add SY liquidation updates

2026-02-06 14:11:55 +00:00 · 2025-01-14 14:39:41 -08:00 · 2025-01-14 14:39:41 -08:00 · fdefd3485b
commit fdefd3485b
parent cb55dec2b3
9 changed files with 297 additions and 156 deletions
--- a/models/gold/defi/lending/defi__ez_lending_liquidations.sql
+++ b/models/gold/defi/lending/defi__ez_lending_liquidations.sql
@ -1,6 +1,5 @@
 {{ config(
    materialized = 'view',
-    enabled = false,
    persist_docs ={ "relation": true,
    "columns": true },
    meta={
--- a/models/silver/defi/lending/complete_lending/silver__complete_lending_liquidations.sql
+++ b/models/silver/defi/lending/complete_lending/silver__complete_lending_liquidations.sql
@ -1,7 +1,6 @@
 -- depends_on: {{ ref('silver__complete_token_prices') }}
 {{ config(
  materialized = 'incremental',
-  enabled = false,
  incremental_strategy = 'delete+insert',
  unique_key = ['block_number','platform'],
  cluster_by = ['block_timestamp::DATE','platform'],
@ -25,21 +24,97 @@ WITH init AS (
    amount AS liquidated_amount,
    NULL AS liquidated_amount_usd,
    token AS protocol_collateral_asset,
-    liquidation_contract_address AS debt_asset,
-    liquidation_contract_symbol AS debt_asset_symbol,
+    debt_token AS debt_asset,
+    debt_token_symbol AS debt_asset_symbol,
    collateral_token AS collateral_asset,
-    collateral_symbol AS collateral_asset_symbol,
+    collateral_token_symbol AS collateral_asset_symbol,
    platform,
-    'base' AS blockchain,
+    'blast' AS blockchain,
    l._LOG_ID,
-    l._INSERTED_TIMESTAMP
+    l.modified_timestamp as _inserted_timestamp
  FROM
    {{ ref('silver__init_liquidations') }}
    l

 {% if is_incremental() and 'init' not in var('HEAL_MODELS') %}
 WHERE
-  l._inserted_timestamp >= (
+  _inserted_timestamp >= (
+    SELECT
+      MAX(_inserted_timestamp) - INTERVAL '{{ var("LOOKBACK", "4 hours") }}'
+    FROM
+      {{ this }}
+  )
+{% endif %}
+),
+orbit AS (
+  SELECT
+    tx_hash,
+    block_number,
+    block_timestamp,
+    event_index,
+    origin_from_address,
+    origin_to_address,
+    origin_function_signature,
+    contract_address,
+    liquidator,
+    borrower,
+    amount_unadj,
+    amount AS liquidated_amount,
+    NULL AS liquidated_amount_usd,
+    token AS protocol_collateral_asset,
+    debt_token AS debt_asset,
+    debt_token_symbol AS debt_asset_symbol,
+    collateral_token AS collateral_asset,
+    collateral_token_symbol AS collateral_asset_symbol,
+    platform,
+    'blast' AS blockchain,
+    l._LOG_ID,
+    l.modified_timestamp as _inserted_timestamp
+  FROM
+    {{ ref('silver__orbit_liquidations') }}
+    l
+
+{% if is_incremental() and 'orbit' not in var('HEAL_MODELS') %}
+WHERE
+  _inserted_timestamp >= (
+    SELECT
+      MAX(_inserted_timestamp) - INTERVAL '{{ var("LOOKBACK", "4 hours") }}'
+    FROM
+      {{ this }}
+  )
+{% endif %}
+),
+juice AS (
+  SELECT
+    tx_hash,
+    block_number,
+    block_timestamp,
+    event_index,
+    origin_from_address,
+    origin_to_address,
+    origin_function_signature,
+    contract_address,
+    liquidator,
+    borrower,
+    amount_unadj,
+    amount AS liquidated_amount,
+    NULL AS liquidated_amount_usd,
+    token AS protocol_collateral_asset,
+    debt_token AS debt_asset,
+    debt_token_symbol AS debt_asset_symbol,
+    collateral_token AS collateral_asset,
