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generate and send new auction_id with fast path quotes #4713

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7e7ce9c
feat(quote-wire): add optional auction_id to /quote request DTOs
MartinquaXD Aug 6, 2026
23d1393
reuse existing impl
MartinquaXD Aug 7, 2026
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4 changes: 4 additions & 0 deletions crates/autopilot/src/database/auction.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -59,6 +59,10 @@ impl QuoteStoring for Postgres {
.map(|quote| Ok((quote.id, quote.try_into()?)))
.transpose()
}

async fn get_next_auction_id(&self) -> Result<i64> {

@AryanGodara AryanGodara Aug 7, 2026

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is there any risk of infinite recursion here? If the inside func gets renamed? (ie, the one in crates/orderbook/src/database/quotes.rs)
It works rn ofc, just a rust doubt 😅

self.get_next_auction_id().await
}
}

impl Postgres {
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8 changes: 8 additions & 0 deletions crates/driver/openapi.yml
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Expand Up @@ -51,6 +51,14 @@ paths:
schema:
type: boolean
required: false
- in: query
name: auctionId
description: |
auction that will be associated with this quote competition. Only
populated for fast path orders
schema:
type: number

@squadgazzz squadgazzz Aug 7, 2026

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Should it be a type: integer with format: int64? IIRC, number allows decimals.

required: false
responses:
"200":
description: Quote successfully created.
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3 changes: 3 additions & 0 deletions crates/driver/src/domain/quote.rs
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Expand Up @@ -119,6 +119,9 @@ pub struct Order {
pub side: order::Side,
pub deadline: chrono::DateTime<chrono::Utc>,
pub enable_fast_path: bool,
/// auction associated with the given quote for faciliating
/// fast path execution.
pub auction_id: Option<i64>,

@AryanGodara AryanGodara Aug 7, 2026

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I've added this in #4678 already. That's ready to merge, so this'll probably need to be rebased after

}

impl Order {
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5 changes: 5 additions & 0 deletions crates/driver/src/infra/api/routes/quote/dto/order.rs
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Expand Up @@ -16,6 +16,7 @@ impl Order {
},
deadline: self.deadline,
enable_fast_path: self.enable_fast_path,
auction_id: self.auction_id,
}
}
}
Expand All @@ -32,6 +33,10 @@ pub struct Order {
deadline: chrono::DateTime<chrono::Utc>,
#[serde(default)]
enable_fast_path: bool,
/// auction associated with the quote competition
/// for fast path quotes
#[serde(default)]
auction_id: Option<i64>,

@AryanGodara AryanGodara Aug 7, 2026

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Why didn't we have this as a u32 (i mean, rn it makes sense, just asking for when we first set auction_id, since it's a natural number always) 👀

}

#[derive(Debug, Deserialize)]
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11 changes: 11 additions & 0 deletions crates/orderbook/src/database/quotes.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -53,4 +53,15 @@ impl QuoteStoring for Postgres {
.map(|quote| Ok((quote.id, quote.try_into()?)))
.transpose()
}

async fn get_next_auction_id(&self) -> Result<i64> {
let _timer = super::Metrics::get()
.database_queries
.with_label_values(&["get_next_auction_id"])
.start_timer();
let mut ex = self.pool.acquire().await?;
database::auction::get_next_auction_id(&mut ex)
.await
.context("failed to fetch next auction_id")
Comment on lines +63 to +65

@squadgazzz squadgazzz Aug 7, 2026

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It looks like the fast path id never collides with the full auction id, but we have other readers, probably like reward payouts, analytics, circuit breaker. I just wanted to ensure this won't cause any issues, since they assume this id is always a full auction.

