Add integration fee recipient (#94)

* add partner fee recipient * add fee kind to order rewards data --------- Co-authored-by: Felix Henneke <[email protected]>
cowprotocol · Apr 15, 2024 · 47d19c1 · 47d19c1
1 parent 97e9436
commit 47d19c1
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Showing 5 changed files with 130 additions and 4 deletions.
diff --git a/src/models/order_rewards_schema.py b/src/models/order_rewards_schema.py
@@ -35,6 +35,8 @@ def from_pdf_to_dune_records(cls, rewards_df: DataFrame) -> list[dict[str, Any]]
                     "quote_buy_amount": str(row["quote_buy_amount"]),
                     "quote_gas_cost": float(row["quote_gas_cost"]),
                     "quote_sell_token_price": float(row["quote_sell_token_price"]),
+                    "partner_fee_recipient": row["partner_fee_recipient"],
+                    "protocol_fee_kind": row["protocol_fee_kind"],
                 },
             }
             for row in rewards_df.to_dict(orient="records")

diff --git a/src/sql/orderbook/barn_order_rewards.sql b/src/sql/orderbook/barn_order_rewards.sql
@@ -56,7 +56,8 @@ order_surplus AS (
         CASE
             WHEN o.kind = 'sell' THEN o.buy_token
             WHEN o.kind = 'buy' THEN o.sell_token
-        END AS surplus_token
+        END AS surplus_token,
+        ad.full_app_data as app_data
     FROM
         settlements s
         JOIN settlement_scores ss -- contains block_deadline
@@ -70,6 +71,8 @@ order_surplus AS (
         AND s.auction_id = oe.auction_id
         LEFT OUTER JOIN order_quotes oq -- contains quote amounts
         ON o.uid = oq.order_uid
+        LEFT OUTER JOIN app_data ad -- contains full app data
+        on o.app_data = ad.contract_app_data
     WHERE
         ss.block_deadline >= {{start_block}}
         -- since this table filtered on block_deadline is joined with another table filtered on block_number
@@ -88,6 +91,8 @@ order_protocol_fee AS (
         os.observed_fee,
         os.surplus,
         os.surplus_token,
+        convert_from(os.app_data, 'UTF8')::JSONB->'metadata'->'partnerFee'->>'recipient' as partner_fee_recipient,
+        fp.kind as protocol_fee_kind,
         CASE
             WHEN fp.kind = 'surplus' THEN CASE
                 WHEN os.kind = 'sell' THEN
@@ -151,6 +156,8 @@ order_protocol_fee_prices AS (
         opf.surplus,
         opf.protocol_fee,
         opf.protocol_fee_token,
+        opf.partner_fee_recipient,
+        opf.protocol_fee_kind,
         CASE
             WHEN opf.sell_token != opf.protocol_fee_token THEN (opf.sell_amount - opf.observed_fee) / opf.buy_amount * opf.protocol_fee
             ELSE opf.protocol_fee
@@ -214,7 +221,9 @@ select
     cast(oq.sell_amount as numeric(78, 0)) :: text  as quote_sell_amount,
     cast(oq.buy_amount as numeric(78, 0)) :: text as quote_buy_amount,
     oq.gas_amount * oq.gas_price as quote_gas_cost,
-    oq.sell_token_price as quote_sell_token_price
+    oq.sell_token_price as quote_sell_token_price,
+    opfp.partner_fee_recipient as partner_fee_recipient,
+    opfp.protocol_fee_kind
 from
     trade_hashes
     left outer join order_execution o on trade_hashes.order_uid = o.order_uid