+    collateral_token_symbol AS collateral_asset_symbol,
+    platform,
+    'blast' AS blockchain,
+    l._LOG_ID,
+    l.modified_timestamp as _inserted_timestamp
+  FROM
+    {{ ref('silver__juice_liquidations') }}
+    l
+
+{% if is_incremental() and 'juice' not in var('HEAL_MODELS') %}
+WHERE
+  _inserted_timestamp >= (
    SELECT
      MAX(_inserted_timestamp) - INTERVAL '{{ var("LOOKBACK", "4 hours") }}'
    FROM
@ -53,6 +128,16 @@ liquidation_union AS (
    *
  FROM
    init
+  UNION ALL
+  SELECT
+    *
+  FROM
+    orbit
+  UNION ALL
+  SELECT
+    *
+  FROM
+    juice
 ),
 complete_lending_liquidations AS (
  SELECT
@ -94,7 +179,7 @@ complete_lending_liquidations AS (
    platform,
    A.blockchain,
    A._LOG_ID,
-    A._INSERTED_TIMESTAMP
+    A._inserted_timestamp
  FROM
    liquidation_union A
    LEFT JOIN {{ ref('price__ez_prices_hourly') }}
@ -142,7 +227,7 @@ heal_model AS (
    platform,
    t0.blockchain,
    t0._LOG_ID,
-    t0._INSERTED_TIMESTAMP
+    t0._inserted_timestamp
  FROM
    {{ this }}
    t0
@ -232,7 +317,7 @@ SELECT
  platform,
  blockchain,
  _LOG_ID,
-  _INSERTED_TIMESTAMP
+  _inserted_timestamp
 FROM
  heal_model
 {% endif %}
--- a/models/silver/defi/lending/init/silver__init_liquidations.sql
+++ b/models/silver/defi/lending/init/silver__init_liquidations.sql
@ -36,7 +36,6 @@ init_liquidations AS (
    event_index,
    origin_from_address,
    origin_to_address,
-    origin_from_address AS borrower,
    origin_function_signature,
    contract_address,
    topics,
@ -59,64 +58,84 @@ init_liquidations AS (
    contract_address = '0xa7d36f2106b5a5d528a7e2e7a3f436d703113a10'
    AND topics [0] :: STRING = '0x6df71caf4cddb1620bcf376243248e0077da98913d65a7e9315bc9984e5fff72'
    AND tx_status = 'SUCCESS'
-    {% if is_incremental() %}
-        AND modified_timestamp > (
-            SELECT
-                max(modified_timestamp)
-            FROM
-                {{ this }}
-        )
-        AND modified_timestamp >= SYSDATE() - INTERVAL '7 day'
-    {% endif %}
+
+{% if is_incremental() %}
+AND modified_timestamp > (
+  SELECT
+    MAX(modified_timestamp)
+  FROM
+    {{ this }}
+)
+AND modified_timestamp >= SYSDATE() - INTERVAL '7 day'
+{% endif %}
 ),
-token_transfer AS (
+liquidation_union AS (
+  SELECT
+    l.block_number,
+    l.block_timestamp,
+    l.tx_hash,
+    event_index,
+    origin_from_address,
+    origin_to_address,
+    origin_function_signature,
+    l.contract_address,
+    posId,
+    C.token_symbol AS collateral_token_symbol,
+    poolOut AS collateral_token,
+    liquidator,
+    l.sharesamt AS tokens_seized_raw,
+    l.sharesamt / pow(
+      10,
+      C.token_decimals
+    ) AS tokens_seized,
+    -- in tokens
+    C.underlying_decimals,
+    l.platform,
+    l.modified_timestamp,
+    l._log_id
+  FROM
+    init_liquidations l
+    LEFT JOIN asset_details C
+    ON l.poolOut = C.token_address
+),
+init_repayment AS (
  SELECT
    tx_hash,
-    contract_address,
-    from_address,
-    to_address,
-    raw_amount AS underlying_amount_raw,
-    token_decimals,
-    token_symbol,
-    token_name
+    protocol_market,
+    token_address AS debt_token,
+    token_symbol AS debt_token_symbol,
+    posId,
+    amount_unadj,
+    amount
  FROM
-    {{ ref('core__fact_token_transfers') }} a
-    LEFT JOIN {{ ref('silver__contracts') }} USING(contract_address)
