Add ClipperV2 to Optimism dex.trades (#1325)

* ClipperV2 code

* move filter to inside the subquery

* update clipper v1, add clipper v2

Co-authored-by: jeff-dude <[email protected]>

optimism2/dex/insert_clipper_v2.sql

@@ -0,0 +1,116 @@
+CREATE OR REPLACE FUNCTION dex.insert_clipper_v2(start_ts timestamptz, end_ts timestamptz=now()) RETURNS integer
+LANGUAGE plpgsql AS $function$
+DECLARE r integer;
+BEGIN
+WITH rows AS (
+    INSERT INTO dex.trades (
+        block_time,
+        token_a_symbol,
+        token_b_symbol,
+        token_a_amount,
+        token_b_amount,
+        project,
+        version,
+        category,
+        trader_a,
+        trader_b,
+        token_a_amount_raw,
+        token_b_amount_raw,
+        usd_amount,
+        token_a_address,
+        token_b_address,
+        exchange_contract_address,
+        tx_hash,
+        tx_from,
+        tx_to,
+        trace_address,
+        evt_index,
+        trade_id
+    )
+    SELECT
+        dexs.block_time,
+        erc20a.symbol AS token_a_symbol,
+        erc20b.symbol AS token_b_symbol,
+        token_a_amount_raw / 10 ^ erc20a.decimals AS token_a_amount,
+        token_b_amount_raw / 10 ^ erc20b.decimals AS token_b_amount,
+        project,
+        version,
+        category,
+        coalesce(trader_a, tx."from") as trader_a, -- subqueries rely on this COALESCE to avoid redundant joins with the transactions table
+        trader_b,
+        token_a_amount_raw,
+        token_b_amount_raw,
+        coalesce(
+            usd_amount,
+            token_a_amount_raw / 10 ^ erc20a.decimals * pa.median_price,
+            token_b_amount_raw / 10 ^ erc20b.decimals * pb.median_price
+        ) as usd_amount,
+        token_a_address,
+        token_b_address,
+        exchange_contract_address,
+        tx_hash,
+        tx."from" as tx_from,
+        tx."to" as tx_to,
+        trace_address,
+        evt_index,
+        row_number() OVER (PARTITION BY project, tx_hash, evt_index, trace_address ORDER BY version, category) AS trade_id
+    FROM (
+        -- Clipper v2 "PackedVerifiedExchange" on Optimism2
+        SELECT
+            t.evt_block_time AS block_time,
+            'Clipper' AS project,
+            '2' AS version,
+            'DEX' AS category,
+            t."recipient" AS trader_a,
+            NULL::bytea AS trader_b,
+            "inAmount" AS token_b_amount_raw,
+            "outAmount" AS token_a_amount_raw,
+            NULL::numeric AS usd_amount,
+            "inAsset" AS token_b_address,
+            "outAsset" AS token_a_address,
+            t.contract_address AS exchange_contract_address,
+            t.evt_tx_hash AS tx_hash,
+            NULL::integer[] AS trace_address,
+            t.evt_index
+        FROM
+            clipper."ClipperPackedVerifiedExchange_evt_Swapped" t
+        WHERE t.evt_block_time >= start_ts
+        AND t.evt_block_time < end_ts
+    ) dexs
+    INNER JOIN optimism.transactions tx
+        ON dexs.tx_hash = tx.hash
+        AND tx.block_time >= start_ts
+        AND tx.block_time < end_ts
+    LEFT JOIN erc20.tokens erc20a ON erc20a.contract_address = dexs.token_a_address
+    LEFT JOIN erc20.tokens erc20b ON erc20b.contract_address = dexs.token_b_address
+    LEFT JOIN prices.approx_prices_from_dex_data pa
+      ON pa.hour = date_trunc('hour', dexs.block_time)
+        AND pa.contract_address = dexs.token_a_address
+        AND pa.hour >= start_ts
+        AND pa.hour < end_ts
+    LEFT JOIN prices.approx_prices_from_dex_data pb
+      ON pb.hour = date_trunc('hour', dexs.block_time)
+        AND pb.contract_address = dexs.token_b_address
+        AND pb.hour >= start_ts
+        AND pb.hour < end_ts
+    ON CONFLICT DO NOTHING
+    RETURNING 1
+)
+SELECT count(*) INTO r from rows;
+RETURN r;
+END
+$function$;
+
+-- fill 2022
+SELECT dex.insert_clipper_v2(
+    '2022-01-01',
+    now()
+)
+WHERE NOT EXISTS (
+    SELECT *
+    FROM dex.trades
+    WHERE block_time > '2022-01-01'
+    AND block_time <= now() - interval '20 minutes'
+    AND project = 'Clipper'
+    AND version = '2'
+);

optimism2/dex/prices_and_trades_inserts.sql

@@ -18,7 +18,8 @@ VALUES ('15,30,45,59 * * * *', $$
 	SELECT dex.insert_zeroex( (SELECT max(block_time) - interval '1 hour' FROM dex.trades WHERE project IN ('0x API', 'Matcha')), now() );
 	SELECT dex.insert_zipswap( (SELECT max(block_time) - interval '1 hour' FROM dex.trades WHERE project='Zipswap'), now() );
 	SELECT dex.insert_curve( (SELECT max(block_time) - interval '1 hour' FROM dex.trades WHERE project='Curve'), now() );
-	SELECT dex.insert_clipper( (SELECT max(block_time) - interval '1 hour' FROM dex.trades WHERE project='Clipper'), now() );
+	SELECT dex.insert_clipper( (SELECT max(block_time) - interval '1 hour' FROM dex.trades WHERE project='Clipper' AND version = '1'), now() );
+	SELECT dex.insert_clipper_v2( (SELECT max(block_time) - interval '1 hour' FROM dex.trades WHERE project='Clipper' AND version = '2'), now() );
 -- 	SELECT dex.insert_kwenta( (SELECT max(block_time) - interval '1 hour' FROM dex.trades WHERE project='Kwenta'), now() );
 	SELECT dex.insert_wardenswap( (SELECT max(block_time) - interval '1 hour' FROM dex.trades WHERE project='WardenSwap' AND version = '2'), now() );
 	SELECT dex.insert_rubicon( (SELECT max(block_time) - interval '1 hour' FROM dex.trades WHERE project='Rubicon'), now() );