Storing pre-interactions and Jit orders in quote metadata (#3162)

# Description
Added storing of additional quote metadata: pre-interactions and jit
orders.
Those data can be used for debugging/analysis of the quotes and orders
executed by the winning auction.

# Changes
Extended `QuoteMetadataV1` struct with new fields (vectors):
`pre_interactions` and `jit_orders`.
Extended `QuoteExecution` struct in trade finding quote with same fields
as `QuoteMetadataV1`.
Added filling of `QuoteExecution` new fields from price estimation
results and then moving them to `QuoteMetadataV1` and storing in
database as json.

:warning: This PR needs to be released together with PR #3124, which
introduced `QuoteMetadataV1`. Otherwise this PR needs to be updated to
use new type: `QuoteMetadataV2` for properly handling version 1 data
already stored in database.

## How to test
Existing tests. Also unit tests were updated to verify
serializaion/deserialization of new fields.

crates/e2e/tests/e2e/quote_verification.rs

@@ -183,6 +183,8 @@ async fn test_bypass_verification_for_rfq_quotes(web3: Web3) {
                 value: 0.into(),
                 call_data: hex::decode("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").unwrap() 
             }],
+            pre_interactions: vec![],
+            jit_orders: vec![],
         },
     };
 

crates/orderbook/src/database/orders.rs

@@ -1234,6 +1234,12 @@ mod tests {
                             call_data: vec![2, 20],
                         },
                     ],
+                    pre_interactions: vec![InteractionData {
+                        target: H160([3; 20]),
+                        value: U256::from(30),
+                        call_data: vec![3, 20],
+                    }],
+                    jit_orders: vec![],
                 }
                 .into(),
                 ..Default::default()

crates/shared/src/order_quoting.rs

@@ -11,6 +11,7 @@ use {
         fee::FeeParameters,
         order_validation::PreOrderData,
         price_estimation::{Estimate, QuoteVerificationMode, Verification},
+        trade_finding::external::dto,
     },
     anyhow::{Context, Result},
     chrono::{DateTime, Duration, Utc},
@@ -244,7 +245,7 @@ pub enum FindQuoteError {
     NotFound(Option<QuoteId>),
 
     #[error("quote does not match parameters")]
-    ParameterMismatch(QuoteData),
+    ParameterMismatch(Box<QuoteData>),
 
     #[error("quote expired")]
     Expired(DateTime<Utc>),
@@ -447,6 +448,8 @@ impl OrderQuoter {
             verified: trade_estimate.verified,
             metadata: QuoteMetadataV1 {
                 interactions: trade_estimate.execution.interactions,
+                pre_interactions: trade_estimate.execution.pre_interactions,
+                jit_orders: trade_estimate.execution.jit_orders,
             }
             .into(),
         };
@@ -576,7 +579,7 @@ impl OrderQuoting for OrderQuoter {
                         .ok_or(FindQuoteError::NotFound(Some(id)))?;
 
                     if !parameters.matches(&data) {
-                        return Err(FindQuoteError::ParameterMismatch(data));
+                        return Err(FindQuoteError::ParameterMismatch(Box::new(data)));
                     }
                     if data.expiration < now {
                         return Err(FindQuoteError::Expired(data.expiration));
@@ -687,9 +690,15 @@ impl From<QuoteMetadataV1> for QuoteMetadata {
 }
 
 #[derive(Clone, Debug, Default, PartialEq, serde::Deserialize, serde::Serialize)]
+#[serde(rename_all = "camelCase")]
 pub struct QuoteMetadataV1 {
     /// Data provided by the solver in response to /quote request.
     pub interactions: Vec<InteractionData>,
+    /// The onchain calls to run before sending user funds to the settlement
+    /// contract.
+    pub pre_interactions: Vec<InteractionData>,
+    /// Orders that were settled outside of the auction.
+    pub jit_orders: Vec<dto::JitOrder>,
 }
 
