fix(dex): guard 0x settler volume_usd against mismatched maker leg#9795
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fix(dex): guard 0x settler volume_usd against mismatched maker leg#9795karimhass wants to merge 1 commit into
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The 0x settler decoder (zeroex_v2 macro) matches the maker (bought) leg heuristically. In bundled / multi-path settler txs (e.g. Relay-routed orders) it can latch onto an unrelated side-swap transfer, so volume_usd collapses to a tiny amount (e.g. tx 0xf61374...bf57 reported $0.75 for a ~$499 RLUSD->cbBTC trade, mirroring a parallel RLUSD->USDC fee hop). Add a leg-divergence guard: when both priced legs diverge by >= 5x, anchor volume_usd on the deterministic sold (taker) leg -- the user's actual settler input -- instead of the mismatch-prone maker leg. This fixes both the understatement (tiny mismatched maker) and a smaller set of overstatement cases (large intermediate-hop maker), and leaves all non-divergent rows byte-identical. Regression (ethereum, 60d): ~948k consistent rows unchanged to the cent; ~2.6k understated rows corrected up (+$95.8M); ~1.1k overstated rows corrected down (-$4.8M). Does not re-derive the wrong maker_token columns; that is a tracked follow-up. Co-authored-by: Cursor <cursoragent@cursor.com>
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…9795 (CUR2-2844) Replaces the heuristic maker/taker leg-matching (and the PR #9795 5x-divergence band-aid) for 0x Settler trades in dex_aggregator.trades with a deterministic decode. Per settler call, emits one 0x-API aggregator row = the user's net swap: - token_bought = AllowedSlippage.buyToken (from calldata, deterministic). - amount = the unique Transfer(buyToken, to=receiver) when resolvable, else the minAmountOut floor (verified tight, ~1% under actual). receiver = tx-level sender (execute) / msgSender (executeMetaTxn) — verified to be the true buyToken recipient, NOT the calldata recipient (an intermediate routing hop). Anchoring on a single calldata-named token to the verified user means it cannot mis-bind to internal routing hops the way the heuristic did. - token_sold = best-effort (unique Transfer out of the user, token != buyToken). - volume_usd priced via either leg (add_amount_usd), so an unpriced buyToken still values off the sell leg (cuts the unpriced-NULL bucket ~20% -> ~5%). New macro zeroex_settler_agg; settler-txs staging extended with the AllowedSlippage fields (buy_token, min_amount_out, settler_msgsender); all 17 settler chains' zeroex_v2_<chain>_trades rewired to it. Verified on-chain (example 0xf61374… : current $0.75 -> deterministic ~$490). NOTE: requires a coordinated full-refresh of zeroex_v2_<chain>_trades + dex_aggregator_trades (merge cannot delete the old mis-bound rows). Old-vs-new regression to be validated on CI-built tables before merge. Stacked on CUR2-2843 (Phase 1). CUR2-2844 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
thevaizman
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Jun 16, 2026
…9795 (CUR2-2844) Replaces the heuristic maker/taker leg-matching (and the PR #9795 5x-divergence band-aid) for 0x Settler trades in dex_aggregator.trades with a deterministic decode. Per settler call, emits one 0x-API aggregator row = the user's net swap: - token_bought = AllowedSlippage.buyToken (from calldata, deterministic). - amount = the unique Transfer(buyToken, to=receiver) when resolvable, else the minAmountOut floor (verified tight, ~1% under actual). receiver = tx-level sender (execute) / msgSender (executeMetaTxn) — verified to be the true buyToken recipient, NOT the calldata recipient (an intermediate routing hop). Anchoring on a single calldata-named token to the verified user means it cannot mis-bind to internal routing hops the way the heuristic did. - token_sold = best-effort (unique Transfer out of the user, token != buyToken). - volume_usd priced via either leg (add_amount_usd), so an unpriced buyToken still values off the sell leg (cuts the unpriced-NULL bucket ~20% -> ~5%). New macro zeroex_settler_agg; settler-txs staging extended with the AllowedSlippage fields (buy_token, min_amount_out, settler_msgsender); all 17 settler chains' zeroex_v2_<chain>_trades rewired to it. Verified on-chain (example 0xf61374… : current $0.75 -> deterministic ~$490). NOTE: requires a coordinated full-refresh of zeroex_v2_<chain>_trades + dex_aggregator_trades (merge cannot delete the old mis-bound rows). Old-vs-new regression to be validated on CI-built tables before merge. Stacked on CUR2-2843 (Phase 1). CUR2-2844 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
