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Storing pre-interactions and Jit orders in quote metadata #3162

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merged 7 commits into from
Dec 13, 2024
+96 −9
Merged

Storing pre-interactions and Jit orders in quote metadata #3162

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e217adb
Added storing of pre-interactions
mstrug Dec 12, 2024
cc25961
Added storing of jit orders
mstrug Dec 12, 2024
fc30537
Fixed clippy warning
mstrug Dec 12, 2024
acb3f43
Fixed tests
mstrug Dec 12, 2024
57b49a4
Updated test
mstrug Dec 13, 2024
295426e
Updated test
mstrug Dec 13, 2024
c1bca79
Merge branch 'main' into feature/quote-metadata-additional-values
mstrug Dec 13, 2024
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2 changes: 2 additions & 0 deletions crates/e2e/tests/e2e/quote_verification.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -183,6 +183,8 @@ async fn test_bypass_verification_for_rfq_quotes(web3: Web3) {
value: 0.into(),
call_data: hex::decode("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").unwrap()
}],
pre_interactions: vec![],
jit_orders: vec![],
},
};

Expand Down
6 changes: 6 additions & 0 deletions crates/orderbook/src/database/orders.rs
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Expand Up @@ -1234,6 +1234,12 @@ mod tests {
call_data: vec![2, 20],
},
],
pre_interactions: vec![InteractionData {
target: H160([3; 20]),
value: U256::from(30),
call_data: vec![3, 20],
}],
jit_orders: vec![],
}
.into(),
..Default::default()
Expand Down
76 changes: 69 additions & 7 deletions crates/shared/src/order_quoting.rs
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Expand Up @@ -11,6 +11,7 @@ use {
fee::FeeParameters,
order_validation::PreOrderData,
price_estimation::{Estimate, QuoteVerificationMode, Verification},
trade_finding::external::dto,
},
anyhow::{Context, Result},
chrono::{DateTime, Duration, Utc},
Expand Down Expand Up @@ -244,7 +245,7 @@ pub enum FindQuoteError {
NotFound(Option<QuoteId>),

#[error("quote does not match parameters")]
ParameterMismatch(QuoteData),
ParameterMismatch(Box<QuoteData>),
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I had to add Box because of clippy warning: https://rust-lang.github.io/rust-clippy/v0.0.212/index.html#large_enum_variant


#[error("quote expired")]
Expired(DateTime<Utc>),
Expand Down Expand Up @@ -447,6 +448,8 @@ impl OrderQuoter {
verified: trade_estimate.verified,
metadata: QuoteMetadataV1 {
interactions: trade_estimate.execution.interactions,
pre_interactions: trade_estimate.execution.pre_interactions,
jit_orders: trade_estimate.execution.jit_orders,
}
.into(),
};
Expand Down Expand Up @@ -576,7 +579,7 @@ impl OrderQuoting for OrderQuoter {
.ok_or(FindQuoteError::NotFound(Some(id)))?;

if !parameters.matches(&data) {
return Err(FindQuoteError::ParameterMismatch(data));
return Err(FindQuoteError::ParameterMismatch(Box::new(data)));
}
if data.expiration < now {
return Err(FindQuoteError::Expired(data.expiration));
Expand Down Expand Up @@ -687,9 +690,15 @@ impl From<QuoteMetadataV1> for QuoteMetadata {
}

#[derive(Clone, Debug, Default, PartialEq, serde::Deserialize, serde::Serialize)]
#[serde(rename_all = "camelCase")]
pub struct QuoteMetadataV1 {
/// Data provided by the solver in response to /quote request.
pub interactions: Vec<InteractionData>,
/// The onchain calls to run before sending user funds to the settlement
/// contract.
pub pre_interactions: Vec<InteractionData>,
/// Orders that were settled outside of the auction.
pub jit_orders: Vec<dto::JitOrder>,
}

