This commit is contained in:
2026-04-29 17:18:35 +02:00
parent f8a2309173
commit 0b36caf77d
17 changed files with 1593 additions and 11 deletions

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@@ -46,3 +46,4 @@
0.7.13 - Extension de la couche launch origins avec Bags et Moonit, ajout dun enregistrement programmatique des mappings Bags, et détection automatique Moonit via suffixe de token mint 0.7.13 - Extension de la couche launch origins avec Bags et Moonit, ajout dun enregistrement programmatique des mappings Bags, et détection automatique Moonit via suffixe de token mint
0.7.14 - Ajout dune couche consolidée de traçabilité fondatrice multi-DEX avec enregistrement des pool origins, rattachement au decoded event, au pool/pair/listing et à léventuelle launch attribution 0.7.14 - Ajout dune couche consolidée de traçabilité fondatrice multi-DEX avec enregistrement des pool origins, rattachement au decoded event, au pool/pair/listing et à léventuelle launch attribution
0.7.15 - Ajout dune couche wallets observés et participations observées, avec extraction des rôles depuis les payloads décodés et rattachement transaction / decoded event / pool / pair 0.7.15 - Ajout dune couche wallets observés et participations observées, avec extraction des rôles depuis les payloads décodés et rattachement transaction / decoded event / pool / pair
0.7.16 - Ajout dune première couche trade events et pair metrics avec normalisation des swaps, agrégation par paire et branchement automatique dans le pipeline de résolution transactionnelle

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@@ -8,7 +8,7 @@ members = [
] ]
[workspace.package] [workspace.package]
version = "0.7.15" version = "0.7.16"
edition = "2024" edition = "2024"
license = "MIT" license = "MIT"
repository = "https://git.sasedev.com/Sasedev/khadhroony-bobobot" repository = "https://git.sasedev.com/Sasedev/khadhroony-bobobot"

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@@ -605,14 +605,14 @@ Réalisé :
- report des holdings à létape suivante afin de conserver une séparation nette entre acteurs observés et balances observées. - report des holdings à létape suivante afin de conserver une séparation nette entre acteurs observés et balances observées.
### 6.048. Version `0.7.16` — Séries de prix, volumes et agrégats DEX ### 6.048. Version `0.7.16` — Séries de prix, volumes et agrégats DEX
Objectif : préparer la couche analytique fine à partir des événements métier normalisés. Réalisé :
À faire : - ajout dune première table `trade events` pour normaliser les swaps observés,
- ajout dune première table `pair metrics` pour agréger les swaps par paire,
- préparer des agrégations de prix/volume par paire, - prise en charge des compteurs `trade_count`, `buy_count`, `sell_count`,
- introduire la base des futures candles et séries temporelles, - prise en charge optionnelle des volumes bruts `base` / `quote` et du dernier prix dérivé `quote_per_base`,
- permettre plus tard le calcul dOHLCV, volume, nombre de trades et liquidité par fenêtre, - branchement automatique dans le pipeline de résolution transactionnelle,
- préparer le terrain pour la couche analytique `0.8.x`. - conservation dun modèle simple et idempotent en préparation de futures candles / séries temporelles.
### 6.049. Version `0.7.x` — Couverture DEX v1 ### 6.049. Version `0.7.x` — Couverture DEX v1
Objectif : structurer les connecteurs DEX autour dun pipeline complet de résolution, décodage et normalisation métier. Objectif : structurer les connecteurs DEX autour dun pipeline complet de résolution, décodage et normalisation métier.

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@@ -32,6 +32,7 @@ pub use dtos::KbLiquidityEventDto;
pub use dtos::KbObservedTokenDto; pub use dtos::KbObservedTokenDto;
pub use dtos::KbOnchainObservationDto; pub use dtos::KbOnchainObservationDto;
pub use dtos::KbPairDto; pub use dtos::KbPairDto;
pub use dtos::KbPairMetricDto;
pub use dtos::KbPoolDto; pub use dtos::KbPoolDto;
pub use dtos::KbPoolListingDto; pub use dtos::KbPoolListingDto;
pub use dtos::KbPoolOriginDto; pub use dtos::KbPoolOriginDto;
@@ -40,6 +41,7 @@ pub use dtos::KbSwapDto;
pub use dtos::KbTokenBurnEventDto; pub use dtos::KbTokenBurnEventDto;
pub use dtos::KbTokenDto; pub use dtos::KbTokenDto;
pub use dtos::KbTokenMintEventDto; pub use dtos::KbTokenMintEventDto;
pub use dtos::KbTradeEventDto;
pub use dtos::KbWalletDto; pub use dtos::KbWalletDto;
pub use dtos::KbWalletParticipationDto; pub use dtos::KbWalletParticipationDto;
pub use entities::KbAnalysisSignalEntity; pub use entities::KbAnalysisSignalEntity;
@@ -59,6 +61,7 @@ pub use entities::KbLiquidityEventEntity;
pub use entities::KbObservedTokenEntity; pub use entities::KbObservedTokenEntity;
pub use entities::KbOnchainObservationEntity; pub use entities::KbOnchainObservationEntity;
pub use entities::KbPairEntity; pub use entities::KbPairEntity;
pub use entities::KbPairMetricEntity;
pub use entities::KbPoolEntity; pub use entities::KbPoolEntity;
pub use entities::KbPoolListingEntity; pub use entities::KbPoolListingEntity;
pub use entities::KbPoolOriginEntity; pub use entities::KbPoolOriginEntity;
@@ -67,6 +70,7 @@ pub use entities::KbSwapEntity;
pub use entities::KbTokenBurnEventEntity; pub use entities::KbTokenBurnEventEntity;
pub use entities::KbTokenEntity; pub use entities::KbTokenEntity;
pub use entities::KbTokenMintEventEntity; pub use entities::KbTokenMintEventEntity;
pub use entities::KbTradeEventEntity;
pub use entities::KbWalletEntity; pub use entities::KbWalletEntity;
pub use entities::KbWalletParticipationEntity; pub use entities::KbWalletParticipationEntity;
pub use queries::delete_chain_instructions_by_transaction_id; pub use queries::delete_chain_instructions_by_transaction_id;
@@ -82,10 +86,12 @@ pub use queries::get_launch_surface_by_code;
pub use queries::get_launch_surface_key_by_match; pub use queries::get_launch_surface_key_by_match;
pub use queries::get_observed_token_by_mint; pub use queries::get_observed_token_by_mint;
pub use queries::get_pair_by_pool_id; pub use queries::get_pair_by_pool_id;
pub use queries::get_pair_metric_by_pair_id;
pub use queries::get_pool_by_address; pub use queries::get_pool_by_address;
pub use queries::get_pool_listing_by_pool_id; pub use queries::get_pool_listing_by_pool_id;
pub use queries::get_pool_origin_by_pool_id; pub use queries::get_pool_origin_by_pool_id;
pub use queries::get_token_by_mint; pub use queries::get_token_by_mint;
pub use queries::get_trade_event_by_decoded_event_id;
pub use queries::get_wallet_by_address; pub use queries::get_wallet_by_address;
pub use queries::get_wallet_participation_by_unique_key; pub use queries::get_wallet_participation_by_unique_key;
pub use queries::insert_analysis_signal; pub use queries::insert_analysis_signal;
@@ -102,6 +108,7 @@ pub use queries::list_launch_attributions_by_pool_id;
pub use queries::list_launch_surface_keys_by_surface_id; pub use queries::list_launch_surface_keys_by_surface_id;
pub use queries::list_launch_surfaces; pub use queries::list_launch_surfaces;
pub use queries::list_observed_tokens; pub use queries::list_observed_tokens;
pub use queries::list_pair_metrics;
pub use queries::list_pairs; pub use queries::list_pairs;
pub use queries::list_pool_listings; pub use queries::list_pool_listings;
pub use queries::list_pool_origins; pub use queries::list_pool_origins;
@@ -116,6 +123,7 @@ pub use queries::list_recent_onchain_observations;
pub use queries::list_recent_swaps; pub use queries::list_recent_swaps;
pub use queries::list_recent_token_burn_events; pub use queries::list_recent_token_burn_events;
pub use queries::list_recent_token_mint_events; pub use queries::list_recent_token_mint_events;
pub use queries::list_trade_events_by_pair_id;
pub use queries::list_wallet_participations_by_pool_id; pub use queries::list_wallet_participations_by_pool_id;
pub use queries::list_wallet_participations_by_wallet_id; pub use queries::list_wallet_participations_by_wallet_id;
pub use queries::list_wallets; pub use queries::list_wallets;
@@ -132,6 +140,7 @@ pub use queries::upsert_launch_surface_key;
pub use queries::upsert_liquidity_event; pub use queries::upsert_liquidity_event;
pub use queries::upsert_observed_token; pub use queries::upsert_observed_token;
pub use queries::upsert_pair; pub use queries::upsert_pair;
pub use queries::upsert_pair_metric;
pub use queries::upsert_pool; pub use queries::upsert_pool;
pub use queries::upsert_pool_listing; pub use queries::upsert_pool_listing;
pub use queries::upsert_pool_origin; pub use queries::upsert_pool_origin;
@@ -140,6 +149,7 @@ pub use queries::upsert_swap;
pub use queries::upsert_token; pub use queries::upsert_token;
pub use queries::upsert_token_burn_event; pub use queries::upsert_token_burn_event;
pub use queries::upsert_token_mint_event; pub use queries::upsert_token_mint_event;
pub use queries::upsert_trade_event;
pub use queries::upsert_wallet; pub use queries::upsert_wallet;
pub use queries::upsert_wallet_participation; pub use queries::upsert_wallet_participation;
pub use types::KbAnalysisSignalSeverity; pub use types::KbAnalysisSignalSeverity;