thevaizman
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Jun 16, 2026
…9795 (CUR2-2844) Replaces the heuristic maker/taker leg-matching (and the PR #9795 5x-divergence band-aid) for 0x Settler trades in dex_aggregator.trades with a deterministic decode. Per settler call, emits one 0x-API aggregator row = the user's net swap: - token_bought = AllowedSlippage.buyToken (from calldata, deterministic). - amount = the unique Transfer(buyToken, to=receiver) when resolvable, else the minAmountOut floor (verified tight, ~1% under actual). receiver = tx-level sender (execute) / msgSender (executeMetaTxn) — verified to be the true buyToken recipient, NOT the calldata recipient (an intermediate routing hop). Anchoring on a single calldata-named token to the verified user means it cannot mis-bind to internal routing hops the way the heuristic did. - token_sold = best-effort (unique Transfer out of the user, token != buyToken). - volume_usd priced via either leg (add_amount_usd), so an unpriced buyToken still values off the sell leg (cuts the unpriced-NULL bucket ~20% -> ~5%). New macro zeroex_settler_agg; settler-txs staging extended with the AllowedSlippage fields (buy_token, min_amount_out, settler_msgsender); all 17 settler chains' zeroex_v2_<chain>_trades rewired to it. Verified on-chain (example 0xf61374… : current $0.75 -> deterministic ~$490). NOTE: requires a coordinated full-refresh of zeroex_v2_<chain>_trades + dex_aggregator_trades (merge cannot delete the old mis-bound rows). Old-vs-new regression to be validated on CI-built tables before merge. Stacked on CUR2-2843 (Phase 1). CUR2-2844 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
thevaizman
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Jun 17, 2026
…9795 (CUR2-2844) Replaces the heuristic maker/taker leg-matching (and the PR #9795 5x-divergence band-aid) for 0x Settler trades in dex_aggregator.trades with a deterministic decode. Per settler call, emits one 0x-API aggregator row = the user's net swap: - token_bought = AllowedSlippage.buyToken (from calldata, deterministic). - amount = the unique Transfer(buyToken, to=receiver) when resolvable, else the minAmountOut floor (verified tight, ~1% under actual). receiver = tx-level sender (execute) / msgSender (executeMetaTxn) — verified to be the true buyToken recipient, NOT the calldata recipient (an intermediate routing hop). Anchoring on a single calldata-named token to the verified user means it cannot mis-bind to internal routing hops the way the heuristic did. - token_sold = best-effort (unique Transfer out of the user, token != buyToken). - volume_usd priced via either leg (add_amount_usd), so an unpriced buyToken still values off the sell leg (cuts the unpriced-NULL bucket ~20% -> ~5%). New macro zeroex_settler_agg; settler-txs staging extended with the AllowedSlippage fields (buy_token, min_amount_out, settler_msgsender); all 17 settler chains' zeroex_v2_<chain>_trades rewired to it. Verified on-chain (example 0xf61374… : current $0.75 -> deterministic ~$490). NOTE: requires a coordinated full-refresh of zeroex_v2_<chain>_trades + dex_aggregator_trades (merge cannot delete the old mis-bound rows). Old-vs-new regression to be validated on CI-built tables before merge. Stacked on CUR2-2843 (Phase 1). CUR2-2844 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
thevaizman
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Jun 17, 2026
