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feat(simulator): opt-in state-override stream for pAMM-aware settlement simulation#4606

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feat(simulator): opt-in state-override stream for pAMM-aware settlement simulation#4606
louisponet wants to merge 5 commits into
cowprotocol:mainfrom
louisponet:titan-pamm-state-override-stream

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@louisponet

@louisponet louisponet commented Jul 6, 2026

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Problem

Titan's propAMMs (pAMMs) hold their live prices in maker quote streams. The CoW driver simulates every solver solution before scoring (gas estimation via eth_estimateGas against a plain node), and the trade verifier simulates proposed quotes the same way — both without any state overrides.

Titan publishes a public pAMM state stream: eth_call-style state-override sets over websocket (wss://{eu,ap,us}.rpc.titanbuilder.xyz/ws/pamm_quote_stream, no auth, ~100–400 ms cadence), plus an HTTP snapshot method titan_getPammStateOverrides. Without applying the overrides, a node sim only sees the pAMM's last-committed-block storage.

Ref: https://docs.titanbuilder.xyz/propamms/takers#pamm-state-stream

Approach

A generic, fully opt-in "simulation state-override stream" feature. The wire format is exactly Ethereum's standard State Override Set, so nothing Titan-branded lives in code — the Titan endpoint appears only in example.toml comments and this PR description. When the config section is absent: no task is spawned, and the RPC override parameters are omitted entirely — byte-identical behavior to today.

The stream module (crates/simulator/src/state_override_stream.rs) spawns a background tokio task that connects to the websocket, parses per-venue frames, and flattens them into one StateOverride (latest frame wins per account, matching the builder's pamm_quote_stream accumulator design). It publishes via tokio::sync::watch; SimulationOverrides::current() gates on staleness (local receive time, not the producer wall-clock frame timestamp) and block lag, returning None so callers omit the RPC params entirely on a stale/unconfigured stream. Reconnect uses exponential backoff (250 ms → 15 s cap). Prometheus metrics cover frames, parse failures, reconnects, account count, and simulations_with_overrides{applied,stale}.

Next-block pinning

current() also returns BlockOverrides { number: head+1, time: head_timestamp + chain_block_time }. The stream frame's top-level timestamp is the producer wall clock (nanoseconds), not block time, so the next-block timestamp is derived from the current head block's timestamp plus Chain::block_time_in_ms() instead. This pins the simulation to the next block — the block context the streamed venue state is intended for.

Backends

  • Ethereum: estimate_gas gains Option<StateOverride> + Option<BlockOverrides> via overrides_opt / with_block_overrides_opt (None omits the RPC params). Requires a node supporting eth_estimateGas state/block overrides (geth ≥1.13, reth, nethermind, recent erigon, anvil).
  • Tenderly: simulate gains Option<StateOverride>; nonce is stripped inline (Tenderly's StateObject::try_from rejects it, pAMM frames always carry it, and contract nonces only matter for CREATE). Full-state overrides are left for try_from to reject.
  • access_list(): unchanged — the access-list probe is a 1-wei ETH transfer that never touches pAMM state, and create_access_list has no override support.

Trade verifier

SettlementSimulator gains an optional SimulationOverrides handle. finish_simulation_builder appends streamed overrides as AccountOverrideRequest::Custom so build_final_state_overrides' existing merge + conflict handling arbitrates against the verifier's own overrides (solver code, trader balance/approval slots). Block overrides are forwarded into EthCallInputs and applied in simulate() (eth_call) and simulation_report() (debug_traceCall). The shared SettlementSimulator covers both the trade verifier and the orderbook order-creation simulator.

Config

# [simulator.state-override-stream]
# ws-url = "wss://eu.rpc.titanbuilder.xyz/ws/pamm_quote_stream"
# max-age = "3s"        # ignore the snapshot if the last frame is older than this
# max-block-lag = 1     # ignore the snapshot if its block number lags head by more than this

The same optional section is added to the price-estimation config for the trade-verifier path.

Tests

  • 9 hermetic unit tests: frame parsing (verbatim Titan sample + real frames captured from wss://eu.rpc.titanbuilder.xyz/ws/pamm_quote_stream), per-account flattening across venues, latest-wins conflict handling, all three staleness gates, and an in-process WebSocket server reconnect/accumulation test.
  • 2 #[ignore]'d anvil integration tests: deploy a contract reverting unless storage slot 0 is nonzero, assert estimate_gas reverts without the override and succeeds with it, and that block overrides are accepted.

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All contributors have signed the CLA ✍️ ✅
Posted by the CLA Assistant Lite bot.

@louisponet

louisponet commented Jul 6, 2026

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I have read the CLA Document and I hereby sign the CLA

@louisponet louisponet marked this pull request as ready for review July 6, 2026 19:22
@louisponet louisponet requested a review from a team as a code owner July 6, 2026 19:22
@louisponet

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recheck

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Warning

Gemini encountered an error creating the review. You can try again by commenting /gemini review.

@jmg-duarte jmg-duarte left a comment

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Didn't finish reviewing yet but this is the lowest hanging fruit

Comment thread crates/simulator/Cargo.toml Outdated
Comment thread crates/configs/src/simulator.rs Outdated

@MartinquaXD MartinquaXD left a comment

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The overall idea of the code (manage updates in background task and expose latest state via watcher) makes a lot of sense to me.
Just seems like the current PR could be simplified further.

Comment on lines +60 to +61
current_block_number: u64,
current_block_timestamp: u64,

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Instead of forcing the caller to tell us the current block the SimulationOverrides could also store its own CurrentBlockWatcher.