+    {{ ref('silver__init_repayments') }}
  WHERE
-    1 = 1
-    AND (
-      contract_address IN (
-        '0xb1a5700fa2358173fe465e6ea4ff52e36e88e2ad',
-        '0x4300000000000000000000000000000000000003',
-        '0x4300000000000000000000000000000000000004'
-      )
-      OR contract_address IN (
-        SELECT
-          underlying_asset_address
-        FROM
-          asset_details
-      )
-    )
-    AND (
-      from_address IN (
-        SELECT
-          token_address
-        FROM
-          asset_details
-      )
-      OR from_address IN (
-        SELECT
-          underlying_asset_address
-        FROM
-          asset_details
-      )
-    )
-    AND tx_hash IN (
+    tx_hash IN (
      SELECT
        tx_hash
      FROM
        init_liquidations
    )
+),
+position_owner AS (
+  SELECT
+    regexp_substr_all(SUBSTR(DATA, 3, len(DATA)), '.{64}') AS segmented_data,
+    CONCAT('0x', SUBSTR(topics [1] :: STRING, 27, 40)) AS borrower,
+    utils.udf_hex_to_int(
+      topics [2] :: STRING
+    ) :: STRING AS posId -- using string as it handles better than float
+  FROM
+    {{ ref('core__fact_event_logs') }}
+  WHERE
+    contract_address = '0xa7d36f2106b5a5d528a7e2e7a3f436d703113a10'
+    AND topics [0] :: STRING = '0xe6a96441ecc85d0943a914f4750f067a912798ec2543bc68c00e18291da88d14' -- createposition
+    AND tx_status = 'SUCCESS'
+    AND posId IN (
+      SELECT
+        posId
+      FROM
+        init_liquidations
+    )
 )
 SELECT
  l.block_number,
@ -127,31 +146,24 @@ SELECT
  origin_to_address,
  origin_function_signature,
  l.contract_address,
-  l.liquidator, --double check with SY
+  l.contract_address as token,
+  liquidator,
  borrower,
-  token AS protocol_market,
-  token, --double check with SY
-  C.token_symbol, --double check with SY
-  l.sharesamt AS amount_unadj,
-  underlying_amount_raw,
-  l.sharesamt / pow(
-    10,
-    C.token_decimals
-  ) AS tokens_seized,
-  underlying_amount_raw / pow(
-    10,
-    d.token_decimals
-  ) AS amount,
-  C.underlying_decimals,
-  C.underlying_asset_address AS collateral_token,
-  C.underlying_symbol AS collateral_symbol,
-  l.platform,
-  l.modified_timestamp,
-  l._log_id
+  protocol_market,
+  collateral_token,
+  collateral_token_symbol,
+  tokens_seized_raw as amount_unadj,
+  tokens_seized as amount,
+  debt_token,
+  debt_token_symbol,
+  platform,
+  modified_timestamp,
+  _log_id
 FROM
-  init_liquidations l
-  LEFT JOIN asset_details C
-  ON l.poolOut = C.token_address
-  LEFT JOIN token_transfer d
-  ON l.tx_hash = d.tx_hash
-  AND C.underlying_asset_address = d.from_address
+  liquidation_union l
+  LEFT JOIN position_owner po ON l.posId = po.posId 
+  LEFT JOIN init_repayment r ON l.posId = r.posId
+    AND l.tx_hash = r.tx_hash
+  qualify(ROW_NUMBER() over(PARTITION BY _log_id
+ORDER BY
+  modified_timestamp DESC)) = 1
--- a/models/silver/defi/lending/init/silver__init_liquidations.yml
+++ b/models/silver/defi/lending/init/silver__init_liquidations.yml
@ -18,9 +18,6 @@ models:
      - name: TOKEN
        tests:
          - not_null
-      - name: TOKEN_SYMBOL
-        tests:
-          - not_null
      - name: LIQUIDATOR
        tests:
          - not_null
@ -43,7 +40,13 @@ models:
      - name: COLLATERAL_TOKEN
        tests: 
          - not_null
-      - name: COLLATERAL_SYMBOL
+      - name: COLLATERAL_TOKEN_SYMBOL