…9795 (CUR2-2844) Replaces the heuristic maker/taker leg-matching (and the PR #9795 5x-divergence band-aid) for 0x Settler trades in dex_aggregator.trades with a deterministic decode. Per settler call, emits one 0x-API aggregator row = the user's net swap: - token_bought = AllowedSlippage.buyToken (from calldata, deterministic). - amount = the unique Transfer(buyToken, to=receiver) when resolvable, else the minAmountOut floor (verified tight, ~1% under actual). receiver = tx-level sender (execute) / msgSender (executeMetaTxn) — verified to be the true buyToken recipient, NOT the calldata recipient (an intermediate routing hop). Anchoring on a single calldata-named token to the verified user means it cannot mis-bind to internal routing hops the way the heuristic did. - token_sold = best-effort (unique Transfer out of the user, token != buyToken). - volume_usd priced via either leg (add_amount_usd), so an unpriced buyToken still values off the sell leg (cuts the unpriced-NULL bucket ~20% -> ~5%). New macro zeroex_settler_agg; settler-txs staging extended with the AllowedSlippage fields (buy_token, min_amount_out, settler_msgsender); all 17 settler chains' zeroex_v2_<chain>_trades rewired to it. Verified on-chain (example 0xf61374… : current $0.75 -> deterministic ~$490). NOTE: requires a coordinated full-refresh of zeroex_v2_<chain>_trades + dex_aggregator_trades (merge cannot delete the old mis-bound rows). Old-vs-new regression to be validated on CI-built tables before merge. Stacked on CUR2-2843 (Phase 1). CUR2-2844 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
thevaizman
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Jun 17, 2026
…9795 (CUR2-2844) Replaces the heuristic maker/taker leg-matching (and the PR #9795 5x-divergence band-aid) for 0x Settler trades in dex_aggregator.trades with a deterministic decode. Per settler call, emits one 0x-API aggregator row = the user's net swap: - token_bought = AllowedSlippage.buyToken (from calldata, deterministic). - amount = the unique Transfer(buyToken, to=receiver) when resolvable, else the minAmountOut floor (verified tight, ~1% under actual). receiver = tx-level sender (execute) / msgSender (executeMetaTxn) — verified to be the true buyToken recipient, NOT the calldata recipient (an intermediate routing hop). Anchoring on a single calldata-named token to the verified user means it cannot mis-bind to internal routing hops the way the heuristic did. - token_sold = best-effort (unique Transfer out of the user, token != buyToken). - volume_usd priced via either leg (add_amount_usd), so an unpriced buyToken still values off the sell leg (cuts the unpriced-NULL bucket ~20% -> ~5%). New macro zeroex_settler_agg; settler-txs staging extended with the AllowedSlippage fields (buy_token, min_amount_out, settler_msgsender); all 17 settler chains' zeroex_v2_<chain>_trades rewired to it. Verified on-chain (example 0xf61374… : current $0.75 -> deterministic ~$490). NOTE: requires a coordinated full-refresh of zeroex_v2_<chain>_trades + dex_aggregator_trades (merge cannot delete the old mis-bound rows). Old-vs-new regression to be validated on CI-built tables before merge. Stacked on CUR2-2843 (Phase 1). CUR2-2844 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
thevaizman
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Jun 17, 2026
…9795 (CUR2-2844) Replaces the heuristic maker/taker leg-matching (and the PR #9795 5x-divergence band-aid) for 0x Settler trades in dex_aggregator.trades with a deterministic decode. Per settler call, emits one 0x-API aggregator row = the user's net swap: - token_bought = AllowedSlippage.buyToken (from calldata, deterministic). - amount = the unique Transfer(buyToken, to=receiver) when resolvable, else the minAmountOut floor (verified tight, ~1% under actual). receiver = tx-level sender (execute) / msgSender (executeMetaTxn) — verified to be the true buyToken recipient, NOT the calldata recipient (an intermediate routing hop). Anchoring on a single calldata-named token to the verified user means it cannot mis-bind to internal routing hops the way the heuristic did. - token_sold = best-effort (unique Transfer out of the user, token != buyToken). - volume_usd priced via either leg (add_amount_usd), so an unpriced buyToken still values off the sell leg (cuts the unpriced-NULL bucket ~20% -> ~5%). New macro zeroex_settler_agg; settler-txs staging extended with the AllowedSlippage fields (buy_token, min_amount_out, settler_msgsender); all 17 settler chains' zeroex_v2_<chain>_trades rewired to it. Verified on-chain (example 0xf61374… : current $0.75 -> deterministic ~$490). NOTE: requires a coordinated full-refresh of zeroex_v2_<chain>_trades + dex_aggregator_trades (merge cannot delete the old mis-bound rows). Old-vs-new regression to be validated on CI-built tables before merge. Stacked on CUR2-2843 (Phase 1). CUR2-2844 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
