feat: apply filtering policy

package.json

@@ -24,6 +24,7 @@
     "@types/express": "^4.17.18",
     "@types/jest": "^29.5.3",
     "@types/node": "^18.16.3",
+    "@types/node-fetch": "^2.6.9",
     "@types/node-slack": "^0.0.31",
     "@typescript-eslint/eslint-plugin": "^5.51.0",
     "@typescript-eslint/parser": "^5.51.0",

src/commands/runMulti.ts

@@ -14,6 +14,7 @@ export async function runMulti(options: RunMultiOptions) {
     deploymentBlocks,
     watchdogTimeouts,
     orderBookApis,
+    filterPolicyConfigFiles,
     oneShot,
     disableApi,
     apiPort,
@@ -51,6 +52,7 @@ export async function runMulti(options: RunMultiOptions) {
             deploymentBlock: deploymentBlocks[index],
             watchdogTimeout: watchdogTimeouts[index],
             orderBookApi: orderBookApis[index],
+            filterPolicyConfig: filterPolicyConfigFiles[index],
           },
           storage
         );

src/domain/chainContext.ts

@@ -32,6 +32,7 @@ import {
   reorgsTotal,
 } from "../utils/metrics";
 import { hexZeroPad } from "ethers/lib/utils";
+import { FilterPolicy } from "../utils/filterPolicy";
 
 const WATCHDOG_FREQUENCY = 5 * 1000; // 5 seconds
 
@@ -67,6 +68,11 @@ export interface ChainWatcherHealth {
   };
 }
 
+export interface FilterPolicyConfig {
+  baseUrl: string;
+  // authToken: string; // TODO: Implement authToken
+}
+
 /**
  * The chain context handles watching a single chain for new conditional orders
  * and executing them.
@@ -85,6 +91,7 @@ export class ChainContext {
   chainId: SupportedChainId;
   registry: Registry;
   orderBook: OrderBookApi;
+  filterPolicy: FilterPolicy | undefined;
   contract: ComposableCoW;
   multicall: Multicall3;
 
@@ -101,6 +108,7 @@ export class ChainContext {
       watchdogTimeout,
       owners,
       orderBookApi,
+      filterPolicyConfig,
     } = options;
     this.deploymentBlock = deploymentBlock;
     this.pageSize = pageSize;
@@ -126,12 +134,19 @@ export class ChainContext {
       },
     });
 
+    this.filterPolicy = filterPolicyConfig
+      ? new FilterPolicy({
+          configBaseUrl: filterPolicyConfig,
+          // configAuthToken: filterPolicyConfigAuthToken, // TODO: Implement authToken
+        })
+      : undefined;
     this.contract = composableCowContract(this.provider, this.chainId);
     this.multicall = Multicall3__factory.connect(MULTICALL3, this.provider);
   }
 
   /**
-   * Initialise a chain context.
+   * Initialize a chain context.
+   *
    * @param options as parsed by commander from the command line arguments.
    * @param storage the db singleton that provides persistence.
    * @returns A chain context that is monitoring for orders on the chain.
@@ -444,7 +459,7 @@ async function processBlock(
   blockNumberOverride?: number,
   blockTimestampOverride?: number
 ) {
-  const { provider, chainId } = context;
+  const { provider, chainId, filterPolicy } = context;
   const timer = processBlockDurationSeconds
     .labels(context.chainId.toString())
     .startTimer();
@@ -454,6 +469,14 @@ async function processBlock(
     block.number.toString()
   );
 
