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add a bunch of dune queries for eip-1559 data

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mia von steinkirch, phd 2022-12-21 21:01:45 -08:00 • committed by GitHub
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132
MEV_on_Ethereum/eip-1559.md
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@ -1,4 +1,7 @@
## 🍩 mev and eip-1559
## mev and eip-1559
### tl; dr
<br>
@ -6,26 +9,6 @@
<br>
##### dune query
```
SELECT
DATE_TRUNC('month',block_time) AS month,
-- For every month, Compute Number of eip 1559 transactions / Total transactions
COUNT(*) FILTER ( WHERE `type` = 'DynamicFee') / COUNT(*) AS eip1559_tx,
COUNT(*) FILTER ( WHERE `type` = 'Legacy' ) / COUNT(*) AS legacy_tx,
COUNT(*) FILTER ( WHERE `type` NOT IN ('DynamicFee', 'Legacy') ) / COUNT(*) AS other_tx
FROM
ethereum.transactions
WHERE
block_number >= 12965000 --London upgrade block number
GROUP BY
month
```
<br>
- The incorporation of EIP-1559 in the London hardfork brought a major restructuring of the Ethereum fee mechanism, aiming to allow for easier
@ -49,6 +32,113 @@ protection in some DEXes, where miner fees are taken directly from the transferr
<br>
---
### dune queries
#### eip-1559 adoption
```
SELECT
DATE_TRUNC('month',block_time) AS month,
COUNT(*) FILTER ( WHERE `type` = 'DynamicFee') / COUNT(*) AS eip1559_tx,
COUNT(*) FILTER ( WHERE `type` = 'Legacy' ) / COUNT(*) AS legacy_tx,
COUNT(*) FILTER ( WHERE `type` NOT IN ('DynamicFee', 'Legacy') ) / COUNT(*) AS other_tx
FROM
ethereum.transactions
WHERE
block_number >= 12965000 --London upgrade block number
GROUP BY
month
```
<br>
#### split base fee / priority fee
```
SELECT
DATE_TRUNC('month', tx.block_time) AS month,
SUM(
CASE
WHEN tx.block_number < 12965000 THEN tx.gas_used * tx.gas_price/1e18
ELSE tx.gas_used * tx.priority_fee_per_gas/1e18
END
) as fees_miner_eth,
SUM(tx.gas_used * blk.base_fee_per_gas/1e18) AS fees_burnt_eth
FROM
ethereum.transactions tx
INNER JOIN ethereum.blocks blk ON tx.block_number = blk.number
WHERE
tx.block_time >= '2021-01-01'
GROUP BY
month;
```
<br>
#### price impact
```
SELECT
DATE_TRUNC('month', block_time) as month,
PERCENTILE_CONT(0.5) WITHIN GROUP (ORDER BY gas_price)/1e9 as median_gas_price
FROM
ethereum.transactions
WHERE
DATE(block_time)>= '2021-01-01'
GROUP BY
month
````
<br>
#### gas volatility
```
WITH blocks_iqr_gas AS (
SELECT
block_number,
((PERCENTILE_CONT(0.75) WITHIN GROUP (ORDER BY gas_price)) - (PERCENTILE_CONT(0.25) WITHIN GROUP (ORDER BY gas_price))) / PERCENTILE_CONT(0.5) WITHIN GROUP (ORDER BY gas_price) AS iqr_gas
FROM ethereum.transactions
WHERE DATE(block_time)>= '2021-01-01'
GROUP BY block_number
)
--Compute the median of IQR for every month
SELECT DATE_TRUNC('month', time) AS month,
PERCENTILE_CONT(0.5) WITHIN GROUP (ORDER BY iqr_gas) AS median_gas_volatility
FROM blocks_iqr_gas blk_iqr
INNER JOIN ethereum.blocks blk
ON blk_iqr.block_number = blk.number
GROUP BY month;
```
<br>
#### tx gas limits (looking at traces)
```
SELECT
block_number,
tx_hash,
error,
'https://etherscan.io/tx/' || tx_hash AS etherscan_tx_link,
'https://etherscan.io/vmtrace?txhash=' || tx_hash || '&type=gethtrace2' AS etherscan_trace_link
FROM
ethereum.traces
WHERE
error = "Out of gas"
AND block_time > NOW() - INTERVAL '1 hour'
ORDER BY block_time DESC
LIMIT 10;
```
<br>
----