Add Paraswap Delta models

dbt_subprojects/dex/macros/models/_project/paraswap/delta/v1/safe_settle_batch_swap.sql

@@ -0,0 +1,97 @@
+-- ref dbt_subprojects/dex/macros/models/_project/paraswap/v6/paraswap_v6_trades_master.sql
+{% macro delta_safe_settle_batch_swap(blockchain) %}
+safe_settle_batch_swap_ExpandedOrders AS (
+  SELECT    
+    call_trace_address,
+    call_block_time,
+    call_block_number,
+    call_tx_hash,
+    output_successfulOrders,
+    JSON_EXTRACT(data, '$.ordersData') AS parsed_orders,
+    contract_address
+  FROM {{ source("paraswapdelta_"+blockchain, "ParaswapDeltav1_call_safeSettleBatchSwap") }}
+   where call_success = true
+   {% if is_incremental() %}
+      AND {{ incremental_predicate('call_block_time') }}
+   {% endif %}
+), safe_settle_batch_swap_parsedOrderItems AS (
+  SELECT
+    index as order_index,
+    JSON_ARRAY_GET(parsed_orders, index) AS parsed_order_data,
+    *
+  FROM safe_settle_batch_swap_ExpandedOrders
+  CROSS JOIN UNNEST(SEQUENCE(0, CARDINALITY(output_successfulOrders) - 1)) AS t(index)
+  WHERE
+    output_successfulOrders[index + 1]
+), safe_settle_batch_swap_parsedOrdersWithSig  AS (
+  SELECT
+    JSON_EXTRACT_SCALAR(parsed_order_data, '$.feeAmount') AS feeAmount,
+    JSON_EXTRACT(parsed_order_data, '$.orderWithSig') AS orderWithSig,
+    JSON_EXTRACT_SCALAR(parsed_order_data, '$.calldataToExecute') AS calldataToExecute,
+    *
+  FROM safe_settle_batch_swap_parsedOrderItems
+), safe_settle_batch_swap_unparsedOrders AS (
+  SELECT
+    JSON_EXTRACT(JSON_PARSE(TRY_CAST(orderWithSig AS VARCHAR)), '$.order') AS "order",
+    JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST(orderWithSig AS VARCHAR)), '$.signature') AS signature,
+    *
+  FROM safe_settle_batch_swap_parsedOrdersWithSig 
+), safe_settle_batch_swap_parsedOrders AS (
+  SELECT
+    from_hex(JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.owner')) AS "order_owner",
+    FROM_HEX(JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.srcToken')) AS "src_token",
+    FROM_HEX(JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.destToken')) AS "dest_token",
+    JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.srcAmount')  AS "src_amount",
+    JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.destAmount')  AS "dest_amount",
+    *
+  FROM safe_settle_batch_swap_unparsedOrders
+), safe_settle_batch_swap_withUSDs AS (
+  SELECT
+    CASE 
+        WHEN dest_token = 0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee THEN 0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2 
+        ELSE dest_token 
+    END AS dest_token_for_joining,
+    CASE 
+        WHEN src_token = 0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee THEN 0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2 
+        ELSE src_token 
+    END AS src_token_for_joining,
+    *
+  FROM safe_settle_batch_swap_parsedOrders
+), delta_v1_safe_settle_batch_swap_model as (
+SELECT 
+    w.*, 
+    w.dest_token AS fee_token,
+    CAST(s.price AS DECIMAL(38,18)) AS src_token_price_usd,
+    CAST(d.price AS DECIMAL(38,18)) AS dest_token_price_usd, 
+    COALESCE( 
+        d.price *  CAST (w.feeAmount AS uint256) / POWER(10, d.decimals),
+        -- src cost 
+
+        (s.price *  CAST (w.src_amount AS uint256) / POWER(10, s.decimals))
+        * CAST (w.feeAmount AS uint256) / CAST (w.dest_amount AS uint256)
+
+    )  AS gas_fee_usd,
+    s.price *  CAST (w.src_amount AS uint256) / POWER(10, s.decimals)  AS src_token_order_usd,
+    d.price *  CAST (w.dest_amount AS uint256) / POWER(10, d.decimals)  AS dest_token_order_usd
+
+FROM safe_settle_batch_swap_withUSDs w 
+LEFT JOIN {{ source('prices', 'usd') }} d
+  ON d.blockchain = '{{blockchain}}'
+  AND d.minute > TIMESTAMP '2024-06-01'
+  {% if is_incremental() %}
+      AND {{ incremental_predicate('d.minute') }}
+   {% endif %}
+  AND d.contract_address = w.dest_token_for_joining
+  AND d.minute = DATE_TRUNC('minute', w.call_block_time)
+LEFT JOIN {{ source('prices', 'usd') }} s
+  ON s.blockchain = '{{blockchain}}'
+  AND s.minute > TIMESTAMP '2024-06-01'
+  {% if is_incremental() %}
+      AND {{ incremental_predicate('s.minute') }}
+   {% endif %}
+  AND s.contract_address = w.src_token_for_joining
+  AND s.minute = DATE_TRUNC('minute', w.call_block_time)
+ORDER BY
+  CARDINALITY(w.output_successfulOrders)
+)
+{% endmacro %}