@MartinquaXD MartinquaXD Aug 7, 2026

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Yeah, the sequence would ensure that there are no duplicated auction ids. Will double check with them that this will not cause any issues. 👌

}
}
9 changes: 9 additions & 0 deletions crates/price-estimation/src/competition/mod.rs
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Expand Up @@ -278,6 +278,7 @@ mod tests {
block_dependent: false,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
}),
Arc::new(Query {
verification: Default::default(),
Expand All @@ -288,6 +289,7 @@ mod tests {
block_dependent: false,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
}),
Arc::new(Query {
verification: Default::default(),
Expand All @@ -298,6 +300,7 @@ mod tests {
block_dependent: false,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
}),
Arc::new(Query {
verification: Default::default(),
Expand All @@ -308,6 +311,7 @@ mod tests {
block_dependent: false,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
}),
Arc::new(Query {
verification: Default::default(),
Expand All @@ -318,6 +322,7 @@ mod tests {
block_dependent: false,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
}),
];
let estimates = [
Expand Down Expand Up @@ -417,6 +422,7 @@ mod tests {
block_dependent: false,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
});

fn estimate(amount: u64) -> Estimate {
Expand Down Expand Up @@ -480,6 +486,7 @@ mod tests {
block_dependent: false,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
});

fn estimate(amount: u64) -> Estimate {
Expand Down Expand Up @@ -561,6 +568,7 @@ mod tests {
block_dependent: false,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
});

fn estimate(amount: u64) -> Estimate {
Expand Down Expand Up @@ -631,6 +639,7 @@ mod tests {
block_dependent: false,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
})
}

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1 change: 1 addition & 0 deletions crates/price-estimation/src/instrumented.rs
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Expand Up @@ -153,6 +153,7 @@ mod tests {
block_dependent: false,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
});

let mut estimator = MockPriceEstimating::new();
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4 changes: 4 additions & 0 deletions crates/price-estimation/src/lib.rs
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Expand Up @@ -163,6 +163,10 @@ pub struct Query {
#[serde(skip_serializing_if = "std::ops::Not::not")]
pub fast_path: bool,
pub timeout: Duration,
/// Only populated for fast path requests and used to later tell the
/// driver which solution to execute.
#[serde(skip_serializing_if = "Option::is_none")]
pub auction_id: Option<i64>,
}

/// Conditions under which a given price estimate needs to work in order to be
Expand Down
1 change: 1 addition & 0 deletions crates/price-estimation/src/native/mod.rs
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Expand Up @@ -97,6 +97,7 @@ impl NativePriceEstimator {
block_dependent: false,
fast_path: false,
timeout,
auction_id: None,
}
}
}
Expand Down
12 changes: 12 additions & 0 deletions crates/price-estimation/src/sanitized.rs
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Expand Up @@ -216,6 +216,7 @@ mod tests {
block_dependent: false,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
},
Ok(Estimate {
out_amount: U256::ONE,
Expand All @@ -239,6 +240,7 @@ mod tests {
block_dependent: false,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
},
Ok(Estimate {
out_amount: U256::ONE,
Expand All @@ -262,6 +264,7 @@ mod tests {
block_dependent: false,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
},
Err(PriceEstimationError::ProtocolInternal(anyhow::anyhow!(
"cost of converting native asset would overflow gas price"
Expand All @@ -280,6 +283,7 @@ mod tests {
block_dependent: false,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
},
Ok(Estimate {
out_amount: U256::ONE,
Expand All @@ -304,6 +308,7 @@ mod tests {
block_dependent: false,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
},
Ok(Estimate {
out_amount: U256::ONE,
Expand All @@ -325,6 +330,7 @@ mod tests {
block_dependent: false,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
},
Ok(Estimate {
out_amount: U256::ONE,
Expand All @@ -346,6 +352,7 @@ mod tests {
block_dependent: false,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
},
Ok(Estimate {
out_amount: U256::ONE,
Expand All @@ -368,6 +375,7 @@ mod tests {
block_dependent: false,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
},
Ok(Estimate {
out_amount: U256::ONE,
Expand All @@ -390,6 +398,7 @@ mod tests {
block_dependent: false,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
},
Err(PriceEstimationError::UnsupportedToken {
token: BAD_TOKEN,
Expand All @@ -407,6 +416,7 @@ mod tests {
block_dependent: false,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
},
Err(PriceEstimationError::UnsupportedToken {
token: BAD_TOKEN,
Expand Down Expand Up @@ -535,6 +545,7 @@ mod tests {
block_dependent: false,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
},
Ok(Estimate {
out_amount: U256::ONE,
Expand All @@ -555,6 +566,7 @@ mod tests {
block_dependent: false,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
},
Ok(Estimate {
out_amount: U256::ONE,
Expand Down
5 changes: 4 additions & 1 deletion crates/price-estimation/src/trade_finding/external.rs
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Expand Up @@ -73,6 +73,7 @@ impl ExternalTradeFinder {
kind: query.kind,
deadline: chrono::Utc::now() + query.timeout,
fast_path: query.fast_path,
auction_id: query.auction_id,
};
let block_dependent = query.block_dependent;
let id = observe::tracing::distributed::request_id::from_current_span();
Expand Down Expand Up @@ -401,8 +402,10 @@ pub mod dto {
pub amount: U256,
pub kind: OrderKind,
pub deadline: chrono::DateTime<chrono::Utc>,
#[serde(default)]
#[serde(default, skip_serializing_if = "std::ops::Not::not")]
pub fast_path: bool,
#[serde(skip_serializing_if = "Option::is_none")]
pub auction_id: Option<i64>,
}