diff --git a/src/sql/orderbook/prod_order_rewards.sql b/src/sql/orderbook/prod_order_rewards.sql
@@ -56,7 +56,8 @@ order_surplus AS (
         CASE
             WHEN o.kind = 'sell' THEN o.buy_token
             WHEN o.kind = 'buy' THEN o.sell_token
-        END AS surplus_token
+        END AS surplus_token,
+        ad.full_app_data as app_data
     FROM
         settlements s
         JOIN settlement_scores ss -- contains block_deadline
@@ -70,8 +71,12 @@ order_surplus AS (
         AND s.auction_id = oe.auction_id
         LEFT OUTER JOIN order_quotes oq -- contains quote amounts
         ON o.uid = oq.order_uid
+        LEFT OUTER JOIN app_data ad -- contains full app data
+        on o.app_data = ad.contract_app_data
     WHERE
         ss.block_deadline >= {{start_block}}
+        -- since this table filtered on block_deadline is joined with another table filtered on block_number
+        -- the bound for this table need to be a bit looser.
         AND ss.block_deadline <= {{end_block}} + 100
 ),
 order_protocol_fee AS (
@@ -86,6 +91,8 @@ order_protocol_fee AS (
         os.observed_fee,
         os.surplus,
         os.surplus_token,
+        convert_from(os.app_data, 'UTF8')::JSONB->'metadata'->'partnerFee'->>'recipient' as partner_fee_recipient,
+        fp.kind as protocol_fee_kind,
         CASE
             WHEN fp.kind = 'surplus' THEN CASE
                 WHEN os.kind = 'sell' THEN
@@ -149,6 +156,8 @@ order_protocol_fee_prices AS (
         opf.surplus,
         opf.protocol_fee,
         opf.protocol_fee_token,
+        opf.partner_fee_recipient,
+        opf.protocol_fee_kind,
         CASE
             WHEN opf.sell_token != opf.protocol_fee_token THEN (opf.sell_amount - opf.observed_fee) / opf.buy_amount * opf.protocol_fee
             ELSE opf.protocol_fee
@@ -212,7 +221,9 @@ select
     cast(oq.sell_amount as numeric(78, 0)) :: text  as quote_sell_amount,
     cast(oq.buy_amount as numeric(78, 0)) :: text as quote_buy_amount,
     oq.gas_amount * oq.gas_price as quote_gas_cost,
-    oq.sell_token_price as quote_sell_token_price
+    oq.sell_token_price as quote_sell_token_price,
+    opfp.partner_fee_recipient as partner_fee_recipient,
+    opfp.protocol_fee_kind
 from
     trade_hashes
     left outer join order_execution o on trade_hashes.order_uid = o.order_uid

diff --git a/tests/integration/test_fetch_orderbook.py b/tests/integration/test_fetch_orderbook.py
@@ -146,6 +146,24 @@ def test_get_order_rewards(self):
                     1.0,
                     1.0,
                 ],
+                "partner_fee_recipient": [
+                    None,
+                    None,
+                    None,
+                    None,
+                    None,
+                    None,
+                    None,
+                ],
+                "protocol_fee_kind": [
+                    None,
+                    None,
+                    "surplus",
+                    None,
+                    None,
+                    None,
+                    None,
+                ],
             }
         )
 
@@ -314,6 +332,84 @@ def test_get_batch_rewards(self):
         )
         self.assertIsNone(pd.testing.assert_frame_equal(expected, rewards_df))
 