thevaizman
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Jun 17, 2026
…9795 (CUR2-2844) Replaces the heuristic maker/taker leg-matching (and the PR #9795 5x-divergence band-aid) for 0x Settler trades in dex_aggregator.trades with a deterministic decode. Per settler call, emits one 0x-API aggregator row = the user's net swap: - token_bought = AllowedSlippage.buyToken (from calldata, deterministic). - amount = the unique Transfer(buyToken, to=receiver) when resolvable, else the minAmountOut floor (verified tight, ~1% under actual). receiver = tx-level sender (execute) / msgSender (executeMetaTxn) — verified to be the true buyToken recipient, NOT the calldata recipient (an intermediate routing hop). Anchoring on a single calldata-named token to the verified user means it cannot mis-bind to internal routing hops the way the heuristic did. - token_sold = best-effort (unique Transfer out of the user, token != buyToken). - volume_usd priced via either leg (add_amount_usd), so an unpriced buyToken still values off the sell leg (cuts the unpriced-NULL bucket ~20% -> ~5%). New macro zeroex_settler_agg; settler-txs staging extended with the AllowedSlippage fields (buy_token, min_amount_out, settler_msgsender); all 17 settler chains' zeroex_v2_<chain>_trades rewired to it. Verified on-chain (example 0xf61374… : current $0.75 -> deterministic ~$490). NOTE: requires a coordinated full-refresh of zeroex_v2_<chain>_trades + dex_aggregator_trades (merge cannot delete the old mis-bound rows). Old-vs-new regression to be validated on CI-built tables before merge. Stacked on CUR2-2843 (Phase 1). CUR2-2844 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
thevaizman
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Jun 17, 2026
…9795 (CUR2-2844) Replaces the heuristic maker/taker leg-matching (and the PR #9795 5x-divergence band-aid) for 0x Settler trades in dex_aggregator.trades with a deterministic decode. Per settler call, emits one 0x-API aggregator row = the user's net swap: - token_bought = AllowedSlippage.buyToken (from calldata, deterministic). - amount = the unique Transfer(buyToken, to=receiver) when resolvable, else the minAmountOut floor (verified tight, ~1% under actual). receiver = tx-level sender (execute) / msgSender (executeMetaTxn) — verified to be the true buyToken recipient, NOT the calldata recipient (an intermediate routing hop). Anchoring on a single calldata-named token to the verified user means it cannot mis-bind to internal routing hops the way the heuristic did. - token_sold = best-effort (unique Transfer out of the user, token != buyToken). - volume_usd priced via either leg (add_amount_usd), so an unpriced buyToken still values off the sell leg (cuts the unpriced-NULL bucket ~20% -> ~5%). New macro zeroex_settler_agg; settler-txs staging extended with the AllowedSlippage fields (buy_token, min_amount_out, settler_msgsender); all 17 settler chains' zeroex_v2_<chain>_trades rewired to it. Verified on-chain (example 0xf61374… : current $0.75 -> deterministic ~$490). NOTE: requires a coordinated full-refresh of zeroex_v2_<chain>_trades + dex_aggregator_trades (merge cannot delete the old mis-bound rows). Old-vs-new regression to be validated on CI-built tables before merge. Stacked on CUR2-2843 (Phase 1). CUR2-2844 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
thevaizman
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Jun 17, 2026
