Autopilot refactor 2/3: Build Observation object

crates/autopilot/src/domain/eth/mod.rs

@@ -51,6 +51,18 @@ impl TokenAmount {
 #[derive(Debug, Default, Clone, Copy, PartialEq, Eq, PartialOrd, Ord, Hash, From, Into)]
 pub struct SellTokenAmount(pub U256);
 
+impl From<TokenAmount> for SellTokenAmount {
+    fn from(value: TokenAmount) -> Self {
+        Self(value.0)
+    }
+}
+
+impl From<SellTokenAmount> for TokenAmount {
+    fn from(value: SellTokenAmount) -> Self {
+        Self(value.0)
+    }
+}
+
 /// Gas amount in gas units.
 ///
 /// The amount of Ether that is paid in transaction fees is proportional to this

crates/autopilot/src/domain/settlement/mod.rs

@@ -8,9 +8,15 @@ use {
 };
 
 mod auction;
+mod observation;
 mod solution;
 mod transaction;
-pub use {auction::Auction, solution::Solution, transaction::Transaction};
+pub use {
+    auction::Auction,
+    observation::Observation,
+    solution::Solution,
+    transaction::Transaction,
+};
 
 /// A solution together with the `Auction` for which it was picked as a winner
 /// and executed on-chain.
@@ -20,25 +26,41 @@ pub use {auction::Auction, solution::Solution, transaction::Transaction};
 #[derive(Debug)]
 pub struct Settlement {
     solution: Solution,
+    transaction: Transaction,
     auction: Auction,
 }
 
 impl Settlement {
     pub async fn new(
-        tx: &Transaction,
+        transaction: Transaction,
         domain_separator: &eth::DomainSeparator,
         persistence: &infra::Persistence,
     ) -> Result<Self, Error> {
-        let solution = Solution::new(&tx.input, domain_separator)?;
+        let solution = Solution::new(&transaction.input, domain_separator)?;
         let auction = persistence.get_auction(solution.auction_id()).await?;
 
-        Ok(Self { solution, auction })
+        Ok(Self {
+            solution,
+            transaction,
+            auction,
+        })
     }
 
     /// CIP38 score calculation
     pub fn score(&self) -> Result<competition::Score, solution::error::Score> {
         self.solution.score(&self.auction)
     }
+
+    /// Returns the observation of the settlement.
+    pub fn observation(&self) -> Observation {
+        Observation {
+            gas: self.transaction.gas,
+            gas_price: self.transaction.effective_gas_price,
+            surplus: self.solution.native_surplus(&self.auction),
+            fee: self.solution.native_fee(&self.auction.prices),
+            order_fees: self.solution.fees(),
+        }
+    }
 }
 
 #[derive(Debug, thiserror::Error)]

crates/autopilot/src/domain/settlement/observation.rs

@@ -0,0 +1,25 @@
+//! Aggregated type containing all important information about the mined
+//! settlement, including the surplus and fees.
+//!
+//! Observation is a snapshot of the settlement state, which purpose is to save
+//! the state of the settlement to the persistence layer.
+
+use {
+    crate::domain::{self, eth},
+    std::collections::HashMap,
+};
+
+#[derive(Debug, Clone)]
+pub struct Observation {
+    /// The gas used by the settlement.
+    pub gas: eth::Gas,
+    /// The effective gas price at the time of settlement.
+    pub gas_price: eth::EffectiveGasPrice,
+    /// Total surplus expressed in native token.
+    pub surplus: eth::Ether,
+    /// Total fee expressed in native token.
+    pub fee: eth::Ether,
+    /// Per order fees denominated in sell token. Contains all orders from the
+    /// settlement
+    pub order_fees: HashMap<domain::OrderUid, Option<eth::SellTokenAmount>>,
+}

crates/autopilot/src/domain/settlement/solution/mod.rs

@@ -13,6 +13,7 @@ use {
 mod tokenized;
 mod trade;
 pub use error::Error;
+use {crate::domain, std::collections::HashMap};
 
 /// A solution that was executed on-chain.
 ///
@@ -44,20 +45,54 @@ impl Solution {
         )?)
     }
 
-    pub fn native_surplus(&self, auction: &super::Auction) -> Result<eth::Ether, trade::Error> {
+    /// Total surplus for all trades in the solution.
+    ///
+    /// Always returns a value, even if some trades have incomplete surplus
+    /// calculation.
+    pub fn native_surplus(&self, auction: &super::Auction) -> eth::Ether {
         self.trades
             .iter()
-            .map(|trade| trade.native_surplus(auction))
+            .map(|trade| {
+                trade.native_surplus(auction).unwrap_or_else(|err| {
+                    tracing::warn!(
+                        ?err,
+                        "possible incomplete surplus calculation for trade {}",
+                        trade.order_uid()
+                    );
+                    num::zero()
+                })
+            })
             .sum()
     }
 
