An 5223/jupiter limit orders (#689)

* add limit order logic

* limit signers

* filter out incorrectly labeled limit swaps

models/silver/swaps/jupiter/v6/silver__swaps_intermediate_jupiterv6_2.sql

@@ -79,6 +79,18 @@
     'JD25qVdtd65FoiXNmR89JjmoJdYk9sjYQeSTZAALFiMy'
 ] %}
 
+{% set jupiter_limit_signers = [
+    'j1oAbxxiDUWvoHxEDhWE7THLjEkDQW2cSHYn2vttxTF',
+    'Gw9QoW4y72hFDVt3RRzyqcD4qrV4pSqjhMMzwdGunz6H',
+    'LoAFmGjxUL84rWHk4X6k8jzrw12Hmb5yyReUXfkFRY6',
+    '71WDyyCsZwyEYDV91Qrb212rdg6woCHYQhFnmZUBxiJ6',
+    'EccxYg7rViwYfn9EMoNu7sUaV82QGyFt6ewiQaH1GYjv',
+    'j1oeQoPeuEDmjvyMwBmCWexzCQup77kbKKxV59CnYbd',
+    'JTJ9Cz7i43DBeps5PZdX1QVKbEkbWegBzKPxhWgkAf1',
+    'j1opmdubY84LUeidrPCsSGskTCYmeJVzds1UWm6nngb',
+    'AfQ1oaudsGjvznX4JNEw671hi57JfWo4CWqhtkdgoVHU'
+] %}
+
 WITH all_routes AS (
     SELECT 
         *
@@ -190,6 +202,17 @@ dca_filled AS (
         {{ between_stmts }}
         AND program_id = 'DCA265Vj8a9CEuX1eb1LWRnDT7uK6q1xMipnNyatn23M'
         AND event_type = 'Filled'
+),
+limit_filled AS (
+    SELECT
+        tx_id,
+        silver.udf_get_account_pubkey_by_name('maker', decoded_instruction:accounts) AS limit_requester,
+    FROM 
+        {{ ref('silver__decoded_instructions_combined') }}
+    WHERE 
+        {{ between_stmts }}
+        AND program_id in ('j1o2qRpjcyUwEvwtcfhEQefh773ZgjxcVRry7LDqg5X','jupoNjAxXgZ4rjzxzPMP4oxduvQsQtZzyknqvzYNrNu')
+        AND event_type = 'flashFillOrder'
 )
 SELECT 
     b.block_timestamp,
@@ -210,6 +233,11 @@ SELECT
         AND d.tx_id IS NOT NULL
     ) AS is_dca_swap,
     d.dca_requester,
+    (
+        i.swapper IN ('{{ jupiter_limit_signers | join("','") }}')
+        AND e.tx_id IS NOT NULL
+    ) AS is_limit_swap,
+    e.limit_requester,
     b._inserted_timestamp,
     {{ dbt_utils.generate_surrogate_key(['b.tx_id','b.index','b.inner_index']) }} AS swaps_intermediate_jupiterv6_id,
     sysdate() AS inserted_timestamp,
@@ -230,3 +258,6 @@ LEFT JOIN
 LEFT JOIN
     dca_filled d
     ON b.tx_id = d.tx_id
+LEFT JOIN
+    limit_filled e
+    ON b.tx_id = e.tx_id

models/silver/swaps/jupiter/v6/silver__swaps_intermediate_jupiterv6_2.yml

@@ -118,6 +118,25 @@ models:
                   is_dca_swap
                   AND _inserted_timestamp >= current_date - 7
                   AND block_timestamp >= '2024-05-12' /* last recorded date where some txs used the Beta DCA program (Betam4GuxvAes2uQ5vX8SackcxL5pxRuHowM5m2Ykmcq)  */
+      - name: IS_LIMIT_SWAP
+        description: "Whether the swap was initiated by a Jupiter limit order. If value is NULL then it is NOT a limit order swap"
+        tests:
+          - dbt_utils.expression_is_true:
+              expression: "= True"
+              config:
+                where: >
+                  swapper IN ('j1oAbxxiDUWvoHxEDhWE7THLjEkDQW2cSHYn2vttxTF','Gw9QoW4y72hFDVt3RRzyqcD4qrV4pSqjhMMzwdGunz6H','LoAFmGjxUL84rWHk4X6k8jzrw12Hmb5yyReUXfkFRY6','71WDyyCsZwyEYDV91Qrb212rdg6woCHYQhFnmZUBxiJ6','EccxYg7rViwYfn9EMoNu7sUaV82QGyFt6ewiQaH1GYjv','j1oeQoPeuEDmjvyMwBmCWexzCQup77kbKKxV59CnYbd','JTJ9Cz7i43DBeps5PZdX1QVKbEkbWegBzKPxhWgkAf1','j1opmdubY84LUeidrPCsSGskTCYmeJVzds1UWm6nngb','AfQ1oaudsGjvznX4JNEw671hi57JfWo4CWqhtkdgoVHU')
+                  AND _inserted_timestamp >= current_date - 7
+                  AND block_timestamp >= '2023-10-01' 
+      - name: LIMIT_REQUESTER
+        description: "Original address that requested the limit order swap"
+        tests:
+          - not_null:
+              config:
+                where: >
+                  is_limit_swap
+                  AND _inserted_timestamp >= current_date - 7
+                  AND block_timestamp >= '2023-10-01' 
       - name: _INSERTED_TIMESTAMP
         description: "{{ doc('_inserted_timestamp') }}"
         tests: 

tests/test_silver__decoded_instructions_jupiter_limit_signers.sql

@@ -0,0 +1,18 @@
+SELECT DISTINCT 
+    signers[0]::string AS signer
+FROM
+    {{ ref('silver__decoded_instructions_combined') }} 
+WHERE 
+    program_id in ('j1o2qRpjcyUwEvwtcfhEQefh773ZgjxcVRry7LDqg5X','jupoNjAxXgZ4rjzxzPMP4oxduvQsQtZzyknqvzYNrNu')
+    AND event_type = 'flashFillOrder'
+    AND _inserted_timestamp >= current_date - 7
+    AND signer NOT IN ('j1oAbxxiDUWvoHxEDhWE7THLjEkDQW2cSHYn2vttxTF',
+        'Gw9QoW4y72hFDVt3RRzyqcD4qrV4pSqjhMMzwdGunz6H',
+        'LoAFmGjxUL84rWHk4X6k8jzrw12Hmb5yyReUXfkFRY6',
+        '71WDyyCsZwyEYDV91Qrb212rdg6woCHYQhFnmZUBxiJ6',
+        'EccxYg7rViwYfn9EMoNu7sUaV82QGyFt6ewiQaH1GYjv',
+        'j1oeQoPeuEDmjvyMwBmCWexzCQup77kbKKxV59CnYbd',
+        'JTJ9Cz7i43DBeps5PZdX1QVKbEkbWegBzKPxhWgkAf1',
+        'j1opmdubY84LUeidrPCsSGskTCYmeJVzds1UWm6nngb',
+        'AfQ1oaudsGjvznX4JNEw671hi57JfWo4CWqhtkdgoVHU'
+    )