feat(dex): wire 1inch-LOP aggregator trades into dex_aggregator.trades (CUR2-2693, 2/2)

dbt_subprojects/dex/macros/models/_project/oneinch/LO/oneinch_lop_evt_index_macro.sql

@@ -0,0 +1,10 @@
+-- evt_index for 1inch LOP fills: numbered over ALL limits fills of a tx, BEFORE any
+-- exclusion, so kept rows retain their dex_<blockchain>_trades merge keys when fills
+-- are reclassified (merge can only upsert, never delete).
+-- Both sides of the dex.trades / dex_aggregator.trades split must agree on this
+-- numbering: oneinch_lop_own_trades computes it at query time, while
+-- oneinch_lop_venue_settled_fills persists it for oneinch_lop_aggregator_trades.
+
+{% macro oneinch_lop_evt_index() -%}
+row_number() over(partition by tx_hash order by call_trace_address)
+{%- endmacro %}

dbt_subprojects/dex/models/_projects/oneinch/_schema.yml

@@ -363,7 +363,12 @@ models:
     config:
       tags: ['oneinch', 'lo', 'trades']
     description: >
-        1inch limit order protocol trades - special for dex.trades
+        1inch limit order protocol trades - special for dex.trades.
+        Fills settled by a resolver on an underlying DEX in the same tx are excluded here
+        (the venue's own row already represents the trade in dex.trades) and reclassified
+        into dex_aggregator.trades via oneinch_lop_aggregator_trades. Fills pass through
+        with a maturity delay so the venue side's decoded events have landed before
+        dex_<blockchain>_trades merges them.
     data_tests:
       - dbt_utils.unique_combination_of_columns:
           arguments:
@@ -372,6 +377,9 @@ models:
               - tx_hash
               - evt_index
       - oneinch_no_cross_chain_placeholder_tokens
+      - check_dex_base_trades_seed:
+          arguments:
+            seed_file: ref('oneinch_lop_own_trades_seed')
     columns:
       - name: blockchain
         data_tests:
@@ -404,6 +412,110 @@ models:
         data_tests:
           - not_null
 
+  - name: oneinch_lop_venue_settled_fills
+    meta:
+      blockchain: ['ethereum', 'bnb', 'polygon', 'arbitrum', 'avalanche_c', 'gnosis', 'optimism', 'fantom', 'base', 'zksync', 'linea', 'sonic', 'unichain']
+      sector: oneinch
+      contributors: ['thevaizman']
+    config:
+      tags: ['oneinch', 'lo']
+    description: >
+        1inch limit order protocol fills that a resolver settled on an underlying DEX in
+        the same tx (the venue's own row co-occurs in dex_<blockchain>_base_trades).
+        These fills are excluded from oneinch_lop_own_trades (dex.trades) and emitted
+        into dex_aggregator.trades via oneinch_lop_aggregator_trades. Fills nested under
+        a classic/fusion/cross-chain execution and direct fills are kept out of this set.
+    data_tests:
+      - dbt_utils.unique_combination_of_columns:
+          arguments:
+            combination_of_columns:
+              - blockchain
+              - block_month
+              - block_date
+              - execution_id
+    columns:
+      - name: blockchain
+        data_tests:
+          - not_null
+      - name: block_month
+        data_tests:
+          - not_null
+      - name: block_date
+        data_tests:
+          - not_null
+      - name: block_time
+      - name: tx_hash
+        data_tests:
+          - not_null
+      - name: call_trace_address
+        data_tests:
+          - not_null
+      - name: execution_id
+        data_tests:
+          - not_null
+      - name: evt_index
+        data_tests:
+          - not_null
+
+  - name: oneinch_lop_aggregator_trades
+    meta:
+      blockchain: ['ethereum', 'bnb', 'polygon', 'arbitrum', 'avalanche_c', 'gnosis', 'optimism', 'fantom', 'base', 'zksync', 'linea', 'sonic', 'unichain']
+      sector: oneinch
+      contributors: ['thevaizman']
+    config:
+      tags: ['oneinch', 'lo', 'trades']
+    description: >
+        1inch limit order protocol fills settled on an underlying DEX - special for
+        dex_aggregator.trades, served as-is like oneinch_ar_trades (the venue's own row
+        stays in dex.trades; the intent-layer fill is recorded here, user perspective,
+        carrying 1inch's own amounts and guarded amount_usd - these values are NOT
+        re-derived by generic erc20-decimals enrichment, which is unsafe for this
+        lineage's raw amounts; see CUR2-2693 / the #9747 revert)
+    data_tests:
+      - dbt_utils.unique_combination_of_columns:
+          arguments:
+            combination_of_columns:
+              - blockchain
+              - tx_hash
+              - trace_address
+              - evt_index
+      - check_dex_aggregator_seed:
+          arguments:
+            blockchain: arbitrum
+            project: 1inch-LOP
+            version: '4.0'
+    columns:
+      - name: blockchain
+        data_tests:
+          - not_null
+      - name: project
+      - name: version
+      - name: block_date
+      - name: block_month
+      - name: block_time
+      - name: token_bought_symbol
+      - name: token_sold_symbol
+      - name: token_pair
+      - name: token_bought_amount
+      - name: token_sold_amount
+      - name: token_bought_amount_raw
+      - name: token_sold_amount_raw
+      - name: amount_usd
+      - name: token_bought_address
+      - name: token_sold_address
+      - name: taker
+      - name: maker
+      - name: project_contract_address
+      - name: tx_hash
+        data_tests:
+          - not_null
+      - name: tx_from
+      - name: tx_to
+      - name: trace_address
+        data_tests:
+          - not_null
+      - name: evt_index
+
   - name: oneinch_intent_resolvers
     meta:
       blockchain: ['ethereum', 'bnb', 'polygon', 'arbitrum', 'avalanche_c', 'gnosis', 'optimism', 'fantom', 'base', 'zksync', 'linea', 'sonic', 'unichain']

dbt_subprojects/dex/models/_projects/oneinch/outside/oneinch_lop_aggregator_trades.sql