#[cfg(test)]
Expand Down Expand Up @@ -1643,6 +1652,34 @@ mod tests {
call_data: vec![2],
},
],
pre_interactions: vec![
InteractionData {
target: H160::from([3; 20]),
value: U256::from(3),
call_data: vec![3],
},
InteractionData {
target: H160::from([4; 20]),
value: U256::from(4),
call_data: vec![4],
},
],
jit_orders: vec![dto::JitOrder {
buy_token: H160([4; 20]),
sell_token: H160([5; 20]),
sell_amount: U256::from(10),
buy_amount: U256::from(20),
executed_amount: U256::from(11),
receiver: H160([6; 20]),
valid_to: 1734084318,
app_data: Default::default(),
side: dto::Side::Sell,
partially_fillable: false,
sell_token_source: model::order::SellTokenSource::External,
buy_token_destination: model::order::BuyTokenDestination::Internal,
signature: vec![1; 16],
signing_scheme: model::signature::SigningScheme::Eip712,
}],
}
.into();
let v = serde_json::to_value(q).unwrap();
Expand All @@ -1652,8 +1689,16 @@ mod tests {
{"version":"1.0",
"interactions":[
{"target":"0x0101010101010101010101010101010101010101","value":"1","callData":"0x01"},
{"target":"0x0202020202020202020202020202020202020202","value":"2","callData":"0x02"}
]}"#,
{"target":"0x0202020202020202020202020202020202020202","value":"2","callData":"0x02"}],
"preInteractions":[
{"target":"0x0303030303030303030303030303030303030303","value":"3","callData":"0x03"},
{"target":"0x0404040404040404040404040404040404040404","value":"4","callData":"0x04"}],
"jitOrders":[{"appData": "0x0000000000000000000000000000000000000000000000000000000000000000",
"buyAmount": "20", "buyToken": "0x0404040404040404040404040404040404040404", "buyTokenDestination": "internal",
"executedAmount": "11", "partiallyFillable": false, "receiver": "0x0606060606060606060606060606060606060606",
"sellAmount": "10", "sellToken": "0x0505050505050505050505050505050505050505", "sellTokenSource": "external",
"side": "sell", "signature": "0x01010101010101010101010101010101", "signingScheme": "eip712", "validTo": 1734084318}]
}"#,
)
.unwrap();

Expand All @@ -1675,14 +1720,31 @@ mod tests {
{"version":"1.0",
"interactions":[
{"target":"0x0101010101010101010101010101010101010101","value":"1","callData":"0x01"},
{"target":"0x0202020202020202020202020202020202020202","value":"2","callData":"0x02"}
]}"#,
{"target":"0x0202020202020202020202020202020202020202","value":"2","callData":"0x02"}],
"preInteractions":[
{"target":"0x0303030303030303030303030303030303030303","value":"3","callData":"0x03"},
{"target":"0x0404040404040404040404040404040404040404","value":"4","callData":"0x04"}],
"jitOrders":[{"appData": "0x0000000000000000000000000000000000000000000000000000000000000000",
"buyAmount": "20", "buyToken": "0x0404040404040404040404040404040404040404", "buyTokenDestination": "internal",
"executedAmount": "11", "partiallyFillable": false, "receiver": "0x0606060606060606060606060606060606060606",
"sellAmount": "10", "sellToken": "0x0505050505050505050505050505050505050505", "sellTokenSource": "external",
"side": "sell", "signature": "0x01010101010101010101010101010101", "signingScheme": "eip712", "validTo": 1734084318},
{"appData": "0x0ddeb6e4a814908832cc25d11311c514e7efe6af3c9bafeb0d241129cf7f4d83",
"buyAmount": "100", "buyToken": "0x0606060606060606060606060606060606060606", "buyTokenDestination": "erc20",
"executedAmount": "99", "partiallyFillable": true, "receiver": "0x0303030303030303030303030303030303030303",
"sellAmount": "10", "sellToken": "0x0101010101010101010101010101010101010101", "sellTokenSource": "erc20",
"side": "buy", "signature": "0x01010101010101010101010101010101", "signingScheme": "eip1271", "validTo": 1734085109}]
}"#,
)
.unwrap();
let metadata: QuoteMetadata = v1.try_into().unwrap();