dbt_subprojects/dex/macros/models/_project/paraswap/delta/v1/settle_swap.sql

@@ -0,0 +1,94 @@
+{% 
+-- ref: dbt_subprojects/dex/macros/models/_project/paraswap/v6/paraswap_v6_trades_master.sql 
+%}
+{% macro delta_settle_swap(blockchain) %}
+settle_swap_withParsedOrderData AS (
+    SELECT         
+        call_trace_address,
+        call_block_time, 
+        call_block_number, 
+        call_tx_hash, 
+        JSON_EXTRACT(data, '$.orderData') AS parsed_order_data,
+        contract_address    
+    FROM {{ source("paraswapdelta_"+ blockchain, "ParaswapDeltav1_call_settleSwap") }}        
+        where call_success = true
+        {% if is_incremental() %}
+            AND {{ incremental_predicate('call_block_time') }}
+        {% endif %}
+),
+settle_swap_parsedOrderWithSig AS (
+    SELECT 
+        JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST(parsed_order_data AS VARCHAR)), '$.feeAmount') AS feeAmount,
+        JSON_EXTRACT(JSON_PARSE(TRY_CAST(parsed_order_data AS VARCHAR)), '$.orderWithSig') AS orderWithSig,
+        JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST(parsed_order_data AS VARCHAR)), '$.calldataToExecute') AS calldataToExecute,
+        * 
+    FROM 
+        settle_swap_withParsedOrderData
+),
+settle_swap_unparsedOrders AS (
+  SELECT
+    JSON_EXTRACT(JSON_PARSE(TRY_CAST(orderWithSig AS VARCHAR)), '$.order') AS "order",
+    JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST(orderWithSig AS VARCHAR)), '$.signature') AS signature,
+    *
+  FROM settle_swap_parsedOrderWithSig
+),
+settle_swap_parsedOrders AS (
+  SELECT
+    from_hex(JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.owner')) AS "order_owner",
+    FROM_HEX(JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.srcToken')) AS "src_token",
+    FROM_HEX(JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.destToken')) AS "dest_token",
+    JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.srcAmount')  AS "src_amount",
+    JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.destAmount')  AS "dest_amount",
+    JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.permit')  AS "permit",
+    *
+  FROM settle_swap_unparsedOrders
+),
+settle_swap_withUSDs AS (
+  SELECT
+    CASE 
+        WHEN dest_token = 0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee THEN 0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2 
+        ELSE dest_token 
+    END AS dest_token_for_joining,
+    CASE 
+        WHEN src_token = 0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee THEN 0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2 
+        ELSE src_token 
+    END AS src_token_for_joining,
+    *
+  FROM settle_swap_parsedOrders
+), delta_v1_settle_swap_model as (
+SELECT 
+    w.*, 
+    w.dest_token AS fee_token,
+    CAST(s.price AS DECIMAL(38,18)) AS src_token_price_usd,
+    CAST(d.price AS DECIMAL(38,18)) AS dest_token_price_usd, 
+    COALESCE( 
+        d.price *  CAST (w.feeAmount AS uint256) / POWER(10, d.decimals),
+        -- src cost 
+
+        (s.price *  CAST (w.src_amount AS uint256) / POWER(10, s.decimals))
+        * CAST (w.feeAmount AS uint256) / CAST (w.dest_amount AS uint256),
+        0
+
+    )  AS gas_fee_usd,
+    s.price *  CAST (w.src_amount AS uint256) / POWER(10, s.decimals)  AS src_token_order_usd,
+    d.price *  CAST (w.dest_amount AS uint256) / POWER(10, d.decimals)  AS dest_token_order_usd
+
+FROM settle_swap_withUSDs w 
+LEFT JOIN {{ source('prices', 'usd') }} d
+  ON d.blockchain = '{{blockchain}}'
+  AND d.minute > TIMESTAMP '2024-06-01'
+  {% if is_incremental() %}
+      AND {{ incremental_predicate('d.minute') }}
+  {% endif %}
+  AND d.contract_address = w.dest_token_for_joining
+  AND d.minute = DATE_TRUNC('minute', w.call_block_time)
+LEFT JOIN {{ source('prices', 'usd') }} s
+  ON s.blockchain = '{{blockchain}}'
+  AND s.minute > TIMESTAMP '2024-06-01'
+  {% if is_incremental() %}
+      AND {{ incremental_predicate('s.minute') }}
+  {% endif %}
+  AND s.contract_address = w.src_token_for_joining
+  AND s.minute = DATE_TRUNC('minute', w.call_block_time)
+)
+{% endmacro %}