+        tests: 
+          - not_null
+      - name: DEBT_TOKEN
+        tests: 
+          - not_null
+      - name: DEBT_TOKEN_SYMBOL
        tests: 
          - not_null
      - name: EVENT_INDEX
--- a/models/silver/defi/lending/init/silver__init_repayments.sql
+++ b/models/silver/defi/lending/init/silver__init_repayments.sql
@ -20,8 +20,7 @@ WITH asset_details AS (
    underlying_unwrap_address,
    underlying_unwrap_name,
    underlying_unwrap_symbol,
-    underlying_unwrap_decimals,
-    _inserted_timestamp
+    underlying_unwrap_decimals
  FROM
    {{ ref('silver__init_asset_details') }}
 ),
@ -42,6 +41,7 @@ init_repayments AS (
      topics [2] :: STRING
    ) :: FLOAT AS posId,
    CONCAT('0x', SUBSTR(topics [1] :: STRING, 27, 40)) AS pool,
+    CONCAT('0x', SUBSTR(topics [3] :: STRING, 27, 40)) AS repayer,
    utils.udf_hex_to_int(
      segmented_data [0] :: STRING
    ) :: FLOAT AS sharesAmt,
@ -58,15 +58,16 @@ init_repayments AS (
    contract_address = '0xa7d36f2106b5a5d528a7e2e7a3f436d703113a10'
    AND topics [0] :: STRING = '0x77673b670822baca14a7caf6f8038f811649ab73e4c06083b0e58a53389bece7'
    AND tx_status = 'SUCCESS'
-    {% if is_incremental() %}
-        AND modified_timestamp > (
-            SELECT
-                max(modified_timestamp)
-            FROM
-                {{ this }}
-        )
-        AND modified_timestamp >= SYSDATE() - INTERVAL '7 day'
-    {% endif %}
+
+{% if is_incremental() %}
+AND modified_timestamp > (
+  SELECT
+    MAX(modified_timestamp)
+  FROM
+    {{ this }}
+)
+AND modified_timestamp >= SYSDATE() - INTERVAL '7 day'
+{% endif %}
 ),
 native_transfer AS (
  SELECT
@ -80,7 +81,7 @@ native_transfer AS (
  FROM
    {{ ref('core__fact_traces') }}
  WHERE
-    to_address IN ('0xf683ce59521aa464066783d78e40cd9412f33d21')
+    to_address IN ('0xf683ce59521aa464066783d78e40cd9412f33d21') -- hard code wweth contract here
    AND tx_hash IN (
      SELECT
        tx_hash
@ -102,11 +103,10 @@ token_transfer AS (
    token_symbol,
    token_name
  FROM
-    {{ ref('core__fact_token_transfers') }} a
+    {{ ref('core__fact_token_transfers') }}
    LEFT JOIN {{ ref('silver__contracts') }} USING(contract_address)
  WHERE
-    1 = 1
-    AND contract_address IN (
+    contract_address IN (
      '0xb1a5700fa2358173fe465e6ea4ff52e36e88e2ad',
      '0x4300000000000000000000000000000000000003',
      '0x4300000000000000000000000000000000000004'
@ -141,18 +141,15 @@ init_combine AS (
    origin_from_address,
    origin_to_address,
    origin_function_signature,
+    posId,
    b.contract_address,
+    b.pool AS protocol_market,
    borrower,
-    token,
-    C.token_symbol,
-    C.token_decimals,
+    repayer AS payer,
    amttorepay,
    sharesAmt,
    C.underlying_asset_address AS repay_contract_address,
    C.underlying_symbol AS repay_contract_symbol,
-    d.token_decimals AS decimals1,
-    d.contract_address AS contract_address1,
-    d.token_symbol AS symbol1,
    underlying_decimals AS underlying_wrap_decimals,
    COALESCE(
      eth_value,
@ -170,6 +167,7 @@ init_combine AS (
    ) AS underlying_decimals,
    COALESCE(
      eth_address,
+      d.contract_address,
      C.underlying_asset_address
    ) AS underlying_asset_address,
    b.platform,
@ -193,10 +191,13 @@ SELECT
  origin_function_signature,
  contract_address,
  borrower,
-  token AS token_address,
