Clean-up score (#10)

config/example.balancer.toml

@@ -1,7 +1,6 @@
 node-url = "http://localhost:8545"
 absolute-slippage = "40000000000000000" # Denominated in wei, optional
 relative-slippage = "0.001" # Percentage in the [0, 1] range
-risk-parameters = [0,0,0,0]
 
 [dex]
 endpoint = "https://balancer.sor.eth/api"

config/example.oneinch.toml

@@ -1,7 +1,6 @@
 node-url = "http://localhost:8545"
 absolute-slippage = "40000000000000000" # Denominated in wei, optional
 relative-slippage = "0.001" # Percentage in the [0, 1] range
-risk-parameters = [0,0,0,0]
 
 [dex]
 chain-id = "1"

config/example.paraswap.toml

@@ -1,7 +1,6 @@
 node-url = "http://localhost:8545"
 absolute-slippage = "40000000000000000" # Denominated in wei, optional
 relative-slippage = "0.001" # Percentage in the [0, 1] range
-risk-parameters = [0,0,0,0]
 
 [dex]
 # these 2 dexs should always be excluded because they are incompatible with `ignoreChecks`

config/example.zeroex.toml

@@ -1,7 +1,6 @@
 node-url = "http://localhost:8545"
 absolute-slippage = "40000000000000000" # Denominated in wei, optional
 relative-slippage = "0.001" # Percentage in the [0, 1] range
-risk-parameters = [0,0,0,0]
 
 [dex]
 # See here how to get a free key: https://0x.org/docs/introduction/getting-started

openapi.yml

@@ -757,7 +757,6 @@ components:
         - prices
         - trades
         - interactions
-        - score
       properties:
         id:
           description: An opaque identifier for the solution.
@@ -781,30 +780,3 @@ components:
           type: array
           items:
             $ref: "#/components/schemas/Interaction"
-        score:
-          description: |
-            Information required by the driver to score the solution. 
-            
-            Can either be a raw score or a success probability.
-          oneOf:
-            - type: object
-              properties:
-                kind:
-                  type: string
-                  enum: [solver]
-                score:
-                  description: |
-                    The raw score of the solution. This is the score that is
-                    used by the driver to rank solutions.
-                  allOf:
-                    - $ref: "#/components/schemas/Decimal"
-            - type: object
-              properties:
-                kind:
-                  type: string
-                  enum: [riskAdjusted]
-                successProbability:
-                  description: |
-                    The revert probability of the solution. Used by the driver to compute a risk-adjusted score.
-                  type: number
-                  example: 0.9

src/api/routes/solve/dto/solution.rs

@@ -122,12 +122,6 @@ impl Solutions {
                             }
                         })
                         .collect(),
-                    score: match solution.score.clone() {
-                        solution::Score::Solver(score) => Score::Solver { score },
-                        solution::Score::RiskAdjusted(score) => Score::RiskAdjusted {
-                            success_probability: score.0,
-                        },
-                    },
                     gas: solution.gas.map(|gas| gas.0.as_u64()),
                 })
                 .collect(),
@@ -150,7 +144,6 @@ struct Solution {
     prices: HashMap<H160, U256>,
     trades: Vec<Trade>,
     interactions: Vec<Interaction>,
-    score: Score,
     #[serde(skip_serializing_if = "Option::is_none")]
     gas: Option<u64>,
 }
@@ -311,16 +304,3 @@ enum SigningScheme {
     PreSign,
     Eip1271,
 }
-
-/// A score for a solution. The score is used to rank solutions.
-#[serde_as]
-#[derive(Debug, Serialize)]
-#[serde(rename_all = "camelCase", tag = "kind")]
-pub enum Score {
-    Solver {
-        #[serde_as(as = "serialize::U256")]
-        score: U256,
-    },
-    #[serde(rename_all = "camelCase")]
-    RiskAdjusted { success_probability: f64 },
-}

src/domain/dex/mod.rs

@@ -107,7 +107,6 @@ impl Swap {
         order: order::Order,
         gas_price: auction::GasPrice,
         sell_token: Option<auction::Price>,
-        risk: &domain::Risk,
         simulator: &infra::dex::Simulator,
     ) -> Option<solution::Solution> {
         let gas = match simulator.gas(order.owner(), &self).await {
@@ -117,9 +116,6 @@ impl Swap {
                 return None;
             }
         };
-        let score = solution::Score::RiskAdjusted(solution::SuccessProbability(
-            risk.success_probability(gas, gas_price, 1),
-        ));
 