match metadata {
QuoteMetadata::V1(v1) => assert_eq!(v1.interactions.len(), 2),
QuoteMetadata::V1(v1) => {
assert_eq!(v1.interactions.len(), 2);
assert_eq!(v1.pre_interactions.len(), 2);
assert_eq!(v1.jit_orders.len(), 2);
}
}
}
}
6 changes: 6 additions & 0 deletions crates/shared/src/price_estimation/trade_verifier.rs
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Expand Up @@ -206,6 +206,8 @@ impl TradeVerifier {
verified: true,
execution: QuoteExecution {
interactions: map_interactions_data(&trade.interactions()),
pre_interactions: map_interactions_data(&trade.pre_interactions()),
jit_orders: trade.jit_orders(),
},
};
tracing::warn!(
Expand Down Expand Up @@ -417,6 +419,8 @@ impl TradeVerifying for TradeVerifier {
verified: false,
execution: QuoteExecution {
interactions: map_interactions_data(&trade.interactions()),
pre_interactions: map_interactions_data(&trade.pre_interactions()),
jit_orders: trade.jit_orders(),
},
};
tracing::warn!(
Expand Down Expand Up @@ -809,6 +813,8 @@ fn ensure_quote_accuracy(
verified: true,
execution: QuoteExecution {
interactions: map_interactions_data(&trade.interactions()),
pre_interactions: map_interactions_data(&trade.pre_interactions()),
jit_orders: trade.jit_orders(),
},
})
}
Expand Down
6 changes: 4 additions & 2 deletions crates/shared/src/trade_finding/external.rs
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Expand Up @@ -224,6 +224,8 @@ impl TradeFinding for ExternalTradeFinder {
solver: trade.solver(),
execution: QuoteExecution {
interactions: map_interactions_data(&trade.interactions()),
pre_interactions: map_interactions_data(&trade.pre_interactions()),
jit_orders: trade.jit_orders(),
},
})
}
Expand Down Expand Up @@ -312,7 +314,7 @@ pub(crate) mod dto {
}

#[serde_as]
#[derive(Clone, Debug, Eq, PartialEq, Deserialize)]
#[derive(Clone, Debug, Eq, PartialEq, Deserialize, Serialize)]
#[serde(rename_all = "camelCase")]
#[allow(unused)]
pub struct JitOrder {
Expand Down Expand Up @@ -345,7 +347,7 @@ pub(crate) mod dto {
}

#[serde_as]
#[derive(Clone, Debug, Eq, PartialEq, Deserialize)]
#[derive(Clone, Debug, Eq, PartialEq, Deserialize, Serialize)]
#[serde(rename_all = "camelCase")]
pub enum Side {
Buy,
Expand Down
9 changes: 9 additions & 0 deletions crates/shared/src/trade_finding/mod.rs
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Expand Up @@ -43,6 +43,8 @@ pub struct Quote {
#[derive(Clone, Debug, Default, Eq, PartialEq, Deserialize)]
pub struct QuoteExecution {
pub interactions: Vec<InteractionData>,
pub pre_interactions: Vec<InteractionData>,
pub jit_orders: Vec<dto::JitOrder>,
}

#[derive(Clone, Debug, Eq, PartialEq)]
Expand Down Expand Up @@ -107,6 +109,13 @@ impl TradeKind {
TradeKind::Regular(trade) => trade.pre_interactions.clone(),
}
}

pub fn jit_orders(&self) -> Vec<dto::JitOrder> {
match self {
TradeKind::Legacy(_) => Vec::new(),
TradeKind::Regular(trade) => trade.jit_orders.clone(),
}
}
}

/// A legacy trade.
Expand Down
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