Adjust calculation of discount for USDT outputs

.gitignore

@@ -41,4 +41,7 @@ storybook-static
 
 
 CLAUDE.local.md
-.claude
+.claude
+/contracts/relayer/artifacts/*
+/contracts/relayer/cache/*
+/.roo/*

apps/api/src/api/services/quote/engines/discount/offramp.ts

@@ -1,5 +1,6 @@
 import { multiplyByPowerOfTen, RampDirection } from "@vortexfi/shared";
 import Big from "big.js";
+import logger from "../../../../../config/logger";
 import { QuoteContext } from "../../core/types";
 import { BaseDiscountEngine, DiscountComputation } from ".";
 import { calculateExpectedOutput, calculateSubsidyAmount, resolveDiscountPartner } from "./helpers";
@@ -37,41 +38,60 @@ export class OffRampDiscountEngine extends BaseDiscountEngine {
     const targetDiscount = partner?.targetDiscount ?? 0;
     const maxSubsidy = partner?.maxSubsidy ?? 0;
 
-    // Calculate expected output amount based on oracle price + target discount
+    // Calculate the oracle-based expected output in BRL.
     const {
-      expectedOutput: expectedOutputAmountDecimal,
+      expectedOutput: oracleExpectedOutputDecimal,
       adjustedDifference,
       adjustedTargetDiscount
     } = calculateExpectedOutput(inputAmount, oraclePrice, targetDiscount, this.config.isOfframp, partner);
-    const expectedOutputAmountRaw = multiplyByPowerOfTen(expectedOutputAmountDecimal, nablaSwap.outputDecimals).toFixed(0, 0);
+
+    // Account for the anchor fee deducted in the Finalize stage, which reduces the user's received amount.
+    // We need to add it back to the expected output to calculate the subsidy correctly.
+    const anchorFeeInBrl = ctx.fees?.displayFiat?.anchor ? new Big(ctx.fees.displayFiat.anchor) : new Big(0);
+    const adjustedExpectedOutputDecimal = oracleExpectedOutputDecimal.plus(anchorFeeInBrl);
+
+    if (anchorFeeInBrl.gt(0)) {
+      logger.info(
+        `OffRampDiscountEngine: Adjusted expected BRL from ${oracleExpectedOutputDecimal.toFixed(6)} ` +
+          `to ${adjustedExpectedOutputDecimal.toFixed(6)} (anchor fee: ${anchorFeeInBrl.toFixed(6)} BRL)`
+      );
+      ctx.addNote?.(
+        `OffRampDiscountEngine: Adjusted expected BRL output from ${oracleExpectedOutputDecimal.toFixed(4)} ` +
+          `to ${adjustedExpectedOutputDecimal.toFixed(4)} BRL to account for anchor fee of ${anchorFeeInBrl.toFixed(4)} BRL`
+      );
+    }
+
+    const expectedOutputAmountRaw = multiplyByPowerOfTen(adjustedExpectedOutputDecimal, nablaSwap.outputDecimals).toFixed(0, 0);
 
     const actualOutputAmountDecimal = nablaSwap.outputAmountDecimal;
     const actualOutputAmountRaw = multiplyByPowerOfTen(actualOutputAmountDecimal, nablaSwap.outputDecimals).toFixed(0, 0);
 
-    // Calculate ideal subsidy (uncapped - the full shortfall needed to reach expected output)
-    const idealSubsidyAmountDecimal = actualOutputAmountDecimal.gte(expectedOutputAmountDecimal)
+    // Calculate ideal subsidy (uncapped - the full shortfall needed to reach adjusted expected output)
+    const idealSubsidyAmountDecimal = actualOutputAmountDecimal.gte(adjustedExpectedOutputDecimal)
       ? new Big(0)
-      : expectedOutputAmountDecimal.minus(actualOutputAmountDecimal);
+      : adjustedExpectedOutputDecimal.minus(actualOutputAmountDecimal);
     const idealSubsidyAmountRaw = multiplyByPowerOfTen(idealSubsidyAmountDecimal, nablaSwap.outputDecimals).toFixed(0, 0);
 
     // Calculate actual subsidy (capped by maxSubsidy)
     const actualSubsidyAmountDecimal =
-      targetDiscount > 0 ? calculateSubsidyAmount(expectedOutputAmountDecimal, actualOutputAmountDecimal, maxSubsidy) : Big(0);
+      targetDiscount > 0
+        ? calculateSubsidyAmount(adjustedExpectedOutputDecimal, actualOutputAmountDecimal, maxSubsidy)
+        : Big(0);
     const actualSubsidyAmountRaw = multiplyByPowerOfTen(actualSubsidyAmountDecimal, nablaSwap.outputDecimals).toFixed(0, 0);
 
     const targetOutputAmountDecimal = actualOutputAmountDecimal.plus(actualSubsidyAmountDecimal);
     const targetOutputAmountRaw = Big(actualOutputAmountRaw).plus(actualSubsidyAmountRaw).toFixed(0, 0);
 
