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Format sql queries #81

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Format sql queries #81

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33425f7
format sql queries
harisang Feb 8, 2024
1629801
remove some spaces
harisang Feb 8, 2024
23a58c1
minor edit
harisang Feb 8, 2024
e84b083
remove spaces
harisang Feb 8, 2024
ec4c146
minor edits
harisang Feb 8, 2024
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3 changes: 2 additions & 1 deletion src/sql/app_hash_latest_block.sql
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Original file line number Diff line number Diff line change
@@ -1,4 +1,5 @@
-- https://dune.com/queries/1615490
select
max(call_block_number) as latest_block
from gnosis_protocol_v2_ethereum.GPv2Settlement_call_settle
from
gnosis_protocol_v2_ethereum.GPv2Settlement_call_settle
343 changes: 185 additions & 158 deletions src/sql/orderbook/batch_rewards.sql
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Original file line number Diff line number Diff line change
@@ -1,32 +1,40 @@
WITH observed_settlements AS (SELECT
-- settlement
tx_hash,
solver,
s.block_number,
-- settlement_observations
effective_gas_price * gas_used AS execution_cost,
surplus,
fee,
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 settlement_scores ss
ON s.auction_id = ss.auction_id
WHERE ss.block_deadline > {{start_block}}
AND ss.block_deadline <= {{end_block}}),

auction_participation as (SELECT ss.auction_id,
array_agg(
concat('0x', encode(participant, 'hex')) ORDER BY participant
) as participating_solvers
FROM auction_participants
JOIN settlement_scores ss
ON auction_participants.auction_id = ss.auction_id
WHERE block_deadline > {{start_block}}
AND block_deadline <= {{end_block}}
GROUP BY ss.auction_id),
WITH observed_settlements AS (
SELECT
-- settlement
tx_hash,
solver,
s.block_number,
-- settlement_observations
effective_gas_price * gas_used AS execution_cost,
surplus,
fee,
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 settlement_scores ss ON s.auction_id = ss.auction_id
WHERE
ss.block_deadline > {{start_block}}
AND ss.block_deadline <= {{end_block}}
),
auction_participation as (
SELECT
ss.auction_id,
array_agg(
concat('0x', encode(participant, 'hex'))
ORDER BY
participant
) as participating_solvers
FROM
auction_participants
JOIN settlement_scores ss ON auction_participants.auction_id = ss.auction_id
WHERE
block_deadline > {{start_block}}
AND block_deadline <= {{end_block}}
GROUP BY
ss.auction_id
),
-- protocol fees:
order_surplus AS (
SELECT
Expand All @@ -41,30 +49,29 @@ order_surplus AS (
oe.surplus_fee as observed_fee, -- the total discrepancy between what the user sends and what they would have send if they traded at clearing price
o.kind,
CASE
WHEN o.kind = 'sell'
THEN t.buy_amount - t.sell_amount * o.buy_amount / (o.sell_amount + o.fee_amount)
WHEN o.kind = 'buy'
THEN t.buy_amount * (o.sell_amount + o.fee_amount) / o.buy_amount - t.sell_amount
WHEN o.kind = 'sell' THEN t.buy_amount - t.sell_amount * o.buy_amount / (o.sell_amount + o.fee_amount)
WHEN o.kind = 'buy' THEN t.buy_amount * (o.sell_amount + o.fee_amount) / o.buy_amount - t.sell_amount
END AS surplus,
CASE
WHEN o.kind = 'sell'
THEN o.buy_token
WHEN o.kind = 'buy'
THEN o.sell_token
WHEN o.kind = 'sell' THEN o.buy_token
WHEN o.kind = 'buy' THEN o.sell_token
END AS surplus_token
FROM settlements s
JOIN settlement_scores ss -- contains block_deadline
FROM
settlements s
JOIN settlement_scores ss -- contains block_deadline
ON s.auction_id = ss.auction_id
JOIN trades t -- contains traded amounts
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
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 s.auction_id = oe.auction_id
WHERE ss.block_deadline > {{start_block}}
JOIN order_execution oe -- contains surplus fee
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}}
)
,order_protocol_fee AS (
),
order_protocol_fee AS (
SELECT
os.auction_id,
os.solver,
Expand All @@ -76,61 +83,58 @@ order_surplus AS (
os.surplus,
os.surplus_token,
CASE
WHEN fp.kind = 'surplus'
THEN
CASE
WHEN os.kind = 'sell'
THEN
-- We assume that the case surplus_factor != 1 always. In
-- that case reconstructing the protocol fee would be
-- impossible anyways. This query will return a division by
-- zero error in that case.