+  // Get the latest filter policy
+  if (filterPolicy) {
+    filterPolicy.reloadPolicies().catch((error) => {
+      console.log(`Error fetching the filter policy config for chain `, error);
+      return null;
+    });
+  }
+
   // Transaction watcher for adding new contracts
   let hasErrors = false;
   for (const event of events) {

src/domain/checkForAndPlaceOrder.ts

@@ -25,6 +25,7 @@ import {
   PollResultCode,
   PollResultErrors,
   PollResultSuccess,
+  SigningScheme,
   SupportedChainId,
   formatEpoch,
 } from "@cowprotocol/cow-sdk";
@@ -41,6 +42,7 @@ import {
   pollingOnChainEthersErrorsTotal,
   measureTime,
 } from "../utils/metrics";
+import { FilterAction } from "../utils/filterPolicy";
 
 const GPV2SETTLEMENT = "0x9008D19f58AAbD9eD0D60971565AA8510560ab41";
 
@@ -83,7 +85,7 @@ export async function checkForAndPlaceOrder(
   blockNumberOverride?: number,
   blockTimestampOverride?: number
 ) {
-  const { chainId, registry } = context;
+  const { chainId, registry, filterPolicy } = context;
   const { ownerOrders, numOrders } = registry;
 
   const blockNumber = blockNumberOverride || block.number;
@@ -127,13 +129,32 @@ export async function checkForAndPlaceOrder(
 
       const { result: lastHint } = conditionalOrder.pollResult || {};
 
+      // Apply filtering policy
+      if (filterPolicy) {
+        const filterResult = filterPolicy.preFilter({
+          owner,
+          conditionalOrderParams: conditionalOrder.params,
+        });
+
+        switch (filterResult) {
+          case FilterAction.DROP:
+            log.debug("Dropping conditional order. Reason: AcceptPolicy: DROP");
+            ordersPendingDelete.push(conditionalOrder);
+
+            continue;
+          case FilterAction.SKIP:
+            log.debug("Skipping conditional order. Reason: AcceptPolicy: SKIP");
+            continue;
+        }
+      }
+
       // Check if the order is due (by epoch)
       if (
         lastHint?.result === PollResultCode.TRY_AT_EPOCH &&
         blockTimestamp < lastHint.epoch
       ) {
         log.debug(
-          `Skipping conditional. Reason: Not due yet (TRY_AT_EPOCH=${
+          `Skipping conditional order. Reason: Not due yet (TRY_AT_EPOCH=${
             lastHint.epoch
           }, ${formatEpoch(lastHint.epoch)}). ${logOrderDetails}`,
           conditionalOrder.params
@@ -147,7 +168,7 @@ export async function checkForAndPlaceOrder(
         blockNumber < lastHint.blockNumber
       ) {
         log.debug(
-          `Skipping conditional. Reason: Not due yet (TRY_ON_BLOCK=${
+          `Skipping conditional order. Reason: Not due yet (TRY_ON_BLOCK=${
             lastHint.blockNumber
           }, in ${
             lastHint.blockNumber - blockNumber
@@ -442,16 +463,26 @@ async function _placeOrder(params: {
   const { chainId } = orderBook.context;
   try {
     const postOrder: OrderCreation = {
-      ...order,
+      kind: order.kind,
+      from: order.from,
+      sellToken: order.sellToken,
+      buyToken: order.buyToken,
       sellAmount: order.sellAmount.toString(),
       buyAmount: order.buyAmount.toString(),
+      receiver: order.receiver,
       feeAmount: order.feeAmount.toString(),
-      signingScheme: "eip1271",
+      validTo: order.validTo,
+      appData: order.appData,
+      partiallyFillable: order.partiallyFillable,
+      sellTokenBalance: order.sellTokenBalance,
+      buyTokenBalance: order.buyTokenBalance,
+      signingScheme: SigningScheme.EIP1271,
+      signature: order.signature,
     };
 
     // If the operation is a dry run, don't post to the API
     log.info(`Post order ${orderUid} to OrderBook on chain ${chainId}`);
-    log.debug(`Order`, postOrder);
+    log.debug(`Post order details`, postOrder);
     if (!dryRun) {
       const orderUid = await orderBook.sendOrder(postOrder);
       orderBookDiscreteOrdersTotal.labels(...metricLabels).inc();

src/index.ts

@@ -71,7 +71,7 @@ const databasePathOption = new Option(
   .default(DEFAULT_DATABASE_PATH)
   .env("DATABASE_PATH");
 
