add paraswap delta v1 orders models -- both single_swap and safe_sett…

…le_batch_swap
paraswap · Dec 22, 2024 · 54780f0 · 54780f0
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diff --git a/dbt_subprojects/dex/macros/models/_project/paraswap/delta/v1/safe_settle_batch_swap.sql b/dbt_subprojects/dex/macros/models/_project/paraswap/delta/v1/safe_settle_batch_swap.sql
@@ -0,0 +1,97 @@
+-- ref dbt_subprojects/dex/macros/models/_project/paraswap/v6/paraswap_v6_trades_master.sql
+{% macro delta_safe_settle_batch_swap(blockchain) %}
+safe_settle_batch_swap_ExpandedOrders AS (
+  SELECT    
+    call_trace_address,
+    call_block_time,
+    call_block_number,
+    call_tx_hash,
+    output_successfulOrders,
+    JSON_EXTRACT(data, '$.ordersData') AS parsed_orders,
+    contract_address
+  FROM paraswapdelta_{{blockchain}}.ParaswapDeltav1_call_safeSettleBatchSwap
+   where call_success = true
+   {% if is_incremental() %}
+      AND {{ incremental_predicate('call_block_time') }}
+   {% endif %}
+), safe_settle_batch_swap_parsedOrderItems AS (
+  SELECT
+    index,
+    JSON_ARRAY_GET(parsed_orders, index) AS parsed_order_data,
+    *
+  FROM safe_settle_batch_swap_ExpandedOrders
+  CROSS JOIN UNNEST(SEQUENCE(0, CARDINALITY(output_successfulOrders) - 1)) AS t(index)
+  WHERE
+    output_successfulOrders[index + 1]
+), safe_settle_batch_swap_parsedOrdersWithSig  AS (
+  SELECT
+    JSON_EXTRACT_SCALAR(parsed_order_data, '$.feeAmount') AS feeAmount,
+    JSON_EXTRACT(parsed_order_data, '$.orderWithSig') AS orderWithSig,
+    JSON_EXTRACT(parsed_order_data, '$.calldataToExecute') AS calldataToExecute,
+    *
+  FROM safe_settle_batch_swap_parsedOrderItems
+), safe_settle_batch_swap_unparsedOrders AS (
+  SELECT
+    JSON_EXTRACT(JSON_PARSE(TRY_CAST(orderWithSig AS VARCHAR)), '$.order') AS "order",
+    JSON_EXTRACT(JSON_PARSE(TRY_CAST(orderWithSig AS VARCHAR)), '$.signature') AS signature,
+    *
+  FROM safe_settle_batch_swap_parsedOrdersWithSig 
+), safe_settle_batch_swap_parsedOrders AS (
+  SELECT
+    from_hex(JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.owner')) AS "order_owner",
+    FROM_HEX(JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.srcToken')) AS "src_token",
+    FROM_HEX(JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.destToken')) AS "dest_token",
+    JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.srcAmount')  AS "src_amount",
+    JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.destAmount')  AS "dest_amount",
+    *
+  FROM safe_settle_batch_swap_unparsedOrders
+), safe_settle_batch_swap_withUSDs AS (
+  SELECT
+    CASE 
+        WHEN dest_token = 0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee THEN 0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2 
+        ELSE dest_token 
+    END AS dest_token_for_joining,
+    CASE 
+        WHEN src_token = 0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee THEN 0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2 
+        ELSE src_token 
+    END AS src_token_for_joining,
+    *
+  FROM safe_settle_batch_swap_parsedOrders
+), delta_v1_safe_settle_batch_swap_model as (
+SELECT 
+    w.*, 
+    w.dest_token AS fee_token,
+    CAST(s.price AS DECIMAL(38,18)) AS src_token_price_usd,
+    CAST(d.price AS DECIMAL(38,18)) AS dest_token_price_usd, 
+    COALESCE( 
+        d.price *  CAST (w.feeAmount AS uint256) / POWER(10, d.decimals),
+        -- src cost 
+
+        (s.price *  CAST (w.src_amount AS uint256) / POWER(10, s.decimals))
+        * CAST (w.feeAmount AS uint256) / CAST (w.dest_amount AS uint256)
+
+    )  AS gas_fee_usd,
+    s.price *  CAST (w.src_amount AS uint256) / POWER(10, s.decimals)  AS src_token_order_usd,