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@@ -19,6 +19,7 @@ mod liquidity_event;
mod observed_token; mod observed_token;
mod onchain_observation; mod onchain_observation;
mod pair; mod pair;
mod pair_metric;
mod pool; mod pool;
mod pool_listing; mod pool_listing;
mod pool_origin; mod pool_origin;
@@ -27,6 +28,7 @@ mod swap;
mod token; mod token;
mod token_burn_event; mod token_burn_event;
mod token_mint_event; mod token_mint_event;
mod trade_event;
mod wallet; mod wallet;
mod wallet_participation; mod wallet_participation;
@@ -47,6 +49,7 @@ pub use liquidity_event::KbLiquidityEventDto;
pub use observed_token::KbObservedTokenDto; pub use observed_token::KbObservedTokenDto;
pub use onchain_observation::KbOnchainObservationDto; pub use onchain_observation::KbOnchainObservationDto;
pub use pair::KbPairDto; pub use pair::KbPairDto;
pub use pair_metric::KbPairMetricDto;
pub use pool::KbPoolDto; pub use pool::KbPoolDto;
pub use pool_listing::KbPoolListingDto; pub use pool_listing::KbPoolListingDto;
pub use pool_origin::KbPoolOriginDto; pub use pool_origin::KbPoolOriginDto;
@@ -55,5 +58,6 @@ pub use swap::KbSwapDto;
pub use token::KbTokenDto; pub use token::KbTokenDto;
pub use token_burn_event::KbTokenBurnEventDto; pub use token_burn_event::KbTokenBurnEventDto;
pub use token_mint_event::KbTokenMintEventDto; pub use token_mint_event::KbTokenMintEventDto;
pub use trade_event::KbTradeEventDto;
pub use wallet::KbWalletDto; pub use wallet::KbWalletDto;
pub use wallet_participation::KbWalletParticipationDto; pub use wallet_participation::KbWalletParticipationDto;

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@@ -0,0 +1,102 @@
// file: kb_lib/src/db/dtos/pair_metric.rs
//! Pair-metric DTO.
/// Application-facing pair-metric DTO.
#[derive(Debug, Clone, serde::Serialize, serde::Deserialize)]
pub struct KbPairMetricDto {
/// Optional numeric primary key.
pub id: std::option::Option<i64>,
/// Related pair id.
pub pair_id: i64,
/// Optional first observed slot.
pub first_slot: std::option::Option<i64>,
/// Optional last observed slot.
pub last_slot: std::option::Option<i64>,
/// Optional first observed signature.
pub first_signature: std::option::Option<std::string::String>,
/// Optional last observed signature.
pub last_signature: std::option::Option<std::string::String>,
/// Total trade count.
pub trade_count: i64,
/// Total buy count.
pub buy_count: i64,
/// Total sell count.
pub sell_count: i64,
/// Optional cumulative raw base volume.
pub cumulative_base_amount_raw: std::option::Option<std::string::String>,
/// Optional cumulative raw quote volume.
pub cumulative_quote_amount_raw: std::option::Option<std::string::String>,
/// Optional last derived quote-per-base price.
pub last_price_quote_per_base: std::option::Option<f64>,
/// Creation timestamp.
pub created_at: chrono::DateTime<chrono::Utc>,
/// Update timestamp.
pub updated_at: chrono::DateTime<chrono::Utc>,
}
impl KbPairMetricDto {
/// Creates a new pair-metric DTO.
pub fn new(pair_id: i64) -> Self {
let now = chrono::Utc::now();
Self {
id: None,
pair_id,
first_slot: None,
last_slot: None,
first_signature: None,
last_signature: None,
trade_count: 0,
buy_count: 0,
sell_count: 0,
cumulative_base_amount_raw: None,
cumulative_quote_amount_raw: None,
last_price_quote_per_base: None,
created_at: now,
updated_at: now,
}
}
}
impl TryFrom<crate::KbPairMetricEntity> for KbPairMetricDto {
type Error = crate::KbError;
fn try_from(entity: crate::KbPairMetricEntity) -> Result<Self, Self::Error> {
let created_at_result = chrono::DateTime::parse_from_rfc3339(&entity.created_at);
let created_at = match created_at_result {
Ok(created_at) => created_at.with_timezone(&chrono::Utc),
Err(error) => {
return Err(crate::KbError::Db(format!(
"cannot parse pair_metric created_at '{}': {}",
entity.created_at, error
)));
}
};
let updated_at_result = chrono::DateTime::parse_from_rfc3339(&entity.updated_at);
let updated_at = match updated_at_result {
Ok(updated_at) => updated_at.with_timezone(&chrono::Utc),
Err(error) => {
return Err(crate::KbError::Db(format!(
"cannot parse pair_metric updated_at '{}': {}",
entity.updated_at, error
)));
}
};
Ok(Self {
id: Some(entity.id),
pair_id: entity.pair_id,
first_slot: entity.first_slot,
last_slot: entity.last_slot,
first_signature: entity.first_signature,
last_signature: entity.last_signature,
trade_count: entity.trade_count,
buy_count: entity.buy_count,
sell_count: entity.sell_count,
cumulative_base_amount_raw: entity.cumulative_base_amount_raw,
cumulative_quote_amount_raw: entity.cumulative_quote_amount_raw,
last_price_quote_per_base: entity.last_price_quote_per_base,
created_at,
updated_at,
})
}
}

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@@ -0,0 +1,153 @@
// file: kb_lib/src/db/dtos/trade_event.rs
//! Trade-event DTO.
/// Application-facing trade-event DTO.
#[derive(Debug, Clone, serde::Serialize, serde::Deserialize)]
pub struct KbTradeEventDto {
/// Optional numeric primary key.
pub id: std::option::Option<i64>,
/// Related DEX id.
pub dex_id: i64,
/// Related pool id.
pub pool_id: i64,
/// Related pair id.
pub pair_id: i64,
/// Related transaction id.
pub transaction_id: i64,
/// Related decoded event id.
pub decoded_event_id: i64,
/// Related transaction signature.
pub signature: std::string::String,
/// Optional observed slot.
pub slot: std::option::Option<i64>,
/// Stable trade side.
pub trade_side: crate::KbSwapTradeSide,
/// Related base token id.
pub base_token_id: i64,
/// Related quote token id.
pub quote_token_id: i64,
/// Optional raw base amount.
pub base_amount_raw: std::option::Option<std::string::String>,
/// Optional raw quote amount.
pub quote_amount_raw: std::option::Option<std::string::String>,
/// Optional derived quote-per-base price.
pub price_quote_per_base: std::option::Option<f64>,
/// Observation source kind.
pub source_kind: crate::KbObservationSourceKind,
/// Optional logical source endpoint name.
pub source_endpoint_name: std::option::Option<std::string::String>,
/// Persisted payload JSON.
pub payload_json: std::string::String,
/// Creation timestamp.
pub created_at: chrono::DateTime<chrono::Utc>,
/// Update timestamp.
pub updated_at: chrono::DateTime<chrono::Utc>,
}
impl KbTradeEventDto {
/// Creates a new trade-event DTO.
pub fn new(
dex_id: i64,
pool_id: i64,
pair_id: i64,
transaction_id: i64,
decoded_event_id: i64,
signature: std::string::String,
slot: std::option::Option<i64>,
trade_side: crate::KbSwapTradeSide,
base_token_id: i64,
quote_token_id: i64,
base_amount_raw: std::option::Option<std::string::String>,
quote_amount_raw: std::option::Option<std::string::String>,
price_quote_per_base: std::option::Option<f64>,
source_kind: crate::KbObservationSourceKind,
source_endpoint_name: std::option::Option<std::string::String>,
payload_json: std::string::String,
) -> Self {
let now = chrono::Utc::now();
Self {
id: None,
dex_id,
pool_id,
pair_id,
transaction_id,
decoded_event_id,
signature,
slot,
trade_side,
base_token_id,
quote_token_id,
base_amount_raw,
quote_amount_raw,
price_quote_per_base,
source_kind,
source_endpoint_name,
payload_json,
created_at: now,
updated_at: now,
}
}
}
impl TryFrom<crate::KbTradeEventEntity> for KbTradeEventDto {
type Error = crate::KbError;
fn try_from(entity: crate::KbTradeEventEntity) -> Result<Self, Self::Error> {
let trade_side = kb_trade_side_from_string(entity.trade_side.as_str());
let source_kind_result = crate::KbObservationSourceKind::from_i16(entity.source_kind);
let source_kind = match source_kind_result {
Ok(source_kind) => source_kind,
Err(error) => return Err(error),
};
let created_at_result = chrono::DateTime::parse_from_rfc3339(&entity.created_at);
let created_at = match created_at_result {
Ok(created_at) => created_at.with_timezone(&chrono::Utc),
Err(error) => {
return Err(crate::KbError::Db(format!(
"cannot parse trade_event created_at '{}': {}",
entity.created_at, error
)));
}
};
let updated_at_result = chrono::DateTime::parse_from_rfc3339(&entity.updated_at);
let updated_at = match updated_at_result {
Ok(updated_at) => updated_at.with_timezone(&chrono::Utc),
Err(error) => {
return Err(crate::KbError::Db(format!(
"cannot parse trade_event updated_at '{}': {}",
entity.updated_at, error
)));
}
};
Ok(Self {
id: Some(entity.id),
dex_id: entity.dex_id,
pool_id: entity.pool_id,
pair_id: entity.pair_id,
transaction_id: entity.transaction_id,
decoded_event_id: entity.decoded_event_id,
signature: entity.signature,
slot: entity.slot,
trade_side,
base_token_id: entity.base_token_id,
quote_token_id: entity.quote_token_id,
base_amount_raw: entity.base_amount_raw,
quote_amount_raw: entity.quote_amount_raw,
price_quote_per_base: entity.price_quote_per_base,
source_kind,
source_endpoint_name: entity.source_endpoint_name,
payload_json: entity.payload_json,
created_at,
updated_at,
})
}
}
fn kb_trade_side_from_string(value: &str) -> crate::KbSwapTradeSide {
match value {
"BuyBase" => crate::KbSwapTradeSide::BuyBase,
"SellBase" => crate::KbSwapTradeSide::SellBase,
_ => crate::KbSwapTradeSide::Unknown,
}
}

