feat: Protocol Fees Tracker 2: PriceImprovement over Quotes

[sunce86]

Problem

In previous stage we implemented protocol fees for out-of-market limit orders: #2114

In next stage we want to charge the fee from in-market orders (both market and limit orders).

Tasks

• Define new PriceImprovement fee policy in autopilot arguments. This fee policy should contain factor, max_volume_cap.
• Construct the PriceImprovement fee policy in autopilot domain for each order and forward it to the driver. This time, fee policy additionally contains the attached quote.
• Adjust protocol fee calculation in the driver to take quote into consideration.
• Implement custom clearing prices for market orders in SettlementEncoder.
  WARNING: this potentially requires A LOT of time. It would require allowing an order to have both signed user_fee and surplus_fee (through which we model protocol fees).
• Add new variant to database table fee_policies and implement storing Persist Price Improvement protocol fee #2478
• Implement protocol fee calculation as seen onchain - feat: Implement rank by surplus for price improvement #2466
• Write integration tests - Implement Price Improvement integration tests #2479
• Write integration tests for partially fillable orders - Support partially fillable orders in driver integration tests #2480
• Solver team: Update accounting part.

[fleupold]

WARNING: this potentially requires A LOT of time. It would require allowing an order to have both signed user_fee and surplus_fee (through which we model protocol fees).

Maybe we should make this dependent on having shipped fee = 0 before then to avoid this work? (cc @olgafetisova & @harisang). Right now an order can either have a fixed user signed fee or a fee that is taken from the surplus, but never both.

[sunce86]

Do we also need to make sure integrators are not sending us the orders with user signed fee != 0? Otherwise, if we do not support protocol fees for those, then those orders will not pay protocol fees?

[sunce86]

Do we also need to make sure integrators are not sending us the orders with user signed fee != 0? Otherwise, if we do not support protocol fees for those, then those orders will not pay protocol fees?

decided with @olgafetisova that it is fine to wait for fee=0 before releasing price improvements over quotes.

[fleupold]

Closing in favor of individual tasks