-  token_symbol,
+  protocol_market,
+  posId,
+  payer,
  repay_contract_address,
  repay_contract_symbol,
+  underlying_asset_address AS token_address,
+  underlying_symbol AS token_symbol,
  underlying_amount_raw AS amount_unadj,
  amttorepay / pow(
    10,
--- a/models/silver/defi/lending/juice/silver__juice_liquidations.sql
+++ b/models/silver/defi/lending/juice/silver__juice_liquidations.sql
@ -53,21 +53,25 @@ juice_liquidations AS (
    l.modified_timestamp,
    l._log_id
  FROM
-    {{ ref('core__fact_event_logs') }} l
-    INNER JOIN asset_details ad
-    ON l.contract_address = ad.contract_address
+    {{ ref('core__fact_event_logs') }}
+    l
+    INNER JOIN asset_details cl
+    ON l.contract_address = LOWER(
+      cl.contract_address
+    )
  WHERE
    l.topics [0] :: STRING = '0xe32ec3ea3154879f27d5367898ab3a5ac6b68bf921d7cc610720f417c5cb243c'
    AND l.tx_status = 'SUCCESS'
-    {% if is_incremental() %}
-        AND l.modified_timestamp > (
-            SELECT
-                max(modified_timestamp)
-            FROM
-                {{ this }}
-        )
-        AND l.modified_timestamp >= SYSDATE() - INTERVAL '7 day'
-    {% endif %}
+
+{% if is_incremental() %}
+AND modified_timestamp >= (
+  SELECT
+    MAX(modified_timestamp) - INTERVAL '12 hours'
+  FROM
+    {{ this }}
+)
+AND modified_timestamp >= SYSDATE() - INTERVAL '7 day'
+{% endif %}
 ),
 token_transfer AS (
  SELECT
@ -82,10 +86,9 @@ token_transfer AS (
        event_index ASC
    )
  FROM
-    {{ ref('core__fact_event_logs') }} a
+    {{ ref('core__fact_event_logs') }}
  WHERE
-    1 = 1
-    AND contract_address IN (
+    contract_address IN (
      SELECT
        token_address
      FROM
@ -99,20 +102,34 @@ token_transfer AS (
      FROM
        juice_liquidations
    )
-    AND tx_status = 'SUCCESS'
-    {% if is_incremental() %}
-        AND a.modified_timestamp > (
-            SELECT
-                max(modified_timestamp)
-            FROM
-                {{ this }}
-        )
-        AND a.modified_timestamp >= SYSDATE() - INTERVAL '7 day'
-    {% endif %}
-    qualify(ROW_NUMBER() over(PARTITION BY tx_hash
+    AND tx_status = 'SUCCESS' qualify(ROW_NUMBER() over(PARTITION BY tx_hash
  ORDER BY
    event_index ASC)) = 1
 ),
+debt_transfer AS (
+  SELECT
+    block_timestamp,
+    tx_hash,
+    utils.udf_hex_to_int(DATA) AS debtamount,
+    debt_name,
+    debt_address AS debt_token,
+    debt_symbol AS debt_token_symbol
+  FROM
+    {{ ref('core__fact_event_logs') }}
+    l
+    INNER JOIN asset_details
+    ON debt_address = l.contract_address
+  WHERE
+    topics [2] = '0x0000000000000000000000000000000000000000000000000000000000000000'
+    AND topics [0] = '0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef'
+    AND tx_hash IN (
+      SELECT
+        tx_hash
+      FROM
+        juice_liquidations
+    )
+    AND tx_status = 'SUCCESS'
+),
 liquidation_union AS (
  SELECT
    block_number,
@ -124,9 +141,9 @@ liquidation_union AS (
    origin_function_signature,
    contract_address,
    borrower,
-    liquidator,
    token,
    asd1.token_symbol AS token_symbol,
+    liquidator,
    seizeTokens_raw,
    seizeTokens_raw / pow(
      10,
@ -140,7 +157,9 @@ liquidation_union AS (
    ) AS amount,
    asd1.underlying_decimals,
    asd1.underlying_asset_address AS collateral_token,
