Add TLX trades with prices and volume

transformers/synthetix/macros/get_tlx_event_data.sql

@@ -21,13 +21,9 @@
   )
 SELECT
   *,
-  REGEXP_SUBSTR(
-    "_dbt_source_relation",
-    'lt_([^_]+)_event',
-    1,
-    1,
-    'i',
-    1
+  substring(
+      "_dbt_source_relation"
+      FROM 'lt_([^_]+_[^_]+)_event_[^_]+$'
   ) AS token
 FROM
   raw_data

transformers/synthetix/models/marts/optimism/mainnet/lt_trades_optimism_mainnet.sql

@@ -0,0 +1,73 @@
+with trades as (
+
+    select
+        a.id,
+        a.block_number,
+        a.ts,
+        a.transaction_hash,
+        a.contract,
+        a.event_name,
+        a.account,
+        a.token,
+        a.leverage,
+        upper(substring(a.token from '([^_]+)')) as market,
+        a.leveraged_token_amount,
+        a.base_asset_amount,
+        abs(a.leveraged_token_amount) as nominal_volume,
+        abs(a.leveraged_token_amount) * a.leverage as notional_volume
+    from (
+
+        select
+            id,
+            block_number,
+            block_timestamp as ts,
+            transaction_hash,
+            contract,
+            event_name,
+            account,
+            token,
+            cast(
+                regexp_replace(token, '.*_(long|short)', '') as int
+            ) as leverage,
+            {{ convert_wei('leveraged_token_amount') }}
+            as leveraged_token_amount,
+            {{ convert_wei('base_asset_amount') }} as base_asset_amount
+        from {{ ref('tlx_lt_minted_optimism_mainnet') }}
+        union all
+        select
+            id,
+            block_number,
+            block_timestamp as ts,
+            transaction_hash,
+            contract,
+            event_name,
+            account,
+            token,
+            cast(
+                regexp_replace(token, '.*_(long|short)', '') as int
+            ) as leverage,
+            {{ convert_wei('leveraged_token_amount') }}
+            * -1 as leveraged_token_amount,
+            {{ convert_wei('base_asset_amount') }} * -1 as base_asset_amount
+        from {{ ref('tlx_lt_redeemed_optimism_mainnet') }}
+    ) as a
+),
+
+prices as (
+    select distinct
+        market,
+        block_number,
+        last(price)
+            over (partition by market, block_number order by id)
+        as price
+    from {{ ref('fct_v2_trades_optimism_mainnet') }}
+)
+
+select
+    trades.*,
+    prices.price
+from trades
+left join prices
+    on
+        trades.market = prices.market
+        and trades.block_number = prices.block_number

transformers/synthetix/models/marts/optimism/mainnet/schema.yml

@@ -431,3 +431,45 @@ models:
         data_type: numeric
       - name: net_transfers
         data_type: numeric
+  - name: lt_trades_optimism_mainnet
+    columns:
+      - name: id
+        data_type: character varying
+      - name: block_number
+        data_type: integer
+      - name: ts
+        data_type: timestamp with time zone
+      - name: transaction_hash
+        data_type: text
+      - name: contract
+        data_type: text
+      - name: event_name
+        data_type: text
+      - name: account
+        data_type: text
+      - name: token
+        data_type: text
+      - name: leverage
+        data_type: numeric
+      - name: market
+        data_type: text
+      - name: leveraged_token_amount
+        data_type: numeric
+      - name: base_asset_amount
+        data_type: numeric
+      - name: price
+        data_type: numeric
+      - name: nominal_volume
+        data_type: numeric
+        tests:
+          - not_null
+          - dbt_utils.accepted_range:
+              min_value: 0
+              inclusive: true
+      - name: notional_volume
+        data_type: numeric
+        tests:
+          - not_null
+          - dbt_utils.accepted_range:
+              min_value: 0
+              inclusive: true

transformers/synthetix/models/raw/optimism/mainnet/schema.yml

@@ -151,6 +151,10 @@ models:
         data_type: integer
       - name: contract
         data_type: text
+      - name: token
+        data_type: text
+        tests:
+          - not_null
       - name: event_name
         data_type: text
       - name: account
@@ -171,6 +175,10 @@ models:
         data_type: integer
       - name: contract
         data_type: text
+      - name: token
+        data_type: text
+        tests:
+          - not_null
       - name: event_name
         data_type: text
       - name: account