fix(order-book): handle decimal protocolFeeBps BigInt conversion (cowprotocol#798)

* fix(order-book): handle decimal protocolFeeBps BigInt conversion

* chore: merge main

---------

Co-authored-by: Mayank Sharma <82099885+codersharma2001@users.noreply.github.com>
Co-authored-by: shoom3301 <shoom3301@gmail.com>

Author: mayanksharma-eth

packages/order-book/src/quoteAmountsAndCosts/getProtocolFeeAmount.ts

@@ -1,6 +1,8 @@
 import { OrderKind, OrderParameters } from '../generated'
 import { HUNDRED_THOUSANDS, ONE_HUNDRED_BPS } from './quoteAmountsAndCosts.const'
 
+const PROTOCOL_FEE_BPS_SCALE = BigInt(HUNDRED_THOUSANDS)
+
 export interface ProtocolFeeAmountParams {
   orderParams: OrderParameters
   protocolFeeBps: number
@@ -42,8 +44,13 @@ export function getProtocolFeeAmount(params: ProtocolFeeAmountParams): bigint {
   const buyAmount = BigInt(buyAmountStr)
   const feeAmount = BigInt(feeAmountStr)
 
-  const protocolFeeScale = BigInt(HUNDRED_THOUSANDS)
-  const protocolFeeBpsBig = BigInt(protocolFeeBps * HUNDRED_THOUSANDS)
+  const protocolFeeScale = PROTOCOL_FEE_BPS_SCALE
+  // Keep 5 decimal places of bps precision while avoiding BigInt conversion from non-integer floats.
+  const protocolFeeBpsBig = BigInt(Math.round(protocolFeeBps * HUNDRED_THOUSANDS))
+
+  if (protocolFeeBpsBig <= 0n) {
+    return 0n
+  }
 
   if (isSell) {
     /**

packages/order-book/src/quoteAmountsAndCosts/getQuoteAmountsAndCosts.test.ts

@@ -235,8 +235,7 @@ describe('Calculation of before/after fees amounts', () => {
 
         expect(result.costs.protocolFee.amount).toBe(expectedProtocolFeeAmount)
         // beforeNetworkCosts.buyAmount for SELL = afterProtocolFees.buyAmount = buyAmount + networkCostInBuyCurrency
-        const networkCostInBuyCurrency =
-          (buyAfter * BigInt(orderParams.feeAmount)) / BigInt(orderParams.sellAmount)
+        const networkCostInBuyCurrency = (buyAfter * BigInt(orderParams.feeAmount)) / BigInt(orderParams.sellAmount)
         expect(result.beforeNetworkCosts.buyAmount).toBe(buyAfter + networkCostInBuyCurrency)
       })
 
@@ -257,8 +256,7 @@ describe('Calculation of before/after fees amounts', () => {
         const expectedProtocolFeeAmount = (buyAfter * protocolBps) / protocolDenominator
 
         // Partner fee is based on beforeAllFees.buyAmount = buyAmount + networkCostInBuyCurrency + protocolFeeAmount
-        const networkCostInBuyCurrency =
-          (buyAfter * BigInt(orderParams.feeAmount)) / BigInt(orderParams.sellAmount)
+        const networkCostInBuyCurrency = (buyAfter * BigInt(orderParams.feeAmount)) / BigInt(orderParams.sellAmount)
         const buyBeforeAllFees = buyAfter + networkCostInBuyCurrency + expectedProtocolFeeAmount
         const partnerBps = BigInt(partnerFeeBps)
         const expectedPartnerFeeAmount = (buyBeforeAllFees * partnerBps) / 10_000n
@@ -304,8 +302,7 @@ describe('Calculation of before/after fees amounts', () => {
 
         expect(result.costs.protocolFee.amount).toBe(expectedProtocolFeeAmount)
         // beforeNetworkCosts.buyAmount = buyAmount + networkCostInBuyCurrency
-        const networkCostInBuyCurrency =
-          (buyAfter * BigInt(orderParams.feeAmount)) / BigInt(orderParams.sellAmount)
+        const networkCostInBuyCurrency = (buyAfter * BigInt(orderParams.feeAmount)) / BigInt(orderParams.sellAmount)
         expect(result.beforeNetworkCosts.buyAmount).toBe(buyAfter + networkCostInBuyCurrency)
 
         expect(result.costs.protocolFee).toEqual({

packages/trading/src/getQuote.test.ts

@@ -353,6 +353,58 @@ describe('getQuote', () => {
         )
       })
     })
+
+    it('Should handle decimal protocolFeeBps from quote response', async () => {
+      const adapterNames = Object.keys(adapters) as Array<keyof typeof adapters>
+      const quoteWithProtocolFee = {
+        ...quoteResponseMock,
+        protocolFeeBps: '0.3',
+      } as OrderQuoteResponse
+      getQuoteMock.mockResolvedValue(quoteWithProtocolFee)
+
+      for (const adapterName of adapterNames) {
+        setGlobalAdapter(adapters[adapterName])
+        const { result } = await getQuoteWithSigner(
+          { ...defaultOrderParams, signer: adapters[adapterName].signer },
+          {},
+          orderBookApiMock,
+        )
+
+        const buyAfter = BigInt(quoteResponseMock.quote.buyAmount)
+        const protocolFeeBpsBig = BigInt(Math.round(0.3 * 100_000))
+        const denominator = 10_000n * 100_000n - protocolFeeBpsBig
+        const expectedProtocolFeeAmount = (buyAfter * protocolFeeBpsBig) / denominator
+
+        expect(result.amountsAndCosts.costs.protocolFee.amount.toString()).toBe(expectedProtocolFeeAmount.toString())
+        expect(result.amountsAndCosts.costs.protocolFee.bps).toBe(0.3)
+      }
+    })
+
+    it('Should handle decimal protocolFeeBps from quote response', async () => {
+      const adapterNames = Object.keys(adapters) as Array<keyof typeof adapters>
+      const quoteWithProtocolFee = {
+        ...quoteResponseMock,
+        protocolFeeBps: '0.3',
+      } as OrderQuoteResponse
+      getQuoteMock.mockResolvedValue(quoteWithProtocolFee)
+
+      for (const adapterName of adapterNames) {
+        setGlobalAdapter(adapters[adapterName])
+        const { result } = await getQuoteWithSigner(
+          { ...defaultOrderParams, signer: adapters[adapterName].signer },
+          {},
+          orderBookApiMock,
+        )
+
+        const buyAfter = BigInt(quoteResponseMock.quote.buyAmount)
+        const protocolFeeBpsBig = BigInt(Math.round(0.3 * 100_000))
+        const denominator = 10_000n * 100_000n - protocolFeeBpsBig
+        const expectedProtocolFeeAmount = (buyAfter * protocolFeeBpsBig) / denominator
+
+        expect(result.amountsAndCosts.costs.protocolFee.amount.toString()).toBe(expectedProtocolFeeAmount.toString())
+        expect(result.amountsAndCosts.costs.protocolFee.bps).toBe(0.3)
+      }
+    })
   })
 
   describe('Order to sign', () => {
@@ -524,12 +576,7 @@ describe('getQuoteWithoutSigner', () => {
   })
 
   it('should return quote results without requiring a signer', async () => {
-    const { result, orderBookApi } = await getQuoteWithoutSigner(
-      tradeParams,
-      quoterParams,
-      {},
-      orderBookApiMock,
-    )
+    const { result, orderBookApi } = await getQuoteWithoutSigner(tradeParams, quoterParams, {}, orderBookApiMock)
 
     expect(result).toBeDefined()
     expect(result.quoteResponse).toEqual(quoteResponseMock)