 #[cfg(test)]
@@ -1643,6 +1652,34 @@ mod tests {
                     call_data: vec![2],
                 },
             ],
+            pre_interactions: vec![
+                InteractionData {
+                    target: H160::from([3; 20]),
+                    value: U256::from(3),
+                    call_data: vec![3],
+                },
+                InteractionData {
+                    target: H160::from([4; 20]),
+                    value: U256::from(4),
+                    call_data: vec![4],
+                },
+            ],
+            jit_orders: vec![dto::JitOrder {
+                buy_token: H160([4; 20]),
+                sell_token: H160([5; 20]),
+                sell_amount: U256::from(10),
+                buy_amount: U256::from(20),
+                executed_amount: U256::from(11),
+                receiver: H160([6; 20]),
+                valid_to: 1734084318,
+                app_data: Default::default(),
+                side: dto::Side::Sell,
+                partially_fillable: false,
+                sell_token_source: model::order::SellTokenSource::External,
+                buy_token_destination: model::order::BuyTokenDestination::Internal,
+                signature: vec![1; 16],
+                signing_scheme: model::signature::SigningScheme::Eip712,
+            }],
         }
         .into();
         let v = serde_json::to_value(q).unwrap();
@@ -1652,8 +1689,16 @@ mod tests {
         {"version":"1.0",
          "interactions":[
          {"target":"0x0101010101010101010101010101010101010101","value":"1","callData":"0x01"},
-         {"target":"0x0202020202020202020202020202020202020202","value":"2","callData":"0x02"}
-         ]}"#,
+         {"target":"0x0202020202020202020202020202020202020202","value":"2","callData":"0x02"}],
+         "preInteractions":[
+         {"target":"0x0303030303030303030303030303030303030303","value":"3","callData":"0x03"},
+         {"target":"0x0404040404040404040404040404040404040404","value":"4","callData":"0x04"}],
+         "jitOrders":[{"appData": "0x0000000000000000000000000000000000000000000000000000000000000000", 
+            "buyAmount": "20", "buyToken": "0x0404040404040404040404040404040404040404", "buyTokenDestination": "internal", 
+            "executedAmount": "11", "partiallyFillable": false, "receiver": "0x0606060606060606060606060606060606060606",
+            "sellAmount": "10", "sellToken": "0x0505050505050505050505050505050505050505", "sellTokenSource": "external",
+            "side": "sell", "signature": "0x01010101010101010101010101010101", "signingScheme": "eip712", "validTo": 1734084318}]
+        }"#,
         )
         .unwrap();
 
@@ -1675,14 +1720,31 @@ mod tests {
         {"version":"1.0",
         "interactions":[
         {"target":"0x0101010101010101010101010101010101010101","value":"1","callData":"0x01"},
-        {"target":"0x0202020202020202020202020202020202020202","value":"2","callData":"0x02"}
-        ]}"#,
+        {"target":"0x0202020202020202020202020202020202020202","value":"2","callData":"0x02"}],
+        "preInteractions":[
+        {"target":"0x0303030303030303030303030303030303030303","value":"3","callData":"0x03"},
+        {"target":"0x0404040404040404040404040404040404040404","value":"4","callData":"0x04"}],
+        "jitOrders":[{"appData": "0x0000000000000000000000000000000000000000000000000000000000000000", 
+            "buyAmount": "20", "buyToken": "0x0404040404040404040404040404040404040404", "buyTokenDestination": "internal", 
+            "executedAmount": "11", "partiallyFillable": false, "receiver": "0x0606060606060606060606060606060606060606",
+            "sellAmount": "10", "sellToken": "0x0505050505050505050505050505050505050505", "sellTokenSource": "external",
+            "side": "sell", "signature": "0x01010101010101010101010101010101", "signingScheme": "eip712", "validTo": 1734084318},
+            {"appData": "0x0ddeb6e4a814908832cc25d11311c514e7efe6af3c9bafeb0d241129cf7f4d83", 
+            "buyAmount": "100", "buyToken": "0x0606060606060606060606060606060606060606", "buyTokenDestination": "erc20", 
+            "executedAmount": "99", "partiallyFillable": true, "receiver": "0x0303030303030303030303030303030303030303",
+            "sellAmount": "10", "sellToken": "0x0101010101010101010101010101010101010101", "sellTokenSource": "erc20",
+            "side": "buy", "signature": "0x01010101010101010101010101010101", "signingScheme": "eip1271", "validTo": 1734085109}]
+        }"#,
         )
         .unwrap();
         let metadata: QuoteMetadata = v1.try_into().unwrap();
 
