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zeroex - v2 macro updates #7460

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@RantumBits RantumBits commented Jan 13, 2025

Description:

  • zeroex v2 macro updates

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@github-actions github-actions bot added WIP work in progress dbt: dex covers the DEX dbt subproject labels Jan 13, 2025
@jeff-dude jeff-dude added the in review Assignee is currently reviewing the PR label Jan 21, 2025
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Here are value mismatch trades between new and old zeroex.trades: https://dune.com/queries/4587405

Seems new values is always larger than old values, maybe this is because of the different way of amount_usd calculation.

Also we need to determine if these trades are related with cow protocol parts.

I spot checked about 12 of these against internal maker_amounts, taker_amounts and usd_volume and found they lined up. I noticed an issue with a 0 value for taker_amounts in some cases. I'll put a fix in for those.

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