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Merge pull request #76 from cowprotocol/deprecate_auction_transaction…
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…_table

Remove auction_transaction table from queries
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@harisang
harisang authored Feb 1, 2024
2 parents 584888b + cf28b43 commit 3441bcc
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Showing 3 changed files with 53 additions and 61 deletions.
18 changes: 6 additions & 12 deletions src/sql/orderbook/batch_rewards.sql
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Original file line number Diff line number Diff line change
Expand Up @@ -7,17 +7,13 @@ WITH observed_settlements AS (SELECT
effective_gas_price * gas_used AS execution_cost,
surplus,
fee,
-- auction_transaction
at.auction_id
s.auction_id
FROM settlement_observations so
JOIN settlements s
ON s.block_number = so.block_number
AND s.log_index = so.log_index
JOIN auction_transaction at
ON s.tx_from = at.tx_from
AND s.tx_nonce = at.tx_nonce
JOIN settlement_scores ss
ON at.auction_id = ss.auction_id
ON s.auction_id = ss.auction_id
WHERE ss.block_deadline > {{start_block}}
AND ss.block_deadline <= {{end_block}}),

Expand All @@ -35,7 +31,7 @@ WITH observed_settlements AS (SELECT
order_surplus AS (
SELECT
ss.winner as solver,
at.auction_id,
s.auction_id,
s.tx_hash,
t.order_uid,
o.sell_token,
Expand All @@ -56,17 +52,15 @@ order_surplus AS (
WHEN o.kind = 'buy'
THEN o.sell_token
END AS surplus_token
FROM settlements s -- links block_number and log_index to tx_from and tx_nonce
JOIN auction_transaction at -- links auction_id to tx_from and tx_nonce
ON s.tx_from = at.tx_from AND s.tx_nonce = at.tx_nonce
FROM settlements s
JOIN settlement_scores ss -- contains block_deadline
ON at.auction_id = ss.auction_id
ON s.auction_id = ss.auction_id
JOIN trades t -- contains traded amounts
ON s.block_number = t.block_number -- log_index cannot be checked, does not work correctly with multiple auctions on the same block
JOIN orders o -- contains tokens and limit amounts
ON t.order_uid = o.uid
JOIN order_execution oe -- contains surplus fee
ON t.order_uid = oe.order_uid AND at.auction_id = oe.auction_id
ON t.order_uid = oe.order_uid AND s.auction_id = oe.auction_id
WHERE ss.block_deadline > {{start_block}}
AND ss.block_deadline <= {{end_block}}
)
Expand Down
76 changes: 37 additions & 39 deletions src/sql/orderbook/order_rewards.sql
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Original file line number Diff line number Diff line change
@@ -1,27 +1,26 @@
with trade_hashes as (SELECT settlement.solver,
block_number,
order_uid,
fee_amount,
settlement.tx_hash,
auction_id
FROM trades t
LEFT OUTER JOIN LATERAL (
SELECT tx_hash, solver, tx_nonce, tx_from
FROM settlements s
WHERE s.block_number = t.block_number
AND s.log_index > t.log_index
ORDER BY s.log_index ASC
LIMIT 1
) AS settlement ON true
join auction_transaction
-- This join also eliminates overlapping
-- trades & settlements between barn and prod DB
on settlement.tx_from = auction_transaction.tx_from
and settlement.tx_nonce = auction_transaction.tx_nonce
where block_number > {{start_block}} and block_number <= {{end_block}}),
with trade_hashes as (
SELECT settlement.solver,
t.block_number as block_number,
order_uid,
fee_amount,
settlement.tx_hash,
auction_id
FROM trades t
LEFT OUTER JOIN LATERAL (
SELECT tx_hash, solver, tx_nonce, tx_from, auction_id, block_number, log_index
FROM settlements s
WHERE s.block_number = t.block_number
AND s.log_index > t.log_index
ORDER BY s.log_index ASC
LIMIT 1
) AS settlement ON true
join settlement_observations so on
settlement.block_number = so.block_number and settlement.log_index = so.log_index
where settlement.block_number > {{start_block}} and settlement.block_number <= {{end_block}}
),
order_surplus AS (
SELECT
at.auction_id,
s.auction_id,
t.order_uid,
o.sell_token,
o.buy_token,
Expand All @@ -42,16 +41,14 @@ order_surplus AS (
THEN o.sell_token
END AS surplus_token
FROM settlements s -- links block_number and log_index to tx_from and tx_nonce
JOIN auction_transaction at -- links auction_id to tx_from and tx_nonce
ON s.tx_from = at.tx_from AND s.tx_nonce = at.tx_nonce
JOIN settlement_scores ss -- contains block_deadline
ON at.auction_id = ss.auction_id
ON s.auction_id = ss.auction_id
JOIN trades t -- contains traded amounts
ON s.block_number = t.block_number -- log_index cannot be checked, does not work correctly with multiple auctions on the same block
JOIN orders o -- contains tokens and limit amounts
ON t.order_uid = o.uid
JOIN order_execution oe -- contains surplus fee
ON t.order_uid = oe.order_uid AND at.auction_id = oe.auction_id
ON t.order_uid = oe.order_uid AND s.auction_id = oe.auction_id
WHERE s.block_number > {{start_block}}
AND s.block_number <= {{end_block}}
)
Expand Down Expand Up @@ -110,20 +107,21 @@ order_surplus AS (
JOIN auction_prices ap-- contains price: protocol fee token
ON opf.auction_id = ap.auction_id AND opf.protocol_fee_token = ap.token
),
winning_quotes as (SELECT concat('0x', encode(oq.solver, 'hex')) as quote_solver,
oq.order_uid
FROM trades t
INNER JOIN orders o ON order_uid = uid
JOIN order_quotes oq ON t.order_uid = oq.order_uid
WHERE (o.class = 'market'
OR (o.kind = 'sell' AND (oq.sell_amount - oq.gas_amount * oq.gas_price / oq.sell_token_price) * oq.buy_amount >= o.buy_amount * oq.sell_amount)
OR (o.kind='buy' AND o.sell_amount >= oq.sell_amount + oq.gas_amount * oq.gas_price / oq.sell_token_price))
AND o.partially_fillable='f' -- the code above might fail for partially fillable orders
AND block_number > {{start_block}}
AND block_number <= {{end_block}}
AND oq.solver != '\x0000000000000000000000000000000000000000')
winning_quotes as (
SELECT concat('0x', encode(oq.solver, 'hex')) as quote_solver,
oq.order_uid
FROM trades t
INNER JOIN orders o ON order_uid = uid
JOIN order_quotes oq ON t.order_uid = oq.order_uid
WHERE (o.class = 'market'
OR (o.kind = 'sell' AND (oq.sell_amount - oq.gas_amount * oq.gas_price / oq.sell_token_price) * oq.buy_amount >= o.buy_amount * oq.sell_amount)
OR (o.kind='buy' AND o.sell_amount >= oq.sell_amount + oq.gas_amount * oq.gas_price / oq.sell_token_price))
AND o.partially_fillable='f' -- the code above might fail for partially fillable orders
AND t.block_number > {{start_block}}
AND t.block_number <= {{end_block}}
AND oq.solver != '\x0000000000000000000000000000000000000000')
-- Most efficient column order for sorting would be having tx_hash or order_uid first
select block_number,
select trade_hashes.block_number as block_number,
concat('0x', encode(trade_hashes.order_uid, 'hex')) as order_uid,
concat('0x', encode(solver, 'hex')) as solver,
quote_solver,
Expand Down
20 changes: 10 additions & 10 deletions tests/integration/test_fetch_orderbook.py
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Original file line number Diff line number Diff line change
Expand Up @@ -15,27 +15,27 @@ def test_latest_block_increasing(self):
self.assertGreaterEqual(OrderbookFetcher.get_latest_block(), latest_block)

