From 17d7205acc3a5e7a503af4ff9090090fe238f9f4 Mon Sep 17 00:00:00 2001
From: Felix Leupold <felixleupold90@gmail.com>
Date: Mon, 13 Feb 2023 14:10:53 +0100
Subject: [PATCH] [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 <bh2smith@gmail.com>
---
 queries/dune_v2/period_slippage.sql          | 27 +++++++++++---------
 src/queries.py                               |  2 +-
 tests/queries/test_slippage_investigation.py | 22 ++++++++--------
 3 files changed, 26 insertions(+), 25 deletions(-)

diff --git a/queries/dune_v2/period_slippage.sql b/queries/dune_v2/period_slippage.sql
index b99558ea..ad799f77 100644
--- 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}}
\ No newline at end of file
+select * from {{CTE_NAME}}
diff --git a/src/queries.py b/src/queries.py
index f863ab97..79ed0700 100644
--- 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
index 89665b9d..54a4811b 100644
--- 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,
                 }
             ],
         )