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@@ -21,6 +21,7 @@ mod liquidity_event;
mod observed_token; mod observed_token;
mod onchain_observation; mod onchain_observation;
mod pair; mod pair;
mod pair_metric;
mod pool; mod pool;
mod pool_listing; mod pool_listing;
mod pool_origin; mod pool_origin;
@@ -29,6 +30,7 @@ mod swap;
mod token; mod token;
mod token_burn_event; mod token_burn_event;
mod token_mint_event; mod token_mint_event;
mod trade_event;
mod wallet; mod wallet;
mod wallet_participation; mod wallet_participation;
@@ -49,6 +51,7 @@ pub use liquidity_event::KbLiquidityEventEntity;
pub use observed_token::KbObservedTokenEntity; pub use observed_token::KbObservedTokenEntity;
pub use onchain_observation::KbOnchainObservationEntity; pub use onchain_observation::KbOnchainObservationEntity;
pub use pair::KbPairEntity; pub use pair::KbPairEntity;
pub use pair_metric::KbPairMetricEntity;
pub use pool::KbPoolEntity; pub use pool::KbPoolEntity;
pub use pool_listing::KbPoolListingEntity; pub use pool_listing::KbPoolListingEntity;
pub use pool_origin::KbPoolOriginEntity; pub use pool_origin::KbPoolOriginEntity;
@@ -57,5 +60,6 @@ pub use swap::KbSwapEntity;
pub use token::KbTokenEntity; pub use token::KbTokenEntity;
pub use token_burn_event::KbTokenBurnEventEntity; pub use token_burn_event::KbTokenBurnEventEntity;
pub use token_mint_event::KbTokenMintEventEntity; pub use token_mint_event::KbTokenMintEventEntity;
pub use trade_event::KbTradeEventEntity;
pub use wallet::KbWalletEntity; pub use wallet::KbWalletEntity;
pub use wallet_participation::KbWalletParticipationEntity; pub use wallet_participation::KbWalletParticipationEntity;

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@@ -0,0 +1,36 @@
// file: kb_lib/src/db/entities/pair_metric.rs
//! Pair-metric entity.
/// Persisted pair-metric row.
#[derive(Debug, Clone, serde::Serialize, serde::Deserialize, sqlx::FromRow)]
pub struct KbPairMetricEntity {
/// Numeric primary key.
pub id: i64,
/// Related pair id.
pub pair_id: i64,
/// Optional first observed slot.
pub first_slot: std::option::Option<i64>,
/// Optional last observed slot.
pub last_slot: std::option::Option<i64>,
/// Optional first observed signature.
pub first_signature: std::option::Option<std::string::String>,
/// Optional last observed signature.
pub last_signature: std::option::Option<std::string::String>,
/// Total trade count.
pub trade_count: i64,
/// Total buy count.
pub buy_count: i64,
/// Total sell count.
pub sell_count: i64,
/// Optional cumulative raw base volume.
pub cumulative_base_amount_raw: std::option::Option<std::string::String>,
/// Optional cumulative raw quote volume.
pub cumulative_quote_amount_raw: std::option::Option<std::string::String>,
/// Optional last derived quote-per-base price.
pub last_price_quote_per_base: std::option::Option<f64>,
/// Creation timestamp encoded as RFC3339 UTC text.
pub created_at: std::string::String,
/// Update timestamp encoded as RFC3339 UTC text.
pub updated_at: std::string::String,
}

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@@ -0,0 +1,46 @@
// file: kb_lib/src/db/entities/trade_event.rs
//! Trade-event entity.
/// Persisted trade-event row.
#[derive(Debug, Clone, serde::Serialize, serde::Deserialize, sqlx::FromRow)]
pub struct KbTradeEventEntity {
/// Numeric primary key.
pub id: i64,
/// Related DEX id.
pub dex_id: i64,
/// Related pool id.
pub pool_id: i64,
/// Related pair id.
pub pair_id: i64,
/// Related transaction id.
pub transaction_id: i64,
/// Related decoded event id.
pub decoded_event_id: i64,
/// Related transaction signature.
pub signature: std::string::String,
/// Optional observed slot.
pub slot: std::option::Option<i64>,
/// Stable trade side.
pub trade_side: std::string::String,
/// Related base token id.
pub base_token_id: i64,
/// Related quote token id.
pub quote_token_id: i64,
/// Optional raw base amount.
pub base_amount_raw: std::option::Option<std::string::String>,
/// Optional raw quote amount.
pub quote_amount_raw: std::option::Option<std::string::String>,
/// Optional derived quote-per-base price.
pub price_quote_per_base: std::option::Option<f64>,
/// Observation source kind.
pub source_kind: i16,
/// Optional logical source endpoint name.
pub source_endpoint_name: std::option::Option<std::string::String>,
/// Persisted payload JSON.
pub payload_json: std::string::String,
/// Creation timestamp encoded as RFC3339 UTC text.
pub created_at: std::string::String,
/// Update timestamp encoded as RFC3339 UTC text.
pub updated_at: std::string::String,
}

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@@ -23,6 +23,7 @@ mod liquidity_event;
mod observed_token; mod observed_token;
mod onchain_observation; mod onchain_observation;
mod pair; mod pair;
mod pair_metric;
mod pool; mod pool;
mod pool_listing; mod pool_listing;
mod pool_origin; mod pool_origin;
@@ -31,6 +32,7 @@ mod swap;
mod token; mod token;
mod token_burn_event; mod token_burn_event;
mod token_mint_event; mod token_mint_event;
mod trade_event;
mod wallet; mod wallet;
mod wallet_participation; mod wallet_participation;
@@ -81,6 +83,9 @@ pub use onchain_observation::list_recent_onchain_observations;
pub use pair::get_pair_by_pool_id; pub use pair::get_pair_by_pool_id;
pub use pair::list_pairs; pub use pair::list_pairs;
pub use pair::upsert_pair; pub use pair::upsert_pair;
pub use pair_metric::get_pair_metric_by_pair_id;
pub use pair_metric::list_pair_metrics;
pub use pair_metric::upsert_pair_metric;
pub use pool::get_pool_by_address; pub use pool::get_pool_by_address;
pub use pool::list_pools; pub use pool::list_pools;
pub use pool::upsert_pool; pub use pool::upsert_pool;
@@ -100,6 +105,9 @@ pub use token_burn_event::list_recent_token_burn_events;
pub use token_burn_event::upsert_token_burn_event; pub use token_burn_event::upsert_token_burn_event;
pub use token_mint_event::list_recent_token_mint_events; pub use token_mint_event::list_recent_token_mint_events;
pub use token_mint_event::upsert_token_mint_event; pub use token_mint_event::upsert_token_mint_event;
pub use trade_event::get_trade_event_by_decoded_event_id;
pub use trade_event::list_trade_events_by_pair_id;
pub use trade_event::upsert_trade_event;
pub use wallet::get_wallet_by_address; pub use wallet::get_wallet_by_address;
pub use wallet::list_wallets; pub use wallet::list_wallets;
pub use wallet::upsert_wallet; pub use wallet::upsert_wallet;

