Thorswap integrates 0x as a liquidity provider on Ethereum. A user reports getting much less than anticipated on this transaction:
Decoding the calldata received from the 0x API and broadcasted to the chain implies a price of 1713$/Ether, while Ether was much lower. The input token was BUSD, the output asset was Ether.
Edit: Ether's price was 1,626.68, so trade should have yielded ~10.1 Ether in line with other providers (1inch, Kyber). However, the user got back 9.63 Ether -> 5.3% slippage. Our API cannot fetch quotes with more than 3% slippage. I believe this is an issue with 0x generated calldata.
What happened? If it is a problem from 0x, can the user be refunded?