-    pub fn native_fee(&self, prices: &auction::Prices) -> Result<eth::Ether, trade::Error> {
+    /// Total fee for all trades in the solution.
+    ///
+    /// Always returns a value, even if some trades have incomplete fee
+    /// calculation.
+    pub fn native_fee(&self, prices: &auction::Prices) -> eth::Ether {
         self.trades
             .iter()
-            .map(|trade| trade.native_fee(prices))
+            .map(|trade| {
+                trade.native_fee(prices).unwrap_or_else(|err| {
+                    tracing::warn!(
+                        ?err,
+                        "possible incomplete fee calculation for trade {}",
+                        trade.order_uid()
+                    );
+                    num::zero()
+                })
+            })
             .sum()
     }
 
+    /// Returns fees denominated in sell token for each order in the solution.
+    pub fn fees(&self) -> HashMap<domain::OrderUid, Option<eth::SellTokenAmount>> {
+        self.trades
+            .iter()
+            .map(|trade| (*trade.order_uid(), trade.fee().ok()))
+            .collect()
+    }
+
     pub fn new(
         calldata: &eth::Calldata,
         domain_separator: &eth::DomainSeparator,
@@ -269,12 +304,12 @@ mod tests {
 
         // surplus (score) read from https://api.cow.fi/mainnet/api/v1/solver_competition/by_tx_hash/0xc48dc0d43ffb43891d8c3ad7bcf05f11465518a2610869b20b0b4ccb61497634
         assert_eq!(
-            solution.native_surplus(&auction).unwrap().0,
+            solution.native_surplus(&auction).0,
             eth::U256::from(52937525819789126u128)
         );
         // fee read from "executedSurplusFee" https://api.cow.fi/mainnet/api/v1/orders/0x10dab31217bb6cc2ace0fe601c15d342f7626a1ee5ef0495449800e73156998740a50cf069e992aa4536211b23f286ef88752187ffffffff
         assert_eq!(
-            solution.native_fee(&auction.prices).unwrap().0,
+            solution.native_fee(&auction.prices).0,
             eth::U256::from(6890975030480504u128)
         );
     }

crates/autopilot/src/domain/settlement/solution/trade.rs

@@ -46,6 +46,10 @@ impl Trade {
         }
     }
 
+    pub fn order_uid(&self) -> &domain::OrderUid {
+        &self.order_uid
+    }
+
     /// CIP38 score defined as surplus + protocol fee
     ///
     /// Denominated in NATIVE token
@@ -130,6 +134,18 @@ impl Trade {
     ///
     /// Denominated in NATIVE token
     pub fn native_fee(&self, prices: &auction::Prices) -> Result<eth::Ether, Error> {
+        let fee = self.fee()?;
+        let price = prices
+            .get(&self.sell.token)
+            .ok_or(Error::MissingPrice(self.sell.token))?;
+        Ok(price.in_eth(fee.into()))
+    }
+
+    /// Total fee (protocol fee + network fee). Equal to a surplus difference
+    /// before and after applying the fees.
+    ///
+    /// Denominated in SELL token
+    pub fn fee(&self) -> Result<eth::SellTokenAmount, Error> {
         let fee = self
             .surplus_over_limit_price_before_fee()?
             .amount
@@ -147,12 +163,9 @@ impl Trade {
                 .ok_or(error::Math::Overflow)?
                 .checked_div(&self.prices.uniform.sell.into())
                 .ok_or(error::Math::DivisionByZero)?,
-        };
-
-        let price = prices
-            .get(&self.sell.token)
-            .ok_or(Error::MissingPrice(self.sell.token))?;
-        Ok(price.in_eth(fee_in_sell_token))
+        }
+        .into();
+        Ok(fee_in_sell_token)
     }
 
     /// Protocol fees is defined by fee policies attached to the order.

crates/autopilot/src/on_settlement_event_updater.rs

@@ -191,15 +191,15 @@ impl Inner {
             };
             let domain_separator = self.eth.contracts().settlement_domain_separator();
             let settlement = domain::settlement::Settlement::new(
-                &transaction,
+                transaction,
                 domain_separator,
                 &self.persistence,
             )
             .await;
 
             tracing::info!(
                 "settlement object {:?}",
-                settlement.map(|settlement| settlement.score())
+                settlement.map(|settlement| (settlement.observation(), settlement.score()))
             );
         }