feat: cow affiliate fees

[gomesalexandre]

Description

This PR:

• Calculates the amount after fees including affiliate fees
• Ensure the buyAmount in appData is first affiliate-fee deducted (if applicable) before being slippage deducted
• Constructs appData with recipient and bps as a percentage (0-100) according to CoW's AppData spec

Pull Request Type

• 🐛 Bug fix (Non-breaking Change: Fixes an issue)
• 🛠️ Chore (Non-breaking Change: Doc updates, pkg upgrades, typos, etc..)
• 💅 New Feature (Breaking/Non-breaking Change)

Issue (if applicable)

closes #6610

Risk

High Risk PRs Require 2 approvals

Low, though if we get this wrong, solvers won't process the order and it may be stuck forever

What protocols, transaction types or contract interactions might be affected by this PR?

Testing

• CoW orders are still happy without affiliate fees
• CoW quotes now have affiliate fees if applicable (higher than the minimum no-fees threshold, and not enough FOX held for full fees waiving)
• Fees are deducted at receive amount time (compare against prod with a similar quote)
• CoW orders with fees still execute properly

Engineering

• ☝🏽
• Test with the monkey patch below to get fees even on smaller swaps

diff --git a/src/lib/fees/parameters/swapper.ts b/src/lib/fees/parameters/swapper.ts
index 00c8e46ce1..a65bdc854d 100644
--- a/src/lib/fees/parameters/swapper.ts
+++ b/src/lib/fees/parameters/swapper.ts
@@ -2,7 +2,7 @@ import type { FeeCurveParameters } from './types'
 
 const FEE_CURVE_MAX_FEE_BPS = 49 // basis points
 const FEE_CURVE_MIN_FEE_BPS = 10 // basis points
-const FEE_CURVE_NO_FEE_THRESHOLD_USD = 1_000 // usd
+const FEE_CURVE_NO_FEE_THRESHOLD_USD = 1 // usd
 const FEE_CURVE_FOX_MAX_DISCOUNT_THRESHOLD = 300_000 // fox
 const FEE_CURVE_MIDPOINT_USD = 150_000 // usd
 const FEE_CURVE_STEEPNESS_K = 40_000 // unitless

Operations

Screenshots (if applicable)

Prod (left) vs this diff (right)

Bigly swap

Note this now makes the protocol fee actually correct - 0bps previously should obviously be 0$

Smallish swap

Notice no difference against prod here since affiliate fees are waived by small trade threshold

E2E swap with the monkey-patch above

https://explorer.cow.fi/gc/orders/0x9c3f70e49560ec1868754b30061de1cdea6872462bf7328e75d0d615f32f62225daf465a9ccf64deb146eeae9e7bd40d6761c986660d5420?tab=overview
https://gnosisscan.io/tx/0x5db39bc658e7e66f21a3a5a4212227bc6d86f43b5b67c58c28942e4995081602

[gomesalexandre]

• feat: cow affiliate fees #6621 👈
• develop

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[kaladinlight]

And to confirm, this is no longer blocked. The partner fee bps is actually bps (not percent as described in their google doc) and therefore can support our fee params as expected?

[gomesalexandre]

And to confirm, this is no longer blocked. The partner fee bps is actually bps (not percent as described in their google doc) and therefore can support our fee params as expected?

That's precisely it!