…9795 (CUR2-2844) Replaces the heuristic maker/taker leg-matching (and the PR #9795 5x-divergence band-aid) for 0x Settler trades in dex_aggregator.trades with a deterministic decode. Per settler call, emits one 0x-API aggregator row = the user's net swap: - token_bought = AllowedSlippage.buyToken (from calldata, deterministic). - amount = the unique Transfer(buyToken, to=receiver) when resolvable, else the minAmountOut floor (verified tight, ~1% under actual). receiver = tx-level sender (execute) / msgSender (executeMetaTxn) — verified to be the true buyToken recipient, NOT the calldata recipient (an intermediate routing hop). Anchoring on a single calldata-named token to the verified user means it cannot mis-bind to internal routing hops the way the heuristic did. - token_sold = best-effort (unique Transfer out of the user, token != buyToken). - volume_usd priced via either leg (add_amount_usd), so an unpriced buyToken still values off the sell leg (cuts the unpriced-NULL bucket ~20% -> ~5%). New macro zeroex_settler_agg; settler-txs staging extended with the AllowedSlippage fields (buy_token, min_amount_out, settler_msgsender); all 17 settler chains' zeroex_v2_<chain>_trades rewired to it. Verified on-chain (example 0xf61374… : current $0.75 -> deterministic ~$490). NOTE: requires a coordinated full-refresh of zeroex_v2_<chain>_trades + dex_aggregator_trades (merge cannot delete the old mis-bound rows). Old-vs-new regression to be validated on CI-built tables before merge. Stacked on CUR2-2843 (Phase 1). CUR2-2844 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
thevaizman
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Jun 19, 2026
…9795 (CUR2-2844) Replaces the heuristic maker/taker leg-matching (and the PR #9795 5x-divergence band-aid) for 0x Settler trades in dex_aggregator.trades with a deterministic decode. Per settler call, emits one 0x-API aggregator row = the user's net swap: - token_bought = AllowedSlippage.buyToken (from calldata, deterministic). - amount = the unique Transfer(buyToken, to=receiver) when resolvable, else the minAmountOut floor (verified tight, ~1% under actual). receiver = tx-level sender (execute) / msgSender (executeMetaTxn) — verified to be the true buyToken recipient, NOT the calldata recipient (an intermediate routing hop). Anchoring on a single calldata-named token to the verified user means it cannot mis-bind to internal routing hops the way the heuristic did. - token_sold = best-effort (unique Transfer out of the user, token != buyToken). - volume_usd priced via either leg (add_amount_usd), so an unpriced buyToken still values off the sell leg (cuts the unpriced-NULL bucket ~20% -> ~5%). New macro zeroex_settler_agg; settler-txs staging extended with the AllowedSlippage fields (buy_token, min_amount_out, settler_msgsender); all 17 settler chains' zeroex_v2_<chain>_trades rewired to it. Verified on-chain (example 0xf61374… : current $0.75 -> deterministic ~$490). NOTE: requires a coordinated full-refresh of zeroex_v2_<chain>_trades + dex_aggregator_trades (merge cannot delete the old mis-bound rows). Old-vs-new regression to be validated on CI-built tables before merge. Stacked on CUR2-2843 (Phase 1). CUR2-2844 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
thevaizman
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Jun 19, 2026
…9795 (CUR2-2844) Replaces the heuristic maker/taker leg-matching (and the PR #9795 5x-divergence band-aid) for 0x Settler trades in dex_aggregator.trades with a deterministic decode. Per settler call, emits one 0x-API aggregator row = the user's net swap: - token_bought = AllowedSlippage.buyToken (from calldata, deterministic). - amount = the unique Transfer(buyToken, to=receiver) when resolvable, else the minAmountOut floor (verified tight, ~1% under actual). receiver = tx-level sender (execute) / msgSender (executeMetaTxn) — verified to be the true buyToken recipient, NOT the calldata recipient (an intermediate routing hop). Anchoring on a single calldata-named token to the verified user means it cannot mis-bind to internal routing hops the way the heuristic did. - token_sold = best-effort (unique Transfer out of the user, token != buyToken). - volume_usd priced via either leg (add_amount_usd), so an unpriced buyToken still values off the sell leg (cuts the unpriced-NULL bucket ~20% -> ~5%). New macro zeroex_settler_agg; settler-txs staging extended with the AllowedSlippage fields (buy_token, min_amount_out, settler_msgsender); all 17 settler chains' zeroex_v2_<chain>_trades rewired to it. Verified on-chain (example 0xf61374… : current $0.75 -> deterministic ~$490). NOTE: requires a coordinated full-refresh of zeroex_v2_<chain>_trades + dex_aggregator_trades (merge cannot delete the old mis-bound rows). Old-vs-new regression to be validated on CI-built tables before merge. Stacked on CUR2-2843 (Phase 1). CUR2-2844 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