         match metadata {
-            QuoteMetadata::V1(v1) => assert_eq!(v1.interactions.len(), 2),
+            QuoteMetadata::V1(v1) => {
+                assert_eq!(v1.interactions.len(), 2);
+                assert_eq!(v1.pre_interactions.len(), 2);
+                assert_eq!(v1.jit_orders.len(), 2);
+            }
         }
     }
 }

crates/shared/src/price_estimation/trade_verifier.rs

@@ -206,6 +206,8 @@ impl TradeVerifier {
                     verified: true,
                     execution: QuoteExecution {
                         interactions: map_interactions_data(&trade.interactions()),
+                        pre_interactions: map_interactions_data(&trade.pre_interactions()),
+                        jit_orders: trade.jit_orders(),
                     },
                 };
                 tracing::warn!(
@@ -417,6 +419,8 @@ impl TradeVerifying for TradeVerifier {
                         verified: false,
                         execution: QuoteExecution {
                             interactions: map_interactions_data(&trade.interactions()),
+                            pre_interactions: map_interactions_data(&trade.pre_interactions()),
+                            jit_orders: trade.jit_orders(),
                         },
                     };
                     tracing::warn!(
@@ -809,6 +813,8 @@ fn ensure_quote_accuracy(
         verified: true,
         execution: QuoteExecution {
             interactions: map_interactions_data(&trade.interactions()),
+            pre_interactions: map_interactions_data(&trade.pre_interactions()),
+            jit_orders: trade.jit_orders(),
         },
     })
 }

crates/shared/src/trade_finding/external.rs

@@ -224,6 +224,8 @@ impl TradeFinding for ExternalTradeFinder {
             solver: trade.solver(),
             execution: QuoteExecution {
                 interactions: map_interactions_data(&trade.interactions()),
+                pre_interactions: map_interactions_data(&trade.pre_interactions()),
+                jit_orders: trade.jit_orders(),
             },
         })
     }
@@ -312,7 +314,7 @@ pub(crate) mod dto {
     }
 
     #[serde_as]
-    #[derive(Clone, Debug, Eq, PartialEq, Deserialize)]
+    #[derive(Clone, Debug, Eq, PartialEq, Deserialize, Serialize)]
     #[serde(rename_all = "camelCase")]
     #[allow(unused)]
     pub struct JitOrder {
@@ -345,7 +347,7 @@ pub(crate) mod dto {
     }
 
     #[serde_as]
-    #[derive(Clone, Debug, Eq, PartialEq, Deserialize)]
+    #[derive(Clone, Debug, Eq, PartialEq, Deserialize, Serialize)]
     #[serde(rename_all = "camelCase")]
     pub enum Side {
         Buy,

crates/shared/src/trade_finding/mod.rs

@@ -43,6 +43,8 @@ pub struct Quote {
 #[derive(Clone, Debug, Default, Eq, PartialEq, Deserialize)]
 pub struct QuoteExecution {
     pub interactions: Vec<InteractionData>,
+    pub pre_interactions: Vec<InteractionData>,
+    pub jit_orders: Vec<dto::JitOrder>,
 }
 
 #[derive(Clone, Debug, Eq, PartialEq)]
@@ -107,6 +109,13 @@ impl TradeKind {
             TradeKind::Regular(trade) => trade.pre_interactions.clone(),
         }
     }
+
+    pub fn jit_orders(&self) -> Vec<dto::JitOrder> {
+        match self {
+            TradeKind::Legacy(_) => Vec::new(),
+            TradeKind::Regular(trade) => trade.jit_orders.clone(),
+        }
+    }
 }
 
 /// A legacy trade.