SPE-200 restructuring dex.trades with a macro approach

macros/models/_sector/dex/enrich_dex_trades.sql

@@ -0,0 +1,89 @@
+{% macro enrich_dex_trades(
+    base_trades = null
+    , tokens_erc20_model = null
+    , prices_model = null
+    )
+%}
+
+WITH base_trades as (
+    SELECT
+        *
+    FROM
+        {{ base_trades }}
+    {% if is_incremental() %}
+    WHERE
+        {{ incremental_predicate('block_time') }}
+    {% endif %}
+)
+, prices AS (
+    SELECT
+        blockchain
+        , contract_address
+        , minute
+        , price
+    FROM
+        {{ prices_model }}
+    {% if is_incremental() %}
+    WHERE
+        {{ incremental_predicate('minute') }}
+    {% endif %}
+)
+, enrichments AS (
+    SELECT
+        base_trades.blockchain
+        , base_trades.project
+        , base_trades.version
+        , base_trades.block_month
+        , base_trades.block_date
+        , base_trades.block_time
+        , base_trades.block_number
+        , erc20_bought.symbol AS token_bought_symbol
+        , erc20_sold.symbol AS token_sold_symbol
+        , case
+            when lower(erc20_bought.symbol) > lower(erc20_sold.symbol) then concat(erc20_sold.symbol, '-', erc20_bought.symbol)
+            else concat(erc20_bought.symbol, '-', erc20_sold.symbol)
+            end AS token_pair
+        , base_trades.token_bought_amount_raw / power(10, erc20_bought.decimals) AS token_bought_amount
+        , base_trades.token_sold_amount_raw / power(10, erc20_sold.decimals) AS token_sold_amount
+        , base_trades.token_bought_amount_raw
+        , base_trades.token_sold_amount_raw
+        , coalesce(
+                base_trades.token_bought_amount_raw / power(10, erc20_bought.decimals) * p_bought.price,
+                base_trades.token_sold_amount_raw / power(10, erc20_sold.decimals) * p_sold.price
+            ) AS amount_usd
+        , base_trades.token_bought_address
+        , base_trades.token_sold_address
+        , coalesce(base_trades.taker, base_trades.tx_from) AS taker
+        , base_trades.maker
+        , base_trades.project_contract_address
+        , base_trades.tx_hash
+        , base_trades.tx_from
+        , base_trades.tx_to
+        , base_trades.evt_index
+    FROM
+        base_trades
+    LEFT JOIN
+        {{ tokens_erc20_model }} as erc20_bought
+        ON erc20_bought.contract_address = base_trades.token_bought_address
+        AND erc20_bought.blockchain = base_trades.blockchain
+    LEFT JOIN
+        {{ tokens_erc20_model }} as erc20_sold
+        ON erc20_sold.contract_address = base_trades.token_sold_address
+        AND erc20_sold.blockchain = base_trades.blockchain
+    LEFT JOIN
+        prices as p_bought
+        ON p_bought.minute = date_trunc('minute', base_trades.block_time)
+        AND p_bought.contract_address = base_trades.token_bought_address
+        AND p_bought.blockchain = base_trades.blockchain
+    LEFT JOIN
+        prices as p_sold
+        ON p_sold.minute = date_trunc('minute', base_trades.block_time)
+        AND p_sold.contract_address = base_trades.token_sold_address
+        AND p_sold.blockchain = base_trades.blockchain
+)
+
+select
+    *
+from
+    enrichments
+{% endmacro %}