+    d.price *  CAST (w.dest_amount AS uint256) / POWER(10, d.decimals)  AS dest_token_order_usd
+
+FROM safe_settle_batch_swap_withUSDs w 
+LEFT JOIN prices.usd d
+  ON d.blockchain = '{{blockchain}}'
+  AND d.minute > TIMESTAMP '2024-06-01'
+  {% if is_incremental() %}
+      AND {{ incremental_predicate('d.minute') }}
+   {% endif %}
+  AND d.contract_address = w.dest_token_for_joining
+  AND d.minute = DATE_TRUNC('minute', w.call_block_time)
+LEFT JOIN prices.usd s
+  ON s.blockchain = '{{blockchain}}'
+  AND s.minute > TIMESTAMP '2024-06-01'
+  {% if is_incremental() %}
+      AND {{ incremental_predicate('s.minute') }}
+   {% endif %}
+  AND s.contract_address = w.src_token_for_joining
+  AND s.minute = DATE_TRUNC('minute', w.call_block_time)
+ORDER BY
+  CARDINALITY(w.output_successfulOrders)
+)
+{% endmacro %}
diff --git a/dbt_subprojects/dex/macros/models/_project/paraswap/delta/v1/settle_swap.sql b/dbt_subprojects/dex/macros/models/_project/paraswap/delta/v1/settle_swap.sql
@@ -0,0 +1,95 @@
+{% 
+-- ref: dbt_subprojects/dex/macros/models/_project/paraswap/v6/paraswap_v6_trades_master.sql 
+%}
+{% macro delta_settle_swap(blockchain) %}
+settle_swap_withParsedOrderData AS (
+    SELECT         
+        call_trace_address,
+        call_block_time, 
+        call_block_number, 
+        call_tx_hash, 
+        JSON_EXTRACT(data, '$.orderData') AS parsed_order_data,
+        contract_address
+    FROM 
+        paraswapdelta_{{blockchain}}.ParaswapDeltav1_call_settleSwap
+        where call_success = true
+        {% if is_incremental() %}
+            AND {{ incremental_predicate('call_block_time') }}
+        {% endif %}
+),
+settle_swap_parsedOrderWithSig AS (
+    SELECT 
+        JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST(parsed_order_data AS VARCHAR)), '$.feeAmount') AS feeAmount,
+        JSON_EXTRACT(JSON_PARSE(TRY_CAST(parsed_order_data AS VARCHAR)), '$.orderWithSig') AS orderWithSig,
+        JSON_EXTRACT(JSON_PARSE(TRY_CAST(parsed_order_data AS VARCHAR)), '$.calldataToExecute') AS calldataToExecute,
+        * 
+    FROM 
+        settle_swap_withParsedOrderData
+),
+settle_swap_unparsedOrders AS (
+  SELECT
+    JSON_EXTRACT(JSON_PARSE(TRY_CAST(orderWithSig AS VARCHAR)), '$.order') AS "order",
+    JSON_EXTRACT(JSON_PARSE(TRY_CAST(orderWithSig AS VARCHAR)), '$.signature') AS signature,
+    *
+  FROM settle_swap_parsedOrderWithSig
+),
+settle_swap_parsedOrders AS (
+  SELECT
+    from_hex(JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.owner')) AS "order_owner",
+    FROM_HEX(JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.srcToken')) AS "src_token",
+    FROM_HEX(JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.destToken')) AS "dest_token",
+    JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.srcAmount')  AS "src_amount",
+    JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.destAmount')  AS "dest_amount",
+    JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.permit')  AS "permit",
+    *
+  FROM settle_swap_unparsedOrders
+),
+settle_swap_withUSDs AS (
+  SELECT
+    CASE 
+        WHEN dest_token = 0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee THEN 0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2 
+        ELSE dest_token 
+    END AS dest_token_for_joining,
+    CASE 
+        WHEN src_token = 0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee THEN 0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2 
+        ELSE src_token 
+    END AS src_token_for_joining,
+    *
+  FROM settle_swap_parsedOrders
+), delta_v1_settle_swap_model as (
+SELECT 
+    w.*, 