thevaizman
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Jun 19, 2026
…9795 (CUR2-2844) Replaces the heuristic maker/taker leg-matching (and the PR #9795 5x-divergence band-aid) for 0x Settler trades in dex_aggregator.trades with a deterministic decode. Per settler call, emits one 0x-API aggregator row = the user's net swap: - token_bought = AllowedSlippage.buyToken (from calldata, deterministic). - amount = the unique Transfer(buyToken, to=receiver) when resolvable, else the minAmountOut floor (verified tight, ~1% under actual). receiver = tx-level sender (execute) / msgSender (executeMetaTxn) — verified to be the true buyToken recipient, NOT the calldata recipient (an intermediate routing hop). Anchoring on a single calldata-named token to the verified user means it cannot mis-bind to internal routing hops the way the heuristic did. - token_sold = best-effort (unique Transfer out of the user, token != buyToken). - volume_usd priced via either leg (add_amount_usd), so an unpriced buyToken still values off the sell leg (cuts the unpriced-NULL bucket ~20% -> ~5%). New macro zeroex_settler_agg; settler-txs staging extended with the AllowedSlippage fields (buy_token, min_amount_out, settler_msgsender); all 17 settler chains' zeroex_v2_<chain>_trades rewired to it. Verified on-chain (example 0xf61374… : current $0.75 -> deterministic ~$490). NOTE: requires a coordinated full-refresh of zeroex_v2_<chain>_trades + dex_aggregator_trades (merge cannot delete the old mis-bound rows). Old-vs-new regression to be validated on CI-built tables before merge. Stacked on CUR2-2843 (Phase 1). CUR2-2844 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
tomfutago
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Jun 23, 2026
… (CUR2-2844) (#9800) * feat(dex): add 0x Settler RFQ fills to dex.trades (robust echo-ported decoder, 16 chains) Promotes 0x Settler plain-RFQ (action selector 0xd92aadfb) maker fills into dex.trades as a new PMM venue (project '0x API', version 'settler') across 16 chains. They were previously absent from dex.trades (which only carried the legacy ExchangeProxy decodes). Method, ported from Dune's echo indexer (zero_ex_settler.rs): - Token identities (maker, makerAsset, takerToken) come from the signed RFQ action's calldata static head; amounts come from the real ERC20 Transfer logs pivoted on the maker, with an exactly-one-per-leg validity gate (drops ambiguous / native-ETH legs). - Identity-grouped maker pivot so distinct fills sharing a byte offset across multiple settler traces in one tx are not collapsed (the naive (tx_hash,p) grouping silently dropped/aliased such fills via arbitrary()). Files: - new macro zeroex_settler_rfq + per-chain zeroex_settler_<chain>_base_trades (16 chains), registered in dex_<chain>_base_trades; dex_info + ethereum seed test added. - settler-txs staging extended to emit tx_from + rfq_input (RFQ-bearing rows only). Verified on-chain (Ethereum + sampled chains): decoder reproduces real fills exactly; 0 overlap with the legacy native 0x venue (no double counting); AMM-routed settler trades correctly excluded (their underlying pool venues already represent them). mode excluded (no dex pipeline). dex_aggregator path unchanged in this PR. CUR2-2843 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> * perf(dex): bound dex_base_trades CI full-refresh to 7d to avoid OOM/timeout CI slim-builds full-refresh dex_<chain>_base_trades (the duplicates_rank window over a chain's entire history), exceeding the per-node memory limit on large chains (bnb: 331GB TopN vs 348GB ceiling) and the CI job timeout. Bound the union to the last 7 days in CI only (target=ci); prod (dunesql) is unchanged and keeps the incremental_predicate. Verified no CI test depends on full-history dex_base_trades: aggregate models carry no history-dependent tests (only dex_story's check_dex_info_relationship, which passes on a subset), seed tests query venue models (not the aggregate), and dex_<chain>_trades is out of CI scope. