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feat: Implement rank by surplus for price improvement #2466

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sunce86 opened this issue Mar 4, 2024 · 0 comments · Fixed by #2520
Closed

feat: Implement rank by surplus for price improvement #2466

sunce86 opened this issue Mar 4, 2024 · 0 comments · Fixed by #2520
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@squadgazzz

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@sunce86
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sunce86 commented Mar 4, 2024

Problem

For rank by surplus, we added a function for calculating protocol fees based on the trades as seen onchain.

We miss the implementation for price improvement type:
https://github.com/cowprotocol/services/pull/2448/files#diff-808128d3e1821263540033959417d656a85a317e6e640ec294d271030f88c3cbR200
@sunce86 sunce86 mentioned this issue Mar 4, 2024
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@sunce86 sunce86 self-assigned this Mar 4, 2024
@squadgazzz squadgazzz assigned squadgazzz and unassigned sunce86 Mar 14, 2024
@squadgazzz squadgazzz mentioned this issue Mar 15, 2024
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squadgazzz added a commit that referenced this issue Mar 18, 2024
@squadgazzz
Rank by surplus price improvement (#2520)
d59c014 
# Description
Rank by surplus implementation for the Price Improvement fee policy.

# Changes
To properly calculate both `native_surplus ` and `native_protocol_fee`,
the `surplus` function was refactored into `surplus_over_limit_price`
where limit sel/buy amounts should be provided explicitly.
`fee::adjust_quote_to_order_limits` function is used to adjust the limit
amounts in case of the Price Improvement fee policy.

# Current limitations

Either my understanding is incorrect or `fee_from_volume` function
doesn't work correctly for the `max_volume_factor=1.0`. For the sell
order kind, it returns `inf` and for the buy, the factor is adjusted
into `0.5`, which is not really expected.

## How to test
I tested it by adding some logs and running protocol fee driver tests.

## Related Issues

Fixes #2466
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Rank by surplus price improvement cowprotocol/services
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@sunce86 @squadgazzz