def test_get_order_rewards(self):
block_number = 16000000
block_range = BlockRange(block_number, block_number + 50)
block_number = 17500000
block_range = BlockRange(block_number, block_number + 30)
rewards_df = OrderbookFetcher.get_order_rewards(block_range)
expected = pd.DataFrame(
{
"block_number": [16000018, 16000050],
"block_number": [17500006, 17500022],
"order_uid": [
"0xb52fecfe3df73f0e93f1f9b27c92e3def50322960f9c62d0b97bc2ceee36c07a0639dda84198dc06f5bc91bddbb62cd2e38c2f9a6378140f",
"0xf61cba0b42ed3e956f9db049c0523e123967723c5bcf76ccac0b179a66305b2a7fee439ed7a6bb1b8e7ca1ffdb0a5ca8d993c030637815ad",
"0x115bb7fd4ec0c8cec1bed470b599cd187173825bfd32eec84903faf5eb7038546d335b1f889a82a6d9a7fb6db86cab15685e3c3e648dc436",
"0x49f9cf94a59301548bbfaa75c06b1126cb3194d0b18a9e516ebeffabfb7e2d659cf8986e78d6215d1491c66d64409a54cf6268e4648dd550",
],
"solver": [
"0x3cee8c7d9b5c8f225a8c36e7d3514e1860309651",
"0xc9ec550bea1c64d779124b23a26292cc223327b6",
"0x31a9ec3a6e29039c74723e387de42b79e6856fd8",
"0x31a9ec3a6e29039c74723e387de42b79e6856fd8",
],
"quote_solver": [None, None],
"tx_hash": [
"0xb6f7df8a1114129f7b61f2863b3f81b3620e95f73e5b769a62bb7a87ab6983f4",
"0x2ce77009e78c291cdf39eb6f8ddf7e2c3401b4f962ef1240bdac47e632f8eb7f",
"0xb3d59ac16f874a739ce93a58139ba5848d6ce521fa70fad226f3c3d2d47b2aa6",
"0x22916b61ad5207a493d66b3662a27f5af1c2ac76e66672cfd9ae57041a1ca2a2",
],
"surplus_fee": ["0", "0"],
"amount": [40.70410, 39.00522],
"amount": [0.0, 0.0],
"protocol_fee": ["0", "0"],
"protocol_fee_token": [None, None],
"protocol_fee_native_price": [0.0, 0.0],
Expand Down

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