View File

@@ -0,0 +1,186 @@
// file: kb_lib/src/db/queries/pair_metric.rs
//! Queries for `kb_pair_metrics`.
/// Inserts or updates one pair-metric row and returns its stable internal id.
pub async fn upsert_pair_metric(
database: &crate::KbDatabase,
dto: &crate::KbPairMetricDto,
) -> Result<i64, crate::KbError> {
match database.connection() {
crate::KbDatabaseConnection::Sqlite(pool) => {
let query_result = sqlx::query(
r#"
INSERT INTO kb_pair_metrics (
pair_id,
first_slot,
last_slot,
first_signature,
last_signature,
trade_count,
buy_count,
sell_count,
cumulative_base_amount_raw,
cumulative_quote_amount_raw,
last_price_quote_per_base,
created_at,
updated_at
)
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
ON CONFLICT(pair_id) DO UPDATE SET
first_slot = excluded.first_slot,
last_slot = excluded.last_slot,
first_signature = excluded.first_signature,
last_signature = excluded.last_signature,
trade_count = excluded.trade_count,
buy_count = excluded.buy_count,
sell_count = excluded.sell_count,
cumulative_base_amount_raw = excluded.cumulative_base_amount_raw,
cumulative_quote_amount_raw = excluded.cumulative_quote_amount_raw,
last_price_quote_per_base = excluded.last_price_quote_per_base,
updated_at = excluded.updated_at
"#,
)
.bind(dto.pair_id)
.bind(dto.first_slot)
.bind(dto.last_slot)
.bind(dto.first_signature.clone())
.bind(dto.last_signature.clone())
.bind(dto.trade_count)
.bind(dto.buy_count)
.bind(dto.sell_count)
.bind(dto.cumulative_base_amount_raw.clone())
.bind(dto.cumulative_quote_amount_raw.clone())
.bind(dto.last_price_quote_per_base)
.bind(dto.created_at.to_rfc3339())
.bind(dto.updated_at.to_rfc3339())
.execute(pool)
.await;
if let Err(error) = query_result {
return Err(crate::KbError::Db(format!(
"cannot upsert kb_pair_metrics on sqlite: {}",
error
)));
}
let id_result = sqlx::query_scalar::<sqlx::Sqlite, i64>(
r#"
SELECT id
FROM kb_pair_metrics
WHERE pair_id = ?
LIMIT 1
"#,
)
.bind(dto.pair_id)
.fetch_one(pool)
.await;
match id_result {
Ok(id) => Ok(id),
Err(error) => Err(crate::KbError::Db(format!(
"cannot fetch kb_pair_metrics id for pair_id '{}' on sqlite: {}",
dto.pair_id, error
))),
}
}
}
}
/// Returns one pair-metric row identified by its pair id, if it exists.
pub async fn get_pair_metric_by_pair_id(
database: &crate::KbDatabase,
pair_id: i64,
) -> Result<std::option::Option<crate::KbPairMetricDto>, crate::KbError> {
match database.connection() {
crate::KbDatabaseConnection::Sqlite(pool) => {
let query_result = sqlx::query_as::<sqlx::Sqlite, crate::KbPairMetricEntity>(
r#"
SELECT
id,
pair_id,
first_slot,
last_slot,
first_signature,
last_signature,
trade_count,
buy_count,
sell_count,
cumulative_base_amount_raw,
cumulative_quote_amount_raw,
last_price_quote_per_base,
created_at,
updated_at
FROM kb_pair_metrics
WHERE pair_id = ?
LIMIT 1
"#,
)
.bind(pair_id)
.fetch_optional(pool)
.await;
let entity_option = match query_result {
Ok(entity_option) => entity_option,
Err(error) => {
return Err(crate::KbError::Db(format!(
"cannot read kb_pair_metrics by pair_id '{}' on sqlite: {}",
pair_id, error
)));
}
};
match entity_option {
Some(entity) => crate::KbPairMetricDto::try_from(entity).map(Some),
None => Ok(None),
}
}
}
}
/// Lists all pair-metric rows ordered by pair id.
pub async fn list_pair_metrics(
database: &crate::KbDatabase,
) -> Result<std::vec::Vec<crate::KbPairMetricDto>, crate::KbError> {
match database.connection() {
crate::KbDatabaseConnection::Sqlite(pool) => {
let query_result = sqlx::query_as::<sqlx::Sqlite, crate::KbPairMetricEntity>(
r#"
SELECT
id,
pair_id,
first_slot,
last_slot,
first_signature,
last_signature,
trade_count,
buy_count,
sell_count,
cumulative_base_amount_raw,
cumulative_quote_amount_raw,
last_price_quote_per_base,
created_at,
updated_at
FROM kb_pair_metrics
ORDER BY pair_id ASC
"#,
)
.fetch_all(pool)
.await;
let entities = match query_result {
Ok(entities) => entities,
Err(error) => {
return Err(crate::KbError::Db(format!(
"cannot list kb_pair_metrics on sqlite: {}",
error
)));
}
};
let mut dtos = std::vec::Vec::new();
for entity in entities {
let dto_result = crate::KbPairMetricDto::try_from(entity);
let dto = match dto_result {
Ok(dto) => dto,
Err(error) => return Err(error),
};
dtos.push(dto);
}
Ok(dtos)
}
}
}

View File

@@ -0,0 +1,208 @@
// file: kb_lib/src/db/queries/trade_event.rs
//! Queries for `kb_trade_events`.
/// Inserts or updates one trade-event row and returns its stable internal id.
pub async fn upsert_trade_event(
database: &crate::KbDatabase,
dto: &crate::KbTradeEventDto,
) -> Result<i64, crate::KbError> {
match database.connection() {
crate::KbDatabaseConnection::Sqlite(pool) => {
let query_result = sqlx::query(
r#"
INSERT INTO kb_trade_events (
dex_id,
pool_id,
pair_id,
transaction_id,
decoded_event_id,
signature,
slot,
trade_side,
base_token_id,
quote_token_id,
base_amount_raw,
quote_amount_raw,
price_quote_per_base,
source_kind,
source_endpoint_name,
payload_json,
created_at,
updated_at
)
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
ON CONFLICT(decoded_event_id) DO UPDATE SET
updated_at = excluded.updated_at
"#,
)
.bind(dto.dex_id)
.bind(dto.pool_id)
.bind(dto.pair_id)
.bind(dto.transaction_id)
.bind(dto.decoded_event_id)
.bind(dto.signature.clone())
.bind(dto.slot)
.bind(kb_trade_side_to_string(dto.trade_side))
.bind(dto.base_token_id)
.bind(dto.quote_token_id)
.bind(dto.base_amount_raw.clone())
.bind(dto.quote_amount_raw.clone())
.bind(dto.price_quote_per_base)
.bind(dto.source_kind.to_i16())
.bind(dto.source_endpoint_name.clone())
.bind(dto.payload_json.clone())
.bind(dto.created_at.to_rfc3339())
.bind(dto.updated_at.to_rfc3339())
.execute(pool)
.await;
if let Err(error) = query_result {
return Err(crate::KbError::Db(format!(
"cannot upsert kb_trade_events on sqlite: {}",
error
)));
}
let id_result = sqlx::query_scalar::<sqlx::Sqlite, i64>(
r#"
SELECT id
FROM kb_trade_events
WHERE decoded_event_id = ?
LIMIT 1
"#,
)
.bind(dto.decoded_event_id)
.fetch_one(pool)
.await;
match id_result {
Ok(id) => Ok(id),
Err(error) => Err(crate::KbError::Db(format!(
"cannot fetch kb_trade_events id for decoded_event_id '{}' on sqlite: {}",
dto.decoded_event_id, error
))),
}
}
}
}
/// Returns one trade-event row identified by its decoded-event id, if it exists.
pub async fn get_trade_event_by_decoded_event_id(
database: &crate::KbDatabase,
decoded_event_id: i64,
) -> Result<std::option::Option<crate::KbTradeEventDto>, crate::KbError> {
match database.connection() {
crate::KbDatabaseConnection::Sqlite(pool) => {
let query_result = sqlx::query_as::<sqlx::Sqlite, crate::KbTradeEventEntity>(
r#"
SELECT
id,
dex_id,
pool_id,
pair_id,
transaction_id,
decoded_event_id,
signature,
slot,
trade_side,
base_token_id,
quote_token_id,
base_amount_raw,
quote_amount_raw,
price_quote_per_base,
source_kind,
source_endpoint_name,
payload_json,
created_at,
updated_at
FROM kb_trade_events
WHERE decoded_event_id = ?
LIMIT 1
"#,
)
.bind(decoded_event_id)
.fetch_optional(pool)
.await;
let entity_option = match query_result {
Ok(entity_option) => entity_option,
Err(error) => {
return Err(crate::KbError::Db(format!(
"cannot read kb_trade_events by decoded_event_id '{}' on sqlite: {}",
decoded_event_id, error
)));
}
};
match entity_option {
Some(entity) => crate::KbTradeEventDto::try_from(entity).map(Some),
None => Ok(None),
}
}
}
}
/// Lists trade-event rows for one pair id ordered by creation time then id.
pub async fn list_trade_events_by_pair_id(
database: &crate::KbDatabase,
pair_id: i64,
) -> Result<std::vec::Vec<crate::KbTradeEventDto>, crate::KbError> {
match database.connection() {
crate::KbDatabaseConnection::Sqlite(pool) => {
let query_result = sqlx::query_as::<sqlx::Sqlite, crate::KbTradeEventEntity>(
r#"
SELECT
id,
dex_id,
pool_id,
pair_id,
transaction_id,
decoded_event_id,
signature,
slot,
trade_side,
base_token_id,
quote_token_id,
base_amount_raw,
quote_amount_raw,
price_quote_per_base,
source_kind,
source_endpoint_name,
payload_json,
created_at,
updated_at
FROM kb_trade_events
WHERE pair_id = ?
ORDER BY created_at ASC, id ASC
"#,
)
.bind(pair_id)
.fetch_all(pool)
.await;
let entities = match query_result {
Ok(entities) => entities,
Err(error) => {
return Err(crate::KbError::Db(format!(
"cannot list kb_trade_events by pair_id '{}' on sqlite: {}",
pair_id, error
)));
}
};
let mut dtos = std::vec::Vec::new();
for entity in entities {
let dto_result = crate::KbTradeEventDto::try_from(entity);
let dto = match dto_result {
Ok(dto) => dto,
Err(error) => return Err(error),
};
dtos.push(dto);
}
Ok(dtos)
}
}
}
fn kb_trade_side_to_string(value: crate::KbSwapTradeSide) -> &'static str {
match value {
crate::KbSwapTradeSide::BuyBase => "BuyBase",
crate::KbSwapTradeSide::SellBase => "SellBase",
crate::KbSwapTradeSide::Unknown => "Unknown",
}
}

