Round protocol fee up in quote computation

[anxolin]

Summary

Make fee rounding consistent.

Takes a pessimistic approach, the one who yields a:

• buyAmount for sell orders, which allows solvers to keep all fees and still fulfill the order. If we round it down, we might be promising the user one 1wei more, so when the solver takes the fee, the order might not be fillable.
• sellAmount for buy orders should also round fees up, which makes the user to sign 1wei more so we can fill the order after taking the fees

Context

I noticed a small divergence between what the quote endpoint returns, and what debug.cow.fi thinks it return based on its own calculations.

See this order: 0xd129e1a85ec79443540264ee8bb37841c9c4d5850c9b1c5ea6e1d764e8aff3e7cfe5660d6c55906ec8c488a466bd4f77f77eec8869fdbaeb

The tool calculates the amount at slippage=0, which is basically what the API returns. In this case, returns 63774986, but if you check the logs you see 63774987 (it overpromises by 1 wei). See https://victorialogs.dev.cow.fi/goto/aflg4t470vz7kc?orgId=1

Details

The volume-based protocol fee applied during quote computation in crates/orderbook/src/quoter.rs previously used floor division (checked_div), while the network fee in crates/shared/src/fee.rs uses ceiling. This PR aligns both to the same pessimistic policy: always round protocol fee UP.

Effect at the wei level on inexact divisions:

• Sell orders: adjusted buy_amount = quote.buy_amount − ceil(buy * factor / scale) — user receives slightly less buy, never more than the protocol can cover.
• Buy orders: adjusted sell_amount = quote.sell_amount + ceil((sell + network_fee) * factor / scale) — user pays slightly more sell, never less than required.

The change touches only quote-time amounts shown to users; settlement-time fee accounting is unchanged.

Test plan

• cargo test -p orderbook quoter::tests — 9/9 pass, including two new tests (test_volume_fee_rounds_up_sell_order, test_volume_fee_rounds_up_buy_order) that exercise non-exact divisions where floor and ceil diverge (12345 * 100 / 1_000_000 = 1.2345 → ceil = 2).
• cargo check -p orderbook
• CI green

[gemini-code-assist]

Code Review

This pull request updates the protocol fee calculation in get_vol_fee_adjusted_quote_data to use ceiling rounding, ensuring fees are rounded up for both sell and buy orders. It also adds an explicit zero-check for the division scale and includes unit tests to verify the new rounding logic. I have no feedback to provide.

[jmg-duarte]

Overall looks good to me and makes sense, just left some notes for small improvements

[squadgazzz]

Some nits.

[fhenneke]

Does this interact with how protocol fees are computed in the ranking? Or is it purely about the creation of orders from quotes?

[squadgazzz]

Both branches run the exact same fee computation on different inputs. Could fold into a one-liner helper:

fn ceil_volume_fee(volume: U256, scaled_factor: U256, scale: U512) -> anyhow::Result<U256> {
    U256::uint_try_from(volume.widening_mul(scaled_factor).div_ceil(scale))
        .map_err(|_| anyhow::anyhow!("volume fee calculation overflow"))
}

[squadgazzz]

Does this interact with how protocol fees are computed in the ranking? Or is it purely about the creation of orders from quotes?

Just the quote side. Ranking uses f64 math in the driver's fee_from_volume, separate code path.