Merge pull request #10 from cowprotocol/fix_missing_price_bug

Handle missing native prices for jit orders

Author: fhenneke

circuit_breaker_validator/scores.py

@@ -1,7 +1,10 @@
 """Functionality to compute scores"""
 
+# pylint: disable=logging-fstring-interpolation
+
 from fractions import Fraction
 
+from circuit_breaker_validator.logger import logger
 from circuit_breaker_validator.models import (
     OffchainSettlementData,
     OnchainSettlementData,
@@ -33,6 +36,15 @@ def compute_score(
     """
     score = 0
     for trade in onchain_data.trades:
+        # missing native price counts as zero score
+        if trade.buy_token not in offchain_data.native_prices:
+            logger.info(
+                f"Auction {onchain_data.auction_id}, settlement {onchain_data.tx_hash!r}: "
+                f"Missing native price for trade {trade.order_uid!r} and buy token "
+                f"{trade.buy_token!r}. Skipping score computation for this order."
+            )
+            continue
+
         raw_surplus = trade.raw_surplus(
             offchain_data.trade_fee_policies.get(trade.order_uid, [])
         )

tests/test_scores.py

@@ -66,3 +66,49 @@ def test_compute_score(order_type, surplus_token, expected_score):
     offchain_data.native_prices = {buy_token: price}
 
     assert compute_score(onchain_data, offchain_data) == expected_score
+
+
+@pytest.mark.parametrize(
+    "auction_id,tx_hash,solver,order_uid,sell_token,buy_token,raw_surplus,expected_score",
+    [
+        (
+            1,
+            HexBytes("0x00"),
+            HexBytes("0x01"),
+            HexBytes("0x02"),
+            HexBytes("0x03"),
+            HexBytes("0x04"),
+            0,
+            0,
+        ),
+    ],
+)
+def test_compute_score_missing_native_price(
+    auction_id,
+    tx_hash,
+    solver,
+    order_uid,
+    sell_token,
+    buy_token,
+    raw_surplus,
+    expected_score,
+):
+    "Test for scores being zero for trades with missing native price"
+    offchain_trade = Mock(spec=OffchainTrade)
+    offchain_trade.order_uid = order_uid
+
+    trade = Mock(spec=OnchainTrade)
+    trade.order_uid = order_uid
+    trade.raw_surplus = Mock(return_value=raw_surplus)
+    trade.sell_token = sell_token
+    trade.buy_token = buy_token
+    trade.surplus_token = Mock(return_value=trade.buy_token)
+
+    onchain_data = OnchainSettlementData(auction_id, tx_hash, solver, [trade])
+
+    offchain_data = Mock(spec=OffchainSettlementData)
+    offchain_data.trades = [offchain_trade]
+    offchain_data.trade_fee_policies = {}
+    offchain_data.native_prices = {}
+
+    assert compute_score(onchain_data, offchain_data) == expected_score