[PROPOSAL] Correctly label the orderbook orders metric (#2917)

# Description
We need to properly adjust the orderbook `orders` metric. The reason is
that we got a false alarm alert, because as it is now, everything is a
`limit` order, so we got a period of time in which we got orders (real
`limit` ones) and no trades (because those orders were out of market).

This could be solved in many ways, as discussed with @MartinquaXD , one
way could be to only report "market" orders. But after giving it a deep
thought, I think this is the best way, because we don't lose any type of
order, and we report all of them labelled correctly.

# Changes
- Since all the orders are `limit` orders, I changed the `OrderClass` of
the `orders` metric to reflect real `limit` orders or `user` orders
(order not outside the market price). This way we keep all the orders
tracked. I meant this class to be exclusively of the metric system, as
we don't intent to store `user` order (aka `market` order) in the
domain. But it is handy to have it in the metrics.
- Use `strum` to serialize properly the enums
- Classify the metric's `OrderClass` accordingly to the quote price if
present.

## How to test
1. Checking / adjusting the metrics in grafana in staging

---------

Co-authored-by: Martin Beckmann <[email protected]>

crates/database/src/orders.rs

@@ -489,6 +489,18 @@ pub struct FullOrder {
     pub full_app_data: Option<Vec<u8>>,
 }
 
+#[derive(Debug, sqlx::FromRow)]
+pub struct FullOrderWithQuote {
+    #[sqlx(flatten)]
+    pub full_order: FullOrder,
+    pub quote_buy_amount: Option<BigDecimal>,
+    pub quote_sell_amount: Option<BigDecimal>,
+    pub quote_gas_amount: Option<f64>,
+    pub quote_gas_price: Option<f64>,
+    pub quote_sell_token_price: Option<f64>,
+    pub solver: Option<Address>,
+}
+
 impl FullOrder {
     pub fn valid_to(&self) -> i64 {
         if let Some((_, valid_to)) = self.ethflow_data {
@@ -567,6 +579,26 @@ pub async fn single_full_order(
     sqlx::query_as(QUERY).bind(uid).fetch_optional(ex).await
 }
 
+pub async fn single_full_order_with_quote(
+    ex: &mut PgConnection,
+    uid: &OrderUid,
+) -> Result<Option<FullOrderWithQuote>, sqlx::Error> {
+    #[rustfmt::skip]
+    const QUERY: &str = const_format::concatcp!(
+        "SELECT ", SELECT,
+        ", o_quotes.sell_amount as quote_sell_amount",
+        ", o_quotes.buy_amount as quote_buy_amount",
+        ", o_quotes.gas_amount as quote_gas_amount",
+        ", o_quotes.gas_price as quote_gas_price",
+        ", o_quotes.sell_token_price as quote_sell_token_price",
+        ", o_quotes.solver as solver",
+        " FROM ", FROM,
+        " LEFT JOIN order_quotes o_quotes ON o.uid = o_quotes.order_uid",
+        " WHERE o.uid = $1",
+        );
+    sqlx::query_as(QUERY).bind(uid).fetch_optional(ex).await
+}
+
 // Partial query for getting the log indices of events of a single settlement.
 //
 // This will fail if we ever have multiple settlements in the same transaction
@@ -1238,6 +1270,95 @@ mod tests {
         assert_eq!(quote, quote_);
     }
 
