Merge pull request #1 from cowprotocol/mevblocker_fee_query

Mevblocker fee query

mevblocker/fees/.sqlfluff

@@ -0,0 +1,3 @@
+[sqlfluff:templater:jinja:context]
+start='2024-08-01 12:00'
+end='2024-08-02 12:00'

mevblocker/fees/value_per_block_3999838.sql

@@ -0,0 +1,182 @@
+-- Computes the value MEV Blocker transactions contribute for each block
+-- Parameters:
+--  {{start}} - the timestamp for which the analysis should start (inclusively)
+--  {{end}} - the timestamp for which the analysis should end (exclusively)
+
+WITH block_range AS (
+    SELECT
+        MIN(number) AS start_block,
+        MAX(number) + 1 AS end_block -- range is exclusive
+    FROM ethereum.blocks
+    WHERE
+        time >= TIMESTAMP '{{start}}'
+        AND time < TIMESTAMP '{{end}}'
+),
+
+-- perfomance optimisation: all mempool tx according to flashbots during that timeframe
+mempool AS (
+    SELECT DISTINCT hash
+    FROM dune.flashbots.dataset_mempool_dumpster
+    WHERE
+        included_at_block_height >= (SELECT start_block FROM block_range)
+        AND included_at_block_height < (SELECT end_block FROM block_range)
+
+),
+
+-- perfomance optimisation: relevant mev blocker bundles during that timeframe
+mev_blocker_filtered AS (
+    SELECT *
+    FROM mevblocker.raw_bundles
+    WHERE
+        blocknumber >= (SELECT start_block FROM block_range)
+        AND blocknumber < (SELECT end_block FROM block_range)
+),
+
+-- perfomance optimisation: relevant ethereum transactions during that timeframe
+ethereum_transactions_filtered AS (
+    SELECT *
+    FROM ethereum.transactions
+    WHERE
+        block_number >= (SELECT start_block FROM block_range)
+        AND block_number < (SELECT end_block FROM block_range)
+),
+
+-- all mev blocker tx that made it on chain
+mev_blocker_tx AS (
+    SELECT
+        jt.row_number,
+        et."from" AS tx_from,
+        et.index,
+        et.block_number,
+        et.block_time,
+        et.gas_used,
+        et.gas_price,
+        FROM_HEX(CAST(JSON_EXTRACT(mb.transactions, '$[0].hash') AS VARCHAR)) AS tx_1,
+        FROM_HEX(CAST(JSON_EXTRACT(mb.transactions, '$[0].from') AS VARCHAR)) AS tx_from_1,
+        FROM_HEX(jt.hash) AS hash
+    FROM
+        mev_blocker_filtered AS mb
+    CROSS JOIN
+        JSON_TABLE(
+            mb.transactions,
+            'lax $[*]' COLUMNS(
+                row_number for ordinality,
+                hash VARCHAR(255) PATH 'lax $.hash'
+            )
+        ) AS jt
+    INNER JOIN ethereum_transactions_filtered AS et
+        ON FROM_HEX(jt.hash) = et.hash
+    WHERE
+        block_number >= (SELECT start_block FROM block_range)
+        AND block_number < (SELECT end_block FROM block_range)
+    -- remove duplicates
+    GROUP BY 1, 2, 3, 4, 5, 6, 7, 8, 9, 10
+),
+
+-- find last tx in mev blocker bundle 
+-- based on the assumption that only the last tx in a bundle can be a searcher transaction
+last_tx_in_bundle AS (
+    SELECT
+        tx_1,
+        MAX(row_number) AS last_tx_number,
+        MIN(row_number) AS first_row
+    FROM mev_blocker_tx
+    GROUP BY 1
+),
+
+-- find which of the last tx in a bundle are not from the same address AS the original tx 
+-- assume these are searcher tx
+searcher_txs AS (
+    SELECT
+        m.tx_1,
+        m.hash AS search_tx,
+        m.index,
+        m.block_number,
+        m.block_time
+    FROM mev_blocker_tx AS m
+    INNER JOIN last_tx_in_bundle AS l
+        ON
+            m.tx_1 = l.tx_1
+            AND last_tx_number = row_number
+            AND first_row = 1 -- making sure the original transaction happened
+    WHERE tx_from != tx_from_1
+),
+
+kickback_txs AS (
+    SELECT
+        et.block_time,
+        et.block_number,
+        et.hash,
+        st.search_tx,
+        st.tx_1 AS target_tx,
+        value AS backrun_value_wei,
+        CAST(et.gas_used AS UINT256) * (et.gas_price - COALESCE(b.base_fee_per_gas, 0)) AS backrun_tip_wei
+    FROM searcher_txs AS st
+    INNER JOIN ethereum_transactions_filtered AS et
+        ON
+            st.block_number = et.block_number
+            AND st.index + 1 = et.index
+    INNER JOIN ethereum.blocks AS b
+        ON
+            st.block_number = number
+            AND et."from" = b.miner
+    WHERE
+        et.block_number >= (SELECT start_block FROM block_range)
+        AND et.block_number < (SELECT end_block FROM block_range)
+),
+
+-- all original (user) transactions, calculating the tip of these transactions
+-- excluding transactions that were in the public mempool
+user_txs AS (
+    SELECT
+        tx.block_time,
+        tx.block_number,
+        tx.hash,
+        CAST(tx.gas_used AS UINT256) * (tx.gas_price - COALESCE(b.base_fee_per_gas, 0)) AS user_tip_wei
+    FROM mev_blocker_tx AS tx
+    LEFT JOIN ethereum.blocks AS b ON block_number = number
+    WHERE
+        tx.hash NOT IN (SELECT search_tx FROM searcher_txs)
+        AND CAST(tx.hash AS VARCHAR) NOT IN (SELECT hash FROM mempool)
+    -- deduplicate approve txs that appear in bundles and individually
+    GROUP BY 1, 2, 3, 4
+),
+
+user_txs_per_block AS (
+    SELECT
+        b.time AS block_time,
+        b.number AS block_number,
+        SUM(user_tip_wei) AS user_tip_wei,
+        ARRAY_AGG(ut.hash) AS user_txs
+    FROM ethereum.blocks AS b
+    INNER JOIN user_txs AS ut ON b.number = ut.block_number
+    GROUP BY 1, 2
+),
+
+kickback_txs_per_block AS (
+    SELECT
+        b.time AS block_time,
+        b.number AS block_number,
+        SUM(COALESCE(k.backrun_value_wei, 0)) AS backrun_value_wei,
+        SUM(COALESCE(k.backrun_tip_wei, 0)) AS backrun_tip_wei,
+        ARRAY_AGG(k.search_tx) AS searcher_txs,
+        ARRAY_AGG(k.hash) AS kickback_txs
+    FROM ethereum.blocks AS b
+    INNER JOIN kickback_txs AS k ON b.number = k.block_number
+    GROUP BY 1, 2
+)
+
+-- final calculation of the fee per block 
+-- the calculation: 20% of (original_tx_tip + 1/9 of backrun value)
+SELECT
+    ut.block_time,
+    ut.block_number,
+    user_tip_wei,
+    backrun_value_wei,
+    backrun_tip_wei,
+    user_txs,
+    searcher_txs,
+    kickback_txs,
+    CAST(0.2 * (user_tip_wei + (COALESCE(k.backrun_tip_wei + k.backrun_value_wei, 0) / 9)) AS UINT256) AS block_fee_wei
+FROM user_txs_per_block AS ut
+LEFT JOIN kickback_txs_per_block AS k ON ut.block_number = k.block_number