Sandwich Trades

Documentation Index

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Sandwich Trades Table

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Sample Query

select 
  date_trunc('week', block_timestamp) as date,
  project,
  sum(usd_amount) as sandwich_trade_volume_usd
from ethereum.dex.sandwich_trades
group by date, project

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Methodology

1. Trade Pair Identification:
   • The sandwich trade (swap1 , swap2) must occur within the same block.
   • It must be executed in the same liquidity pool (same liquidity_pool_address).
   • It must be executed by the same signer (transaction_from_address).
   • The transaction indices must be different (transaction_index).
2. Direction Determination:
   • If s1.transaction_index > s2.transaction_index, the trade is a “back” part of the sandwich.
   • If s1.transaction_index < s2.transaction_index, the trade is a “front” part of the sandwich.
3. Token Matching:
   • The token bought in the first trade (s1) must match the token sold in the second trade (s2).
   • Alternatively, the token sold in the first trade (s1) should be the token bought in the second trade (s2).

• Exclude DEXs without the concept of liquidity pools, such as RFQ protocols like Airswap.

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Table Columns