         let allowance = self.allowance();
         let interactions = vec![solution::Interaction::Custom(solution::CustomInteraction {
@@ -139,7 +135,7 @@ impl Swap {
             interactions,
             gas,
         }
-        .into_solution(gas_price, sell_token, score)
+        .into_solution(gas_price, sell_token)
     }
 
     pub fn satisfies(&self, order: &domain::order::Order) -> bool {

src/domain/mod.rs

@@ -6,8 +6,5 @@ pub mod eth;
 pub mod liquidity;
 pub mod notification;
 pub mod order;
-pub mod risk;
 pub mod solution;
 pub mod solver;
-
-pub use risk::Risk;

src/domain/notification.rs

@@ -2,7 +2,7 @@ use {
     super::{
         auction,
         eth::{self, Ether, TokenAddress},
-        solution::{self, SuccessProbability},
+        solution,
     },
     std::collections::BTreeSet,
 };
@@ -30,7 +30,6 @@ pub enum Kind {
     EmptySolution,
     DuplicatedSolutionId,
     SimulationFailed(BlockNo, Transaction, SimulationSucceededAtLeastOnce),
-    ScoringFailed(ScoreKind),
     NonBufferableTokensUsed(TokensUsed),
     SolverAccountInsufficientBalance(RequiredEther),
     Settled(Settlement),
@@ -46,23 +45,6 @@ pub enum Settlement {
     Fail,
 }
 
-#[derive(Debug)]
-pub enum ScoreKind {
-    ZeroScore,
-    ScoreHigherThanQuality(Score, Quality),
-    SuccessProbabilityOutOfRange(SuccessProbability),
-    ObjectiveValueNonPositive(Quality, GasCost),
-}
-
-#[derive(Debug, Copy, Clone)]
-pub struct Score(pub eth::U256);
-
-impl From<eth::U256> for Score {
-    fn from(value: eth::U256) -> Self {
-        Self(value)
-    }
-}
-
 #[derive(Debug, Copy, Clone)]
 pub struct Quality(pub eth::U256);
 

src/domain/solution.rs

@@ -1,6 +1,6 @@
 use {
     crate::{
-        domain::{auction, eth, liquidity, order, solution, Risk},
+        domain::{auction, eth, liquidity, order},
         util,
     },
     ethereum_types::{Address, U256},
@@ -23,7 +23,6 @@ pub struct Solution {
     pub prices: ClearingPrices,
     pub trades: Vec<Trade>,
     pub interactions: Vec<Interaction>,
-    pub score: Score,
     pub gas: Option<eth::Gas>,
 }
 
@@ -33,23 +32,6 @@ impl Solution {
         Self { id, ..self }
     }
 
-    /// Returns `self` with a new score.
-    pub fn with_score(self, score: Score) -> Self {
-        Self { score, ..self }
-    }
-
-    pub fn with_risk_adjusted_score(
-        self,
-        risk: &Risk,
-        gas: eth::Gas,
-        gas_price: auction::GasPrice,
-    ) -> Self {
-        let nmb_orders = self.trades.len();
-        self.with_score(Score::RiskAdjusted(SuccessProbability(
-            risk.success_probability(gas, gas_price, nmb_orders),
-        )))
-    }
-
     /// Returns `self` with eligible interactions internalized using the
     /// Settlement contract buffers.
     ///
@@ -142,7 +124,6 @@ impl Single {
         self,
         gas_price: auction::GasPrice,
         sell_token: Option<auction::Price>,
-        score: solution::Score,
     ) -> Option<Solution> {
         let Self {
             order,
@@ -210,7 +191,6 @@ impl Single {
             ]),
             trades: vec![Trade::Fulfillment(Fulfillment::new(order, executed, fee)?)],
             interactions,
-            score,
             gas: Some(self.gas),
         })
     }
@@ -387,34 +367,6 @@ pub struct Allowance {
     pub asset: eth::Asset,
 }
 