-    const subsidyRate = expectedOutputAmountDecimal.gt(0)
-      ? actualSubsidyAmountDecimal.div(expectedOutputAmountDecimal)
+    const subsidyRate = adjustedExpectedOutputDecimal.gt(0)
+      ? actualSubsidyAmountDecimal.div(adjustedExpectedOutputDecimal)
       : new Big(0);
 
     return {
       actualOutputAmountDecimal,
       actualOutputAmountRaw,
       adjustedDifference,
       adjustedTargetDiscount,
-      expectedOutputAmountDecimal,
+      expectedOutputAmountDecimal: adjustedExpectedOutputDecimal,
       expectedOutputAmountRaw,
       idealSubsidyAmountInOutputTokenDecimal: idealSubsidyAmountDecimal,
       idealSubsidyAmountInOutputTokenRaw: idealSubsidyAmountRaw,

apps/api/src/api/services/quote/engines/discount/onramp.ts

@@ -1,5 +1,14 @@
-import { multiplyByPowerOfTen, RampDirection } from "@vortexfi/shared";
+import {
+  EvmToken,
+  getNetworkFromDestination,
+  multiplyByPowerOfTen,
+  Networks,
+  OnChainToken,
+  RampDirection
+} from "@vortexfi/shared";
 import Big from "big.js";
+import logger from "../../../../../config/logger";
+import { getEvmBridgeQuote } from "../../core/squidrouter";
 import { QuoteContext } from "../../core/types";
 import { BaseDiscountEngine, DiscountComputation } from ".";
 import { calculateExpectedOutput, calculateSubsidyAmount, resolveDiscountPartner } from "./helpers";
@@ -29,6 +38,59 @@ export class OnRampDiscountEngine extends BaseDiscountEngine {
     }
   }
 
+  /**
+   * Queries squidrouter to determine the actual conversion rate from axlUSDC on Moonbeam
+   * to the final destination token on the target EVM chain.
+   *
+   * The oracle price is based on the Binance USDT-BRL rate, but the Nabla swap on Pendulum
+   * outputs axlUSDC (not USDT). Since axlUSDC may trade at a discount to USDT via
+   * squidrouter, using the oracle USDT rate as the axlUSDC subsidy target means the user
+   * would receive slightly less than the oracle-promised amount after the squidrouter step.
+   *
+   * This method fetches the actual axlUSDC → destination token rate so the discount engine
+   * can back-calculate the precise axlUSDC amount required on Pendulum.
+   *
+   * @param ctx - The quote context (must have request.outputCurrency and request.to set)
+   * @param expectedAxlUSDCDecimal - The oracle-based expected axlUSDC amount used as probe input
+   * @returns The conversion rate (destination token units per axlUSDC) or null on failure
+   */
+  private async getSquidRouterAxlUSDCConversionRate(ctx: QuoteContext, expectedAxlUSDCDecimal: Big): Promise<Big | null> {
+    const req = ctx.request;
+    const toNetwork = getNetworkFromDestination(req.to);
+
+    if (!toNetwork) {
+      return null;
+    }
+
+    try {
+      const bridgeQuote = await getEvmBridgeQuote({
+        amountDecimal: expectedAxlUSDCDecimal.toString(),
+        fromNetwork: Networks.Moonbeam,
+        inputCurrency: EvmToken.AXLUSDC as unknown as OnChainToken,
+        outputCurrency: req.outputCurrency as OnChainToken,
+        rampType: req.rampType,
+        toNetwork
+      });
+
+      if (expectedAxlUSDCDecimal.lte(0) || bridgeQuote.outputAmountDecimal.lte(0)) {
+        return null;
+      }
+
+      const conversionRate = bridgeQuote.outputAmountDecimal.div(expectedAxlUSDCDecimal);
+      logger.info(
+        `OnRampDiscountEngine: SquidRouter axlUSDC→${req.outputCurrency} rate: ${conversionRate.toFixed(6)} ` +
+          `(input: ${expectedAxlUSDCDecimal.toFixed(6)} axlUSDC, output: ${bridgeQuote.outputAmountDecimal.toFixed(6)} ${req.outputCurrency})`
+      );
+      return conversionRate;
+    } catch (error) {
+      logger.warn(
+        `OnRampDiscountEngine: Could not fetch SquidRouter axlUSDC→${req.outputCurrency} conversion rate, ` +
+          `falling back to 1:1 assumption. Error: ${error}`
+      );
+      return null;
+    }
+  }
+
   protected async compute(ctx: QuoteContext): Promise<DiscountComputation> {
     // biome-ignore lint/style/noNonNullAssertion: Context is validated in validate
     const nablaSwap = ctx.nablaSwap!;
@@ -43,43 +105,63 @@ export class OnRampDiscountEngine extends BaseDiscountEngine {
     const targetDiscount = partner?.targetDiscount ?? 0;
     const maxSubsidy = partner?.maxSubsidy ?? 0;
 
