fix(swap-service): drop the block time tolerance and gate payouts on attribution

apps/swap-service/src/swaps/__tests__/utils.test.ts

@@ -2,7 +2,6 @@ import { Logger } from '@nestjs/common'
 
 import { mayachainAssetId } from '@shapeshiftoss/caip'
 
-import { BLOCK_TIME_TOLERANCE_MS } from '../constants'
 import type { Swap } from '../types'
 import { calculateFeeForSwap, describeError, resolveQuoteBinding, resolveStalledSwap } from '../utils'
 
@@ -183,7 +182,7 @@ describe('resolveQuoteBinding', () => {
 
   // the harvest attack: the txid cannot be known until it exists, so the claim's quote is younger
   it('rejects a quote minted after its transaction was mined', () => {
-    const { status, details } = resolveQuoteBinding(found, at(BLOCK_TIME_TOLERANCE_MS + 1000), live)
+    const { status, details } = resolveQuoteBinding(found, at(1000), live)
 
     expect(status).toBe('REJECTED')
     expect(details).toMatchObject({ checked: true, reason: 'quote-postdates-tx' })
@@ -193,12 +192,9 @@ describe('resolveQuoteBinding', () => {
     expect(resolveQuoteBinding(found, at(0), live).status).toBe('ACCEPTED')
   })
 
-  // a block declaring a time behind the broadcast that filled it must not cost an honest quote
-  it('accepts a quote the block only appears to predate, and says that is what happened', () => {
-    const { status, details } = resolveQuoteBinding(found, at(BLOCK_TIME_TOLERANCE_MS), live)
-
-    expect(status).toBe('ACCEPTED')
-    expect(details).toMatchObject({ checked: true, reason: 'quote-within-tolerance' })
+  // the block timestamp is the whole boundary now - a second past it is a rejection like any other
+  it('rejects a quote that postdates its block by a single second', () => {
+    expect(resolveQuoteBinding(found, at(1000), live).status).toBe('REJECTED')
   })
 
   // absence of evidence is never evidence - none of these may reject

apps/swap-service/src/swaps/constants.ts

@@ -2,4 +2,3 @@ export const SHAPESHIFT_BPS = 10
 export const REFERRER_FEE_RATE = 0.1
 export const PENDING_TIMEOUT_MS = 24 * 60 * 60 * 1000
 export const ATTRIBUTION_BATCH_SIZE = 200
-export const BLOCK_TIME_TOLERANCE_MS = 30 * 60 * 1000

apps/swap-service/src/swaps/utils.ts

@@ -12,7 +12,7 @@ import type { Asset } from '@shapeshiftoss/types'
 import type { BlockTimeLookup } from '../lib/block-time.service'
 import { getAssetPriceUsd } from '../utils/pricing'
 
-import { BLOCK_TIME_TOLERANCE_MS, PENDING_TIMEOUT_MS } from './constants'
+import { PENDING_TIMEOUT_MS } from './constants'
 import type { AffiliateVerificationDetails, AttributionDetails, StatusNotification, Swap, UsdPrices } from './types'
 
 const logger = new Logger('SwapsService')
@@ -83,13 +83,7 @@ export const resolveQuoteBinding = (
   const quoted = quotedAt.getTime()
   const checked = { checked: true, blockTime, quotedAt: quoted }
 
-  if (quoted <= blockTime) {
-    return { status: 'ACCEPTED', details: { ...checked, reason: 'quote-precedes-tx' } }
-  }
-
-  if (quoted <= blockTime + BLOCK_TIME_TOLERANCE_MS) {
-    return { status: 'ACCEPTED', details: { ...checked, reason: 'quote-within-tolerance' } }
-  }
+  if (quoted <= blockTime) return { status: 'ACCEPTED', details: { ...checked, reason: 'quote-precedes-tx' } }
 
   return { status: 'REJECTED', details: { ...checked, reason: 'quote-postdates-tx' } }
 }

scripts/affiliate-payouts/affiliate-payouts.test.ts

@@ -23,6 +23,7 @@ const makeRow = (overrides: Partial<PrismaSwap> & RowExtras = {}): PrismaSwap =>
     partnerBps: 30,
     verificationStatus: 'SUCCESS',
     isAffiliateVerified: true,
+    attributionStatus: 'ACCEPTED',
     priceable: true,
     ...overrides,
   }) as unknown as PrismaSwap
@@ -110,6 +111,25 @@ describe('aggregateByPartner', () => {
     expect(partners.size).toBe(0)
   })
 
