add protocol fee by order class query (#97)

* add protocol fee by order class query

* add comments and introduce excluded orders query

* fix errors

cowprotocol/accounting/fees/orders_excluded_from_protocol_fee_calculations_3639473.sql

@@ -0,0 +1,50 @@
+-- This query returns a collection of mainnet order uids for which
+-- the protocol fee collected'), when denominated in eth'), is wrongly computed'),
+-- due to erroneous native prices that were included in the auction.
+
+with excluded_orders as (
+    select value as order_uid
+    from (
+        values
+        ('0x05a561527ed7128e3cabf8bd76f4c8eb7be124b5ed26efe3245f1d4852a0e0c25f0484839862aa8f7b99d1b9faaa3ba6c8ac35a966152a31'),
+        ('0x060bc0f9ed708648c6cc8a2443f2f77391912a137db5592dad7e900b9b9f110c5f0484839862aa8f7b99d1b9faaa3ba6c8ac35a966152b60'),
+        ('0x0718467d80fbc5fe51bb4ca7598a1cf6163c2b9bf81a50ff117fbc952844560d6596c1be01cb7733c37f0d3af73e728314d847ec66192f23'),
+        ('0x132d5917291140929e700030696d2d97165dffccdba40ad3050e018fe7d015335f0484839862aa8f7b99d1b9faaa3ba6c8ac35a96616d1aa'),
+        ('0x1790f9b3348c502144732066518cb6b1e9ddd1650235dbf24846678b38f009fd5f0484839862aa8f7b99d1b9faaa3ba6c8ac35a966152972'),
+        ('0x1ae957bda59f8a814d0f4bb49490688e1a211e4e6d0b1d0d38a655397c337acf5f0484839862aa8f7b99d1b9faaa3ba6c8ac35a966152b07'),
+        ('0x2a23a6ceb5d8e484de8271cdd3c55e022a18b06d1e5935e54e83991f64c1f30e5f0484839862aa8f7b99d1b9faaa3ba6c8ac35a966152911'),
+        ('0x2bf04b014794e4ee5366af289473f14ab9688d1eee46f514f6aaf807e9f228275f0484839862aa8f7b99d1b9faaa3ba6c8ac35a9661530e0'),
+        ('0x2c97d87448d366dc3078b1459e09ac809f90afa10b69cd66faa64e30e90bed50ba73d462b61c25cb256128401a74120340e23f88661c5c55'),
+        ('0x3183546a5fc9b6aa8d0215da713f84c95ea86d4fcbf9cb1cb120dc35ae479c1d40a50cf069e992aa4536211b23f286ef88752187ffffffff'),
+        ('0x3dce8a2948b1dbce51cd4aaf8be8bbc2550fa0af5043f7505947eff731baabe8984a7f1bfc90fe478602c6dfc8e9db9b48e16697661511b7'),
+        ('0x5949aec9be0dd2d07efcd99eecd46386b01bf156964ec34a94f5a3063cbe7bca5f0484839862aa8f7b99d1b9faaa3ba6c8ac35a966152852'),
+        ('0x61fbce0d86e591251edc1f99ac74ca1e77f442c51f7ab868881bdd40ae1fcf1e4c691082734142126171893d124db4314f1083e56617963c'),
+        ('0x7c2a7fb5128f461c89f34fcce099ddfc72cb0480eaf78f3cb1dc67a63fe59b21984a7f1bfc90fe478602c6dfc8e9db9b48e1669766151184'),
+        ('0x7de728465d6bc7dd417c9dc47e90558967f0ad5200a77be371bca85a03fd648e5f0484839862aa8f7b99d1b9faaa3ba6c8ac35a96615283d'),
+        ('0x904d6e68cf320952aebd452f5e0709d6eb52ef61503553c03778c61ece423b6b5f0484839862aa8f7b99d1b9faaa3ba6c8ac35a96616d11d'),
+        ('0x93ab09b172ee7be204be6e0a01313c1c87a37e4f3c6b8b18fb7812dfa4d464745f0484839862aa8f7b99d1b9faaa3ba6c8ac35a966152881'),
+        ('0x95a5cb33cf885cfff37f4fb2fc3dd39c974b6bc561115534ffdbbc99994cd3235f0484839862aa8f7b99d1b9faaa3ba6c8ac35a966152b82'),
+        ('0xa8922239e72372e912b1e28aec72f2090f331f2d500791afc85d094d89467b285f0484839862aa8f7b99d1b9faaa3ba6c8ac35a9661525be'),
+        ('0xba3853486660e988702a4dc7d26886515323a047081efa2344589616cb146f825f0484839862aa8f7b99d1b9faaa3ba6c8ac35a966152b1f'),
+        ('0xc647c87df69f72f9103b9c2b796a6bb621dcfcabf7063cff85500175832177e05f0484839862aa8f7b99d1b9faaa3ba6c8ac35a966152ad5'),
+        ('0xd045f434af2334201a9787da72604f3b718f60e6edb79f6c3b24fdf7d6b932fe4c691082734142126171893d124db4314f1083e566179be4'),
+        ('0xe15fa972932a002c76a9f67fa985908ff9a547740cea4614a0eb286ab7cae1a95f0484839862aa8f7b99d1b9faaa3ba6c8ac35a966152a90'),
+        ('0xf617a17a3bd3d6b294819a1e6f313d2891919c4d3a3a143f3d54c294e29be92c5f0484839862aa8f7b99d1b9faaa3ba6c8ac35a9661529d1'),
+        ('0x07e9ce836d47e090e32787e6697797d64cb193784f21509f70c5db7935b49d3440a50cf069e992aa4536211b23f286ef88752187ffffffff'),
+        ('0x48a4a895a9f680810896221a0b172ee381086b403f0fbf51450db56db28bdd5e5f0484839862aa8f7b99d1b9faaa3ba6c8ac35a9661528c4'),
+        ('0x7cd8a08ef53affca762401b04e4a1c95d5c429568a29ae38b6f6fa02e66f8146d16f39990092033ee2fab400bf3364379c616c4e6616cfa5'),
+        ('0xd6dda5a9dc263af80b6b4155d61f3cd172432fb0e3564fefa537f90603aea78bffff8298631efa764238485543fcff82b878ce1e66fcdfc0'),
+        ('0xaac632d610862392fc638acf8d37734a5c201a0dadb6188ef89e1b2125210d11355f4d611eeb3770933c26f0213f7843350c90f866310ce7'),
+        ('0x71fce88cca04bc6eb7e49ce6ea8f830b537fba8703ec37142ef196eb1503cfd515b9b44f2a46154f979afe414646c07fa375928d6632a24d'),
+        ('0x1f7065e86d9371e4bc38b484956612194f9da37288daf2f11c6c75e79b5af21b7ac6b7869be51990cd6cf726ef44e821dede7b12663413fc'),
+        ('0xa6c265125ff89f1ef1f8834e4ede31fdb1e70746f96cb0963c40dae4c75b904240a50cf069e992aa4536211b23f286ef88752187ffffffff'),
+        ('0x743cfe0dd6ac9b9d59556d413ab029d75a1370ea99520cbb358b6e0f6d072eb5272f697ffde25f7c412168986993aa9367d8f716663a81a6'),
+        ('0x7cdd4ff6873679767a14c700fa7c542886f17bdd6f1a577e84120863f8b56ded40a50cf069e992aa4536211b23f286ef88752187ffffffff'),
+        ('0x4baa716e083a1bea4ea870b44d5e6eef828848e4429eb16e7f96d9c5b1c8107340a50cf069e992aa4536211b23f286ef88752187ffffffff'),
+        ('0x9157819168397f2b6450f84a345e048712825aeae163b46a764e0cde7bdf2162b0acb0e8133f1bf5615a46ffad35ba1ccf55c50e665dae15'),
+        ('0x942e55be89314c5e799a12b487387a1221e5671bd17222a1bc69cb2b7728a4eea53a13a80d72a855481de5211e7654fabdfe352666e32aec')
+    ) as v(value) --noqa: AL05, LT01
+)
+
+select order_uid
+from excluded_orders

