Uniswap V4 dex liquidity (ethereum)

[IrishLatte19]

Thank you for contributing to Spellbook 🪄

Please open the PR in draft and mark as ready when you want to request a review.

Description:

[...]

---

quick links for more information:

• README.md
• spellbook docs
• CONTRIBUTING.md

[Hosuke]

Do you need full PoolManager_evt_Swap and PoolManager_evt_Initialize table for left join?

If not we may filter out in another CTE first.

[IrishLatte19]

Ummm It's being joined on id (pool in this case).
How would you suggest to do it in another CTE? 🤔

[Hosuke]

Maybe we will do a experimental spell in parallel to test the output first.

Currently it seems like [incremental evt_ModifyLiquidity] x [full evt_Swap] x [full evt_Initialize].

I may try with if [incremental evt_ModifyLiquidity] x [incremental evt_Swap] x [full evt_Initialize] output the same.

[Hosuke]

Maybe we can try this in a parallel spell:

WITH filtered_swaps AS (
    SELECT 
        evt_block_time,
        id,
        sqrtPriceX96
    FROM {{ PoolManager_evt_Swap }}
    {%- if is_incremental() %}
    WHERE {{ incremental_predicate('evt_block_time') }}
    {%- endif %}
),

get_recent_sqrtPriceX96 AS
(
    SELECT *
      FROM (
                SELECT 
                        ml.*
                        ,i.currency0 as token0
                        , i.currency1 as token1
                        , COALESCE(s.evt_block_time, i.evt_block_time) as most_recent_time
                        , COALESCE(s.sqrtPriceX96, i.sqrtPriceX96) AS sqrtPriceX96
                        , ROW_NUMBER() OVER (
                            PARTITION BY ml.id, ml.evt_block_time
                            ORDER BY 
                                CASE WHEN s.sqrtPriceX96 IS NOT NULL THEN s.evt_block_time ELSE i.evt_block_time END DESC
                        ) AS rn
                    FROM 
                        {{ PoolManager_evt_ModifyLiquidity }} ml
                    LEFT JOIN 
                        filtered_swaps s ON ml.evt_block_time > s.evt_block_time AND ml.id = s.id
                    LEFT JOIN 
                        {{ PoolManager_evt_Initialize }} i ON ml.evt_block_time >= i.evt_block_time AND i.{{pair_column_name}} = ml.id
                    {%- if is_incremental() %}
                        WHERE
                            {{ incremental_predicate('ml.evt_block_time') }}
                    {%- endif %}
            )tbl
        WHERE rn = 1
)

If this implementation outputs the same data, we may optimize the query, but probably not.

[Hosuke]

Original implementation preview with 3893 rows:
https://dune.com/queries/4719491

[Hosuke]

Modified implementation with 3892 rows (match the original time duration):
https://dune.com/queries/4719556

If modification is acceptable, we may optimize this query a bit.

[Hosuke]

(I am having a branch namespace conflicts so I cannot git pull this PR to local currently, we should always try to submit PR from a newly named branch or updated branch maybe.)