View File

@@ -294,6 +294,22 @@ pub(crate) async fn ensure_schema(database: &crate::KbDatabase) -> Result<(), cr
if let Err(error) = result { if let Err(error) = result {
return Err(error); return Err(error);
} }
let result = create_kb_trade_events_table(pool).await;
if let Err(error) = result {
return Err(error);
}
let result = create_kb_idx_trade_events_pair_id(pool).await;
if let Err(error) = result {
return Err(error);
}
let result = create_kb_idx_trade_events_pool_id(pool).await;
if let Err(error) = result {
return Err(error);
}
let result = create_kb_pair_metrics_table(pool).await;
if let Err(error) = result {
return Err(error);
}
Ok(()) Ok(())
} }
} }
@@ -1608,3 +1624,92 @@ ON kb_wallet_participations(transaction_id)
) )
.await .await
} }
async fn create_kb_trade_events_table(pool: &sqlx::SqlitePool) -> Result<(), crate::KbError> {
execute_sqlite_schema_statement(
pool,
"create_kb_trade_events_table",
r#"
CREATE TABLE IF NOT EXISTS kb_trade_events (
id INTEGER PRIMARY KEY AUTOINCREMENT,
dex_id INTEGER NOT NULL,
pool_id INTEGER NOT NULL,
pair_id INTEGER NOT NULL,
transaction_id INTEGER NOT NULL,
decoded_event_id INTEGER NOT NULL UNIQUE,
signature TEXT NOT NULL,
slot INTEGER NULL,
trade_side TEXT NOT NULL,
base_token_id INTEGER NOT NULL,
quote_token_id INTEGER NOT NULL,
base_amount_raw TEXT NULL,
quote_amount_raw TEXT NULL,
price_quote_per_base REAL NULL,
source_kind INTEGER NOT NULL,
source_endpoint_name TEXT NULL,
payload_json TEXT NOT NULL,
created_at TEXT NOT NULL,
updated_at TEXT NOT NULL,
FOREIGN KEY(dex_id) REFERENCES kb_dexes(id) ON DELETE CASCADE,
FOREIGN KEY(pool_id) REFERENCES kb_pools(id) ON DELETE CASCADE,
FOREIGN KEY(pair_id) REFERENCES kb_pairs(id) ON DELETE CASCADE,
FOREIGN KEY(transaction_id) REFERENCES kb_chain_transactions(id) ON DELETE CASCADE,
FOREIGN KEY(decoded_event_id) REFERENCES kb_dex_decoded_events(id) ON DELETE CASCADE,
FOREIGN KEY(base_token_id) REFERENCES kb_tokens(id) ON DELETE CASCADE,
FOREIGN KEY(quote_token_id) REFERENCES kb_tokens(id) ON DELETE CASCADE
)
"#,
)
.await
}
async fn create_kb_idx_trade_events_pair_id(pool: &sqlx::SqlitePool) -> Result<(), crate::KbError> {
execute_sqlite_schema_statement(
pool,
"create_kb_idx_trade_events_pair_id",
r#"
CREATE INDEX IF NOT EXISTS kb_idx_trade_events_pair_id
ON kb_trade_events(pair_id)
"#,
)
.await
}
async fn create_kb_idx_trade_events_pool_id(pool: &sqlx::SqlitePool) -> Result<(), crate::KbError> {
execute_sqlite_schema_statement(
pool,
"create_kb_idx_trade_events_pool_id",
r#"
CREATE INDEX IF NOT EXISTS kb_idx_trade_events_pool_id
ON kb_trade_events(pool_id)
"#,
)
.await
}
async fn create_kb_pair_metrics_table(pool: &sqlx::SqlitePool) -> Result<(), crate::KbError> {
execute_sqlite_schema_statement(
pool,
"create_kb_pair_metrics_table",
r#"
CREATE TABLE IF NOT EXISTS kb_pair_metrics (
id INTEGER PRIMARY KEY AUTOINCREMENT,
pair_id INTEGER NOT NULL UNIQUE,
first_slot INTEGER NULL,
last_slot INTEGER NULL,
first_signature TEXT NULL,
last_signature TEXT NULL,
trade_count INTEGER NOT NULL,
buy_count INTEGER NOT NULL,
sell_count INTEGER NOT NULL,
cumulative_base_amount_raw TEXT NULL,
cumulative_quote_amount_raw TEXT NULL,
last_price_quote_per_base REAL NULL,
created_at TEXT NOT NULL,
updated_at TEXT NOT NULL,
FOREIGN KEY(pair_id) REFERENCES kb_pairs(id) ON DELETE CASCADE
)
"#,
)
.await
}

View File

@@ -23,6 +23,7 @@ mod launch_origin;
mod pool_origin; mod pool_origin;
mod solana_pubsub_ws; mod solana_pubsub_ws;
mod tracing; mod tracing;
mod trade_aggregation;
mod tx_model; mod tx_model;
mod tx_resolution; mod tx_resolution;
mod types; mod types;
@@ -82,6 +83,8 @@ pub use db::KbOnchainObservationDto;
pub use db::KbOnchainObservationEntity; pub use db::KbOnchainObservationEntity;
pub use db::KbPairDto; pub use db::KbPairDto;
pub use db::KbPairEntity; pub use db::KbPairEntity;
pub use db::KbPairMetricDto;
pub use db::KbPairMetricEntity;
pub use db::KbPoolDto; pub use db::KbPoolDto;
pub use db::KbPoolEntity; pub use db::KbPoolEntity;
pub use db::KbPoolKind; pub use db::KbPoolKind;
@@ -102,6 +105,8 @@ pub use db::KbTokenDto;
pub use db::KbTokenEntity; pub use db::KbTokenEntity;
pub use db::KbTokenMintEventDto; pub use db::KbTokenMintEventDto;
pub use db::KbTokenMintEventEntity; pub use db::KbTokenMintEventEntity;
pub use db::KbTradeEventDto;
pub use db::KbTradeEventEntity;
pub use db::KbWalletDto; pub use db::KbWalletDto;
pub use db::KbWalletEntity; pub use db::KbWalletEntity;
pub use db::KbWalletParticipationDto; pub use db::KbWalletParticipationDto;
@@ -119,10 +124,12 @@ pub use db::get_launch_surface_by_code;
pub use db::get_launch_surface_key_by_match; pub use db::get_launch_surface_key_by_match;
pub use db::get_observed_token_by_mint; pub use db::get_observed_token_by_mint;
pub use db::get_pair_by_pool_id; pub use db::get_pair_by_pool_id;
pub use db::get_pair_metric_by_pair_id;
pub use db::get_pool_by_address; pub use db::get_pool_by_address;
pub use db::get_pool_listing_by_pool_id; pub use db::get_pool_listing_by_pool_id;
pub use db::get_pool_origin_by_pool_id; pub use db::get_pool_origin_by_pool_id;
pub use db::get_token_by_mint; pub use db::get_token_by_mint;
pub use db::get_trade_event_by_decoded_event_id;
pub use db::get_wallet_by_address; pub use db::get_wallet_by_address;
pub use db::get_wallet_participation_by_unique_key; pub use db::get_wallet_participation_by_unique_key;
pub use db::insert_analysis_signal; pub use db::insert_analysis_signal;
@@ -139,6 +146,7 @@ pub use db::list_launch_attributions_by_pool_id;
pub use db::list_launch_surface_keys_by_surface_id; pub use db::list_launch_surface_keys_by_surface_id;
pub use db::list_launch_surfaces; pub use db::list_launch_surfaces;
pub use db::list_observed_tokens; pub use db::list_observed_tokens;
pub use db::list_pair_metrics;
pub use db::list_pairs; pub use db::list_pairs;
pub use db::list_pool_listings; pub use db::list_pool_listings;
pub use db::list_pool_origins; pub use db::list_pool_origins;
@@ -153,6 +161,7 @@ pub use db::list_recent_onchain_observations;
pub use db::list_recent_swaps; pub use db::list_recent_swaps;
pub use db::list_recent_token_burn_events; pub use db::list_recent_token_burn_events;
pub use db::list_recent_token_mint_events; pub use db::list_recent_token_mint_events;
pub use db::list_trade_events_by_pair_id;
pub use db::list_wallet_participations_by_pool_id; pub use db::list_wallet_participations_by_pool_id;
pub use db::list_wallet_participations_by_wallet_id; pub use db::list_wallet_participations_by_wallet_id;
pub use db::list_wallets; pub use db::list_wallets;
@@ -169,6 +178,7 @@ pub use db::upsert_launch_surface_key;
pub use db::upsert_liquidity_event; pub use db::upsert_liquidity_event;
pub use db::upsert_observed_token; pub use db::upsert_observed_token;
pub use db::upsert_pair; pub use db::upsert_pair;
pub use db::upsert_pair_metric;
pub use db::upsert_pool; pub use db::upsert_pool;
pub use db::upsert_pool_listing; pub use db::upsert_pool_listing;
pub use db::upsert_pool_origin; pub use db::upsert_pool_origin;
@@ -177,6 +187,7 @@ pub use db::upsert_swap;
pub use db::upsert_token; pub use db::upsert_token;
pub use db::upsert_token_burn_event; pub use db::upsert_token_burn_event;
pub use db::upsert_token_mint_event; pub use db::upsert_token_mint_event;
pub use db::upsert_trade_event;
pub use db::upsert_wallet; pub use db::upsert_wallet;
pub use db::upsert_wallet_participation; pub use db::upsert_wallet_participation;
pub use detect::KbDetectionObservationInput; pub use detect::KbDetectionObservationInput;
@@ -268,6 +279,8 @@ pub use solana_pubsub_ws::parse_kb_solana_ws_typed_notification;
pub use solana_pubsub_ws::parse_kb_solana_ws_typed_notification_from_event; pub use solana_pubsub_ws::parse_kb_solana_ws_typed_notification_from_event;
pub use tracing::KbTracingGuard; pub use tracing::KbTracingGuard;
pub use tracing::init_tracing; pub use tracing::init_tracing;
pub use trade_aggregation::KbTradeAggregationResult;
pub use trade_aggregation::KbTradeAggregationService;
pub use tx_model::KbTransactionModelService; pub use tx_model::KbTransactionModelService;
pub use tx_resolution::KbTransactionResolutionOutcome; pub use tx_resolution::KbTransactionResolutionOutcome;
pub use tx_resolution::KbTransactionResolutionRequest; pub use tx_resolution::KbTransactionResolutionRequest;