cowprotocol/accounting/fees/protocol_fees_by_order_class_3703312.sql

@@ -0,0 +1,51 @@
+-- This query computes protocol fees collected by the DAO,
+-- and breaks down the revenue based on order class.
+--
+-- Parameters:
+--  {{start_time}} - the timestamp for which the analysis should start (inclusively)
+--  {{end_time}} - the timestamp for which the analysis should end (exclusively)
+
+with
+protocol_fees_collected as (
+    select --noqa: ST06
+        order_uid, --noqa: RF03
+        cast(cast(data.protocol_fee as varchar) as int256) * data.protocol_fee_native_price / pow(10, 18) as protocol_fee_in_eth, --noqa: RF01, RF03
+        cast(cast(data.protocol_fee as varchar) as int256) as protocol_fee_in_surplus_token, --noqa: RF01
+        case
+            when data.partner_fee_recipient is not null then cast(data.partner_fee as int256) * data.protocol_fee_native_price / pow(10, 18) --noqa: RF01
+        end as partner_fee_eth,
+        cast(cast(data.protocol_fee as varchar) as int256) * data.protocol_fee_native_price / pow(10, 18) - coalesce(case when data.partner_fee_recipient is not null then cast(data.partner_fee as int256) * data.protocol_fee_native_price / pow(10, 18) end, 0) as net_protocol_fee_in_eth, --noqa: RF01
+        data.protocol_fee_token as surplus_token, --noqa: RF01
+        data.quote_gas_cost, --noqa: RF01
+        data.quote_sell_token_price, --noqa: RF01
+        data.quote_sell_amount, --noqa: RF01
+        data.quote_buy_amount, --noqa: RF01
+        tx_hash, --noqa: RF03
+        data.protocol_fee_kind --noqa: RF01
+    from cowswap.raw_order_rewards
+    where block_number > 19068880 and order_uid not in (select cast(order_uid as varchar) from query_3639473) --noqa: RF03
+    -- context: CoW DAO enabled protocol fees after mainnet block 19068880; there were no protocol fees collected up till that block.
+)
+select
+    order_class,
+    sum(protocol_fee_in_eth) as total_fee_in_eth,
+    sum(net_protocol_fee_in_eth) as net_protocol_fee_in_eth,
+    sum(partner_fee_eth) as total_partner_fee,
+    sum(case
+        when partner_recipient = '0x63695Eee2c3141BDE314C5a6f89B98E62808d716' then partner_fee_eth * 0.90
+        when partner_recipient is not null then partner_fee_eth * 0.85
+    end) as partner_fee_part,
+    sum(case
+        when partner_recipient = '0x63695Eee2c3141BDE314C5a6f89B98E62808d716' then partner_fee_eth * 0.10
+        when partner_recipient is not null then partner_fee_eth * 0.15
+    end) as cow_dao_partner_fee_part
+from protocol_fees_collected as f
+inner join cow_protocol_ethereum.trades as t
+    on f.order_uid = cast(t.order_uid as varchar) and f.tx_hash = cast(t.tx_hash as varchar)
+left join dune.cowprotocol.result_cow_protocol_ethereum_app_data as a on t.app_data = a.app_hash
+where
+    block_date >= date '2024-01-23'
+    and block_date >= timestamp'{{start_time}}'
+    and block_date < timestamp'{{end_time}}'
+group by 1
+order by 1 desc