macros/models/_sector/dex/uniswap_compatible_trades.sql

@@ -0,0 +1,108 @@
+{% macro uniswap_compatible_v2_trades(
+    blockchain = null
+    , project = null
+    , version = null
+    , Pair_evt_Swap = null
+    , Factory_evt_PairCreated = null
+    )
+%}
+WITH dexs AS
+(
+    SELECT
+        t.evt_block_number AS block_number
+        , t.evt_block_time AS block_time
+        , t.to AS taker
+        , t.contract_address AS maker
+        , CASE WHEN amount0Out = UINT256 '0' THEN amount1Out ELSE amount0Out END AS token_bought_amount_raw
+        , CASE WHEN amount0In = UINT256 '0' OR amount1Out = UINT256 '0' THEN amount1In ELSE amount0In END AS token_sold_amount_raw
+        , CASE WHEN amount0Out = UINT256 '0' THEN f.token1 ELSE f.token0 END AS token_bought_address
+        , CASE WHEN amount0In = UINT256 '0' OR amount1Out = UINT256 '0' THEN f.token1 ELSE f.token0 END AS token_sold_address
+        , t.contract_address AS project_contract_address
+        , t.evt_tx_hash AS tx_hash
+        , t.evt_index AS evt_index
+    FROM
+        {{ Pair_evt_Swap }} t
+    INNER JOIN
+        {{ Factory_evt_PairCreated }} f
+        ON f.pair = t.contract_address
+    {% if is_incremental() %}
+    WHERE
+        {{ incremental_predicate('t.evt_block_time') }}
+    {% endif %}
+)
+
+SELECT
+    '{{ blockchain }}' AS blockchain
+    , '{{ project }}' AS project
+    , '{{ version }}' AS version
+    , CAST(date_trunc('month', dexs.block_time) AS date) AS block_month
+    , CAST(date_trunc('day', dexs.block_time) AS date) AS block_date
+    , dexs.block_time
+    , dexs.block_number
+    , dexs.token_bought_amount_raw
+    , dexs.token_sold_amount_raw
+    , dexs.token_bought_address
+    , dexs.token_sold_address
+    , dexs.taker
+    , dexs.maker
+    , dexs.project_contract_address
+    , dexs.tx_hash
+    , dexs.evt_index
+FROM
+    dexs
+{% endmacro %}
+
+{% macro uniswap_compatible_v3_trades(
+    blockchain = null
+    , project = null
+    , version = null
+    , Pair_evt_Swap = null
+    , Factory_evt_PoolCreated = null
+    )
+%}
+WITH dexs AS
+(
+    SELECT
+        t.evt_block_number AS block_number
+        , t.evt_block_time AS block_time
+        , t.recipient AS taker
+        , CAST(NULL as VARBINARY) as maker
+        , CASE WHEN amount0 < INT256 '0' THEN abs(amount0) ELSE abs(amount1) END AS token_bought_amount_raw -- when amount0 is negative it means trader_a is buying token0 from the pool
+        , CASE WHEN amount0 < INT256 '0' THEN abs(amount1) ELSE abs(amount0) END AS token_sold_amount_raw
+        , CASE WHEN amount0 < INT256 '0' THEN f.token0 ELSE f.token1 END AS token_bought_address
+        , CASE WHEN amount0 < INT256 '0' THEN f.token1 ELSE f.token0 END AS token_sold_address
+        , t.contract_address as project_contract_address
+        , f.fee
+        , t.evt_tx_hash AS tx_hash
+        , t.evt_index
+    FROM
+        {{ Pair_evt_Swap }} t
+    INNER JOIN
+        {{ Factory_evt_PoolCreated }} f
+        ON f.pool = t.contract_address
+    {% if is_incremental() %}
+    WHERE
+        {{ incremental_predicate('t.evt_block_time') }}
+    {% endif %}
+)
+
+SELECT
+    '{{ blockchain }}' AS blockchain
+    , '{{ project }}' AS project
+    , '{{ version }}' AS version
+    , CAST(date_trunc('month', dexs.block_time) AS date) AS block_month
+    , CAST(date_trunc('day', dexs.block_time) AS date) AS block_date
+    , dexs.block_time
+    , dexs.block_number
+    , CAST(dexs.token_bought_amount_raw AS UINT256) AS token_bought_amount_raw
+    , CAST(dexs.token_sold_amount_raw AS UINT256) AS token_sold_amount_raw
+    , dexs.token_bought_address
+    , dexs.token_sold_address
+    , dexs.taker
+    , dexs.maker
+    , dexs.project_contract_address
+    , dexs.tx_hash
+    , dexs.evt_index
+FROM
+    dexs
+{% endmacro %}