+  // a verified fee on a transaction someone else has already claimed is still not this partner's
+  it('withholds any swap whose attribution is not accepted, however well it verifies', () => {
+    const { partners, unattributed } = aggregateByPartner(
+      [
+        makeRow({ swapId: 'rejected', attributionStatus: 'REJECTED', attributionDetails: { reason: 'tx-not-found' } }),
+        makeRow({ swapId: 'pending', attributionStatus: 'PENDING', attributionDetails: null }),
+        makeRow({ swapId: 'disputed', attributionStatus: 'DISPUTED', attributionDetails: { reason: 'duplicate' } }),
+      ] as never,
+      stubDeps,
+    )
+
+    expect(partners.size).toBe(0)
+    expect(unattributed).toEqual([
+      { swapId: 'rejected', partnerCode: 'acme', status: 'REJECTED', reason: 'tx-not-found' },
+      { swapId: 'pending', partnerCode: 'acme', status: 'PENDING', reason: null },
+      { swapId: 'disputed', partnerCode: 'acme', status: 'DISPUTED', reason: 'duplicate' },
+    ])
+  })
+
   it('partitions unpaid swaps by verificationStatus: pending vs failed for inspection', () => {
     const { partners, unverified } = aggregateByPartner(
       [
@@ -303,6 +323,7 @@ describe('buildRecord', () => {
         },
       ],
       unverified: [{ swapId: 'u1', partnerCode: 'acme', status: 'pending' }],
+      unattributed: [{ swapId: 'x1', partnerCode: 'acme', status: 'REJECTED', reason: 'quote-postdates-tx' }],
       noAffiliateFee: [
         { swapId: 'n1', partnerCode: 'acme' },
         { swapId: 'n2', partnerCode: 'acme' },
@@ -318,6 +339,7 @@ describe('buildRecord', () => {
       unpriceableSwaps: 2,
       feeAnomalySwaps: 1,
       unverifiedSwaps: 1,
+      unattributedSwaps: 1,
       noAffiliateFeeSwaps: 2,
       partnerBpsUnsetSwaps: 1,
       noVerifiedFeeSwaps: 1,
@@ -329,6 +351,7 @@ describe('buildRecord', () => {
       'fee-anomaly',
       'no-verified-fee',
       'partner-bps-unset',
+      'unattributed',
       'unverified',
     ])
     const warnedSwapIds = record.warnings.map((w) => w.swapId)

scripts/affiliate-payouts/affiliate-payouts.ts

@@ -22,7 +22,7 @@ function printSummary(record: PayoutRecord, payouts: PartnerPayout[]): void {
   console.log(`Total USDC:     ${record.totals.totalUsdc}`)
   console.log(`Paid swaps:     ${record.totals.paidSwaps}`)
   console.log(
-    `Excluded/review: ${record.totals.unpriceableSwaps} unpriceable | ${record.totals.feeAnomalySwaps} fee anomalies | ${record.totals.unverifiedSwaps} unverified | ${record.totals.noAffiliateFeeSwaps} no-affiliate-fee | ${record.totals.partnerBpsUnsetSwaps} partner-bps-unset | ${record.totals.noVerifiedFeeSwaps} no-verified-fee`,
+    `Excluded/review: ${record.totals.unpriceableSwaps} unpriceable | ${record.totals.feeAnomalySwaps} fee anomalies | ${record.totals.unverifiedSwaps} unverified | ${record.totals.unattributedSwaps} unattributed | ${record.totals.noAffiliateFeeSwaps} no-affiliate-fee | ${record.totals.partnerBpsUnsetSwaps} partner-bps-unset | ${record.totals.noVerifiedFeeSwaps} no-verified-fee`,
   )
 