-/// Represents the probability that a solution will be successfully settled.
-#[derive(Debug, Copy, Clone)]
-pub struct SuccessProbability(pub f64);
-
-impl From<f64> for SuccessProbability {
-    fn from(value: f64) -> Self {
-        Self(value)
-    }
-}
-
-/// A score for a solution. The score is used to rank solutions.
-#[derive(Debug, Clone)]
-pub enum Score {
-    /// The score value is provided as is from solver.
-    /// Success probability is not incorporated into this value.
-    Solver(U256),
-    /// This option is used to indicate that the solver did not provide a score.
-    /// Instead, the score should be computed by the protocol given the success
-    /// probability.
-    RiskAdjusted(SuccessProbability),
-}
-
-impl Default for Score {
-    fn default() -> Self {
-        Self::RiskAdjusted(SuccessProbability(1.0))
-    }
-}
-
 // initial tx gas used to call the settle function from the settlement contract
 pub const INITIALIZATION_COST: u64 = 32_000;
 /// minimum gas every settlement takes (isSolver)

src/domain/solver/dex/mod.rs

@@ -5,7 +5,6 @@ use {
     crate::{
         boundary::rate_limiter::{RateLimiter, RateLimiterError},
         domain::{
-            self,
             auction,
             dex::{self, slippage},
             order::{self, Order},
@@ -38,9 +37,6 @@ pub struct Dex {
     /// fillable orders).
     fills: Fills,
 
-    /// Parameters used to calculate the revert risk of a solution.
-    risk: domain::Risk,
-
     /// Handles 429 Too Many Requests error with a retry mechanism
     rate_limiter: RateLimiter,
 }
@@ -63,7 +59,6 @@ impl Dex {
             slippage: config.slippage,
             concurrent_requests: config.concurrent_requests,
             fills: Fills::new(config.smallest_partial_fill),
-            risk: config.risk,
             rate_limiter,
         }
     }
@@ -181,7 +176,7 @@ impl Dex {
         let swap = self.try_solve(order, &dex_order, tokens, gas_price).await?;
         let sell = tokens.reference_price(&order.sell.token);
         let Some(solution) = swap
-            .into_solution(order.clone(), gas_price, sell, &self.risk, &self.simulator)
+            .into_solution(order.clone(), gas_price, sell, &self.simulator)
             .await
         else {
             tracing::debug!("no solution for swap");

src/infra/config/dex/file.rs

@@ -3,7 +3,7 @@
 use {
     crate::{
         boundary::rate_limiter::RateLimitingStrategy,
-        domain::{dex::slippage, eth, Risk},
+        domain::{dex::slippage, eth},
         infra::{blockchain, config::unwrap_or_log, contracts},
         util::serialize,
     },
@@ -45,10 +45,6 @@ struct Config {
     #[serde_as(as = "serialize::U256")]
     smallest_partial_fill: eth::U256,
 
-    /// Parameters used to calculate the revert risk of a solution.
-    /// (gas_amount_factor, gas_price_factor, nmb_orders_factor, intercept)
-    risk_parameters: (f64, f64, f64, f64),
-
     /// Back-off growth factor for rate limiting.
     #[serde(default = "default_back_off_growth_factor")]
     back_off_growth_factor: f64,
@@ -141,12 +137,6 @@ pub async fn load<T: DeserializeOwned>(path: &Path) -> (super::Config, T) {
         .expect("invalid slippage limits"),
         concurrent_requests: config.concurrent_requests,
         smallest_partial_fill: eth::Ether(config.smallest_partial_fill),
-        risk: Risk {
-            gas_amount_factor: config.risk_parameters.0,
-            gas_price_factor: config.risk_parameters.1,
-            nmb_orders_factor: config.risk_parameters.2,
-            intercept: config.risk_parameters.3,
-        },
         rate_limiting_strategy: RateLimitingStrategy::try_new(
             config.back_off_growth_factor,
             config.min_back_off,

src/infra/config/dex/mod.rs

@@ -7,7 +7,7 @@ pub mod zeroex;
 use {
     crate::{
         boundary::rate_limiter::RateLimitingStrategy,
-        domain::{dex::slippage, eth, Risk},
+        domain::{dex::slippage, eth},
     },
     std::num::NonZeroUsize,
 };
@@ -25,7 +25,6 @@ pub struct Config {
     pub slippage: slippage::Limits,
     pub concurrent_requests: NonZeroUsize,
     pub smallest_partial_fill: eth::Ether,
-    pub risk: Risk,
     pub rate_limiting_strategy: RateLimitingStrategy,
     pub solution_gas_offset: eth::SignedGas,
 }