LEAST(
fp.max_volume_factor * os.sell_amount * os.buy_amount / (os.sell_amount - os.observed_fee), -- at most charge a fraction of volume
fp.surplus_factor / (1 - fp.surplus_factor) * surplus -- charge a fraction of surplus
)
WHEN os.kind = 'buy'
THEN
LEAST(
fp.max_volume_factor / (1 + fp.max_volume_factor) * os.sell_amount, -- at most charge a fraction of volume
fp.surplus_factor / (1 - fp.surplus_factor) * surplus -- charge a fraction of surplus
)
END
WHEN fp.kind = 'volume'
THEN fp.volume_factor / (1 + fp.volume_factor) * os.sell_amount
WHEN fp.kind = 'surplus' THEN CASE
WHEN os.kind = 'sell' THEN
-- We assume that the case surplus_factor != 1 always. In
-- that case reconstructing the protocol fee would be
-- impossible anyways. This query will return a division by
-- zero error in that case.
LEAST(
fp.max_volume_factor * os.sell_amount * os.buy_amount / (os.sell_amount - os.observed_fee), -- at most charge a fraction of volume
fp.surplus_factor / (1 - fp.surplus_factor) * surplus -- charge a fraction of surplus
)
WHEN os.kind = 'buy' THEN LEAST(
fp.max_volume_factor / (1 + fp.max_volume_factor) * os.sell_amount, -- at most charge a fraction of volume
fp.surplus_factor / (1 - fp.surplus_factor) * surplus -- charge a fraction of surplus
)
END
WHEN fp.kind = 'volume' THEN fp.volume_factor / (1 + fp.volume_factor) * os.sell_amount
END AS protocol_fee,
CASE
WHEN fp.kind = 'surplus'
THEN os.surplus_token
WHEN fp.kind = 'volume'
THEN os.sell_token
WHEN fp.kind = 'surplus' THEN os.surplus_token
WHEN fp.kind = 'volume' THEN os.sell_token
END AS protocol_fee_token
FROM order_surplus os
JOIN fee_policies fp -- contains protocol fee policy
ON os.auction_id = fp.auction_id AND os.order_uid = fp.order_uid
)
,order_protocol_fee_prices AS (
FROM
order_surplus os
JOIN fee_policies fp -- contains protocol fee policy
ON os.auction_id = fp.auction_id
AND os.order_uid = fp.order_uid
),
order_protocol_fee_prices AS (
SELECT
opf.solver,
opf.tx_hash,
opf.surplus,
opf.protocol_fee,
CASE
WHEN opf.sell_token != opf.protocol_fee_token
THEN (opf.sell_amount - opf.observed_fee) / opf.buy_amount * opf.protocol_fee
WHEN opf.sell_token != opf.protocol_fee_token THEN (opf.sell_amount - opf.observed_fee) / opf.buy_amount * opf.protocol_fee
ELSE opf.protocol_fee
END AS network_fee_correction,
opf.sell_token as network_fee_token,
ap_surplus.price / pow(10, 18) as surplus_token_price,
ap_protocol.price / pow(10, 18) as protocol_fee_token_price,
ap_sell.price / pow(10, 18) as network_fee_token_price
FROM order_protocol_fee opf
JOIN auction_prices ap_sell -- contains price: sell token
ON opf.auction_id = ap_sell.auction_id AND opf.sell_token = ap_sell.token
JOIN auction_prices ap_surplus -- contains price: surplus token
ON opf.auction_id = ap_surplus.auction_id AND opf.surplus_token = ap_surplus.token
JOIN auction_prices ap_protocol -- contains price: protocol fee token
ON opf.auction_id = ap_protocol.auction_id AND opf.protocol_fee_token = ap_protocol.token
FROM
order_protocol_fee opf
JOIN auction_prices ap_sell -- contains price: sell token
ON opf.auction_id = ap_sell.auction_id
AND opf.sell_token = ap_sell.token
JOIN auction_prices ap_surplus -- contains price: surplus token
ON opf.auction_id = ap_surplus.auction_id
AND opf.surplus_token = ap_surplus.token
JOIN auction_prices ap_protocol -- contains price: protocol fee token
ON opf.auction_id = ap_protocol.auction_id
AND opf.protocol_fee_token = ap_protocol.token
),
batch_protocol_fees AS (
SELECT
Expand All @@ -139,76 +143,99 @@ batch_protocol_fees AS (
-- sum(surplus * surplus_token_price) as surplus,
sum(protocol_fee * protocol_fee_token_price) as protocol_fee,
sum(network_fee_correction * network_fee_token_price) as network_fee_correction
FROM order_protocol_fee_prices
group by solver, tx_hash
FROM
order_protocol_fee_prices
group by
solver,
tx_hash
),
reward_data AS (
SELECT
-- observations
os.tx_hash,
ss.auction_id,
-- TODO - Assuming that `solver == winner` when both not null
-- We will need to monitor that `solver == winner`!
coalesce(os.solver, winner) as solver,
block_number as settlement_block,
block_deadline,
case
when block_number is not null
and block_number > block_deadline then 0
else coalesce(execution_cost, 0)
end as execution_cost,
case
when block_number is not null
and block_number > block_deadline then 0
else coalesce(surplus, 0)
end as surplus,
case
when block_number is not null
and block_number > block_deadline then 0
else coalesce(fee, 0)
end as fee,
-- scores
winning_score,
reference_score,
-- auction_participation
participating_solvers,
-- protocol_fees
coalesce(cast(protocol_fee as numeric(78, 0)), 0) as protocol_fee,
coalesce(
cast(network_fee_correction as numeric(78, 0)),
0
) as network_fee_correction
FROM
settlement_scores ss
-- If there are reported scores,
-- there will always be a record of auction participants
JOIN auction_participation ap ON ss.auction_id = ap.auction_id
-- outer joins made in order to capture non-existent settlements.
