Dex Roundtrip trades (#9027)

* made a mistake lol

* Revert "made a mistake lol"

This reverts commit 0a5f0d9.

* test ethereum and bnb models

* typo

* hmmp

* remove project contract address

* add other chains

* update pool address

* simplify unique keys

* force short run time

* update post hook chains

* fix division by zero order of operations

* Revert "force short run time"

This reverts commit ad98366.

---------

Co-authored-by: jeff-dude <[email protected]>

Author: henrystats

dbt_subprojects/dex/macros/models/dex_roundtrip_trades.sql

@@ -0,0 +1,93 @@
+{% macro dex_roundtrip_trades(blockchain) %}
+
+with 
+
+dex_trades as (
+    select 
+        *,
+        case 
+            when length(maker) = 32 then maker -- univ4 virtual pool id length, also same for euler, swaap
+            else project_contract_address  
+        end as pool_address -- for singletons 
+    from 
+    {{ ref('dex_trades') }}
+    where blockchain = '{{blockchain}}'
+    {% if is_incremental() %}
+    and {{ incremental_predicate('block_time') }}
+    {% endif %}
+),
+
+front_back as (
+    select 
+        distinct 
+        front.block_time
+        , front.pool_address
+        , front.block_date 
+        , front.blockchain
+        , t.tx_hash_all AS tx_hash
+        , front.project
+        , front.version
+        , t.evt_index_all AS evt_index
+    from 
+    dex_trades front 
+    inner join 
+    dex_trades back 
+        on front.block_date = back.block_date
+        and front.project = back.project 
+        and front.version = back.version 
+        and front.pool_address = back.pool_address 
+        and front.block_number = back.block_number
+        and front.evt_index < back.evt_index 
+        and front.tx_from = back.tx_from
+        and front.token_sold_address = back.token_bought_address
+        and front.token_bought_address = back.token_sold_address
+
+    cross join UNNEST(ARRAY[(front.tx_hash, front.evt_index), (back.tx_hash, back.evt_index)]) AS t(tx_hash_all, evt_index_all)
+    
+    where front.token_sold_amount > 0 
+    and front.token_bought_amount > 0 
+    and back.token_sold_amount > 0 
+    and back.token_bought_amount > 0 -- sanity for division below
+    and front.token_sold_amount / back.token_bought_amount BETWEEN 0.99 AND 1.01
+    and front.token_bought_amount / back.token_sold_amount BETWEEN 0.99 AND 1.01
+)
+
+select
+    t.blockchain
+    , t.project
+    , t.version
+    , t.block_time
+    , t.block_date
+    , t.block_month
+    , t.block_number
+    , t.token_sold_address
+    , t.token_bought_address
+    , t.token_sold_symbol
+    , t.token_bought_symbol
+    , t.maker
+    , t.taker
+    , t.tx_hash
+    , t.tx_from
+    , t.tx_to
+    , t.project_contract_address
+    , t.pool_address
+    , t.token_pair
+    , t.token_sold_amount_raw
+    , t.token_bought_amount_raw
+    , t.token_sold_amount
+    , t.token_bought_amount
+    , t.amount_usd
+    , t.evt_index
+from 
+dex_trades t
+inner join 
+front_back fb 
+    on t.block_date = fb.block_date
+    and t.blockchain = fb.blockchain
+    and t.block_time = fb.block_time
+    and t.tx_hash = fb.tx_hash
+    and t.pool_address = fb.pool_address
+    and t.evt_index = fb.evt_index
+    and t.project = fb.project 
+
+{% endmacro %}