Merge pull request #67 from cowprotocol/fix_volume_cap

Fix volume cap for protocol fees
cowprotocol · Jan 25, 2024 · 28956e6 · 28956e6
2 parents 12b3e0e + de9ba84
commit 28956e6
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diff --git a/src/sql/orderbook/batch_rewards.sql b/src/sql/orderbook/batch_rewards.sql
@@ -96,7 +96,7 @@ order_surplus AS (
                                         THEN fp.surplus_factor / (1 - fp.surplus_factor) * surplus
                                     ELSE
                                         LEAST(
-                                            fp.max_volume_factor / (1 - fp.max_volume_factor) * os.buy_amount, -- at most charge a fraction of volume
+                                            fp.max_volume_factor * os.sell_amount * os.buy_amount / (os.sell_amount - os.observed_fee), -- at most charge a fraction of volume
                                             fp.surplus_factor / (1 - fp.surplus_factor) * surplus -- charge a fraction of surplus
                                         )
                                 END

diff --git a/src/sql/orderbook/order_rewards.sql b/src/sql/orderbook/order_rewards.sql
@@ -80,7 +80,7 @@ order_surplus AS (
                                         THEN fp.surplus_factor / (1 - fp.surplus_factor) * surplus
                                     ELSE
                                         LEAST(
-                                            fp.max_volume_factor / (1 - fp.max_volume_factor) * os.buy_amount, -- at most charge a fraction of volume
+                                            fp.max_volume_factor * os.sell_amount * os.buy_amount / (os.sell_amount - os.observed_fee), -- at most charge a fraction of volume
                                             fp.surplus_factor / (1 - fp.surplus_factor) * surplus -- charge a fraction of surplus
                                         )
                                 END