add protocol fee query

queries/orderbook/protocol_fees.sql

@@ -0,0 +1,105 @@
+-- Active: 1704993022452@@127.0.0.1@5432@postgres@public
+-- Active: 1704193756200@@cow-protocol-db-read-replica.c5bze0gkehvb.eu-central-1.rds.amazonaws.com@5432@mainnet@public
+WITH order_surplus AS (
+    SELECT
+        at.auction_id,
+        s.tx_hash,
+        t.order_uid,
+        o.sell_token,
+        o.buy_token,
+        t.sell_amount,
+        t.buy_amount,
+        oe.surplus_fee,
+        o.kind,
+        CASE
+            WHEN o.kind = 'sell'
+                THEN t.buy_amount - o.buy_amount / (o.sell_amount + o.fee_amount) * t.sell_amount
+            WHEN o.kind = 'buy'
+                THEN (o.sell_amount + o.fee_amount) / o.buy_amount * t.buy_amount - t.sell_amount
+        END AS surplus,
+        CASE
+            WHEN o.kind = 'sell'
+                THEN o.buy_token
+            WHEN o.kind = 'buy'
+                THEN o.sell_token
+        END AS surplus_token,
+        CASE
+            WHEN o.kind = 'sell'
+                THEN
+                    t.buy_amount - oq.buy_amount / (o.sell_amount + o.fee_amount) * t.sell_amount
+            WHEN o.kind = 'buy'
+                THEN
+                    (oq.sell_amount + o.fee_amount) / o.buy_amount * t.buy_amount - t.sell_amount
+        END AS price_improvement
+    FROM settlements s -- links block_number and log_index to tx_from and tx_nonce
+    JOIN auction_transaction at -- links auction_id to tx_from and tx_nonce
+        ON s.tx_from = at.tx_from AND s.tx_nonce = at.tx_nonce
+    JOIN settlement_scores ss -- contains block_deadline
+        ON at.auction_id = ss.auction_id
+    JOIN trades t -- contains traded amounts
+        ON s.block_number = t.block_number -- log_index cannot be checked, does not work correctly with multiple auctions on the same block
+    JOIN orders o -- contains tokens and limit amounts
+        ON t.order_uid = o.uid
+    JOIN order_executions oe -- contains surplus fee
+        ON t.order_uid = oe.order_uid AND at.auction_id = oe.auction_id
+    JOIN order_quotes oq -- contains quote
+        ON t.order_uid = oq.order_uid
+    WHERE ss.block_deadline > 0
+        AND ss.block_deadline <= 100
+)
+,protocol_fees_raw AS (
+    SELECT
+        os.*, -- TODO: select data
+        CASE
+            WHEN fp.kind = 'priceimprovement'
+                THEN
+                    CASE
+                        WHEN os.kind = 'sell'
+                            THEN
+                                GREATEST(
+                                    0, -- never charge a negative amount
+                                    LEAST(
+                                        fp.max_volume_factor / (1 - fp.max_volume_factor) * os.buy_amount, -- at most charge a fraction of volume
+                                        fp.price_improvement_factor * LEAST(price_improvement, surplus) -- charge a fraction of price improvement
+                                    )
+                                )
+                        WHEN os.kind = 'buy'
+                            THEN
+                                GREATEST(
+                                    0, -- never charge a negative amount
+                                    LEAST(
+                                        fp.max_volume_factor / (1 - fp.max_volume_factor) * os.sell_amount, -- at most charge a fraction of volume
+                                        fp.price_improvement_factor / (1 - fp.price_improvement_factor) * LEAST(price_improvement, surplus) -- charge a fraction of price improvement
+                                    )
+                                )
+                    END
+            WHEN fp.kind = 'volume'
+                THEN fp.volume_factor / (1 - fp.volume_factor) * os.sell_amount
+        END AS protocol_fee,
+        CASE
+            WHEN fp.kind = 'priceimprovement'
+                THEN os.surplus_token
+            WHEN fp.kind = 'volume'
+                THEN os.sell_token
+        END AS protocol_fee_token
+    FROM order_surplus os
+    JOIN fee_policies fp -- contains protocol fee policy
+        ON os.auction_id = fp.auction_id AND os.order_uid = fp.order_uid
+)
+,order_fees AS (
+    SELECT
+        pfr.*, -- TODO: select data
+        ap_sell.price as sell_token_price,
+        ap_protocol.price as protocol_fee_token_price,
+        CASE
+            WHEN pfr.sell_token != pfr.protocol_fee_token
+                THEN ap_sell.price / pow(10, 18) * (pfr.surplus_fee - (pfr.sell_amount - pfr.surplus_fee) / pfr.buy_amount * pfr.protocol_fee)
+            ELSE ap_sell.price / pow(10, 18) * (pfr.surplus_fee - pfr.protocol_fee)
+        END AS network_fee
+    FROM protocol_fees_raw pfr
+    JOIN auction_prices ap_sell -- contains prices
+        ON pfr.auction_id = ap_sell.auction_id AND pfr.sell_token = ap_sell.token
+    JOIN auction_prices ap_protocol -- contains prices
+        ON pfr.auction_id = ap_protocol.auction_id AND pfr.protocol_fee_token = ap_protocol.token
+)
+select * from order_fees