Make legacy http estimators compatible with quote verification (#2388)

# Description
So far quote verification was heavily geared towards price estimation
via drivers. But if we want to try out verification in prod to get a
good idea on how well the feature works we should also add support for
the legacy http price estimators.

# Changes
Applies existing pattern of putting a `TradeFinder` into a
`TraderEstimator`. This design seems overall pretty convoluted to me but
this is just the last stretch before we can finally move towards quotes
via drivers so it doesn't seem reasonable to introduce yet another
adapter pattern to make the price estimation hierarchy work somehow.

The only estimators remaining that are incompatible with quote
verification is the baseline and balancer solver. I think it's
reasonable to not implement the same thing for those and instead use the
data from all the other estimators, polish quote verification,
transition completely to driver based price estimation and drop all the
legacy price estimation code.

## How to test
CI

crates/shared/src/price_estimation/factory.rs

@@ -4,7 +4,7 @@ use {
         baseline::BaselinePriceEstimator,
         competition::CompetitionEstimator,
         external::ExternalPriceEstimator,
-        http::HttpPriceEstimator,
+        http::{HttpPriceEstimator, HttpTradeFinder},
         instrumented::InstrumentedPriceEstimator,
         native::{self, NativePriceEstimator},
         native_price_cache::CachingNativePriceEstimator,
@@ -578,33 +578,41 @@ impl PriceEstimatorCreating for HttpPriceEstimator {
 
     fn init(factory: &PriceEstimatorFactory, name: &str, params: Self::Params) -> Result<Self> {
         Ok(HttpPriceEstimator::new(
-            Arc::new(DefaultHttpSolverApi {
-                name: name.to_string(),
-                network_name: factory.network.name.clone(),
-                chain_id: factory.network.chain_id,
-                base: params.base,
-                solve_path: params.solve_path,
-                client: factory.components.http_factory.create(),
-                gzip_requests: false,
-                config: SolverConfig {
-                    use_internal_buffers: Some(factory.shared_args.use_internal_buffers),
-                    objective: Some(Objective::SurplusFeesCosts),
-                    ..Default::default()
-                },
-            }),
-            factory.components.uniswap_v2_pools.clone(),
-            factory.components.balancer_pools.clone(),
-            factory.components.uniswap_v3_pools.clone(),
-            factory.components.tokens.clone(),
-            factory.components.gas_price.clone(),
-            factory.network.native_token,
-            factory.network.base_tokens.clone(),
-            factory.network.name.clone(),
+            name.to_string(),
+            HttpTradeFinder::new(
+                Arc::new(DefaultHttpSolverApi {
+                    name: name.to_string(),
+                    network_name: factory.network.name.clone(),
+                    chain_id: factory.network.chain_id,
+                    base: params.base,
+                    solve_path: params.solve_path,
+                    client: factory.components.http_factory.create(),
+                    gzip_requests: false,
+                    config: SolverConfig {
+                        use_internal_buffers: Some(factory.shared_args.use_internal_buffers),
+                        objective: Some(Objective::SurplusFeesCosts),
+                        ..Default::default()
+                    },
+                }),
+                factory.components.uniswap_v2_pools.clone(),
+                factory.components.balancer_pools.clone(),
+                factory.components.uniswap_v3_pools.clone(),
+                factory.components.tokens.clone(),
+                factory.components.gas_price.clone(),
+                factory.network.native_token,
+                factory.network.base_tokens.clone(),
+                factory.network.name.clone(),
+                factory.rate_limiter(name),
+                params.use_liquidity,
+                params.solver,
+            ),
             factory.rate_limiter(name),
-            params.use_liquidity,
-            params.solver,
         ))
     }
+
+    fn verified(&self, verifier: &Arc<dyn TradeVerifying>) -> Option<Self> {
+        Some(self.verified(verifier.clone()))
+    }
 }
 
 impl From<&LegacySolver> for HttpPriceEstimatorParams {

crates/shared/src/price_estimation/http.rs

@@ -1,4 +1,5 @@
 use {
+    super::{trade_finder::TradeEstimator, trade_verifier::TradeVerifying},
     crate::{
         baseline_solver::BaseTokens,
         http_solver::{
@@ -38,6 +39,7 @@ use {
             uniswap_v3::pool_fetching::PoolFetching as UniswapV3PoolFetching,
         },
         token_info::TokenInfoFetching,
+        trade_finding::{Interaction, Quote, Trade, TradeError, TradeFinding},
     },
     anyhow::{anyhow, Context, Result},
     ethcontract::{H160, U256},
@@ -53,7 +55,33 @@ use {
     },
 };
 
-pub struct HttpPriceEstimator {
+pub struct HttpPriceEstimator(TradeEstimator);
+
+impl HttpPriceEstimator {
+    pub fn new(
+        label: String,
+        trade_finder: HttpTradeFinder,
+        rate_limiter: Arc<RateLimiter>,
+    ) -> Self {
+        Self(TradeEstimator::new(
+            Arc::new(trade_finder),
+            rate_limiter,
+            label,
+        ))
+    }
+
+    pub fn verified(&self, verifier: Arc<dyn TradeVerifying>) -> Self {
+        Self(self.0.clone().with_verifier(verifier))
+    }
+}
+
+impl PriceEstimating for HttpPriceEstimator {
+    fn estimate(&self, query: Arc<Query>) -> futures::future::BoxFuture<'_, PriceEstimateResult> {
+        self.0.estimate(query)
+    }
+}
+
+pub struct HttpTradeFinder {
     api: Arc<dyn HttpSolverApi>,
     sharing: RequestSharing<
         Arc<Query>,
@@ -72,7 +100,7 @@ pub struct HttpPriceEstimator {
     solver: H160,
 }
 
