fix: stop dropping never-filled orders from the fade rate numerator

lib/repositories/fades-repository.ts

@@ -76,7 +76,8 @@ export class V2FadesRepository extends BaseRedshiftRepository {
   }
 }
 
-const V2_CREATE_VIEW_SQL = `
+// Exported for testing.
+export const V2_CREATE_VIEW_SQL = `
 DROP VIEW IF EXISTS latestRfqsV2;
 
 CREATE OR REPLACE VIEW latestRfqsV2 
@@ -91,7 +92,7 @@ WITH latestOrdersV2 AS (
   LIMIT ${FADE_QUERY_ROW_LIMIT}
 )
 SELECT
-    latestOrdersV2.chainid as chainId, latestOrdersV2.ordertype as orderType, latestOrdersV2.filler as rfqFiller, latestOrdersV2.startTime as decayStartTime, latestOrdersV2.quoteid, archivedorders.filler as actualFiller, latestOrdersV2.createdat as postTimestamp, latestOrdersV2.deadline as deadline, archivedorders.txhash as txHash, archivedOrders.fillTimestamp as fillTimestamp, archivedorders.fillTimeBlocks as fillTimeBlocks, archivedOrders.tokenIn as tokenIn, archivedOrders.tokenOut as tokenOut,
+    latestOrdersV2.chainid as chainId, latestOrdersV2.ordertype as orderType, latestOrdersV2.filler as rfqFiller, latestOrdersV2.startTime as decayStartTime, latestOrdersV2.quoteid, archivedorders.filler as actualFiller, latestOrdersV2.createdat as postTimestamp, latestOrdersV2.deadline as deadline, archivedorders.txhash as txHash, archivedOrders.fillTimestamp as fillTimestamp, archivedorders.fillTimeBlocks as fillTimeBlocks, latestOrdersV2.tokenIn as tokenIn, latestOrdersV2.tokenOut as tokenOut,
     CASE
       WHEN latestOrdersV2.inputstartamount = latestOrdersV2.inputendamount THEN 'EXACT_INPUT'
       ELSE 'EXACT_OUTPUT'
@@ -110,7 +111,8 @@ ORDER BY rfqFiller, deadline DESC
 LIMIT ${FADE_QUERY_ROW_LIMIT} 
 `;
 
-const V2_FADE_RATE_SQL = `
+// Exported for testing.
+export const V2_FADE_RATE_SQL = `
 SELECT 
     rfqFiller,
     postTimestamp,

test/repositories/fades-repository.test.ts

@@ -0,0 +1,78 @@
+import { PERMISSIONED_TOKENS } from '@uniswap/uniswapx-sdk';
+
+import { V2_CREATE_VIEW_SQL, V2_FADE_RATE_SQL } from '../../lib/repositories/fades-repository';
+
+// The view's projection list, parsed as alias -> source table, from its "<table>.<column> as <alias>" items.
+const viewProjections = (): Record<string, string> => {
+  const projections: Record<string, string> = {};
+  for (const match of V2_CREATE_VIEW_SQL.matchAll(/(\w+)\.(\w+)\s+as\s+(\w+)/gi)) {
+    const [, table, , alias] = match;
+    projections[alias.toLowerCase()] = table.toLowerCase();
+  }
+  return projections;
+};
+
+// Columns the fade query filters with a bare `LOWER(<column>) NOT IN (...)` -- i.e. with no NULL guard.
+const unguardedNotInColumns = (): string[] =>
+  [...V2_FADE_RATE_SQL.matchAll(/LOWER\((\w+)\)\s+NOT IN \(/gi)].map((match) => match[1].toLowerCase());
+
+describe('V2FadesRepository SQL', () => {
+  describe('permissioned-token filter vs never-filled orders', () => {
+    // The regression this pins: a filler that wins an order and never fills it must count toward
+    // its fade rate. Never-filled orders have no archivedorders row, so every archived-side column
+    // is NULL for them. `NULL NOT IN (...)` evaluates to NULL rather than TRUE, and a WHERE clause
+    // keeps only TRUE, so sourcing the filtered token columns from the LEFT-JOINed side deleted the
+    // entire never-filled cohort from both the numerator and the denominator.
+    it('sources every column the unguarded NOT IN filters on from the non-nullable postedorders side', () => {
+      const projections = viewProjections();
+      const filteredColumns = unguardedNotInColumns();
+
+      // Guards the guard: if the predicate ever stops being parsed out, the loop below is vacuous.
+      expect(filteredColumns).toEqual(['tokenin', 'tokenout']);
+
+      for (const column of filteredColumns) {
+        expect(projections).toHaveProperty(column);
+        expect(projections[column]).toEqual('latestordersv2');
+      }
+    });
+
+    it('does not project the token columns from archivedorders under any spelling', () => {
+      expect(V2_CREATE_VIEW_SQL).not.toMatch(/archivedorders\.token(in|out)/i);
+    });
+
+    it('still projects fillTimestamp from archivedorders, since its NULL is the never-filled signal', () => {
+      // The asymmetry is deliberate: fillTimestamp must stay nullable (it is what identifies a
+      // never-filled order) and is read with an explicit `IS NULL`, which is NULL-safe.
+      expect(viewProjections()['filltimestamp']).toEqual('archivedorders');
+      expect(V2_FADE_RATE_SQL).toContain('WHEN fillTimestamp IS NULL THEN 1');
+    });
+  });
+
+  describe('permissioned-token exclusion', () => {
+    // Deleting the exclusion would also stop never-filled orders being dropped, so pin that the
+    // fix kept it. An empty NOT IN () list would additionally be a Redshift syntax error.
+    it('excludes every permissioned token, lowercased to match the LOWER() comparison', () => {
+      expect(PERMISSIONED_TOKENS.length).toBeGreaterThan(0);
+
+      for (const token of PERMISSIONED_TOKENS) {
+        expect(V2_FADE_RATE_SQL).toContain(`'${token.address.toLowerCase()}'`);
+      }
+      expect(V2_FADE_RATE_SQL).not.toMatch(/NOT IN \(\s*\)/);
+    });
+
+    it('applies the exclusion to both sides of the trade', () => {
+      expect(unguardedNotInColumns()).toHaveLength(2);
+    });
+  });
+
+  describe('fade classification', () => {
+    it('treats a never-filled order of any type as a fade', () => {
+      expect(V2_FADE_RATE_SQL).toContain('WHEN fillTimestamp IS NULL THEN 1');
+    });
+
+    it('counts a Dutch_V3 fill only strictly after decayStartBlock as a fade', () => {
+      expect(V2_FADE_RATE_SQL).toContain('fillTimeBlocks > 0');
+      expect(V2_FADE_RATE_SQL).not.toContain('fillTimeBlocks >= 0');
+    });
+  });
+});