteHandler and the subsequent sum of msg_gas is gas consumed by MsgServer of each particular msg (highest observed ante_gas is 120_000).

With fixed_gas_enabled set to true in Exchange params, the following values can be used as gasWanted in order to ensure a transaction does not run out of gas:

Note: It is assumed that the transaction contains a single message`.

Message Type	Gas Wanted
MsgCreateDerivativeLimitOrder	240,000 (post-only: 260,000)
MsgCreateDerivativeMarketOrder	235,000
MsgCancelDerivativeOrder	190,000
MsgCreateSpotLimitOrder	220,000 (post-only: 240,000)
MsgCreateSpotMarketOrder	170,000
MsgCancelSpotOrder	185,000
MsgCreateBinaryOptionsLimitOrder	240,000 (post-only: 260,000)
MsgCreateBinaryOptionsMarketOrder	225,000
MsgCancelBinaryOptionsOrder	190,000
MsgDeposit	158,000
MsgWithdrawGas	155,000
MsgSubaccountTransferGas	135,000
MsgExternalTransferGas	160,000
MsgIncreasePositionMarginGas	171,000
MsgDecreasePositionMarginGas	180,000

If the order in question is also a GTB (Good-Till-Block) order, an amount of gas equal to 10% of the above values should be added on top.

Batch Msg types

Gas for batch message types varies based on the content of the message itself. Additionally, ante_gas scales with the number of orders (noticeably around 3000 added gas, included in this formula).:

N - is the number of orders

• MsgBatchCreateSpotLimitOrders: tx_gas = 120_000 + N x 103_000 (e.g. for 3 orders you get 329_000)

• MsgBatchCancelSpotOrders: tx_gas = 120_000 + N x 68_000

• MsgBatchCreateDerivativeLimitOrders: tx_gas = 120_000 + N x 123_000

• MsgBatchCancelDerivativeOrders: tx_gas = 120_000 + N x 73_000

• MsgBatchCancelBinaryOptionsOrders: tx_gas = 120_000 + N x 123_000

MsgBatchUpdateOrders

type MsgBatchUpdateOrders struct {
	Sender string
	
	SubaccountId                      string             // used only with cancel-all ((M - number of markets, N number of orders in a market) 
	SpotMarketIdsToCancelAll          []string           // M x N x 65_000 
	DerivativeMarketIdsToCancelAll    []string           // M x N x 70_000
	BinaryOptionsMarketIdsToCancelAll []string           // M x N x 70_000
	
	SpotOrdersToCancel                []*OrderData       // N x 65_000 + N x 3000
	DerivativeOrdersToCancel          []*OrderData       // N x 70_000 + N x 3000
    BinaryOptionsOrdersToCancel       []*OrderData       // N x 70_000 + N x 3000
    SpotOrdersToCreate                []*SpotOrder       // N x 100_000 (120_000 if post-only) + N x 3000
    DerivativeOrdersToCreate          []*DerivativeOrder // N x 120_000 (140_000 if post-only) + N x 3000
	BinaryOptionsOrdersToCreate       []*DerivativeOrder // N x 120_000 (140_000 if post-only) + N x 3000
}

For example, let's suppose you want to:

• cancel 3 spot orders in market A

• create 2 derivative orders in market B

• create 1 binary-options post-only order in market C

• cancel all orders in spot markets X and Y (2 orders in X and 2 orders in Y)

The resulting gas would be computed as such:

    total_gas = 3 x 100_000 + 3 x 3000  // cancel 3x spot
                + 2 x 120_000 + 2 x 3000 // create 2x derv
                + 140_000 // create 1x post-only bo
                + 4 x 65_000 // cancel-all 4x spot orders

which ends up being 955_000 gas.