And more importantly since updates get streamed on a sub-block interval does it even make sense to think in terms of blocks here?

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So the only reason this is kept at all is for setting it when simulating. As long as the simulator sets timestamp and blocknumber correctly to the next one, it's ok. I have removed all of this

Comment thread crates/simulator/src/state_override_stream.rs Outdated
Comment thread crates/simulator/src/state_override_stream.rs Outdated
Comment thread crates/simulator/src/state_override_stream.rs Outdated
Comment thread crates/simulator/src/state_override_stream.rs Outdated
Comment thread crates/simulator/tests/state_override_integration.rs Outdated
github-actions Bot added a commit that referenced this pull request Jul 7, 2026
…nt simulation

Add a generic, fully opt-in "simulation state-override stream" to the CoW
driver so pAMM and other live-quote venues are simulated against their current
in-memory state rather than stale previous-block state. The wire format is the
standard Ethereum State Override Set (nothing Titan-branded in code); the Titan
endpoint appears only in example.toml comments. When the config section is
absent, no task is spawned and all RPC override parameters are omitted —
byte-identical to today's behavior.

Stream module (crates/simulator/src/state_override_stream.rs):
- Background tokio task connects to a websocket, parses per-venue frames
  (camelCase, forward-compatible flatten of unknown metadata keys), and
  flattens them directly into one StateOverride (latest frame wins per
  account, matching the builder's pamm_quote_stream accumulator design).
- Publishes via tokio::sync::watch; SimulationOverrides::current() gates on
  staleness (local receive time, not the producer wall-clock frame timestamp)
  and block lag, returning None so callers omit the RPC params entirely.
- Reconnect with exponential backoff (250ms -> 15s cap). Prometheus metrics
  for frames, parse failures, reconnects, venue/account count, and
  simulations_with_overrides{applied,stale}.

Next-block pinning:
- current() also returns BlockOverrides { number: head+1, time:
  head_timestamp + chain block_time }. The frame timestamp is the producer
  wall clock, not block time, so the next-block timestamp is derived from the
  head block's timestamp plus Chain::block_time_in_ms().

Backends:
- simulator/ethereum: estimate_gas gains Option<StateOverride> +
  Option<BlockOverrides> via overrides_opt/with_block_overrides_opt (None
  omits the RPC params). Requires a node supporting eth_estimateGas
  state/block overrides (geth >=1.13, reth, nethermind, recent erigon, anvil).
- simulator/tenderly: simulate gains Option<StateOverride>; nonce is stripped
  inline (Tenderly's StateObject::try_from rejects it, pAMM frames always
  carry it, and contract nonces only matter for CREATE). Full-state overrides
  are left for try_from to reject.
- access_list() unchanged (1-wei ETH probe never touches pAMM state;
  create_access_list has no override support).

Simulator integration (crates/simulator/src/lib.rs):
- Simulator gains a simulation_overrides field + set_simulation_overrides
  setter; gas() fetches current(head_number, head_timestamp) and forwards
  state overrides to Tenderly (which already simulates the next block) and
  both state + block overrides to the Ethereum backend.

Trade verifier (crates/price-estimation):
- configs/price_estimation.rs: optional state_override_stream field.
- simulator/simulation_builder.rs: SettlementSimulator gains an optional
  SimulationOverrides handle.
- simulator/encoding.rs: finish_simulation_builder appends streamed overrides
  as AccountOverrideRequest::Custom so build_final_state_overrides' merge
  arbitrates against the verifier's own; block overrides forwarded into
  EthCallInputs and applied in simulate() (eth_call) and simulation_report()
  (debug_traceCall). Block overrides apply only for Block::Latest.
- factory.rs: spawn one stream per service at factory time; the shared
  SettlementSimulator covers both the trade verifier and the orderbook
  order-creation simulator.

Wiring + config:
- driver/run.rs: spawn the stream when [simulator.state-override-stream] is
  present, passing the chain block time.
- configs/simulator.rs: StateOverrideStream struct (ws-url, max-age 3s,
  max-block-lag 1) with deserialize tests.
- driver/example.toml: commented example config.

Tests:
- 9 hermetic unit tests: frame parsing (verbatim Titan sample + real captured
  frames from wss://eu.rpc.titanbuilder.xyz), per-account flattening across
  venues, latest-wins conflict handling, all three staleness gates, and an
  in-process WebSocket server reconnect/accumulation test.
- 2 #[ignore]'d anvil integration tests: deploy a contract reverting unless
  storage slot 0 is nonzero, assert estimate_gas reverts without the override
  and succeeds with it, and that block overrides are accepted.
@louisponet louisponet force-pushed the titan-pamm-state-override-stream branch from 456e28e to adcc16e Compare July 8, 2026 12:52
…g check

The overrides are published for the next block, so the snapshot block must
equal the current head (lag 0). A configurable max_block_lag is a footgun
that permits applying overrides for the wrong block. Remove the config knob
and hardcode the equality check; max_age (time lag) remains the only
freshness gate.
The simulator already pins block context natively: estimate_gas uses
.pending(), the verifier sims at the head block boundary, and Tenderly
uses block+1. The override stream only needs to contribute the live pAMM
state overrides, not block number/timestamp. Remove SimulationOverrideSet,
block_time, block_overrides construction, the estimate_gas block_overrides
param, the EthCallInputs.block_overrides field, and the block-overrides
e2e test. current() now returns Option<StateOverride> directly.
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3 participants