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> * fix(dex): dedup 0x Settler RFQ rows on (tx_hash, evt_index) The 0xd92aadfb selector can recur inside an RFQ action's ABI body, so the all-occurrences scan decodes the SAME action twice (identical maker/asset/token) at two byte offsets, both matching the one maker-leg transfer -> duplicate (tx_hash, evt_index). Keep one row per (tx_hash, maker_evt_index) via row_number; genuine distinct fills always have distinct maker-leg logs, so only the spurious re-decode is dropped (verified: the lone ethereum 14d collision was an identical-tuple recurrence at offsets 1093/1125 of tx 0x49da06f1...). Uses a subquery rather than QUALIFY (no precedent for QUALIFY in this codebase). Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> * feat(dex): deterministic 0x Settler aggregator volume — supersede PR #9795 (CUR2-2844) Replaces the heuristic maker/taker leg-matching (and the PR #9795 5x-divergence band-aid) for 0x Settler trades in dex_aggregator.trades with a deterministic decode. Per settler call, emits one 0x-API aggregator row = the user's net swap: - token_bought = AllowedSlippage.buyToken (from calldata, deterministic). - amount = the unique Transfer(buyToken, to=receiver) when resolvable, else the minAmountOut floor (verified tight, ~1% under actual). receiver = tx-level sender (execute) / msgSender (executeMetaTxn) — verified to be the true buyToken recipient, NOT the calldata recipient (an intermediate routing hop). Anchoring on a single calldata-named token to the verified user means it cannot mis-bind to internal routing hops the way the heuristic did. - token_sold = best-effort (unique Transfer out of the user, token != buyToken). - volume_usd priced via either leg (add_amount_usd), so an unpriced buyToken still values off the sell leg (cuts the unpriced-NULL bucket ~20% -> ~5%). New macro zeroex_settler_agg; settler-txs staging extended with the AllowedSlippage fields (buy_token, min_amount_out, settler_msgsender); all 17 settler chains' zeroex_v2_<chain>_trades rewired to it. Verified on-chain (example 0xf61374… : current $0.75 -> deterministic ~$490). NOTE: requires a coordinated full-refresh of zeroex_v2_<chain>_trades + dex_aggregator_trades (merge cannot delete the old mis-bound rows). Old-vs-new regression to be validated on CI-built tables before merge. Stacked on CUR2-2843 (Phase 1). CUR2-2844 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> --------- Co-authored-by: Claude Opus 4.8 (1M context) <noreply@anthropic.com> Co-authored-by: tomfutago <tomfutago@gmail.com> Co-authored-by: Cursor <cursoragent@cursor.com>
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Summary
The 0x settler decoder (
zeroex_v2macro, all 17 chains) matches the maker (bought) leg heuristically. In bundled / multi-path settler transactions (e.g. Relay-routed orders), it can latch onto an unrelated side-swap transfer, sovolume_usdcollapses to a tiny, wrong amount.Reported example — tx
0xf61374…bf57: a ~$499 RLUSD→cbBTC trade was reported as $0.75, because the maker leg was matched to a parallel RLUSD→USDC fee hop (0.750073 USDC) instead of the real cbBTC output.Fix
Add a leg-divergence guard in
zeroex_v2_trades_detail: when both priced legs diverge by ≥leg_divergence_tolerance(5×), anchorvolume_usdon the deterministic sold (taker) leg — the user's actual settler input, matched first/most reliably — instead of the mismatch-prone maker leg.volume_usdexpression changes, viaELSE amount_usd).add_amount_usdmacro or the fragile maker/taker matching logic.Scope / impact (Ethereum, 60d; cross-chain is larger)
Cross-chain (all 17 chains, 30d): ~93.9k clearly-divergent (≥10×) 0x trades, ~$82.7M of understated volume.
Notes / follow-up
maker_token/maker_token_amountcolumns (the example still shows USDC instead of cbBTC). Correctly re-selecting the maker leg from the transfer graph is a tracked follow-up.leg_divergence_toleranceis a tunable Jinja var (default 5×); ≥10× is the bulk of the impact, and <2× legitimate slippage is untouched.Test plan
dbt compile -s zeroex_v2_ethereum_tradespasses; guard renders withtaker_amount/maker_amountresolving.zeroex_v2_ethereum.trades(60d): consistent population unchanged to the cent; divergent rows corrected toward the sold-leg value.0xf61374…resolves $0.75 → $499.35.dbt slim cibuilds the modifiedzeroex_v2_*_tradesmodels across chains.Made with Cursor