+    #[tokio::test]
+    #[ignore]
+    async fn postgres_order_with_quote_roundtrip() {
+        let mut db = PgConnection::connect("postgresql://").await.unwrap();
+        let mut db = db.begin().await.unwrap();
+        crate::clear_DANGER_(&mut db).await.unwrap();
+
+        let full_order = Order::default();
+        insert_order(&mut db, &full_order).await.unwrap();
+        let quote = Quote {
+            order_uid: Default::default(),
+            gas_amount: 1.,
+            gas_price: 2.,
+            sell_token_price: 3.,
+            sell_amount: 4.into(),
+            buy_amount: 5.into(),
+            solver: ByteArray([1; 20]),
+        };
+        insert_quote(&mut db, &quote).await.unwrap();
+        let order_with_quote = single_full_order_with_quote(&mut db, &quote.order_uid)
+            .await
+            .unwrap()
+            .unwrap();
+        assert_eq!(order_with_quote.quote_buy_amount.unwrap(), quote.buy_amount);
+        assert_eq!(
+            order_with_quote.quote_sell_amount.unwrap(),
+            quote.sell_amount
+        );
+        assert_eq!(order_with_quote.quote_gas_amount.unwrap(), quote.gas_amount);
+        assert_eq!(order_with_quote.quote_gas_price.unwrap(), quote.gas_price);
+        assert_eq!(
+            order_with_quote.quote_sell_token_price.unwrap(),
+            quote.sell_token_price
+        );
+        assert_eq!(order_with_quote.full_order.uid, full_order.uid);
+        assert_eq!(order_with_quote.full_order.owner, full_order.owner);
+        assert_eq!(
+            order_with_quote.full_order.creation_timestamp,
+            full_order.creation_timestamp
+        );
+        assert_eq!(
+            order_with_quote.full_order.sell_token,
+            full_order.sell_token
+        );
+        assert_eq!(order_with_quote.full_order.buy_token, full_order.buy_token);
+        assert_eq!(
+            order_with_quote.full_order.sell_amount,
+            full_order.sell_amount
+        );
+        assert_eq!(
+            order_with_quote.full_order.buy_amount,
+            full_order.buy_amount
+        );
+        assert_eq!(order_with_quote.full_order.valid_to, full_order.valid_to);
+        assert_eq!(order_with_quote.full_order.app_data, full_order.app_data);
+        assert_eq!(
+            order_with_quote.full_order.fee_amount,
+            full_order.fee_amount
+        );
+        assert_eq!(
+            order_with_quote.full_order.full_fee_amount,
+            full_order.full_fee_amount
+        );
+        assert_eq!(order_with_quote.full_order.kind, full_order.kind);
+        assert_eq!(order_with_quote.full_order.class, full_order.class);
+        assert_eq!(
+            order_with_quote.full_order.partially_fillable,
+            full_order.partially_fillable
+        );
+        assert_eq!(order_with_quote.full_order.signature, full_order.signature);
+        assert_eq!(order_with_quote.full_order.receiver, full_order.receiver);
+        assert_eq!(
+            order_with_quote.full_order.signing_scheme,
+            full_order.signing_scheme
+        );
+        assert_eq!(
+            order_with_quote.full_order.settlement_contract,
+            full_order.settlement_contract
+        );
+        assert_eq!(
+            order_with_quote.full_order.sell_token_balance,
+            full_order.sell_token_balance
+        );
+        assert_eq!(
+            order_with_quote.full_order.buy_token_balance,
+            full_order.buy_token_balance
+        );
+    }
+
     #[tokio::test]
     #[ignore]
     async fn postgres_cancel_order() {

crates/orderbook/Cargo.toml

@@ -48,6 +48,7 @@ serde = { workspace = true }
 serde_json = { workspace = true }
 serde_with = { workspace = true }
 shared = { path = "../shared" }
+strum_macros = "0.26.4"
 sqlx = { workspace = true }
 thiserror = { workspace = true }
 tokio = { workspace = true, features = ["macros", "rt-multi-thread", "signal", "sync", "time"] }

crates/orderbook/src/database/orders.rs

@@ -7,7 +7,7 @@ use {
     database::{
         byte_array::ByteArray,
         order_events::{insert_order_event, OrderEvent, OrderEventLabel},
-        orders::{FullOrder, OrderKind as DbOrderKind},
+        orders::{self, FullOrder, OrderKind as DbOrderKind},
     },
     ethcontract::H256,
     futures::{stream::TryStreamExt, FutureExt, StreamExt},
@@ -76,13 +76,36 @@ pub trait OrderStoring: Send + Sync {
         limit: Option<u64>,
     ) -> Result<Vec<Order>>;
     async fn latest_order_event(&self, order_uid: &OrderUid) -> Result<Option<OrderEvent>>;
+    async fn single_order_with_quote(&self, uid: &OrderUid) -> Result<Option<OrderWithQuote>>;
 }
 
 pub struct SolvableOrders {
     pub orders: Vec<Order>,
     pub latest_settlement_block: u64,
 }
 
