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Add integration fee recipient #94

Merged
merged 23 commits into from
Apr 15, 2024
Merged

Add integration fee recipient #94

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c0539cc
add integration fee recipient
harisang Apr 3, 2024
b60ebac
black fix
harisang Apr 3, 2024
51e9d48
move comment
harisang Apr 4, 2024
edad11e
slight model test and minimal fix to tests
harisang Apr 4, 2024
b30d5f8
black fix
harisang Apr 4, 2024
c12a23e
fix typo in queries
harisang Apr 4, 2024
5f7fee7
fix integration test
harisang Apr 4, 2024
7befa9b
another black fix....
harisang Apr 4, 2024
a6800a1
add integration test
harisang Apr 4, 2024
14c6f8e
black fix
harisang Apr 4, 2024
aaf301e
fix bug in integration test
harisang Apr 4, 2024
55bd204
fix block_number in integration test
harisang Apr 4, 2024
aa43e7f
lower case solver address
harisang Apr 4, 2024
3c322e9
fixing block deadline
harisang Apr 4, 2024
03da850
yet another deadline fix
harisang Apr 4, 2024
899c76e
add missing order to integration test
harisang Apr 4, 2024
e1dfa02
lower case solver address pt2
harisang Apr 4, 2024
7365f40
final fix for integration test
harisang Apr 4, 2024
91ad659
fix protocol fee native price
harisang Apr 4, 2024
85c7960
Merge branch 'main' into add_integrator_fees
harisang Apr 10, 2024
abbf025
fix test
harisang Apr 10, 2024
3012a22
add fee kind to order rewards data
fhenneke Apr 15, 2024
73c3a90
rename protocol_fee_recipient to partner_fee_recipient
fhenneke Apr 15, 2024
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2 changes: 2 additions & 0 deletions src/models/order_rewards_schema.py
View file
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Original file line number Diff line number Diff line change
Expand Up @@ -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")
Expand Down
13 changes: 11 additions & 2 deletions src/sql/orderbook/barn_order_rewards.sql
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Original file line number Diff line number Diff line change
Expand Up @@ -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
Expand All @@ -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
Expand All @@ -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
Expand Down Expand Up @@ -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
Expand Down Expand Up @@ -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
Expand Down
15 changes: 13 additions & 2 deletions src/sql/orderbook/prod_order_rewards.sql
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Original file line number Diff line number Diff line change
Expand Up @@ -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
Expand All @@ -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 (
Expand All @@ -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
Expand Down Expand Up @@ -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
Expand Down Expand Up @@ -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
Expand Down
96 changes: 96 additions & 0 deletions tests/integration/test_fetch_orderbook.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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,
],
}
)

Expand Down Expand Up @@ -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()
8 changes: 8 additions & 0 deletions tests/unit/test_order_rewards_schema.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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"],
}
)

Expand All @@ -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,
},
},
{
Expand All @@ -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",
},
},
{
Expand All @@ -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",
},
},
],
Expand Down
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