#[serde_as]
Expand Down
35 changes: 31 additions & 4 deletions crates/shared/src/order_quoting.rs
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Expand Up @@ -52,7 +52,11 @@ impl QuoteParameters {
&self,
default_quote_timeout: std::time::Duration,
max_quote_timeout: std::time::Duration,
auction_id: Option<i64>,
) -> price_estimation::Query {
// TODO: refactor interfaces to make them impossible to misuse.
debug_assert_eq!(auction_id.is_some(), self.fast_path);

let (kind, in_amount) = self.side.kind_and_amount();

let timeout = self
Expand All @@ -69,6 +73,7 @@ impl QuoteParameters {
block_dependent: true,
fast_path: self.fast_path,
timeout,
auction_id,
}
}

Expand Down Expand Up @@ -371,6 +376,10 @@ pub trait QuoteStoring: Send + Sync {
parameters: QuoteSearchParameters,
expiration: DateTime<Utc>,
) -> Result<Option<(QuoteId, QuoteData)>>;

/// Generates a new unique auction id. This is used to associate a fast path
/// quote with auction competition data.
async fn get_next_auction_id(&self) -> Result<i64>;
}

#[cfg_attr(test, mockall::automock)]
Expand Down Expand Up @@ -462,6 +471,11 @@ impl OrderQuoter {
&self,
parameters: &QuoteParameters,
) -> Result<QuoteData, CalculateQuoteError> {
let auction_id = match parameters.fast_path {
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true => Some(self.storage.get_next_auction_id().await?),
false => None,
};
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let expiration = match parameters.signing_scheme {
QuoteSigningScheme::Eip1271 {
onchain_order: true,
Expand All @@ -473,8 +487,11 @@ impl OrderQuoter {
_ => self.now.now() + self.validity.standard_quote,
};

let trade_query =
Arc::new(parameters.to_price_query(self.default_quote_timeout, self.max_quote_timeout));
let trade_query = Arc::new(parameters.to_price_query(
self.default_quote_timeout,
self.max_quote_timeout,
auction_id,
));
let (effective_gas_price, trade_estimate, sell_token_price, _) = futures::try_join!(
self.gas_estimator
.effective_gas_price()
Expand Down Expand Up @@ -634,9 +651,16 @@ impl StreamingQuoting for OrderQuoter {
let estimator = self.streaming_price_estimator.clone().ok_or_else(|| {
CalculateQuoteError::Other(anyhow::anyhow!("streaming estimator not configured"))
})?;
let auction_id = match parameters.fast_path {
true => Some(self.storage.get_next_auction_id().await?),
false => None,
};

let trade_query =
Arc::new(parameters.to_price_query(self.default_quote_timeout, self.max_quote_timeout));
let trade_query = Arc::new(parameters.to_price_query(
self.default_quote_timeout,
self.max_quote_timeout,
auction_id,
));

let (effective_gas_price, sell_token_price, _buy_token_price) = futures::try_join!(
self.gas_estimator
Expand Down Expand Up @@ -969,6 +993,7 @@ mod tests {
block_dependent: true,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
}
})
.returning(|_| {
Expand Down Expand Up @@ -1117,6 +1142,7 @@ mod tests {
block_dependent: true,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
}
})
.returning(|_| {
Expand Down Expand Up @@ -1260,6 +1286,7 @@ mod tests {
block_dependent: true,
fast_path: false,
timeout: HEALTHY_PRICE_ESTIMATION_TIME,
auction_id: None,
}
})
.returning(|_| {
Expand Down
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