fix backtest legacy replacements, log tweak

crates/rbuilder/src/backtest/mod.rs

@@ -75,6 +75,8 @@ pub struct BuiltBlockData {
 pub enum OrderFilteredReason {
     /// Order was received late
     Timestamp,
+    /// Order was replaced
+    Replaced,
     /// Order is made of mempool txs
     MempoolTxs,
     /// Order id was explicitly filtered out
@@ -111,13 +113,26 @@ impl BlockData {
     }
 
     fn filter_orders_by_end_timestamp_ms(&mut self, final_timestamp_ms: u64) {
+        // we never filter included orders even by timestamp
+        let included_orders: HashSet<_> = self
+            .built_block_data
+            .as_ref()
+            .map(|d| d.included_orders.clone())
+            .unwrap_or_default()
+            .into_iter()
+            .collect();
+
         self.available_orders.retain(|orders| {
+            let id = orders.order.id();
+            if included_orders.contains(&id) {
+                return true;
+            }
             if orders.timestamp_ms <= final_timestamp_ms {
                 true
             } else {
-                trace!(order = ?orders.order.id(), "order filtered by end timestamp");
+                trace!(order = ?id, "order filtered by end timestamp");
                 self.filtered_orders
-                    .insert(orders.order.id(), OrderFilteredReason::Timestamp);
+                    .insert(id, OrderFilteredReason::Timestamp);
                 false
             }
         });
@@ -135,10 +150,17 @@ impl BlockData {
 
         self.available_orders.retain(|orders| {
             if let Some(key) = orders.order.replacement_key() {
-                if replacement_keys_seen.contains(&key) {
-                    trace!(order = ?orders.order.id(), "order filtered by end timestamp");
+                let id = orders.order.id();
+                let skip_order = if included_orders.contains(&id) {
+                    false
+                } else {
+                    replacement_keys_seen.contains(&key)
+                };
+
+                if skip_order {
+                    trace!(order = ?id, "order was replaced");
                     self.filtered_orders
-                        .insert(orders.order.id(), OrderFilteredReason::Timestamp);
+                        .insert(id, OrderFilteredReason::Replaced);
                     return false;
                 }
                 replacement_keys_seen.insert(key);

crates/rbuilder/src/backtest/redistribute/mod.rs

@@ -780,7 +780,7 @@ where
     for ((address1, address2), result) in &exclusion_results.joint_exclusion_result {
         let block_value_delta = result.block_value_delta;
         if !block_value_delta.is_positive() {
-            warn!(?address1, ?address2, newly_included_orders = ?result.new_orders_included, "Joint block value delta is not positive");
+            info!(?address1, ?address2, newly_included_orders = ?result.new_orders_included, "Joint block value delta is not positive");
         };
         let bvd1 = exclusion_results
             .identity_exclusion(address1)
@@ -817,7 +817,7 @@ fn apply_redistribution_formula(
 
             let realized_value = restored_landed_order.unique_coinbase_profit;
             if !realized_value.is_positive() {
-                warn!(identity = ?address, order = ?id, realized_value = format_ether(realized_value), "Order unique coinbase profit is not positive");
+                info!(identity = ?address, order = ?id, realized_value = format_ether(realized_value), "Order unique coinbase profit is not positive");
                 continue;
             }
             let realized_value = realized_value.into_sign_and_abs().1;
@@ -831,7 +831,7 @@ fn apply_redistribution_formula(
             .identity_exclusion(address)
             .block_value_delta;
         if !block_value_delta.is_positive() {
-            warn!(identity = ?address, block_value_delta = format_ether(block_value_delta), "Identity block value delta is not positive");
+            info!(identity = ?address, block_value_delta = format_ether(block_value_delta), "Identity block value delta is not positive");
             continue;
         }
         let block_value_delta = block_value_delta.into_sign_and_abs().1;