+    def test_get_order_rewards_with_integrator_fee(self):
+        block_range = BlockRange(19581572, 19581581)
+        rewards_df = OrderbookFetcher.get_order_rewards(block_range)
+        expected = pd.DataFrame(
+            {
+                "block_number": [
+                    19581573,
+                    19581573,
+                    19581579,
+                ],
+                "order_uid": [
+                    "0x0f6c83ff144aabed918417f61a92672165bba9b1c90f078fedfc10c2c16d03d09fa3c00a92ec5f96b1ad2527ab41b3932efeda58660e7959",
+                    "0xac38b37c7821b1c0f0fd631912d7b19581c305c4bdca84dcb6d862da6cf8591cf9d7adfb5bc41283d67db9d71add65162e242f62660e7c82",
+                    "0xc9c870decab00c1335babef5a3009186671b1bc69131c7338a4ecb2ed14831c321a01f63b263d93e124471e456578024121a6b78660e7a5b",
+                ],
+                "solver": [
+                    "0x4339889fd9dfca20a423fba011e9dff1c856caeb",
+                    "0x4339889fd9dfca20a423fba011e9dff1c856caeb",
+                    "0xc74b656bd2ebe313d26d1ac02bcf95b137d1c857",
+                ],
+                "quote_solver": [
+                    "0x16c473448e770ff647c69cbe19e28528877fba1b",
+                    "0x16c473448e770ff647c69cbe19e28528877fba1b",
+                    "0x16c473448e770ff647c69cbe19e28528877fba1b",
+                ],
+                "tx_hash": [
+                    "0x13315e833ed3204db3320e3e8d213c84ab21e55e715847514d78198af4f68861",
+                    "0x13315e833ed3204db3320e3e8d213c84ab21e55e715847514d78198af4f68861",
+                    "0x962af6dbd9940249b8a795b48c0c4cbc04c0444555bb5b16fd4d824261e282bf",
+                ],
+                "surplus_fee": [
+                    "958869097252287",
+                    "29812970679943659325",
+                    "31963685928336242096",
+                ],
+                "amount": [0.0, 0.0, 0.0],
+                "protocol_fee": ["346011", "0", "0"],
+                "protocol_fee_token": [
+                    "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48",
+                    "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48",
+                    "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48",
+                ],
+                "protocol_fee_native_price": [
+                    299379646.7519555,
+                    299379646.7519555,
+                    299379646.7519555,
+                ],
+                "quote_sell_amount": [
+                    "11177061073424246",
+                    "30000000000000000000000",
+                    "667000000000000000000",
+                ],
+                "quote_buy_amount": ["37147277", "22954359609", "358516953"],
+                "quote_gas_cost": [
+                    3605211063076992.0,
+                    1982659477433822.0,
+                    2865645675046151.0,
+                ],
+                "quote_sell_token_price": [
+                    1.0,
+                    0.000234609143374563,
+                    0.000160802298220274,
+                ],
+                "partner_fee_recipient": [
+                    "0x9FA3c00a92Ec5f96B1Ad2527ab41B3932EFEDa58",
+                    None,
+                    None,
+                ],
+                "protocol_fee_kind": [
+                    "volume",
+                    "priceimprovement",
+                    "priceimprovement",
+                ],
+            }
+        )
+
+        self.assertIsNone(pd.testing.assert_frame_equal(expected, rewards_df))
+
 
 if __name__ == "__main__":
     unittest.main()
diff --git a/tests/unit/test_order_rewards_schema.py b/tests/unit/test_order_rewards_schema.py
@@ -27,6 +27,8 @@ def test_order_rewards_transformation(self):
                     12000000000000000,
                 ],
                 "quote_sell_token_price": [1.0, 250000000, 100000000000000.0],
+                "partner_fee_recipient": [None, "0x81", None],
+                "protocol_fee_kind": [None, "volume", "priceimprovement"],
             }
         )
 
@@ -48,6 +50,8 @@ def test_order_rewards_transformation(self):
                         "quote_buy_amount": "1000",
                         "quote_gas_cost": 5000000000000000.15,
                         "quote_sell_token_price": 1.0,
+                        "partner_fee_recipient": None,
+                        "protocol_fee_kind": None,
                     },
                 },
                 {
@@ -66,6 +70,8 @@ def test_order_rewards_transformation(self):
                         "quote_buy_amount": "2000",
                         "quote_gas_cost": 6000000000000000,
                         "quote_sell_token_price": 250000000,
+                        "partner_fee_recipient": "0x81",
+                        "protocol_fee_kind": "volume",
                     },
                 },
                 {
@@ -84,6 +90,8 @@ def test_order_rewards_transformation(self):
                         "quote_buy_amount": "10",
                         "quote_gas_cost": 12000000000000000,
                         "quote_sell_token_price": 100000000000000.0,
+                        "partner_fee_recipient": None,
+                        "protocol_fee_kind": "priceimprovement",
                     },
                 },
             ],