LEFT OUTER JOIN observed_settlements os ON os.auction_id = ss.auction_id
LEFT OUTER JOIN batch_protocol_fees bpf ON bpf.tx_hash = os.tx_hash
),
reward_data AS (SELECT
-- observations
os.tx_hash,
ss.auction_id,
-- TODO - Assuming that `solver == winner` when both not null
-- We will need to monitor that `solver == winner`!
coalesce(os.solver, winner) as solver,
block_number as settlement_block,
block_deadline,
case
when block_number is not null and block_number > block_deadline then 0
else coalesce(execution_cost, 0) end as execution_cost,
case
when block_number is not null and block_number > block_deadline then 0
else coalesce(surplus, 0) end as surplus,
case
when block_number is not null and block_number > block_deadline then 0
else coalesce(fee, 0) end as fee,
-- scores
winning_score,
reference_score,
-- auction_participation
participating_solvers,
-- protocol_fees
coalesce(cast(protocol_fee as numeric(78, 0)), 0) as protocol_fee,
coalesce(cast(network_fee_correction as numeric(78, 0)), 0) as network_fee_correction
FROM settlement_scores ss
-- If there are reported scores,
-- there will always be a record of auction participants
JOIN auction_participation ap
ON ss.auction_id = ap.auction_id
-- outer joins made in order to capture non-existent settlements.
LEFT OUTER JOIN observed_settlements os
ON os.auction_id = ss.auction_id
LEFT OUTER JOIN batch_protocol_fees bpf
ON bpf.tx_hash = os.tx_hash),
reward_per_auction as (SELECT tx_hash,
auction_id,
settlement_block,
block_deadline,
solver,
execution_cost,
surplus,
protocol_fee, -- the protocol fee
fee - network_fee_correction as network_fee,-- the network fee
surplus + protocol_fee + fee - network_fee_correction - reference_score as uncapped_payment_eth,
-- Uncapped Reward = CLAMP_[-E, E + exec_cost](uncapped_reward_eth)
LEAST(GREATEST(-{{EPSILON}}, surplus + protocol_fee + fee - network_fee_correction - reference_score),
{{EPSILON}} + execution_cost) as capped_payment,
winning_score,
reference_score,
participating_solvers as participating_solvers
FROM reward_data)
SELECT settlement_block as block_number,
block_deadline,
case
when tx_hash is NULL then NULL
else concat('0x', encode(tx_hash, 'hex'))
end as tx_hash,
concat('0x', encode(solver, 'hex')) as solver,
execution_cost::text as execution_cost,
surplus::text as surplus,
protocol_fee::text as protocol_fee,
network_fee::text as network_fee,
uncapped_payment_eth::text as uncapped_payment_eth,
capped_payment::text as capped_payment,
winning_score::text as winning_score,
reference_score::text as reference_score,
participating_solvers
FROM reward_per_auction
reward_per_auction as (
SELECT
tx_hash,
auction_id,
settlement_block,
block_deadline,
solver,
execution_cost,
surplus,
protocol_fee, -- the protocol fee
fee - network_fee_correction as network_fee, -- the network fee
surplus + protocol_fee + fee - network_fee_correction - reference_score as uncapped_payment_eth,
-- Capped Reward = CLAMP_[-E, E + exec_cost](uncapped_reward_eth)
LEAST(
GREATEST(
- {{EPSILON}},
surplus + protocol_fee + fee - network_fee_correction - reference_score
),
{{EPSILON}} + execution_cost
) as capped_payment,
winning_score,
reference_score,
participating_solvers as participating_solvers
FROM
reward_data
)
SELECT
settlement_block as block_number,
block_deadline,
case
when tx_hash is NULL then NULL
else concat('0x', encode(tx_hash, 'hex'))
end as tx_hash,
concat('0x', encode(solver, 'hex')) as solver,
execution_cost :: text as execution_cost,
surplus :: text as surplus,
protocol_fee :: text as protocol_fee,
network_fee :: text as network_fee,
uncapped_payment_eth :: text as uncapped_payment_eth,
capped_payment :: text as capped_payment,
winning_score :: text as winning_score,
reference_score :: text as reference_score,
participating_solvers
FROM
reward_per_auction
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