-const chainConfigHelp = `Chain configuration in the format of <rpc>,<deploymentBlock>[,<watchdogTimeout>,<orderBookApi>], e.g. http://erigon.dappnode:8545,12345678,30,https://api.cow.fi/mainnet`;
+const chainConfigHelp = `Chain configuration in the format of <rpc>,<deploymentBlock>[,<watchdogTimeout>,<orderBookApi>,<filterPolicyConfig>], e.g. http://erigon.dappnode:8545,12345678,30,https://api.cow.fi/mainnet,https://raw.githubusercontent.com/cowprotocol/watch-tower/config/filter-policy-1.json`;
 const multiChainConfigOption = new Option(
   "--chain-config <chainConfig...>",
   chainConfigHelp
@@ -231,7 +231,7 @@ function parseChainConfigOption(option: string): ChainConfigOptions {
   // Ensure there are at least two parts (rpc and deploymentBlock)
   if (parts.length < 2) {
     throw new InvalidArgumentError(
-      `Chain configuration must be in the format of <rpc>,<deploymentBlock>[,<watchdogTimeout>,<orderBookApi>], e.g. http://erigon.dappnode:8545,12345678,30,https://api.cow.fi/mainnet`
+      `Chain configuration must be in the format of <rpc>,<deploymentBlock>[,<watchdogTimeout>,<orderBookApi>,<filterPolicyConfig>], e.g. http://erigon.dappnode:8545,12345678,30,https://api.cow.fi/mainnet,https://raw.githubusercontent.com/cowprotocol/watch-tower/config/filter-policy-1.json`
     );
   }
 
@@ -255,7 +255,8 @@ function parseChainConfigOption(option: string): ChainConfigOptions {
 
   const rawWatchdogTimeout = parts[2];
   // If there is a third part, it is the watchdogTimeout
-  const watchdogTimeout = parts.length > 2 ? Number(rawWatchdogTimeout) : 30;
+  const watchdogTimeout =
+    parts.length > 2 && rawWatchdogTimeout ? Number(rawWatchdogTimeout) : 30;
   // Ensure that the watchdogTimeout is a positive number
   if (isNaN(watchdogTimeout) || watchdogTimeout < 0) {
     throw new InvalidArgumentError(
@@ -264,15 +265,31 @@ function parseChainConfigOption(option: string): ChainConfigOptions {
   }
 
   // If there is a fourth part, it is the orderBookApi
-  const orderBookApi = parts.length > 3 ? parts[3] : undefined;
+  const orderBookApi = parts.length > 3 && parts[3] ? parts[3] : undefined;
   // Ensure that the orderBookApi is a valid URL
   if (orderBookApi && !isValidUrl(orderBookApi)) {
     throw new InvalidArgumentError(
       `${orderBookApi} must be a valid URL (orderBookApi)`
     );
   }
 
-  return { rpc, deploymentBlock, watchdogTimeout, orderBookApi };
+  // If there is a fifth part, it is the filterPolicyConfig
+  const filterPolicyConfig =
+    parts.length > 4 && parts[4] ? parts[4] : undefined;
+  // Ensure that the orderBookApi is a valid URL
+  if (filterPolicyConfig && !isValidUrl(filterPolicyConfig)) {
+    throw new InvalidArgumentError(
+      `${filterPolicyConfig} must be a valid URL (orderBookApi)`
+    );
+  }
+
+  return {
+    rpc,
+    deploymentBlock,
+    watchdogTimeout,
+    orderBookApi,
+    filterPolicyConfig,
+  };
 }
 