@@ -0,0 +1,56 @@
+{{
+    config(
+        schema = 'oneinch',
+        alias = 'lop_aggregator_trades',
+        materialized = 'view',
+        unique_key = ['blockchain', 'block_month', 'tx_hash', 'trace_address', 'evt_index'],
+    )
+}}
+
+{% set src_symbol = "coalesce(src_executed_symbol, '')" %}
+{% set dst_symbol = "coalesce(dst_executed_symbol, '')" %}
+
+
+
+-- venue-settled LOP fills: the underlying venue's own row stays in dex.trades, so the
+-- intent-layer fill is recorded here instead (user perspective, like oneinch_ar_trades).
+-- evt_index comes persisted from oneinch_lop_venue_settled_fills (same numbering as
+-- oneinch_lop_own_trades via oneinch_lop_evt_index()); keeping this view window-free
+-- lets consumers' block_time predicates push down into the oneinch_swaps scan
+select
+    f.blockchain
+    , '1inch-LOP' as project
+    , cast(f.protocol_version as varchar) as version
+    , f.block_date
+    , f.block_month
+    , f.block_time
+    , {{ dst_symbol }} as token_bought_symbol
+    , {{ src_symbol }} as token_sold_symbol
+    , case
+        when lower({{ src_symbol }}) > lower({{ dst_symbol }}) then concat({{ dst_symbol }}, '-', {{ src_symbol }})
+        else concat({{ src_symbol }}, '-', {{ dst_symbol }})
+    end as token_pair
+    , cast(f.dst_executed_amount as double) / pow(10, cast(element_at(f.complement, 'dst_decimals') as bigint)) as token_bought_amount
+    , cast(f.src_executed_amount as double) / pow(10, cast(element_at(f.complement, 'src_decimals') as bigint)) as token_sold_amount
+    , f.dst_executed_amount as token_bought_amount_raw
+    , f.src_executed_amount as token_sold_amount_raw
+    , f.amount_usd
+    , f.dst_token_address as token_bought_address
+    , f.src_token_address as token_sold_address
+    , f.user as taker
+    , cast(null as varbinary) as maker
+    , f.call_to as project_contract_address
+    , f.tx_hash
+    , f.tx_from
+    , f.tx_to
+    , f.call_trace_address as trace_address
+    , v.evt_index
+from {{ ref('oneinch_swaps') }} as f
+join {{ ref('oneinch_lop_venue_settled_fills') }} as v
+    on v.blockchain = f.blockchain
+    and v.block_month = f.block_month
+    and v.execution_id = f.execution_id
+where true
+    and f.mode = 'limits'
+    and f.tx_success
+    and f.call_success

dbt_subprojects/dex/models/_projects/oneinch/outside/oneinch_lop_own_trades.sql

@@ -1,4 +1,4 @@
-{{  
+{{
     config(
         schema = 'oneinch',
         alias = 'lop_own_trades',
@@ -10,9 +10,26 @@
 {% set src_symbol = "coalesce(src_executed_symbol, '')" %}
 {% set dst_symbol = "coalesce(dst_executed_symbol, '')" %}
 {% set placeholder_tokens = oneinch_cross_chain_placeholder_tokens_cfg_macro() | join(', ') %}
+{% set maturity_delay = "interval '6' hour" %}
 
 
 
+with fills as (
+    -- evt_index is numbered over ALL limits fills, before the venue-settled exclusion:
+    -- kept rows must retain their historical evt_index because dex_<blockchain>_trades
+    -- merges can only upsert, never delete
+    select *
+        , {{ oneinch_lop_evt_index() }} as evt_index
+    from {{ ref('oneinch_swaps') }}
+    where true
+        and mode = 'limits'
+        and tx_success
+        and call_success
+        -- exclude Fusion+ cross-chain fills: the ERC20True placeholder leg makes these degenerate single-chain rows
+        and (src_token_address is null or src_token_address not in ({{ placeholder_tokens }}))
+        and (dst_token_address is null or dst_token_address not in ({{ placeholder_tokens }}))
+)
+
 select
     blockchain
     , '1inch-LOP' as project
@@ -40,12 +57,19 @@ select
     , tx_hash
     , tx_from
     , tx_to
-    , row_number() over(partition by tx_hash order by call_trace_address) as evt_index
-from {{ ref('oneinch_swaps') }}
+    , evt_index
+from fills as f
 where true
-    and mode = 'limits'
-    and tx_success
-    and call_success
-    -- exclude Fusion+ cross-chain fills: the ERC20True placeholder leg makes these degenerate single-chain rows
-    and (src_token_address is null or src_token_address not in ({{ placeholder_tokens }}))
-    and (dst_token_address is null or dst_token_address not in ({{ placeholder_tokens }}))
+    and not exists ( -- venue-settled fills are reclassified into dex_aggregator.trades (see oneinch_lop_aggregator_trades)
+        select 1
+        from {{ ref('oneinch_lop_venue_settled_fills') }} as v
+        where true
+            and v.blockchain = f.blockchain
+            and v.block_month = f.block_month
+            and v.execution_id = f.execution_id
+    )
+    -- maturity delay: the 1inch lineage builds from raw traces while venue base trades
+    -- build from decoded events; a fill merged into dex_<blockchain>_trades before its
+    -- venue's event decodes would never be removed (merge can't delete), so fills only
+    -- pass through once old enough for the venue side to have landed
+    and f.block_time <= now() - {{ maturity_delay }}