View File

@@ -0,0 +1,693 @@
// file: kb_lib/src/trade_aggregation.rs
//! Cross-DEX trade aggregation service.
/// One trade-aggregation result.
#[derive(Debug, Clone, serde::Serialize, serde::Deserialize)]
pub struct KbTradeAggregationResult {
/// Persisted trade-event id.
pub trade_event_id: i64,
/// Persisted pair-metric id.
pub pair_metric_id: i64,
/// Related pair id.
pub pair_id: i64,
/// Related pool id.
pub pool_id: i64,
/// Whether the trade-event row was newly created.
pub created_trade_event: bool,
}
/// Trade-aggregation service.
#[derive(Debug, Clone)]
pub struct KbTradeAggregationService {
database: std::sync::Arc<crate::KbDatabase>,
persistence: crate::KbDetectionPersistenceService,
}
impl KbTradeAggregationService {
/// Creates a new trade-aggregation service.
pub fn new(database: std::sync::Arc<crate::KbDatabase>) -> Self {
let persistence = crate::KbDetectionPersistenceService::new(database.clone());
Self {
database,
persistence,
}
}
/// Records normalized trade events and updates pair metrics for one transaction signature.
pub async fn record_transaction_by_signature(
&self,
signature: &str,
) -> Result<std::vec::Vec<crate::KbTradeAggregationResult>, crate::KbError> {
let transaction_result =
crate::get_chain_transaction_by_signature(self.database.as_ref(), signature).await;
let transaction_option = match transaction_result {
Ok(transaction_option) => transaction_option,
Err(error) => return Err(error),
};
let transaction = match transaction_option {
Some(transaction) => transaction,
None => {
return Err(crate::KbError::InvalidState(format!(
"cannot aggregate trades for unknown transaction '{}'",
signature
)));
}
};
let transaction_id = match transaction.id {
Some(transaction_id) => transaction_id,
None => {
return Err(crate::KbError::InvalidState(format!(
"transaction '{}' has no internal id",
signature
)));
}
};
let decoded_events_result = crate::list_dex_decoded_events_by_transaction_id(
self.database.as_ref(),
transaction_id,
)
.await;
let decoded_events = match decoded_events_result {
Ok(decoded_events) => decoded_events,
Err(error) => return Err(error),
};
let mut results = std::vec::Vec::new();
for decoded_event in &decoded_events {
if !decoded_event.event_kind.ends_with(".swap") {
continue;
}
let decoded_event_id = match decoded_event.id {
Some(decoded_event_id) => decoded_event_id,
None => {
return Err(crate::KbError::InvalidState(
"decoded event has no internal id".to_string(),
));
}
};
let existing_trade_result = crate::get_trade_event_by_decoded_event_id(
self.database.as_ref(),
decoded_event_id,
)
.await;
let existing_trade_option = match existing_trade_result {
Ok(existing_trade_option) => existing_trade_option,
Err(error) => return Err(error),
};
let pool_address = match decoded_event.pool_account.clone() {
Some(pool_address) => pool_address,
None => continue,
};
let pool_result =
crate::get_pool_by_address(self.database.as_ref(), pool_address.as_str()).await;
let pool_option = match pool_result {
Ok(pool_option) => pool_option,
Err(error) => return Err(error),
};
let pool = match pool_option {
Some(pool) => pool,
None => continue,
};
let pool_id = match pool.id {
Some(pool_id) => pool_id,
None => {
return Err(crate::KbError::InvalidState(format!(
"pool '{}' has no internal id",
pool.address
)));
}
};
let pair_result = crate::get_pair_by_pool_id(self.database.as_ref(), pool_id).await;
let pair_option = match pair_result {
Ok(pair_option) => pair_option,
Err(error) => return Err(error),
};
let pair = match pair_option {
Some(pair) => pair,
None => continue,
};
let pair_id = match pair.id {
Some(pair_id) => pair_id,
None => {
return Err(crate::KbError::InvalidState(format!(
"pair for pool '{}' has no internal id",
pool_id
)));
}
};
let payload_result =
serde_json::from_str::<serde_json::Value>(decoded_event.payload_json.as_str());
let payload = match payload_result {
Ok(payload) => payload,
Err(error) => {
return Err(crate::KbError::Json(format!(
"cannot parse decoded_event payload_json '{}': {}",
decoded_event.payload_json, error
)));
}
};
let trade_side = kb_extract_trade_side(&payload);
let base_amount_raw = kb_extract_amount_string(
&payload,
&[
"baseAmountRaw",
"base_amount_raw",
"baseAmount",
"amountBase",
"amountInBase",
],
);
let quote_amount_raw = kb_extract_amount_string(
&payload,
&[
"quoteAmountRaw",
"quote_amount_raw",
"quoteAmount",
"amountQuote",
"amountOutQuote",
],
);
let price_quote_per_base =
kb_compute_price_quote_per_base(base_amount_raw.clone(), quote_amount_raw.clone());
let slot_i64 = kb_convert_slot_to_i64(transaction.slot);
let created_trade_event = existing_trade_option.is_none();
let trade_event_id = if let Some(existing_trade) = existing_trade_option {
match existing_trade.id {
Some(trade_event_id) => trade_event_id,
None => {
return Err(crate::KbError::InvalidState(
"trade event has no internal id".to_string(),
));
}
}
} else {
let trade_event_dto = crate::KbTradeEventDto::new(
pool.dex_id,
pool_id,
pair_id,
transaction_id,
decoded_event_id,
transaction.signature.clone(),
slot_i64,
trade_side,
pair.base_token_id,
pair.quote_token_id,
base_amount_raw.clone(),
quote_amount_raw.clone(),
price_quote_per_base,
crate::KbObservationSourceKind::Dex,
transaction.source_endpoint_name.clone(),
decoded_event.payload_json.clone(),
);
let upsert_result =
crate::upsert_trade_event(self.database.as_ref(), &trade_event_dto).await;
match upsert_result {
Ok(trade_event_id) => trade_event_id,
Err(error) => return Err(error),
}
};
let pair_metric_result =
crate::get_pair_metric_by_pair_id(self.database.as_ref(), pair_id).await;
let pair_metric_option = match pair_metric_result {
Ok(pair_metric_option) => pair_metric_option,
Err(error) => return Err(error),
};
let pair_metric_id = if let Some(existing_metric) = pair_metric_option {
let existing_metric_id = match existing_metric.id {
Some(existing_metric_id) => existing_metric_id,
None => {
return Err(crate::KbError::InvalidState(
"pair metric has no internal id".to_string(),
));
}
};
if created_trade_event {
let mut updated_metric = existing_metric.clone();
kb_apply_trade_to_pair_metric(
&mut updated_metric,
slot_i64,
transaction.signature.clone(),
trade_side,
base_amount_raw.clone(),
quote_amount_raw.clone(),
price_quote_per_base,
);
let upsert_result =
crate::upsert_pair_metric(self.database.as_ref(), &updated_metric).await;
if let Err(error) = upsert_result {
return Err(error);
}
}
existing_metric_id
} else {
let mut new_metric = crate::KbPairMetricDto::new(pair_id);
kb_apply_trade_to_pair_metric(
&mut new_metric,
slot_i64,
transaction.signature.clone(),
trade_side,
base_amount_raw.clone(),
quote_amount_raw.clone(),
price_quote_per_base,
);
let upsert_result =
crate::upsert_pair_metric(self.database.as_ref(), &new_metric).await;
match upsert_result {
Ok(pair_metric_id) => pair_metric_id,
Err(error) => return Err(error),
}
};
if created_trade_event {
let payload = serde_json::json!({
"pairId": pair_id,
"poolId": pool_id,
"tradeEventId": trade_event_id,
"tradeSide": format!("{:?}", trade_side),
"baseAmountRaw": base_amount_raw,
"quoteAmountRaw": quote_amount_raw,
"priceQuotePerBase": price_quote_per_base,
"transactionSignature": transaction.signature
});
let observation_result = self
.persistence
.record_observation(&crate::KbDetectionObservationInput::new(
"dex.trade_aggregation".to_string(),
crate::KbObservationSourceKind::Dex,
transaction.source_endpoint_name.clone(),
transaction.signature.clone(),
transaction.slot,
payload.clone(),
))
.await;
let observation_id = match observation_result {
Ok(observation_id) => observation_id,
Err(error) => return Err(error),
};
let signal_result = self
.persistence
.record_signal(&crate::KbDetectionSignalInput::new(
"signal.dex.trade_aggregation.recorded".to_string(),
crate::KbAnalysisSignalSeverity::Low,
transaction.signature.clone(),
Some(observation_id),
None,
payload,
))
.await;
if let Err(error) = signal_result {
return Err(error);
}
}
results.push(crate::KbTradeAggregationResult {
trade_event_id,
pair_metric_id,
pair_id,
pool_id,
created_trade_event,
});
}
Ok(results)
}
}
fn kb_convert_slot_to_i64(slot: std::option::Option<u64>) -> std::option::Option<i64> {
match slot {
Some(slot) => match i64::try_from(slot) {
Ok(slot) => Some(slot),
Err(_) => None,
},
None => None,
}
}
fn kb_extract_trade_side(payload: &serde_json::Value) -> crate::KbSwapTradeSide {
let trade_side_option = kb_extract_string_by_candidate_keys(payload, &["tradeSide"]);
match trade_side_option.as_deref() {
Some("BuyBase") => crate::KbSwapTradeSide::BuyBase,
Some("SellBase") => crate::KbSwapTradeSide::SellBase,
_ => crate::KbSwapTradeSide::Unknown,
}
}
fn kb_extract_amount_string(
payload: &serde_json::Value,
candidate_keys: &[&str],
) -> std::option::Option<std::string::String> {
kb_extract_scalar_as_string_by_candidate_keys(payload, candidate_keys)
}
fn kb_compute_price_quote_per_base(
base_amount_raw: std::option::Option<std::string::String>,
quote_amount_raw: std::option::Option<std::string::String>,
) -> std::option::Option<f64> {
let base_amount_text = match base_amount_raw {
Some(base_amount_text) => base_amount_text,
None => return None,
};
let quote_amount_text = match quote_amount_raw {
Some(quote_amount_text) => quote_amount_text,
None => return None,
};
let base_amount_result = base_amount_text.parse::<f64>();
let base_amount = match base_amount_result {
Ok(base_amount) => base_amount,
Err(_) => return None,
};
if base_amount <= 0.0 {
return None;
}
let quote_amount_result = quote_amount_text.parse::<f64>();
let quote_amount = match quote_amount_result {
Ok(quote_amount) => quote_amount,
Err(_) => return None,
};
Some(quote_amount / base_amount)
}
fn kb_apply_trade_to_pair_metric(
metric: &mut crate::KbPairMetricDto,
slot: std::option::Option<i64>,