+    w.dest_token AS fee_token,
+    CAST(s.price AS DECIMAL(38,18)) AS src_token_price_usd,
+    CAST(d.price AS DECIMAL(38,18)) AS dest_token_price_usd, 
+    COALESCE( 
+        d.price *  CAST (w.feeAmount AS uint256) / POWER(10, d.decimals),
+        -- src cost 
+
+        (s.price *  CAST (w.src_amount AS uint256) / POWER(10, s.decimals))
+        * CAST (w.feeAmount AS uint256) / CAST (w.dest_amount AS uint256),
+        0
+
+    )  AS gas_fee_usd,
+    s.price *  CAST (w.src_amount AS uint256) / POWER(10, s.decimals)  AS src_token_order_usd,
+    d.price *  CAST (w.dest_amount AS uint256) / POWER(10, d.decimals)  AS dest_token_order_usd
+
+FROM settle_swap_withUSDs w 
+LEFT JOIN prices.usd d
+  ON d.blockchain = '{{blockchain}}'
+  AND d.minute > TIMESTAMP '2024-06-01'
+  {% if is_incremental() %}
+      AND {{ incremental_predicate('d.minute') }}
+  {% endif %}
+  AND d.contract_address = w.dest_token_for_joining
+  AND d.minute = DATE_TRUNC('minute', w.call_block_time)
+LEFT JOIN prices.usd s
+  ON s.blockchain = '{{blockchain}}'
+  AND s.minute > TIMESTAMP '2024-06-01'
+  {% if is_incremental() %}
+      AND {{ incremental_predicate('s.minute') }}
+  {% endif %}
+  AND s.contract_address = w.src_token_for_joining
+  AND s.minute = DATE_TRUNC('minute', w.call_block_time)
+)
+{% endmacro %}
diff --git a/dbt_subprojects/dex/models/_projects/paraswap/ethereum/_schema.yml b/dbt_subprojects/dex/models/_projects/paraswap/ethereum/_schema.yml
@@ -234,6 +234,64 @@ models:
       - *trace_address
       - *evt_index
 
+
+  - name: paraswap_delta_v1_ethereum_trades
+    description: "Paraswap Delta V1 trades"
+    tests:
+      - dbt_utils.unique_combination_of_columns:
+          combination_of_columns:
+            - method
+            - call_tx_hash
+            - call_trace_address  
+    columns:
+      - name: method
+        description: "Call Method"
+      - name: call_trace_address
+        description: "Call Trace Address"
+      - name: call_block_number
+        description: "Call Block Number"
+      - name: call_block_time
+        description: "Call Block Time"
+      - name: call_tx_hash
+        description: "Call Transaction Hash"
+      - name: fee_amount
+        description: "Fee Amount"
+      - name: order_with_sig
+        description: "Order with Signature"
+      - name: calldata_to_execute
+        description: "Calldata to Execute"
+      - name: order
+        description: "Order"
+      - name: signature
+        description: "Signature"
+      - name: order_owner
+        description: "Order Owner"
+      - name: src_token
+        description: "Source Token"
+      - name: dest_token
+        description: "Destination Token"
+      - name: src_amount
+        description: "Source Amount"
+      - name: dest_amount
+        description: "Destination Amount"
+      - name: src_token_for_joining
+        description: "Source Token for Joining"
+      - name: dest_token_for_joining
+        description: "Destination Token for Joining"
+      - name: fee_token
+        description: "Fee Token"
+      - name: src_token_price_usd
+        description: "Source Token Price (USD)"
+      - name: dest_token_price_usd
+        description: "Destination Token Price (USD)"
+      - name: gas_fee_usd
+        description: "Gas Fee (USD)"
+      - name: src_token_order_usd
+        description: "Source Token Order Value (USD)"
+      - name: dest_token_order_usd
+        description: "Destination Token Order Value (USD)"
+      - name: contract_address
+        description: "Contract Address"
 
   - name: paraswap_v6_ethereum_trades_decoded
     description: "Paraswap V6 trades decoded"