dbt_subprojects/dex/macros/models/_project/paraswap/delta/v2/swap_settle.sql

@@ -0,0 +1,101 @@
+{% macro delta_v2_swap_settle(blockchain) %}
+-- TODO: source this data from events, as multiple method emit the same events -- will be simpler to source from there
+v2_swap_settle_withParsedOrderData AS (
+    SELECT
+        call_trace_address,
+        call_block_time, 
+        call_block_number, 
+        call_tx_hash, 
+        orderWithSig,
+        executorData,
+        contract_address    
+    FROM {{ source("paraswapdelta_"+ blockchain, "ParaswapDeltav2_call_swapSettle") }}        
+        where call_success = true
+        {% if is_incremental() %}
+            AND {{ incremental_predicate('call_block_time') }}
+        {% endif %}
+),
+v2_swap_settle_parsedOrderWithSig AS (
+    SELECT         
+        * 
+    FROM 
+        v2_swap_settle_withParsedOrderData
+),
+v2_swap_settle_unparsedOrders AS (
+  SELECT
+    JSON_EXTRACT(JSON_PARSE(TRY_CAST(orderWithSig AS VARCHAR)), '$.order') AS "order",
+    JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST(orderWithSig AS VARCHAR)), '$.signature') AS signature,
+    *
+  FROM v2_swap_settle_parsedOrderWithSig
+),
+v2_swap_settle_parsedOrders AS (
+  SELECT
+    from_hex(JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.owner')) AS "order_owner",
+    FROM_HEX(JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.srcToken')) AS "src_token",
+    FROM_HEX(JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.destToken')) AS "dest_token",
+    JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.srcAmount')  AS "src_amount",
+    JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.destAmount')  AS "dest_amount",
+    JSON_EXTRACT_SCALAR(JSON_PARSE(TRY_CAST("order" AS VARCHAR)), '$.permit')  AS "permit",
+-- NB: at the time of writting the only ExecutorData shape known is following. On adding new executors needs to be-reconsidered 
+-- struct ExecutorData {
+--         // The address of the src token
+--         address srcToken;
+--         // The address of the dest token
+--         address destToken;
+--         // The amount of fee to be paid for the swap 
+--         uint256 feeAmount;                                                                   <- the field in question
+--         // The calldata to execute the swap
+--         bytes calldataToExecute;
+--         // The address to execute the swap
+--         address executionAddress;
+--         // The address to receive the fee, if not set the tx.origin will receive the fee
+--         address feeRecipient;
+--     }
+    varbinary_to_uint256(varbinary_substring(executorData,  161, 32)) as "feeAmount",
+    -- substring(executorData FROM 141 FOR 20) AS dynamic_extracted_dest_token
+    *
+  FROM v2_swap_settle_unparsedOrders
+),
+v2_swap_settle_withUSDs AS (
+  SELECT
+{{to_wrapped_native_token(blockchain, 'dest_token', 'dest_token_for_joining')}},
+{{to_wrapped_native_token(blockchain, 'src_token', 'src_token_for_joining')}},
+    *
+  FROM v2_swap_settle_parsedOrders
+), delta_v2_swap_settle_model as (
+    SELECT 
+        w.*, 
+        w.dest_token AS fee_token,
+        COALESCE(CAST(s.price AS DECIMAL(38,18)), 0) AS src_token_price_usd,
+        COALESCE(CAST(d.price AS DECIMAL(38,18)), 0) AS dest_token_price_usd, 
+        COALESCE( 
+            d.price *  CAST (w.feeAmount AS uint256) / POWER(10, d.decimals),
+            -- src cost 
+
+            (s.price *  CAST (w.src_amount AS uint256) / POWER(10, s.decimals))
+            * CAST (w.feeAmount AS DECIMAL) / (CAST (w.dest_amount AS DECIMAL)+ CAST (w.feeAmount AS DECIMAL)),
+            0
+
+        )  AS gas_fee_usd,
+        s.price *  CAST (w.src_amount AS uint256) / POWER(10, s.decimals)  AS src_token_order_usd,
+        d.price *  CAST (w.dest_amount AS uint256) / POWER(10, d.decimals)  AS dest_token_order_usd
+
+    FROM v2_swap_settle_withUSDs w 
+    LEFT JOIN {{ source('prices', 'usd') }} d
+    ON d.blockchain = '{{blockchain}}'
+    AND d.minute > TIMESTAMP '2024-06-01'
+    {% if is_incremental() %}
+      AND {{ incremental_predicate('d.minute') }}
+    {% endif %}
+    AND d.contract_address = w.dest_token_for_joining
+    AND d.minute = DATE_TRUNC('minute', w.call_block_time)
+    LEFT JOIN {{ source('prices', 'usd') }} s
+    ON s.blockchain = '{{blockchain}}'
+    AND s.minute > TIMESTAMP '2024-06-01'
+    {% if is_incremental() %}
+      AND {{ incremental_predicate('s.minute') }}
+    {% endif %}
+    AND s.contract_address = w.src_token_for_joining
+    AND s.minute = DATE_TRUNC('minute', w.call_block_time)
+)
+{% endmacro %}