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* add seed * add files * upset settler_address cte in macro * add mode to cross-chain * update schema * v2_mode_trades * fix fills_count_ cte * update macro for fills_within on mode * trade_details name, update eth + polygon * fills_within * update eth model for fills_within cte --------- Co-authored-by: jeff-dude <[email protected]>
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dbt_subprojects/dex/models/_projects/zeroex/mode/zeroex_mode_schema.yml
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version: 2 | ||
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models: | ||
- name: zeroex_v2_mode_trades | ||
meta: | ||
blockchain: mode | ||
project: zeroex | ||
contributors: rantum | ||
config: | ||
tags: ['mode','0x','dex_aggregator','dex','aggregator'] | ||
description: > | ||
0x API erc20 trades through 0x v2 contracts. No fills, only deduped transactions. | ||
data_tests: | ||
- dbt_utils.unique_combination_of_columns: | ||
combination_of_columns: | ||
- block_month | ||
- block_date | ||
- tx_hash | ||
- evt_index | ||
- check_seed: | ||
seed_file: ref('zeroex_v2_mode_trades_sample') | ||
match_columns: | ||
- tx_hash | ||
check_columns: | ||
- taker | ||
- maker_token | ||
- taker_token | ||
columns: | ||
- &blockchain | ||
name: blockchain | ||
description: "Blockchain which the aggregator project is deployed" | ||
- &block_date | ||
name: block_date | ||
description: "UTC event block date of each trade" | ||
- &block_month | ||
name: block_month | ||
description: "UTC event block month of each trade" | ||
- &block_time | ||
name: block_time | ||
description: "UTC event block time of each trade" | ||
- &taker_symbol | ||
name: taker_symbol | ||
description: "Symbol of the token taker sells" | ||
- &maker_symbol | ||
name: maker_symbol | ||
description: "Symbol of the token taker buys" | ||
- &token_pair | ||
name: token_pair | ||
description: "Token pair traded" | ||
- &taker_token_amount | ||
name: taker_token_amount | ||
description: "The after-decimal amount of the token taker sells" | ||
- &taker_token_amount_raw | ||
name: taker_token_amount_raw | ||
description: "The raw amount of the token taker sells" | ||
- &maker_token_amount | ||
name: maker_token_amount | ||
description: "The after-decimal amount of the token taker buys" | ||
- &maker_token_amount_raw | ||
name: maker_token_amount_raw | ||
description: "The raw amount of the token taker buys" | ||
- &volume_usd | ||
name: volume_usd | ||
description: "Trading volume measured in USD value" | ||
- &taker_token | ||
name: taker_token | ||
description: "Contract address of the token taker sells" | ||
- &maker_token | ||
name: maker_token | ||
description: "Contract address of the token taker buys" | ||
- &maker | ||
name: maker | ||
description: "buyer of the trade" | ||
- &taker | ||
name: taker | ||
description: "seller of the trade" | ||
- &affiliate_address | ||
name: affiliate_address | ||
description: "The recipient address of the affiliate, or the applications that is using 0x API, for receiving affiliate fee" | ||
- &tx_hash | ||
name: tx_hash | ||
description: "Transaction hash of the fill" | ||
- &tx_from | ||
name: tx_from | ||
description: "Address which initiated the trade" | ||
- &tx_to | ||
name: tx_to | ||
description: "Address which received the trade" | ||
- &evt_index | ||
name: evt_index | ||
description: "Index of the corresponding order filled event" | ||
- &type | ||
name: type | ||
description: "The liquidity route the order went thru" | ||
- &swap_flag | ||
name: swap_flag | ||
description: "If the swap was filled/consumed thru 0x API" | ||
- &contract_address | ||
name: contract_address | ||
desctiption: "The address of the contract which fired the fill/swap event" | ||
- &fills_within | ||
name: fills_within | ||
description: "fills in then multihop, if present" | ||
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dbt_subprojects/dex/models/_projects/zeroex/mode/zeroex_v2_mode_trades.sql
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{{ config( | ||
schema = 'zeroex_v2_mode', | ||
alias = 'trades', | ||
materialized='incremental', | ||
partition_by = ['block_month'], | ||
unique_key = ['block_month', 'block_date', 'tx_hash', 'evt_index'], | ||
on_schema_change='sync_all_columns', | ||
file_format ='delta', | ||
incremental_strategy='merge', | ||
incremental_predicates = [incremental_predicate('DBT_INTERNAL_DEST.block_time')] | ||
)}} | ||
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{% set zeroex_settler_start_date = '2024-07-15' %} | ||
{% set blockchain = 'mode' %} | ||
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WITH zeroex_tx AS ( | ||
{{ | ||
zeroex_settler_txs_cte( | ||
blockchain = blockchain, | ||
start_date = zeroex_settler_start_date | ||
) | ||
}} | ||
), | ||
zeroex_v2_trades_direct AS ( | ||
{{ | ||
zeroex_v2_trades_direct( | ||
blockchain = blockchain, | ||
start_date = zeroex_settler_start_date | ||
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) | ||
}} | ||
), | ||
zeroex_v2_trades_indirect AS ( | ||
{{ | ||
zeroex_v2_trades_indirect( | ||
blockchain = blockchain, | ||
start_date = zeroex_settler_start_date | ||
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) | ||
}} | ||
), | ||
tbl_trades AS ( | ||
SELECT * | ||
FROM zeroex_v2_trades_direct | ||
UNION ALL | ||
SELECT * | ||
FROM zeroex_v2_trades_indirect | ||
), | ||
trade_details as ( | ||
{{ | ||
zeroex_v2_trades_detail( | ||
blockchain = blockchain, | ||
start_date = zeroex_settler_start_date | ||
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) | ||
}} | ||
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) | ||
select | ||
* | ||
from trade_details |
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11 changes: 11 additions & 0 deletions
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dbt_subprojects/dex/seeds/_project/zeroex/mode/_schema.yml
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version: 2 | ||
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seeds: | ||
- name: zeroex_v2_mode_trades_sample | ||
config: | ||
column_types: | ||
tx_hash: varbinary | ||
taker: varbinary | ||
taker_token: varbinary | ||
maker_token: varbinary | ||
taker_token_amount: double |
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dbt_subprojects/dex/seeds/_project/zeroex/mode/zeroex_v2_mode_trades_sample.csv
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tx_hash,taker,taker_token,maker_token,taker_token_amount | ||
0xd7ace13835ceb119b071c508e8ee262fcecb5a0f2a1bfdd1b9b1f04afa73d94d,0x44c20316a06371ca5acb975974c18abfa7a14a5a,0xf0f161fda2712db8b566946122a5af183995e2ed,0x4200000000000000000000000000000000000006, | ||
0xd10163ac93593667d3922a05c09580856b1b4c1dc015738c67968912a42c46dc,0x8a6bfcae15e729fd1440574108437dea281a9b3e,0x6a660e56fa3b630a786cc4ae98859f8532d03de9,0x2416092f143378750bb29b79ed961ab195cceea5,238973 | ||
0xd84a08f6d48b5c34cde908452602088cdb42beceef29074b8a8d5c7e45f2a3dc,0x8a6bfcae15e729fd1440574108437dea281a9b3e,0x4200000000000000000000000000000000000006,0x6a660e56fa3b630a786cc4ae98859f8532d03de9, |