signature: std::string::String,
trade_side: crate::KbSwapTradeSide,
base_amount_raw: std::option::Option<std::string::String>,
quote_amount_raw: std::option::Option<std::string::String>,
price_quote_per_base: std::option::Option<f64>,
) {
metric.trade_count += 1;
if trade_side == crate::KbSwapTradeSide::BuyBase {
metric.buy_count += 1;
}
if trade_side == crate::KbSwapTradeSide::SellBase {
metric.sell_count += 1;
}
if metric.first_slot.is_none() {
metric.first_slot = slot;
}
if metric.first_signature.is_none() {
metric.first_signature = Some(signature.clone());
}
metric.last_slot = slot;
metric.last_signature = Some(signature);
metric.cumulative_base_amount_raw =
kb_add_raw_amounts(metric.cumulative_base_amount_raw.clone(), base_amount_raw);
metric.cumulative_quote_amount_raw =
kb_add_raw_amounts(metric.cumulative_quote_amount_raw.clone(), quote_amount_raw);
if price_quote_per_base.is_some() {
metric.last_price_quote_per_base = price_quote_per_base;
}
metric.updated_at = chrono::Utc::now();
}
fn kb_add_raw_amounts(
left: std::option::Option<std::string::String>,
right: std::option::Option<std::string::String>,
) -> std::option::Option<std::string::String> {
match (left, right) {
(None, None) => None,
(Some(left), None) => Some(left),
(None, Some(right)) => Some(right),
(Some(left), Some(right)) => {
let left_value_result = left.parse::<i128>();
let left_value = match left_value_result {
Ok(left_value) => left_value,
Err(_) => return Some(left),
};
let right_value_result = right.parse::<i128>();
let right_value = match right_value_result {
Ok(right_value) => right_value,
Err(_) => return Some(left),
};
Some((left_value + right_value).to_string())
}
}
}
fn kb_extract_string_by_candidate_keys(
value: &serde_json::Value,
candidate_keys: &[&str],
) -> std::option::Option<std::string::String> {
if let Some(object) = value.as_object() {
for candidate_key in candidate_keys {
let direct_option = object.get(*candidate_key);
if let Some(direct) = direct_option {
let direct_text_option = direct.as_str();
if let Some(direct_text) = direct_text_option {
return Some(direct_text.to_string());
}
}
}
for nested_value in object.values() {
let nested_result = kb_extract_string_by_candidate_keys(nested_value, candidate_keys);
if nested_result.is_some() {
return nested_result;
}
}
return None;
}
if let Some(array) = value.as_array() {
for nested_value in array {
let nested_result = kb_extract_string_by_candidate_keys(nested_value, candidate_keys);
if nested_result.is_some() {
return nested_result;
}
}
}
None
}
fn kb_extract_scalar_as_string_by_candidate_keys(
value: &serde_json::Value,
candidate_keys: &[&str],
) -> std::option::Option<std::string::String> {
if let Some(object) = value.as_object() {
for candidate_key in candidate_keys {
let direct_option = object.get(*candidate_key);
if let Some(direct) = direct_option {
if let Some(text) = direct.as_str() {
return Some(text.to_string());
}
if let Some(number) = direct.as_i64() {
return Some(number.to_string());
}
if let Some(number) = direct.as_u64() {
return Some(number.to_string());
}
if let Some(number) = direct.as_f64() {
return Some(number.to_string());
}
}
}
for nested_value in object.values() {
let nested_result =
kb_extract_scalar_as_string_by_candidate_keys(nested_value, candidate_keys);
if nested_result.is_some() {
return nested_result;
}
}
return None;
}
if let Some(array) = value.as_array() {
for nested_value in array {
let nested_result =
kb_extract_scalar_as_string_by_candidate_keys(nested_value, candidate_keys);
if nested_result.is_some() {
return nested_result;
}
}
}
None
}
#[cfg(test)]
mod tests {
async fn make_database() -> std::sync::Arc<crate::KbDatabase> {
let tempdir_result = tempfile::tempdir();
let tempdir = match tempdir_result {
Ok(tempdir) => tempdir,
Err(error) => panic!("tempdir must succeed: {}", error),
};
let database_path = tempdir.path().join("trade_aggregation.sqlite3");
let config = crate::KbDatabaseConfig {
enabled: true,
backend: crate::KbDatabaseBackend::Sqlite,
sqlite: crate::KbSqliteDatabaseConfig {
path: database_path.to_string_lossy().to_string(),
create_if_missing: true,
busy_timeout_ms: 5000,
max_connections: 1,
auto_initialize_schema: true,
use_wal: true,
},
};
let database_result = crate::KbDatabase::connect_and_initialize(&config).await;
let database = match database_result {
Ok(database) => database,
Err(error) => panic!("database init must succeed: {}", error),
};
std::sync::Arc::new(database)
}
async fn seed_fluxbeam_swap_transaction(
database: std::sync::Arc<crate::KbDatabase>,
signature: &str,
base_amount_raw: &str,
quote_amount_raw: &str,
) {
let transaction_model = crate::KbTransactionModelService::new(database.clone());
let dex_decode = crate::KbDexDecodeService::new(database.clone());
let dex_detect = crate::KbDexDetectService::new(database);
let resolved_transaction = serde_json::json!({
"slot": 940001,
"blockTime": 1779400001,
"version": 0,
"transaction": {
"message": {
"instructions": [
{
"programId": crate::KB_FLUXBEAM_PROGRAM_ID,
"program": "fluxbeam",
"stackHeight": 1,
"accounts": [
"TradeAggPool111",
"TradeAggLpMint111",
"TradeAggTokenA111",
"So11111111111111111111111111111111111111112"
],
"parsed": {
"info": {
"instruction": "swap",
"pool": "TradeAggPool111",
"tokenA": "TradeAggTokenA111",
"tokenB": "So11111111111111111111111111111111111111112",
"baseAmountRaw": base_amount_raw,
"quoteAmountRaw": quote_amount_raw
}
},
"data": "opaque"
}
]
}
},
"meta": {
"err": null,
"logMessages": [
"Program log: Instruction: Swap",
"Program log: buy"
]
}
});
let project_result = transaction_model
.persist_resolved_transaction(
signature,
Some("helius_primary_http".to_string()),
&resolved_transaction,
)
.await;
if let Err(error) = project_result {
panic!("projection must succeed: {}", error);
}
let decode_result = dex_decode.decode_transaction_by_signature(signature).await;
if let Err(error) = decode_result {
panic!("dex decode must succeed: {}", error);
}
let detect_result = dex_detect.detect_transaction_by_signature(signature).await;
if let Err(error) = detect_result {
panic!("dex detect must succeed: {}", error);
}
}
#[tokio::test]
async fn record_transaction_by_signature_creates_trade_event_and_pair_metric() {
let database = make_database().await;
seed_fluxbeam_swap_transaction(database.clone(), "sig-trade-aggregation-1", "1000", "2500")
.await;
let service = crate::KbTradeAggregationService::new(database.clone());
let record_result = service
.record_transaction_by_signature("sig-trade-aggregation-1")
.await;
let results = match record_result {
Ok(results) => results,
Err(error) => panic!("trade aggregation must succeed: {}", error),
};
assert_eq!(results.len(), 1);
assert!(results[0].created_trade_event);
let trade_events_result =
crate::list_trade_events_by_pair_id(database.as_ref(), results[0].pair_id).await;
let trade_events = match trade_events_result {
Ok(trade_events) => trade_events,
Err(error) => panic!("trade event list must succeed: {}", error),
};
assert_eq!(trade_events.len(), 1);
assert_eq!(trade_events[0].trade_side, crate::KbSwapTradeSide::BuyBase);
assert_eq!(trade_events[0].base_amount_raw, Some("1000".to_string()));
assert_eq!(trade_events[0].quote_amount_raw, Some("2500".to_string()));
assert_eq!(trade_events[0].price_quote_per_base, Some(2.5));
let pair_metric_result =
crate::get_pair_metric_by_pair_id(database.as_ref(), results[0].pair_id).await;
let pair_metric_option = match pair_metric_result {
Ok(pair_metric_option) => pair_metric_option,
Err(error) => panic!("pair metric fetch must succeed: {}", error),
};
let pair_metric = match pair_metric_option {
Some(pair_metric) => pair_metric,
None => panic!("pair metric must exist"),
};
assert_eq!(pair_metric.trade_count, 1);
assert_eq!(pair_metric.buy_count, 1);
assert_eq!(pair_metric.sell_count, 0);
assert_eq!(
pair_metric.cumulative_base_amount_raw,
Some("1000".to_string())
);
assert_eq!(
pair_metric.cumulative_quote_amount_raw,
Some("2500".to_string())
);
assert_eq!(pair_metric.last_price_quote_per_base, Some(2.5));
}
#[tokio::test]
async fn record_transaction_by_signature_is_idempotent() {
let database = make_database().await;
seed_fluxbeam_swap_transaction(database.clone(), "sig-trade-aggregation-2", "1000", "2500")
.await;
let service = crate::KbTradeAggregationService::new(database.clone());
let first_result = service
.record_transaction_by_signature("sig-trade-aggregation-2")
.await;
let first_results = match first_result {
Ok(first_results) => first_results,
Err(error) => panic!("first trade aggregation must succeed: {}", error),
};
assert_eq!(first_results.len(), 1);
assert!(first_results[0].created_trade_event);
let second_result = service
.record_transaction_by_signature("sig-trade-aggregation-2")
.await;
let second_results = match second_result {
Ok(second_results) => second_results,
Err(error) => panic!("second trade aggregation must succeed: {}", error),
};
assert_eq!(second_results.len(), 1);
assert!(!second_results[0].created_trade_event);
let trade_events_result =
crate::list_trade_events_by_pair_id(database.as_ref(), first_results[0].pair_id).await;
let trade_events = match trade_events_result {
Ok(trade_events) => trade_events,
Err(error) => panic!("trade event list must succeed: {}", error),
};
assert_eq!(trade_events.len(), 1);
let pair_metric_result =
crate::get_pair_metric_by_pair_id(database.as_ref(), first_results[0].pair_id).await;
let pair_metric_option = match pair_metric_result {
Ok(pair_metric_option) => pair_metric_option,
Err(error) => panic!("pair metric fetch must succeed: {}", error),
};
let pair_metric = match pair_metric_option {
Some(pair_metric) => pair_metric,
None => panic!("pair metric must exist"),
};
assert_eq!(pair_metric.trade_count, 1);
}
}