+pub struct OrderWithQuote {
+    pub order: Order,
+    pub quote: Option<orders::Quote>,
+}
+
+impl OrderWithQuote {
+    pub fn new(order: Order, quote: Option<Quote>) -> Self {
+        Self {
+            quote: quote.map(|quote| orders::Quote {
+                order_uid: ByteArray(order.metadata.uid.0),
+                gas_amount: quote.data.fee_parameters.gas_amount,
+                gas_price: quote.data.fee_parameters.gas_price,
+                sell_token_price: quote.data.fee_parameters.sell_token_price,
+                sell_amount: u256_to_big_decimal(&quote.sell_amount),
+                buy_amount: u256_to_big_decimal(&quote.buy_amount),
+                solver: ByteArray(quote.data.solver.0),
+            }),
+            order,
+        }
+    }
+}
+
 #[derive(Debug)]
 pub enum InsertionError {
     DuplicatedRecord,
@@ -323,6 +346,51 @@ impl OrderStoring for Postgres {
         order.map(full_order_into_model_order).transpose()
     }
 
+    async fn single_order_with_quote(&self, uid: &OrderUid) -> Result<Option<OrderWithQuote>> {
+        let _timer = super::Metrics::get()
+            .database_queries
+            .with_label_values(&["single_order_with_quote"])
+            .start_timer();
+
+        let mut ex = self.pool.acquire().await?;
+        let order = orders::single_full_order_with_quote(&mut ex, &ByteArray(uid.0)).await?;
+        order
+            .map(|order_with_quote| {
+                let quote = match (
+                    order_with_quote.quote_buy_amount,
+                    order_with_quote.quote_sell_amount,
+                    order_with_quote.quote_gas_amount,
+                    order_with_quote.quote_gas_price,
+                    order_with_quote.quote_sell_token_price,
+                    order_with_quote.solver,
+                ) {
+                    (
+                        Some(buy_amount),
+                        Some(sell_amount),
+                        Some(gas_amount),
+                        Some(gas_price),
+                        Some(sell_token_price),
+                        Some(solver),
+                    ) => Some(orders::Quote {
+                        order_uid: order_with_quote.full_order.uid,
+                        gas_amount,
+                        gas_price,
+                        sell_token_price,
+                        sell_amount,
+                        buy_amount,
+                        solver,
+                    }),
+                    _ => None,
+                };
+
+                Ok(OrderWithQuote {
+                    order: full_order_into_model_order(order_with_quote.full_order)?,
+                    quote,
+                })
+            })
+            .transpose()
+    }
+
     async fn orders_for_tx(&self, tx_hash: &H256) -> Result<Vec<Order>> {
         tokio::try_join!(
             self.user_order_for_tx(tx_hash),
@@ -599,6 +667,7 @@ mod tests {
             order::{Order, OrderData, OrderMetadata, OrderStatus, OrderUid},
             signature::{Signature, SigningScheme},
         },
+        primitive_types::U256,
         std::sync::atomic::{AtomicI64, Ordering},
     };
 
@@ -1078,9 +1147,27 @@ mod tests {
             ..Default::default()
         };
 
-        db.insert_order(&order, None).await.unwrap();
+        let quote = Quote {
+            id: Some(5),
+            sell_amount: U256::from(1),
+            buy_amount: U256::from(2),
+            ..Default::default()
+        };
+        db.insert_order(&order, Some(quote.clone())).await.unwrap();
 
         let interactions = db.single_order(&uid).await.unwrap().unwrap().interactions;
         assert_eq!(interactions, order.interactions);
+
+        // Test `single_order_with_quote`
+        let single_order_with_quote = db.single_order_with_quote(&uid).await.unwrap().unwrap();
+        assert_eq!(single_order_with_quote.order, order);
+        assert_eq!(
+            single_order_with_quote.quote.clone().unwrap().sell_amount,
+            u256_to_big_decimal(&quote.sell_amount)
+        );
+        assert_eq!(
+            single_order_with_quote.quote.unwrap().buy_amount,
+            u256_to_big_decimal(&quote.buy_amount)
+        );
     }
 }