-impl HttpPriceEstimator {
+impl HttpTradeFinder {
     #[allow(clippy::too_many_arguments)]
     pub fn new(
         api: Arc<dyn HttpSolverApi>,
@@ -105,7 +133,7 @@ impl HttpPriceEstimator {
         }
     }
 
-    async fn estimate(&self, query: Arc<Query>) -> Result<Estimate, PriceEstimationError> {
+    async fn compute_trade(&self, query: Arc<Query>) -> Result<Trade, PriceEstimationError> {
         let gas_price = U256::from_f64_lossy(
             self.gas_info
                 .estimate()
@@ -245,21 +273,29 @@ impl HttpPriceEstimator {
         for amm in settlement.amms.values() {
             cost += self.extract_cost(&amm.cost)? * amm.execution.len();
         }
-        for interaction in settlement.interaction_data {
+        for interaction in &settlement.interaction_data {
             cost += self.extract_cost(&interaction.cost)?;
         }
-        let gas = (cost / gas_price).as_u64().max(TRADE)
+        let gas_estimate = (cost / gas_price).as_u64().max(TRADE)
             + INITIALIZATION_COST // Call into contract
             + SETTLEMENT // overhead for entering the `settle()` function
             + ERC20_TRANSFER * 2; // transfer in and transfer out
-        Ok(Estimate {
+        Ok(Trade {
             out_amount: match query.kind {
                 OrderKind::Buy => settlement.orders[&0].exec_sell_amount,
                 OrderKind::Sell => settlement.orders[&0].exec_buy_amount,
             },
-            gas,
+            gas_estimate,
+            interactions: settlement
+                .interaction_data
+                .into_iter()
+                .map(|i| Interaction {
+                    target: i.target,
+                    value: i.value,
+                    data: i.call_data,
+                })
+                .collect(),
             solver: self.solver,
-            verified: false,
         })
     }
 
@@ -406,9 +442,36 @@ impl HttpPriceEstimator {
     }
 }
 
-impl PriceEstimating for HttpPriceEstimator {
-    fn estimate(&self, query: Arc<Query>) -> BoxFuture<'_, PriceEstimateResult> {
-        self.estimate(query).boxed()
+#[async_trait::async_trait]
+impl TradeFinding for HttpTradeFinder {
+    async fn get_quote(&self, query: &Query) -> Result<Quote, TradeError> {
+        let price_estimate = self.compute_trade(Arc::new(query.clone())).await?;
+        Ok(Quote {
+            out_amount: price_estimate.out_amount,
+            gas_estimate: price_estimate.gas_estimate,
+            solver: price_estimate.solver,
+        })
+    }
+
+    async fn get_trade(&self, query: &Query) -> Result<Trade, TradeError> {
+        self.compute_trade(Arc::new(query.clone()))
+            .await
+            .map_err(Into::into)
+    }
+}
+
+impl PriceEstimating for HttpTradeFinder {
+    fn estimate(&self, query: Arc<Query>) -> futures::future::BoxFuture<'_, PriceEstimateResult> {
+        async {
+            let trade = self.compute_trade(query).await?;
+            Ok(Estimate {
+                out_amount: trade.out_amount,
+                gas: trade.gas_estimate,
+                solver: trade.solver,
+                verified: false,
+            })
+        }
+        .boxed()
     }
 }
 
@@ -482,7 +545,7 @@ mod tests {
 
         let gas_price_estimating = Arc::new(FakeGasPriceEstimator::new(GasPrice1559::default()));
 
-        let estimator = HttpPriceEstimator::new(
+        let estimator = HttpTradeFinder::new(
             Arc::new(api),
             Arc::new(FakePoolFetcher(vec![])),
             None,
@@ -538,7 +601,7 @@ mod tests {
 
         let gas_price_estimating = Arc::new(FakeGasPriceEstimator::new(GasPrice1559::default()));
 
-        let estimator = HttpPriceEstimator::new(
+        let estimator = HttpTradeFinder::new(
             Arc::new(api),
             Arc::new(FakePoolFetcher(vec![])),
             None,
@@ -584,7 +647,7 @@ mod tests {
 
         let gas_price_estimating = Arc::new(FakeGasPriceEstimator::new(GasPrice1559::default()));
 
-        let estimator = HttpPriceEstimator::new(
+        let estimator = HttpTradeFinder::new(
             Arc::new(api),
             Arc::new(FakePoolFetcher(vec![])),
             None,
@@ -681,7 +744,7 @@ mod tests {
             ..Default::default()
         }));
 
-        let estimator = HttpPriceEstimator::new(
+        let estimator = HttpTradeFinder::new(
             Arc::new(api),
             Arc::new(FakePoolFetcher(vec![])),
             None,
@@ -797,7 +860,7 @@ mod tests {
         );
         let gas_info = Arc::new(web3);
 
-        let estimator = HttpPriceEstimator {
+        let estimator = HttpTradeFinder {
             api: Arc::new(DefaultHttpSolverApi {
                 name: "test".to_string(),
                 network_name: "1".to_string(),