[HotFix] Deduplicate BatchMeta table (#188)

#180 introduced a regression that led to double counting of slippages per settlement. batch_meta_table contained a join between batches and trades, creating one row per trade (not per batch). This table was later joined with the batchwise imbalances, leading to double counting each imbalance by the number of trades (e.g. 3 trades --> $50 slippage becomes $150). Co-authored-by: Ben Smith <[email protected]>
cowprotocol · Feb 13, 2023 · 17d7205 · 17d7205
1 parent 0a963a7
commit 17d7205
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Showing 3 changed files with 26 additions and 25 deletions.
diff --git a/queries/dune_v2/period_slippage.sql b/queries/dune_v2/period_slippage.sql
@@ -1,9 +1,9 @@
--- https://github.com/cowprotocol/solver-rewards/pull/180
+-- https://github.com/cowprotocol/solver-rewards/pull/188
 with
 batch_meta as (
-    select t.block_time,
-           t.block_number,
-           t.tx_hash,
+    select b.block_time,
+           b.block_number,
+           b.tx_hash,
            case
             when dex_swaps = 0
             -- Estimation made here: https://dune.com/queries/1646084
@@ -12,14 +12,10 @@ batch_meta as (
            end as dex_swaps,
            num_trades,
            b.solver_address
-    from cow_protocol_ethereum.trades t
-    join cow_protocol_ethereum.batches b
-        on t.block_number = b.block_number
-        and t.tx_hash = b.tx_hash
+    from cow_protocol_ethereum.batches b
     where b.block_time between '{{StartTime}}' and '{{EndTime}}'
-    and t.block_time between '{{StartTime}}' and '{{EndTime}}'
     and (b.solver_address = lower('{{SolverAddress}}') or '{{SolverAddress}}' = '0x')
-    and (t.tx_hash = lower('{{TxHash}}') or '{{TxHash}}' = '0x')
+    and (b.tx_hash = lower('{{TxHash}}') or '{{TxHash}}' = '0x')
 ),
 filtered_trades as (
     select t.tx_hash,
@@ -513,7 +509,14 @@ results as (
         solver_address,
         concat(environment, '-', name) as solver_name,
         sum(usd_value) as usd_value,
-        sum(eth_slippage_wei) as eth_slippage_wei
+        sum(eth_slippage_wei) as eth_slippage_wei,
+        concat(
+            '<a href="https://dune.com/queries/1995951?SolverAddress=', solver_address,
+            '&CTE_NAME=results_per_tx',
+            '&StartTime={{StartTime}}',
+            '&EndTime={{EndTime}}',
+            '" target="_blank">link</a>'
+        ) as batchwise_breakdown
     from
         results_per_tx rpt
     join cow_protocol_ethereum.solvers
@@ -522,4 +525,4 @@ results as (
         solver_address,
         solver_name
 )
-select * from {{CTE_NAME}}
+select * from {{CTE_NAME}}
diff --git a/src/queries.py b/src/queries.py
@@ -96,6 +96,6 @@ def with_params(
         name="Solver Slippage for Period",
         filepath="period_slippage.sql",
         v1_id=1728478,
-        v2_id=1956003,
+        v2_id=1995951,
     ),
 }
diff --git a/tests/queries/test_slippage_investigation.py b/tests/queries/test_slippage_investigation.py
@@ -146,13 +146,11 @@ def test_slippage_regression(self):
         """
         period = AccountingPeriod("2023-02-01", 1)
         # Previously having -210 USD negative slippage.
+        tx_hash = "0x3b2e9675b6d71a34e9b7f4abb4c9e80922be311076fcbb345d7da9d91a05e048"
         result_0x3b2e = exec_or_get(
             self.dune,
-            query=self.slippage_query_for(
-                period,
-                "0x3b2e9675b6d71a34e9b7f4abb4c9e80922be311076fcbb345d7da9d91a05e048",
-            ),
-            result_id="01GRA2NSAVSQZH6B8BPHR0FAN8",
+            query=self.slippage_query_for(period, tx_hash),
+            result_id="01GS59V171HPZTVJJ2K1VKQD31",
         )
         self.assertEqual(result_0x3b2e.query_id, self.slippage_query.v2_query.query_id)
         self.assertEqual(
@@ -163,29 +161,29 @@ def test_slippage_regression(self):
                     "hour": "2023-02-01T01:00:00Z",
                     "num_entries": 2,
                     "solver_address": "0xc9ec550bea1c64d779124b23a26292cc223327b6",
+                    "tx_hash": tx_hash,
                     "usd_value": -7.454727687586665e-09,
                 }
             ],
         )
         # Previously having -150 USD slippage
+        tx_hash = "0x7a007eb8ad25f5f1f1f36459998ae758b0e699ca69cc7b4c38354d42092651bf"
         result_0x7a00 = exec_or_get(
             self.dune,
-            query=self.slippage_query_for(
-                period,
-                "0x7a007eb8ad25f5f1f1f36459998ae758b0e699ca69cc7b4c38354d42092651bf",
-            ),
-            result_id="01GRA2Y006E4FGZMWSTACMHZDY",
+            query=self.slippage_query_for(period, tx_hash),
+            result_id="01GS5BF01WCHMHJBAS8Q6F0C7W",
         )
         self.assertEqual(result_0x7a00.query_id, self.slippage_query.v2_query.query_id)
         self.assertEqual(
             result_0x7a00.get_rows(),
             [
                 {
-                    "eth_slippage_wei": -815874497.9746609,
+                    "eth_slippage_wei": -407937248.98733044,
                     "hour": "2023-02-01T01:00:00Z",
                     "num_entries": 2,
                     "solver_address": "0xc9ec550bea1c64d779124b23a26292cc223327b6",
-                    "usd_value": -1.2930210208343511e-06,
+                    "tx_hash": "0x7a007eb8ad25f5f1f1f36459998ae758b0e699ca69cc7b4c38354d42092651bf",
+                    "usd_value": -6.465105104171756e-07,
                 }
             ],
         )