Fix market price check for market orders (#2315)

# Description #2304 fixed the checker for limit orders. However, for market orders, which signed `sell_amount` doesn't contain the signed `fee_amount` (so it's basically `sell_amount_after_fee`), we need to take this fee into acount. For limit orders nothing changes, since those have `fee_amount` = 0. Fixes #2312
cowprotocol · Jan 23, 2024 · abd8d90 · abd8d90
1 parent 83cea49
commit abd8d90
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Showing 2 changed files with 7 additions and 1 deletion.
diff --git a/crates/autopilot/src/domain/fee/mod.rs b/crates/autopilot/src/domain/fee/mod.rs
@@ -50,6 +50,7 @@ impl ProtocolFee {
                 if boundary::is_order_outside_market_price(
                     &order.data.sell_amount,
                     &order.data.buy_amount,
+                    &order.data.fee_amount,
                     &quote.buy_amount,
                     &quote.sell_amount,
                     &quote.fee,

diff --git a/crates/shared/src/order_validation.rs b/crates/shared/src/order_validation.rs
@@ -743,6 +743,7 @@ impl OrderValidating for OrderValidator {
                 if is_order_outside_market_price(
                     &quote_parameters.sell_amount,
                     &quote_parameters.buy_amount,
+                    &quote_parameters.fee_amount,
                     &quote.sell_amount,
                     &quote.buy_amount,
                     &quote.fee_amount,
@@ -980,11 +981,12 @@ async fn get_or_create_quote(
 pub fn is_order_outside_market_price(
     sell_amount: &U256,
     buy_amount: &U256,
+    fee_amount: &U256,
     quote_sell_amount: &U256,
     quote_buy_amount: &U256,
     quote_fee_amount: &U256,
 ) -> bool {
-    sell_amount.full_mul(*quote_buy_amount)
+    (sell_amount + fee_amount).full_mul(*quote_buy_amount)
         < (quote_sell_amount + quote_fee_amount).full_mul(*buy_amount)
 }
 
@@ -2427,6 +2429,7 @@ mod tests {
         assert!(!is_order_outside_market_price(
             &"100".into(),
             &"100".into(),
+            &"0".into(),
             &quote.sell_amount,
             &quote.buy_amount,
             &quote.fee_amount,
@@ -2435,6 +2438,7 @@ mod tests {
         assert!(!is_order_outside_market_price(
             &"100".into(),
             &"90".into(),
+            &"0".into(),
             &quote.sell_amount,
             &quote.buy_amount,
             &quote.fee_amount,
@@ -2443,6 +2447,7 @@ mod tests {
         assert!(is_order_outside_market_price(
             &"100".into(),
             &"1000".into(),
+            &"0".into(),
             &quote.sell_amount,
             &quote.buy_amount,
             &quote.fee_amount,