models/_sector/dex/trades/_schema.yml

@@ -0,0 +1,133 @@
+version: 2
+
+models:
+  - name: dex_trades_beta
+    meta:
+      blockchain: arbitrum, base, bnb, celo, ethereum, optimism, polygon
+      sector: dex
+      contributors: 0xRob, hosuke, jeff-dude
+    config:
+      tags: [ 'dex', 'trades', 'beta' ]
+    tests:
+      - dbt_utils.unique_combination_of_columns:
+          combination_of_columns:
+            - blockchain
+            - project
+            - version
+            - tx_hash
+            - evt_index
+    columns:
+      - &blockchain
+        name: blockchain
+        description: "Blockchain which the DEX is deployed"
+      - &project
+        name: project
+        description: "Project name of the DEX"
+        tests:
+          - relationships:
+              to: ref('dex_info')
+              field: project
+      - &version
+        name: version
+        description: "Version of the contract built and deployed by the DEX project"
+      - &block_month
+        name: block_month
+        description: "UTC event block month of each DEX trade"
+      - &block_date
+        name: block_date
+        description: "UTC event block date of each DEX trade"
+      - &block_time
+        name: block_time
+        description: "UTC event block time of each DEX trade"
+      - &block_number
+        name: block_number
+        description: "Block number of each DEX trade"
+      - &token_bought_symbol
+        name: token_bought_symbol
+        description: "Token symbol for token bought in the trade"
+      - &token_sold_symbol
+        name: token_sold_symbol
+        description: "Token symbol for token sold in the trade"
+      - &token_pair
+        name: token_pair
+        description: "Token symbol pair for each token involved in the trade"
+      - &token_bought_amount
+        name: token_bought_amount
+        description: "Value of the token bought at time of execution in the original currency"
+      - &token_sold_amount
+        name: token_sold_amount
+        description: "Value of the token sold at time of execution in the original currency"
+      - &token_bought_amount_raw
+        name: token_bought_amount_raw
+        description: "Raw value of the token bought at time of execution in the original currency"
+      - &token_sold_amount_raw
+        name: token_sold_amount_raw
+        description: "Raw value of the token sold at time of execution in the original currency"
+      - &amount_usd
+        name: amount_usd
+        description: "USD value of the trade at time of execution"
+        tests:
+          - dbt_utils.accepted_range:
+              max_value: 1000000000 # $1b is an arbitrary number, intended to flag outlier amounts early
+      - &token_bought_address
+        name: token_bought_address
+        description: "Contract address of the token bought"
+      - &token_sold_address
+        name: token_sold_address
+        description: "Contract address of the token sold"
+      - &taker
+        name: taker
+        description: "Address of trader who purchased a token"
+      - &maker
+        name: maker
+        description: "Address of trader who sold a token"
+      - &project_contract_address
+        name: project_contract_address
+        description: "Project contract address which executed the trade on the blockchain"
+      - &tx_hash
+        name: tx_hash
+        description: "Unique transaction hash value tied to each transaction on the DEX"
+      - &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 trade event"
+
+  - name: dex_base_trades
+    meta:
+      blockchain: arbitrum, base, bnb, celo, ethereum, optimism, polygon
+      sector: dex
+      contributors: 0xRob, hosuke, jeff-dude
+    config:
+      tags: [ 'dex' ]
+    tests:
+      - dbt_utils.unique_combination_of_columns:
+          combination_of_columns:
+            - blockchain
+            - project
+            - version
+            - tx_hash
+            - evt_index
+    columns:
+      - *blockchain
+      - *project
+      - *version
+      - *block_month
+      - *block_date
+      - *block_time
+      - *block_number
+      - *token_bought_amount_raw
+      - *token_sold_amount_raw
+      - *token_bought_address
+      - *token_sold_address
+      - *taker
+      - *maker
+      - *project_contract_address
+      - *tx_hash
+      - *evt_index
+      - *tx_from
+      - *tx_to

models/_sector/dex/trades/arbitrum/_schema.yml

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+version: 2
+
+models:
+  - name: uniswap_v3_arbitrum_base_trades
+    meta:
+      blockchain: arbitrum
+      sector: dex
+      project: uniswap
+      contributors: jeff-dude, masquot, soispoke, mtitus6
+    config:
+      tags: [ 'arbitrum', 'dex', 'trades', 'uniswap', 'v3' ]
+    description: "uniswap arbitrum v3 base trades"
+    tests:
+      - dbt_utils.unique_combination_of_columns:
+          combination_of_columns:
+            - tx_hash
+            - evt_index
+
+  - name: dex_arbitrum_base_trades

models/_sector/dex/trades/arbitrum/_sources.yml

@@ -0,0 +1,4 @@
+version: 2
+
+sources:
+  - name: uniswap_v3_arbitrum