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Remove auction_transaction table from queries #76

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Feb 1, 2024
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Remove auction_transaction table from queries #76

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c427eb8
update queries
harisang Jan 31, 2024
3ed1bbb
addressed reviewer comments
harisang Feb 1, 2024
06f9fd2
minor fix
harisang Feb 1, 2024
406af00
make block_number explicit to address failing test
harisang Feb 1, 2024
1c9b67f
continued fixing of block_number ambiguity
harisang Feb 1, 2024
38e43a5
minor fix
harisang Feb 1, 2024
80c39ce
change failing test
harisang Feb 1, 2024
82732c9
fix blockrange in test
harisang Feb 1, 2024
154f682
fix capitalization in solver address in test
harisang Feb 1, 2024
a376f38
convert int to float in failing test
harisang Feb 1, 2024
a284cd9
revert minor change
harisang Feb 1, 2024
cf28b43
commit to explicit block number reference
harisang Feb 1, 2024
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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,
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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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