update combinatorial auction test to new competition format

- use `get_uid_trader` from `orderbook_api`
- remove dependency on web3api
- add more type information, which is required due to some function
  returning `Type | None` now
- remove using objective instead of surplus in case of small objective
  (the objective is not available from the competition endpoint anymore)
- remove old tests which used old competition data format

src/monitoring_tests/combinatorial_auction_surplus_test.py

@@ -7,9 +7,7 @@
 from typing import Any
 from fractions import Fraction
 from src.monitoring_tests.base_test import BaseTest
-from src.apis.web3api import Web3API
 from src.apis.orderbookapi import OrderbookAPI
-from src.models import Trade
 from src.constants import SURPLUS_ABSOLUTE_DEVIATION_ETH
 
 
@@ -35,7 +33,6 @@ class CombinatorialAuctionSurplusTest(BaseTest):
 
     def __init__(self) -> None:
         super().__init__()
-        self.web3_api = Web3API()
         self.orderbook_api = OrderbookAPI()
 
     def run_combinatorial_auction(self, competition_data: dict[str, Any]) -> bool:
@@ -53,12 +50,15 @@ def run_combinatorial_auction(self, competition_data: dict[str, Any]) -> bool:
         solutions = competition_data["solutions"]
         winning_solution = competition_data["solutions"][-1]
 
-        aggregate_solutions = [
-            self.get_token_pairs_surplus(
+        aggregate_solutions: list[dict[tuple[str, str], Fraction]] = []
+        for solution in solutions:
+            aggregate_solution = self.get_token_pairs_surplus(
                 solution, competition_data["auction"]["prices"]
             )
-            for solution in solutions
-        ]
+            if aggregate_solution is None:
+                return False
+            aggregate_solutions.append(aggregate_solution)
+
         winning_aggregate_solution = aggregate_solutions[-1]
 
         baseline_surplus = self.compute_baseline_surplus(aggregate_solutions)
@@ -113,30 +113,16 @@ def run_combinatorial_auction(self, competition_data: dict[str, Any]) -> bool:
 
         return True
 
-    def get_uid_trades(self, solution: dict[str, Any]) -> dict[str, Trade]:
-        """Get a dictionary mapping UIDs to trades in a solution."""
-        calldata = solution["callData"]
-        settlement = self.web3_api.get_settlement_from_calldata(calldata)
-        trades = self.web3_api.get_trades(settlement)
-        trades_dict = {
-            solution["orders"][i]["id"]: trade for (i, trade) in enumerate(trades)
-        }
-        return trades_dict
-
     def get_token_pairs_surplus(
         self, solution: dict[str, Any], prices: dict[str, float]
-    ) -> dict[tuple[str, str], Fraction]:
+    ) -> dict[tuple[str, str], Fraction] | None:
         """Aggregate surplus of a solution on the different token pairs.
         The result is a dict containing directed token pairs and the aggregated surplus on them.
-
-        Instead of surplus we use the minimum of surplus and the objective. This is more
-        conservative than just using objective. If fees are larger than costs, the objective is
-        larger than surplus and surplus is used for the comparison. If fees are larger than costs,
-        the objective is smaller than surplus and the objective is used instead of surplus for
-        filtering. This takes care of the case of solvers providing a lot of surplus but at really
-        large costs.
         """
-        trades_dict = self.get_uid_trades(solution)
+        trades_dict = self.orderbook_api.get_uid_trades(solution)
+        if trades_dict is None:
+            return None
+
         surplus_dict: dict[tuple[str, str], Fraction] = {}
         for uid in trades_dict:
             trade = trades_dict[uid]
@@ -159,14 +145,6 @@ def get_token_pairs_surplus(
                 + surplus_token_to_eth * trade.get_surplus()
             )
 
-        # use the minimum of surplus and objective in case there is only one token pair
-        if len(surplus_dict) == 1:
-            for token_pair in surplus_dict:
-                surplus_dict[token_pair] = min(
-                    surplus_dict[token_pair],
-                    Fraction(solution["objective"]["total"]) / 10**18,
-                )
-
         return surplus_dict
 
     def compute_baseline_surplus(

tests/e2e/combinatorial_auction_surplus_test.py

@@ -11,23 +11,8 @@
 class TestCombinatorialAuctionSurplus(unittest.TestCase):
     def test_surplus(self) -> None:
         surplus_test = CombinatorialAuctionSurplusTest()
-        # # Baseline EBBO error
-        # tx_hash = "0x4115f6f4abaea17f2ebef3a1e75c589c38cac048ff5116d406038e48ff7aeacd"
-        # # large settlement with bad execution for one of the orders
-        # tx_hash = "0xc22b1e4984b212e679d4af49c1622e7018c83d5e32ece590cf84a3e1950f9f18"
-        # # EBBO violations
-        # #
-        # tx_hash = "0x2ff69424f7bf8951ed5e7dd04b648380b0e73dbf7f0191c800651bc4b16a30c5"
-        # # combinatorial auction worse than current auction
-        # tx_hash = "0xb743b023ad838f04680fd321bf579c35931c4f886f664bd2b6e675c310a9c287"
-        # # combinatorial auction better than current auction
-        # tx_hash = "0x46639ae0e516bcad7b052fb6bfb6227d0aa2707e9882dd8d86bab2ab6aeee155"
-        # tx_hash = "0xe28b92ba73632d6b167fdb9bbfec10744ce208536901dd43379a6778c4408536"
-        # tx_hash = "0xad0ede9fd68481b8ef4722d069598898e01d61427ccb378ca4c82c772c6644e0"
-        # tx_hash = "0xead8f01e8e24fdc306fca8fcac5146edc22c27e49a7aad6134adc2ad50ba8581"
-        # tx_hash = "0x6200e744e5d6f9990271be53840c01044cc19f3a8526190e1eaac0bc5fefed85"
-        # uncovered bug with wrong scaling of objective
-        tx_hash = "0x97b2f8402d239e16b62b7cc2302ed77ac8fa40d63114ab6804041c9d3b9e6b81"
+        # CoW with liquidity order by Naive solver
+        tx_hash = "0x6b728195926e033ab92bbe7db51170c582ff57ba841aaaca3a9319cfe34491ff"
         self.assertTrue(surplus_test.run(tx_hash))