   const top = payouts.filter((p) => p.included).slice(0, 10)
@@ -87,8 +87,16 @@ async function generate(monthArg: string | undefined, force: boolean): Promise<v
   })
   console.log(`Found ${rows.length} successful swaps with a partner code`)
 
-  const { partners, unpriceableSwaps, anomalies, unverified, noAffiliateFee, partnerBpsUnset, unresolvedFee } =
-    aggregateByPartner(rows, { toSwap, calculateFeeForSwap, getPartnerFeeUsd })
+  const {
+    partners,
+    unpriceableSwaps,
+    anomalies,
+    unverified,
+    unattributed,
+    noAffiliateFee,
+    partnerBpsUnset,
+    unresolvedFee,
+  } = aggregateByPartner(rows, { toSwap, calculateFeeForSwap, getPartnerFeeUsd })
 
   const affiliates = await prisma.affiliate.findMany({
     where: { partnerCode: { in: Array.from(partners.keys()) } },
@@ -106,6 +114,7 @@ async function generate(monthArg: string | undefined, force: boolean): Promise<v
     unpriceableSwaps,
     anomalies,
     unverified,
+    unattributed,
     noAffiliateFee,
     partnerBpsUnset,
     unresolvedFee,

scripts/affiliate-payouts/types.ts

@@ -41,6 +41,14 @@ export type UnverifiedSwap = {
   status: 'pending' | 'failed'
 }
 
+// A swap whose claim on its transaction is not settled in this partner's favour.
+export type UnattributedSwap = {
+  swapId: string
+  partnerCode: string
+  status: string
+  reason: string | null
+}
+
 // A verified swap with no on chain affiliate fee.
 export type NoAffiliateFeeSwap = {
   swapId: string
@@ -66,6 +74,7 @@ export type AggregateResult = {
   unpriceableSwaps: number
   anomalies: FeeAnomaly[]
   unverified: UnverifiedSwap[]
+  unattributed: UnattributedSwap[]
   noAffiliateFee: NoAffiliateFeeSwap[]
   partnerBpsUnset: PartnerBpsUnsetSwap[]
   unresolvedFee: UnresolvedFeeSwap[]
@@ -78,7 +87,7 @@ export type FeeDeps<S> = {
 }
 
 export type PayoutWarning = {
-  type: 'fee-anomaly' | 'address' | 'unverified' | 'partner-bps-unset' | 'no-verified-fee'
+  type: 'fee-anomaly' | 'address' | 'unverified' | 'unattributed' | 'partner-bps-unset' | 'no-verified-fee'
   partnerCode: string
   swapId: string | null
   reason: string | null
@@ -95,6 +104,7 @@ export type PayoutRecord = {
     unpriceableSwaps: number
     feeAnomalySwaps: number
     unverifiedSwaps: number
+    unattributedSwaps: number
     noAffiliateFeeSwaps: number
     partnerBpsUnsetSwaps: number
     noVerifiedFeeSwaps: number

scripts/affiliate-payouts/utils.ts

@@ -14,6 +14,7 @@ import type {
   PayoutRecord,
   PayoutWarning,
   PayoutWindow,
+  UnattributedSwap,
   UnresolvedFeeSwap,
   UnverifiedSwap,
 } from './types'
@@ -98,6 +99,7 @@ export function aggregateByPartner<S>(
   const partners = new Map<string, PartnerAccrual>()
   const anomalies: FeeAnomaly[] = []
   const unverified: UnverifiedSwap[] = []
+  const unattributed: UnattributedSwap[] = []
   const noAffiliateFee: NoAffiliateFeeSwap[] = []
   const partnerBpsUnset: PartnerBpsUnsetSwap[] = []
   const unresolvedFee: UnresolvedFeeSwap[] = []
@@ -109,6 +111,17 @@ export function aggregateByPartner<S>(
 
     const partnerCode = row.partnerCode.toLowerCase()
 