View File

@@ -105,6 +105,7 @@ pub struct KbTransactionResolutionService {
launch_origin_service: crate::KbLaunchOriginService, launch_origin_service: crate::KbLaunchOriginService,
pool_origin_service: crate::KbPoolOriginService, pool_origin_service: crate::KbPoolOriginService,
wallet_observation_service: crate::KbWalletObservationService, wallet_observation_service: crate::KbWalletObservationService,
trade_aggregation_service: crate::KbTradeAggregationService,
resolved_signatures: resolved_signatures:
std::sync::Arc<tokio::sync::Mutex<std::collections::HashSet<std::string::String>>>, std::sync::Arc<tokio::sync::Mutex<std::collections::HashSet<std::string::String>>>,
} }
@@ -123,6 +124,7 @@ impl KbTransactionResolutionService {
let launch_origin_service = crate::KbLaunchOriginService::new(database.clone()); let launch_origin_service = crate::KbLaunchOriginService::new(database.clone());
let pool_origin_service = crate::KbPoolOriginService::new(database.clone()); let pool_origin_service = crate::KbPoolOriginService::new(database.clone());
let wallet_observation_service = crate::KbWalletObservationService::new(database.clone()); let wallet_observation_service = crate::KbWalletObservationService::new(database.clone());
let trade_aggregation_service = crate::KbTradeAggregationService::new(database.clone());
Self { Self {
http_pool, http_pool,
persistence, persistence,
@@ -133,6 +135,7 @@ impl KbTransactionResolutionService {
launch_origin_service, launch_origin_service,
pool_origin_service, pool_origin_service,
wallet_observation_service, wallet_observation_service,
trade_aggregation_service,
resolved_signatures: std::sync::Arc::new(tokio::sync::Mutex::new( resolved_signatures: std::sync::Arc::new(tokio::sync::Mutex::new(
std::collections::HashSet::new(), std::collections::HashSet::new(),
)), )),
@@ -318,6 +321,11 @@ impl KbTransactionResolutionService {
.dex_detect_service .dex_detect_service
.detect_transaction_by_signature(request.signature.as_str()) .detect_transaction_by_signature(request.signature.as_str())
.await; .await;
let detection_results = match detection_results_result {
Ok(detection_results) => detection_results,
Err(error) => return Err(error),
};
let detected_object_count = detection_results.len();
let launch_attributions_result = self let launch_attributions_result = self
.launch_origin_service .launch_origin_service
.attribute_transaction_by_signature(request.signature.as_str()) .attribute_transaction_by_signature(request.signature.as_str())
@@ -345,11 +353,15 @@ impl KbTransactionResolutionService {
Err(error) => return Err(error), Err(error) => return Err(error),
}; };
let wallet_participation_count = wallet_observations.len(); let wallet_participation_count = wallet_observations.len();
let detection_results = match detection_results_result { let trade_aggregations_result = self
Ok(detection_results) => detection_results, .trade_aggregation_service
.record_transaction_by_signature(request.signature.as_str())
.await;
let trade_aggregations = match trade_aggregations_result {
Ok(trade_aggregations) => trade_aggregations,
Err(error) => return Err(error), Err(error) => return Err(error),
}; };
let detected_object_count = detection_results.len(); let trade_event_count = trade_aggregations.len();
let payload = serde_json::json!({ let payload = serde_json::json!({
"status": "resolved", "status": "resolved",
"signature": request.signature.clone(), "signature": request.signature.clone(),
@@ -362,6 +374,7 @@ impl KbTransactionResolutionService {
"launchAttributionCount": launch_attribution_count, "launchAttributionCount": launch_attribution_count,
"poolOriginCount": pool_origin_count, "poolOriginCount": pool_origin_count,
"walletParticipationCount": wallet_participation_count, "walletParticipationCount": wallet_participation_count,
"tradeEventCount": trade_event_count,
"triggerPayload": request.trigger_payload.clone(), "triggerPayload": request.trigger_payload.clone(),
"transaction": transaction_value "transaction": transaction_value
}); });