-    asd1.underlying_symbol AS collateral_symbol,
+    asd1.underlying_symbol AS collateral_token_symbol,
+    debt_token,
+    debt_token_symbol,
    l.platform,
    l.modified_timestamp,
    l._log_id
@ -149,6 +168,7 @@ liquidation_union AS (
    LEFT JOIN asset_details asd1
    ON l.token = asd1.token_address
    LEFT JOIN token_transfer USING(tx_hash)
+    LEFT JOIN debt_transfer USING(tx_hash)
 )
 SELECT
  *
--- a/models/silver/defi/lending/juice/silver__juice_liquidations.yml
+++ b/models/silver/defi/lending/juice/silver__juice_liquidations.yml
@ -42,7 +42,7 @@ models:
      - name: COLLATERAL_TOKEN
        tests: 
          - not_null
-      - name: COLLATERAL_SYMBOL
+      - name: COLLATERAL_TOKEN_SYMBOL
        tests: 
          - not_null
      - name: EVENT_INDEX
--- a/models/silver/defi/lending/orbit/silver__orbit_liquidations.sql
+++ b/models/silver/defi/lending/orbit/silver__orbit_liquidations.sql
@ -7,6 +7,7 @@
 ) }}

 WITH asset_details AS (
+
  SELECT
    token_address,
    token_name,
@ -56,13 +57,13 @@ orbit_liquidations AS (
    AND tx_status = 'SUCCESS'

 {% if is_incremental() %}
-    AND modified_timestamp > (
-        SELECT
-            max(modified_timestamp)
-        FROM
-            {{ this }}
-    )
-    AND modified_timestamp >= SYSDATE() - INTERVAL '7 day'
+AND modified_timestamp >= (
+  SELECT
+    MAX(modified_timestamp) - INTERVAL '12 hours'
+  FROM
+    {{ this }}
+)
+AND modified_timestamp >= SYSDATE() - INTERVAL '7 day'
 {% endif %}
 ),
 liquidation_union AS (
@ -85,10 +86,8 @@ liquidation_union AS (
      asd2.token_decimals
    ) AS tokens_seized,
    tokenCollateral AS protocol_market,
-    asd2.token_symbol AS collateral_token_symbol,
    asd2.underlying_asset_address AS collateral_token,
-    tokenCollateral,
-    asd2.underlying_symbol AS collateral_symbol,
+    asd2.underlying_symbol AS collateral_token_symbol,
    repayAmount_raw AS amount_unadj,
    repayAmount_raw / pow(
      10,
@ -108,7 +107,29 @@ liquidation_union AS (
    ON l.tokenCollateral = asd2.token_address
 )
 SELECT
-  *
+  block_number,
+  block_timestamp,
+  tx_hash,
+  contract_address,
+  'LiquidateBorrow' AS event_name,
+  event_index,
+  origin_function_signature,
+  origin_from_address,
+  origin_to_address,
+  liquidator,
+  borrower,
+  token,
+  token_symbol,
+  contract_address AS protocol_market,
+  collateral_token,
+  collateral_token_symbol,
+  amount_unadj,
+  amount,
+  liquidation_contract_address AS debt_token,
+  liquidation_contract_symbol AS debt_token_symbol,
+  platform,
+  modified_timestamp,
+  _log_id
 FROM
  liquidation_union qualify(ROW_NUMBER() over(PARTITION BY _log_id
 ORDER BY
--- a/models/silver/defi/lending/orbit/silver__orbit_liquidations.yml
+++ b/models/silver/defi/lending/orbit/silver__orbit_liquidations.yml
@ -36,10 +36,10 @@ models:
              column_type_list:
                - decimal
                - float    
-      - name: LIQUIDATION_CONTRACT_ADDRESS
+      - name: DEBT_TOKEN
        tests:
          - not_null
-      - name: LIQUIDATION_CONTRACT_SYMBOL
+      - name: DEBT_TOKEN_SYMBOL
        tests:
          - not_null
      - name: TX_HASH
@ -48,7 +48,7 @@ models:
      - name: COLLATERAL_TOKEN
        tests: 
          - not_null
-      - name: COLLATERAL_SYMBOL
+      - name: COLLATERAL_TOKEN_SYMBOL
        tests: 
          - not_null
      - name: EVENT_INDEX