+    // a claim that has not been settled in this partner's favour is not payable, whatever else is true
+    if (row.attributionStatus !== 'ACCEPTED') {
+      unattributed.push({
+        swapId: row.swapId,
+        partnerCode,
+        status: row.attributionStatus,
+        reason: (row.attributionDetails as { reason?: string } | null)?.reason ?? null,
+      })
+      continue
+    }
+
     if (row.verificationStatus === 'PENDING') {
       unverified.push({ swapId: row.swapId, partnerCode, status: 'pending' })
       continue
@@ -161,12 +174,23 @@ export function aggregateByPartner<S>(
     // Pay only on the verified on-chain fee, via the shared exact partner-share helper.
     accrual.swapCount += 1
     accrual.volumeUsd = accrual.volumeUsd.plus(fee.volumeUsd)
-    accrual.feesEarnedUsd = accrual.feesEarnedUsd.plus(deps.getPartnerFeeUsd(fee.actualFeeUsd, fee.verifiedBps, row.partnerBps))
+    accrual.feesEarnedUsd = accrual.feesEarnedUsd.plus(
+      deps.getPartnerFeeUsd(fee.actualFeeUsd, fee.verifiedBps, row.partnerBps),
+    )
 
     partners.set(partnerCode.toLowerCase(), accrual)
   }
 
-  return { partners, unpriceableSwaps, anomalies, unverified, noAffiliateFee, partnerBpsUnset, unresolvedFee }
+  return {
+    partners,
+    unpriceableSwaps,
+    anomalies,
+    unverified,
+    unattributed,
+    noAffiliateFee,
+    partnerBpsUnset,
+    unresolvedFee,
+  }
 }
 
 // USD is paid 1:1 as USDC, floored to 6 dp (USDC precision), trailing zeros stripped.
@@ -228,6 +252,7 @@ export function buildRecord(input: {
   unpriceableSwaps: number
   anomalies: FeeAnomaly[]
   unverified: UnverifiedSwap[]
+  unattributed: UnattributedSwap[]
   noAffiliateFee: NoAffiliateFeeSwap[]
   partnerBpsUnset: PartnerBpsUnsetSwap[]
   unresolvedFee: UnresolvedFeeSwap[]
@@ -239,6 +264,7 @@ export function buildRecord(input: {
     unpriceableSwaps,
     anomalies,
     unverified,
+    unattributed,
     noAffiliateFee,
     partnerBpsUnset,
     unresolvedFee,
@@ -256,6 +282,12 @@ export function buildRecord(input: {
     ...payouts
       .filter((p) => !p.included)
       .map((p) => ({ type: 'address' as const, partnerCode: p.partnerCode, swapId: null, reason: p.excludedReason })),
+    ...unattributed.map((u) => ({
+      type: 'unattributed' as const,
+      partnerCode: u.partnerCode,
+      swapId: u.swapId,
+      reason: `attribution ${u.status.toLowerCase()}${u.reason ? ` (${u.reason})` : ''} — not paid, this transaction's claim is unsettled`,
+    })),
     ...unverified.map((u) => ({
       type: 'unverified' as const,
       partnerCode: u.partnerCode,
@@ -287,6 +319,7 @@ export function buildRecord(input: {
       unpriceableSwaps,
       feeAnomalySwaps: anomalies.length,
       unverifiedSwaps: unverified.length,
+      unattributedSwaps: unattributed.length,
       noAffiliateFeeSwaps: noAffiliateFee.length,
       partnerBpsUnsetSwaps: partnerBpsUnset.length,
       noVerifiedFeeSwaps: unresolvedFee.length,