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Remove market order references #409

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Remove market order references #409

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f39da8e
remove market order references
harisang Oct 23, 2024
9d5e9dc
clean up test db
harisang Oct 24, 2024
79160ac
Merge branch 'main' into remove_deprecated_market_order_reference
harisang Nov 4, 2024
18c970e
Merge branch 'main' into remove_deprecated_market_order_reference
harisang Nov 11, 2024
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3 changes: 1 addition & 2 deletions queries/orderbook/quote_rewards.sql
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Original file line number Diff line number Diff line change
Expand Up @@ -8,8 +8,7 @@ with winning_quotes as (
JOIN order_quotes oq ON t.order_uid = oq.order_uid
WHERE
(
o.class = 'market'
OR (
(
o.kind = 'sell'
AND (
oq.sell_amount - oq.gas_amount * oq.gas_price / oq.sell_token_price
Expand Down
6 changes: 2 additions & 4 deletions tests/queries/batch_rewards_test_db.sql
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Expand Up @@ -60,7 +60,7 @@ CREATE TABLE IF NOT EXISTS auction_prices

-- orders table
CREATE TYPE OrderKind AS ENUM ('buy', 'sell');
CREATE TYPE OrderClass AS ENUM ('market', 'limit');
CREATE TYPE OrderClass AS ENUM ('limit');

CREATE TABLE orders (
uid bytea PRIMARY KEY,
Expand Down Expand Up @@ -223,9 +223,7 @@ VALUES (51, '\x01', 500000000000000000000000000),
(60, '\x02', 500000000000000);

INSERT INTO orders (uid, sell_token, buy_token, sell_amount, buy_amount, fee_amount, kind, partially_fillable, full_fee_amount, class, app_data)
VALUES ('\x01'::bytea, '\x01'::bytea, '\x02'::bytea, 95000000, 94000000000000000000, 5000000, 'sell', 'f', 5000000, 'market', '\x0000000000000000000000000000000000000000000000000000000000000000'::bytea), -- sell market order
('\x02'::bytea, '\x01'::bytea, '\x02'::bytea, 101000000, 100000000000000000000, 5000000, 'buy', 'f', 5000000, 'market', '\x0000000000000000000000000000000000000000000000000000000000000000'::bytea), -- buy market order
('\x03'::bytea, '\x01'::bytea, '\x02'::bytea, 100000000, 100000000000000000000, 0, 'sell', 't', 0, 'limit', '\x0000000000000000000000000000000000000000000000000000000000000000'::bytea), -- partially fillable sell limit order
VALUES ('\x03'::bytea, '\x01'::bytea, '\x02'::bytea, 100000000, 100000000000000000000, 0, 'sell', 't', 0, 'limit', '\x0000000000000000000000000000000000000000000000000000000000000000'::bytea), -- partially fillable sell limit order
('\x04'::bytea, '\x01'::bytea, '\x02'::bytea, 100000000, 100000000000000000000, 0, 'buy', 't', 0, 'limit', '\x0000000000000000000000000000000000000000000000000000000000000000'::bytea), -- partially fillable buy limit order
('\x05'::bytea, '\x01'::bytea, '\x02'::bytea, 100000000, 94000000000000000000, 0, 'sell', 'f', 0, 'limit', '\xd3418777a6ec517d7310b05a2a22f3737524ae0302d1f88230f4e066a1768b74'::bytea), -- in market sell limit order with volume-based partner fee of 45bps. An example of a real order with same appdata can be found here: https://explorer.cow.fi/orders/0x398510f3b0b35c0712d3caef470f036a4fead3d21b5a37280698484a197a5da45543dc0694384bd9a7c585027d436c4daacc95c7661c7213?tab=overview
('\x06'::bytea, '\x01'::bytea, '\x02'::bytea, 106000000, 100000000000000000000, 0, 'buy', 'f', 0, 'limit', '\x0000000000000000000000000000000000000000000000000000000000000000'::bytea), -- in market buy limit order
Expand Down
14 changes: 4 additions & 10 deletions tests/queries/quote_rewards_test_db.sql
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Expand Up @@ -8,7 +8,7 @@ DROP TABLE IF EXISTS trades;

-- orders table
CREATE TYPE OrderKind AS ENUM ('buy', 'sell');
CREATE TYPE OrderClass AS ENUM ('market', 'limit');
CREATE TYPE OrderClass AS ENUM ('limit');

CREATE TABLE IF NOT EXISTS orders
(
Expand Down Expand Up @@ -50,25 +50,19 @@ TRUNCATE trades;


INSERT INTO orders (uid, sell_amount, buy_amount, fee_amount, kind, partially_fillable, class)
VALUES ('\x01'::bytea, 95000000, 94000000000000000000, 5000000, 'sell', 'f', 'market'), -- normal sell market order
('\x02'::bytea, 101000000, 100000000000000000000, 5000000, 'buy', 'f', 'market'), -- normal buy market order
('\x03'::bytea, 100000000, 100000000000000000000, 0, 'sell', 't', 'limit'), -- partially fillable sell limit order
VALUES ('\x03'::bytea, 100000000, 100000000000000000000, 0, 'sell', 't', 'limit'), -- partially fillable sell limit order
('\x04'::bytea, 100000000, 100000000000000000000, 0, 'buy', 't', 'limit'), -- partially fillable buy limit order
('\x05'::bytea, 100000000, 94000000000000000000, 0, 'sell', 'f', 'limit'), -- in market sell limit order
('\x06'::bytea, 106000000, 100000000000000000000, 0, 'buy', 'f', 'limit'); -- in market buy limit order

INSERT INTO order_quotes (order_uid, gas_amount, gas_price, sell_token_price, sell_amount, buy_amount, solver)
VALUES ('\x01'::bytea, 100000, 25000000000, 500000000., 95000000, 95000000000000000000, '\x01'::bytea),
('\x02'::bytea, 100000, 25000000000, 500000000., 100000000, 100000000000000000000, '\x02'::bytea),
('\x03'::bytea, 100000, 25000000000, 500000000., 100000000, 100000000000000000000, '\x03'::bytea),
VALUES ('\x03'::bytea, 100000, 25000000000, 500000000., 100000000, 100000000000000000000, '\x03'::bytea),
('\x04'::bytea, 100000, 25000000000, 500000000., 100000000, 100000000000000000000, '\x03'::bytea),
('\x05'::bytea, 100000, 25000000000, 500000000., 100000000, 100000000000000000000, '\x03'::bytea),
('\x06'::bytea, 100000, 25000000000, 500000000., 100000000, 100000000000000000000, '\x03'::bytea);

INSERT INTO trades (block_number, log_index, order_uid, sell_amount, buy_amount)
VALUES (1, 0, '\x01'::bytea, 100000000, 95000000000000000000),
(2, 0, '\x02'::bytea, 106000000, 100000000000000000000),
(3, 0, '\x03'::bytea, 100000000, 101000000000000000000),
VALUES (3, 0, '\x03'::bytea, 100000000, 101000000000000000000),
(4, 0, '\x04'::bytea, 99000000, 100000000000000000000),
(5, 0, '\x05'::bytea, 100000000, 95000000000000000000),
(6, 0, '\x06'::bytea, 105000000, 100000000000000000000);
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