-    // Calculate expected output amount based on oracle price + target discount
+    // Calculate the oracle-based expected output in USDT-equivalent axlUSDC terms.
     const {
-      expectedOutput: expectedOutputAmountDecimal,
+      expectedOutput: oracleExpectedOutputDecimal,
       adjustedDifference,
       adjustedTargetDiscount
     } = calculateExpectedOutput(inputAmount, oraclePrice, targetDiscount, this.config.isOfframp, partner);
-    const expectedOutputAmountRaw = multiplyByPowerOfTen(expectedOutputAmountDecimal, nablaSwap.outputDecimals).toFixed(0, 0);
 
-    // For onramps, we have to deduct the fees from the output amount of the nabla swap
+    // For onramps to EVM chains (not AssetHub), the Nabla output token (axlUSDC on
+    // Pendulum) is subsequently bridged via squidrouter (Moonbeam → EVM destination). The
+    // oracle gives a USDT-BRL rate, but axlUSDC may not trade 1:1 with USDT on squidrouter.
+    // So we use the actual squidrouter route to determine the required axlUSDC amount
+    let adjustedExpectedOutputDecimal = oracleExpectedOutputDecimal;
+    if (ctx.request.to !== "assethub") {
+      const squidRouterRate = await this.getSquidRouterAxlUSDCConversionRate(ctx, oracleExpectedOutputDecimal);
+
+      if (squidRouterRate !== null && squidRouterRate.gt(0)) {
+        adjustedExpectedOutputDecimal = oracleExpectedOutputDecimal.div(squidRouterRate);
+        ctx.addNote?.(
+          `OnRampDiscountEngine: Adjusted expected axlUSDC from ${oracleExpectedOutputDecimal.toFixed(6)} ` +
+            `to ${adjustedExpectedOutputDecimal.toFixed(6)} (squidRouter rate: ${squidRouterRate.toFixed(6)})`
+        );
+      }
+    }
+
+    const expectedOutputAmountRaw = multiplyByPowerOfTen(adjustedExpectedOutputDecimal, nablaSwap.outputDecimals).toFixed(0, 0);
+
+    // For onramps, fees are deducted from the nabla output (not before the swap)
     const deductedFeesAfterSwap = Big(usdFees.network).plus(usdFees.vortex).plus(usdFees.partnerMarkup);
     const actualOutputAmountDecimal = nablaSwap.outputAmountDecimal.minus(deductedFeesAfterSwap);
     const actualOutputAmountRaw = multiplyByPowerOfTen(actualOutputAmountDecimal, nablaSwap.outputDecimals).toFixed(0, 0);
 
-    // Calculate ideal subsidy (uncapped - the full shortfall needed to reach expected output)
-    const idealSubsidyAmountDecimal = actualOutputAmountDecimal.gte(expectedOutputAmountDecimal)
+    // Calculate ideal subsidy (uncapped - the full shortfall needed to reach adjusted expected output)
+    const idealSubsidyAmountDecimal = actualOutputAmountDecimal.gte(adjustedExpectedOutputDecimal)
       ? new Big(0)
-      : expectedOutputAmountDecimal.minus(actualOutputAmountDecimal);
+      : adjustedExpectedOutputDecimal.minus(actualOutputAmountDecimal);
     const idealSubsidyAmountRaw = multiplyByPowerOfTen(idealSubsidyAmountDecimal, nablaSwap.outputDecimals).toFixed(0, 0);
 
     // Calculate actual subsidy (capped by maxSubsidy)
     const actualSubsidyAmountDecimal =
-      targetDiscount > 0 ? calculateSubsidyAmount(expectedOutputAmountDecimal, actualOutputAmountDecimal, maxSubsidy) : Big(0);
+      targetDiscount > 0
+        ? calculateSubsidyAmount(adjustedExpectedOutputDecimal, actualOutputAmountDecimal, maxSubsidy)
+        : Big(0);
     const actualSubsidyAmountRaw = multiplyByPowerOfTen(actualSubsidyAmountDecimal, nablaSwap.outputDecimals).toFixed(0, 0);
 
     const targetOutputAmountDecimal = actualOutputAmountDecimal.plus(actualSubsidyAmountDecimal);
     const targetOutputAmountRaw = Big(actualOutputAmountRaw).plus(actualSubsidyAmountRaw).toFixed(0, 0);
 
-    const subsidyRate = expectedOutputAmountDecimal.gt(0)
-      ? actualSubsidyAmountDecimal.div(expectedOutputAmountDecimal)
+    const subsidyRate = adjustedExpectedOutputDecimal.gt(0)
+      ? actualSubsidyAmountDecimal.div(adjustedExpectedOutputDecimal)
       : new Big(0);
 
     return {
       actualOutputAmountDecimal,
       actualOutputAmountRaw,
       adjustedDifference,
       adjustedTargetDiscount,
-      expectedOutputAmountDecimal,
+      expectedOutputAmountDecimal: adjustedExpectedOutputDecimal,
       expectedOutputAmountRaw,
       idealSubsidyAmountInOutputTokenDecimal: idealSubsidyAmountDecimal,
       idealSubsidyAmountInOutputTokenRaw: idealSubsidyAmountRaw,