fix: calc swap volume using TokenOut to capture only executed volume:

- and note that TokenOut volume excludes the value of fees paid. this is because the swap volume is a balance of the equation: `value in (reserves in) = value out (reserves out + fee out)`
duality-labs · Mar 28, 2024 · 5d9107c · 5d9107c
1 parent e65cc18
commit 5d9107c
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Showing 2 changed files with 6 additions and 6 deletions.
diff --git a/src/routes/timeseries/volume.ts b/src/routes/timeseries/volume.ts
@@ -24,8 +24,8 @@ const routes = [
         [
           'time_unix',
           [
-            `amount ${request.params['tokenA']}`,
-            `amount ${request.params['tokenB']}`,
+            `amount (excluding fee) ${request.params['tokenA']}`,
+            `amount (excluding fee) ${request.params['tokenB']}`,
             `fee ${request.params['tokenA']}`,
             `fee ${request.params['tokenB']}`,
           ],

diff --git a/src/storage/sqlite3/db/event.TickUpdate/getSwapVolume.ts b/src/storage/sqlite3/db/event.TickUpdate/getSwapVolume.ts
@@ -83,7 +83,7 @@ export const swapVolumeCache: PolicyOptions<DataSet> = {
               (
                 CASE
                   WHEN (
-                    'event.TickUpdate'.'TokenIn' = 'event.TickUpdate'.'TokenZero' AND
+                    'event.TickUpdate'.'TokenOut' = 'event.TickUpdate'.'TokenZero' AND
                     'event.TickUpdate'.'derived.ReservesDiff' > 0
                   )
                   THEN CAST('event.TickUpdate'.'derived.ReservesDiff' as FLOAT)
@@ -94,7 +94,7 @@ export const swapVolumeCache: PolicyOptions<DataSet> = {
               (
                 CASE
                   WHEN (
-                    'event.TickUpdate'.'TokenIn' = 'event.TickUpdate'.'TokenZero' AND
+                    'event.TickUpdate'.'TokenOut' = 'event.TickUpdate'.'TokenZero' AND
                     'event.TickUpdate'.'derived.ReservesDiff' > 0
                   )
                   THEN (
@@ -108,7 +108,7 @@ export const swapVolumeCache: PolicyOptions<DataSet> = {
               (
                 CASE
                   WHEN (
-                    'event.TickUpdate'.'TokenIn' = 'event.TickUpdate'.'TokenOne' AND
+                    'event.TickUpdate'.'TokenOut' = 'event.TickUpdate'.'TokenOne' AND
                     'event.TickUpdate'.'derived.ReservesDiff' > 0
                   )
                   THEN CAST('event.TickUpdate'.'derived.ReservesDiff' as FLOAT)
@@ -119,7 +119,7 @@ export const swapVolumeCache: PolicyOptions<DataSet> = {
               (
                 CASE
                   WHEN (
-                    'event.TickUpdate'.'TokenIn' = 'event.TickUpdate'.'TokenOne' AND
+                    'event.TickUpdate'.'TokenOut' = 'event.TickUpdate'.'TokenOne' AND
                     'event.TickUpdate'.'derived.ReservesDiff' > 0
                   )
                   THEN (