 function parseChainConfigOptions(
@@ -282,15 +299,23 @@ function parseChainConfigOptions(
     deploymentBlocks: [],
     watchdogTimeouts: [],
     orderBookApis: [],
+    filterPolicyConfigFiles: [],
   }
 ): MultiChainConfigOptions {
   const parsedOption = parseChainConfigOption(option);
-  const { rpc, deploymentBlock, watchdogTimeout, orderBookApi } = parsedOption;
+  const {
+    rpc,
+    deploymentBlock,
+    watchdogTimeout,
+    orderBookApi,
+    filterPolicyConfig,
+  } = parsedOption;
 
   previous.rpcs.push(rpc);
   previous.deploymentBlocks.push(deploymentBlock);
   previous.watchdogTimeouts.push(watchdogTimeout);
   previous.orderBookApis.push(orderBookApi);
+  previous.filterPolicyConfigFiles.push(filterPolicyConfig);
   return previous;
 }
 

src/types/index.ts

@@ -27,14 +27,17 @@ export type ChainConfigOptions = {
   rpc: string;
   deploymentBlock: number;
   watchdogTimeout: number;
-  orderBookApi: OrderBookApi;
+  orderBookApi?: string;
+  filterPolicyConfig?: string;
+  // filterPolicyConfigAuthToken?: string; // TODO: Implement authToken
 };
 
 export type MultiChainConfigOptions = {
   rpcs: string[];
   deploymentBlocks: number[];
   watchdogTimeouts: number[];
-  orderBookApis: OrderBookApi[];
+  orderBookApis: (string | undefined)[];
+  filterPolicyConfigFiles: (string | undefined)[];
 };
 
 export type RunSingleOptions = RunOptions & ChainConfigOptions;

src/utils/filterPolicy.ts

@@ -0,0 +1,84 @@
+import { ConditionalOrderParams } from "@cowprotocol/cow-sdk";
+
+export enum FilterAction {
+  DROP = "DROP",
+  SKIP = "SKIP",
+  ACCEPT = "ACCEPT",
+}
+
+interface PolicyConfig {
+  owners: Map<string, FilterAction>;
+  handlers: Map<string, FilterAction>;
+}
+
+export interface FilterParams {
+  owner: string;
+  conditionalOrderParams: ConditionalOrderParams;
+}
+
+export interface FilterPolicyParams {
+  configBaseUrl: string;
+  // configAuthToken: string; // TODO: Implement authToken
+}
+export class FilterPolicy {
+  protected configUrl: string;
+  protected config: PolicyConfig | undefined;
+
+  constructor({ configBaseUrl }: FilterPolicyParams) {
+    this.configUrl = configBaseUrl;
+  }
+
+  /**
+   * Decide if a conditional order should be processed, ignored, or dropped base in some filtering rules
+   *
+   * @param filterParams params required for the pre-filtering, including the conditional order params, chainId and the owner contract
+   * @returns The action that should be performed with the conditional order
+   */
+  preFilter({ owner, conditionalOrderParams }: FilterParams): FilterAction {
+    if (!this.config) {
+      return FilterAction.ACCEPT;
+    }
+
+    const { owners, handlers } = this.config;
+
+    const action =
+      owners.get(owner) || handlers.get(conditionalOrderParams.handler);
+
+    if (action) {
+      return action;
+    }
+
+    return FilterAction.ACCEPT;
+  }
+
+  /**
+   * Reloads the policies with their latest version
+   */
+  async reloadPolicies() {
+    const policyConfig = await this.getConfig();
+
+    if (policyConfig) {
+      this.config = policyConfig;
+    }
+  }
+
+  protected async getConfig(): Promise<PolicyConfig> {
+    if (!this.configUrl) {
+      throw new Error("configUrl must be defined");
+    }
+    const configResponse = await fetch(this.configUrl); // TODO: Implement authToken
+
+    if (!configResponse.ok) {
+      throw new Error(
+        `Failed to fetch policy. Error ${
+          configResponse.status
+        }: ${await configResponse.text().catch(() => "")}`
+      );
+    }
+    const config = await configResponse.json();
+    return {
+      owners: new Map(Object.entries(config.owners)),
+      handlers: new Map(Object.entries(config.handlers)),
+    };
+  }
+}