From 3a9eef0d394970dab42c0affcddedee0ae3d2795 Mon Sep 17 00:00:00 2001
From: Nicholas Rodrigues Lordello <nick@cow.fi>
Date: Fri, 8 Sep 2023 13:55:09 +0200
Subject: [PATCH] Don't Match Liquidity Orders Against Onchain Liquidity
 (#1850)

This PR fixes DEX aggregator API based solvers to not try and solve
liquidity orders.

### Test Plan

Rust CI - `UserOrder` logic is already tested.
---
 crates/solvers/src/domain/order.rs          | 10 +++++-----
 crates/solvers/src/domain/solver/dex/mod.rs | 12 ++++++------
 2 files changed, 11 insertions(+), 11 deletions(-)

diff --git a/crates/solvers/src/domain/order.rs b/crates/solvers/src/domain/order.rs
index 105b06b94c..0123775201 100644
--- a/crates/solvers/src/domain/order.rs
+++ b/crates/solvers/src/domain/order.rs
@@ -74,11 +74,11 @@ pub enum Class {
 
 /// A user order, guaranteed to not be a liquidity order.
 ///
-/// Note that the concept of a user order is important enough to
-/// merit its own type. The reason for this is that these orders and liquidity
-/// orders differ in fundamental ways and we do not want to confuse them and
-/// accidentally use a liquidity order where it shouldn't be used. Some of the
-/// notable differences between the order types are:
+/// Note that the concept of a user order is important enough to merit its own
+/// type. The reason for this is that these orders and liquidity orders differ
+/// in fundamental ways and we do not want to confuse them and accidentally use
+/// a liquidity order where it shouldn't be used. Some of the notable
+/// differences between the order types are:
 ///
 /// - Liquidity orders can't be settled directly against on-chain liquidity.
 ///   They are meant to only be used in CoWs to facilitate the trading of other
diff --git a/crates/solvers/src/domain/solver/dex/mod.rs b/crates/solvers/src/domain/solver/dex/mod.rs
index 054bac4635..48302f741b 100644
--- a/crates/solvers/src/domain/solver/dex/mod.rs
+++ b/crates/solvers/src/domain/solver/dex/mod.rs
@@ -34,13 +34,12 @@ impl Dex {
 
     pub async fn solve(&self, auction: auction::Auction) -> Vec<solution::Solution> {
         // TODO:
-        // * skip liquidity orders
         // * concurrency
 
         let mut solutions = Vec::new();
         let solve_orders = async {
-            for order in auction.orders.iter().cloned() {
-                let span = tracing::info_span!("solve", order = %order.uid);
+            for order in auction.orders.iter().filter_map(order::UserOrder::new) {
+                let span = tracing::info_span!("solve", order = %order.get().uid);
                 if let Some(solution) = self
                     .solve_order(order, &auction.tokens, auction.gas_price)
                     .instrument(span)
@@ -62,12 +61,13 @@ impl Dex {
 
     async fn solve_order(
         &self,
-        order: order::Order,
+        order: order::UserOrder<'_>,
         tokens: &auction::Tokens,
         gas_price: auction::GasPrice,
     ) -> Option<solution::Solution> {
+        let order = order.get();
         let swap = {
-            let order = self.fills.dex_order(&order, tokens)?;
+            let order = self.fills.dex_order(order, tokens)?;
             let slippage = self.slippage.relative(&order.amount(), tokens);
             self.dex.swap(&order, &slippage, tokens, gas_price).await
         };
@@ -96,7 +96,7 @@ impl Dex {
 
         let uid = order.uid;
         let sell = tokens.reference_price(&order.sell.token);
-        let Some(solution) = swap.into_solution(order, gas_price, sell) else {
+        let Some(solution) = swap.into_solution(order.clone(), gas_price, sell) else {
             tracing::debug!("no solution for swap");
             return None;
         };