Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

zeroex - macro for deduped fills #7156

Merged
merged 14 commits into from
Nov 25, 2024
Original file line number Diff line number Diff line change
@@ -1,36 +1,20 @@
{{ config(
{% macro zeroex_v1_deduped_trades(blockchain, start_date) %}

schema = 'zeroex_ethereum',
alias = 'api_fills_deduped',
materialized='incremental',
partition_by = ['block_month'],
unique_key = ['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')]
)
}}

{% set zeroex_v3_start_date = '2019-12-01' %}
--the code used to create the data for the insertion into the dex.trades table
--this code is also the deduped version for the fills tables.
--only the data for 0x API fills.
--dependent on:zeroex_ethereum.api_fills.
{% set table_name = 'zeroex_' ~ blockchain ~ '_api_fills' %}

WITH fills_with_tx_fill_number
AS
(
SELECT row_number() OVER ( partition BY tx_hash ORDER BY evt_index ASC ) AS tx_fill_number
, *
FROM {{ ref('zeroex_ethereum_api_fills') }}
FROM {{ ref(table_name) }}
WHERE 1=1
AND swap_flag = true
{% if is_incremental() %}
AND {{ incremental_predicate('block_time') }}
{% endif %}
{% if not is_incremental() %}
AND block_time >= cast('{{zeroex_v3_start_date}}' as date)
AND block_time >= DATE '{{start_date}}'
{% endif %}
)
, fills_first_last
Expand Down Expand Up @@ -66,7 +50,7 @@ AS
, MAX(CASE WHEN maker_consider_flag = 0 THEN NULL ELSE maker_token_amount_raw END) AS maker_token_amount_raw
, COUNT(*) AS fills_within
FROM fills_first_last a
GROUP BY tx_hash,hop_count
GROUP BY tx_hash
)
SELECT a.blockchain
, '0x API' as project
Expand Down Expand Up @@ -98,4 +82,6 @@ SELECT a.blockchain
, a.contract_address
FROM fills_with_tx_fill_number a
INNER JOIN deduped_bridge_fills b
ON a.tx_hash = b.tx_hash AND a.evt_index = b.evt_index
ON a.tx_hash = b.tx_hash AND a.evt_index = b.evt_index
{% endmacro %}

This file was deleted.

Original file line number Diff line number Diff line change
Expand Up @@ -82,7 +82,7 @@ models:
name: blockchain
description: "Blockchain which the aggregator project is deployed"

- name: zeroex_base_api_fills_deduped
- name: zeroex_v1_base_deduped_trades
meta:
blockchain: base
project: zeroex
Expand Down
Original file line number Diff line number Diff line change
@@ -0,0 +1,30 @@
{{ config(
schema = 'zeroex_v1_base',
alias = 'deduped_trades',
materialized='incremental',
partition_by = ['block_month'],
unique_key = ['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')]
)
}}

{% set zeroex_v3_start_date = '2019-12-01' %}
{% set blockchain = 'base' %}

WITH
deduped_trades as (
{{
zeroex_v1_deduped_trades(
blockchain = blockchain,
start_date = zeroex_v3_start_date

)
}}

)
select
*
from deduped_trades
Original file line number Diff line number Diff line change
Expand Up @@ -106,11 +106,11 @@ models:
name: blockchain


- name: zeroex_ethereum_api_fills_deduped
- name: zeroex_v1_ethereum_deduped_trades
meta:
blockchain: ethereum
project: zeroex
contributors: bakabhai993
contributors: bakabhai993, rantum
config:
tags: ['ethereum','0x','dex_aggregator','dex','aggregator']
description: >
Expand Down
Original file line number Diff line number Diff line change
@@ -0,0 +1,30 @@
{{ config(
schema = 'zeroex_v1_ethereum',
alias = 'deduped_trades',
materialized='incremental',
partition_by = ['block_month'],
unique_key = ['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')]
)
}}

{% set zeroex_v3_start_date = '2019-12-01' %}
{% set blockchain = 'ethereum' %}

WITH
deduped_trades as (
{{
zeroex_v1_deduped_trades(
blockchain = blockchain,
start_date = zeroex_v3_start_date

)
}}

)
select
*
from deduped_trades
Original file line number Diff line number Diff line change
Expand Up @@ -12,9 +12,9 @@
{% set zeroex_models = [
ref('zeroex_arbitrum_api_fills_deduped')
,ref('zeroex_avalanche_c_api_fills_deduped')
,ref('zeroex_base_api_fills_deduped')
,ref('zeroex_v1_base_deduped_trades')
,ref('zeroex_celo_api_fills_deduped')
,ref('zeroex_ethereum_api_fills_deduped')
,ref('zeroex_v1_ethereum_deduped_trades')
,ref('zeroex_fantom_api_fills_deduped')
,ref('zeroex_optimism_api_fills_deduped')
,ref('zeroex_polygon_api_fills_deduped')
Expand Down
Loading