Uniswap Pool 交易数据统计系统 - 需求文档

1. 项目概述

1.1 项目目标

构建一个 Uniswap V3 流动性池的交易数据统计系统，实时监控和分析 ARB/WETH 池的交易活动。
1.2 目标池信息

链: Arbitrum One
池地址: 0xC6962004f452bE9203591991D15f6b388e09E8D0
交易对: ARB/WETH
手续费: 0.05% (500)
Uniswap 页面: https://app.uniswap.org/explore/pools/arbitrum/0xC6962004f452bE9203591991D15f6b388e09E8D0
2. 核心功能需求

2.1 实时数据监听

监听 Pool 合约的 Swap 事件
功能	Ethers.js	Viem
合约读取	`contract.slot0()`	`readContract()`
事件监听	`contract.on('Swap', ...)`	`watchContractEvent()`
批量调用	自定义 Multicall	内置 `multicall()`
性能	较慢	快 2-5 倍
类型安全	一般	强类型
SQL
-- =====================================================
-- Uniswap Pool 交易数据统计系统 - Database Schema
-- Database: PostgreSQL (Supabase)
-- Pool: ARB/WETH on Arbitrum
-- =====================================================

-- 启用必要的扩展
CREATE EXTENSION IF NOT EXISTS "uuid-ossp";
CREATE EXTENSION IF NOT EXISTS "pg_stat_statements";

-- =====================================================
-- 1. 交易记录表 (Swap Events)
-- =====================================================
CREATE TABLE IF NOT EXISTS swaps (
    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
    
    -- 区块链基础信息
    transaction_hash VARCHAR(66) NOT NULL,
    block_number BIGINT NOT NULL,
    block_timestamp TIMESTAMP WITH TIME ZONE NOT NULL,
    log_index INTEGER NOT NULL,
    
    -- 交易参与方
    sender VARCHAR(42) NOT NULL,
    recipient VARCHAR(42) NOT NULL,
    
    -- 交易数据
    amount0 DECIMAL(78, 0) NOT NULL, -- token0 数量变化（wei）
    amount1 DECIMAL(78, 0) NOT NULL, -- token1 数量变化（wei）
    sqrt_price_x96 DECIMAL(78, 0) NOT NULL, -- 价格 (Q64.96 格式)
    liquidity DECIMAL(78, 0) NOT NULL,
    tick INTEGER NOT NULL,
    
    -- 计算字段
    amount0_readable DECIMAL(28, 18), -- token0 可读数量
    amount1_readable DECIMAL(28, 18), -- token1 可读数量
    price_token0 DECIMAL(28, 18), -- token0 价格（以 token1 计价）
    price_token1 DECIMAL(28, 18), -- token1 价格（以 token0 计价）
    swap_type VARCHAR(4) NOT NULL CHECK (swap_type IN ('BUY', 'SELL')), -- 买入/卖出 ARB
    usd_value DECIMAL(18, 2), -- 交易价值（USD）
    
    -- Gas 信息
    gas_used BIGINT,
    gas_price DECIMAL(28, 0), -- wei
    transaction_fee DECIMAL(28, 18), -- ETH
    
    -- 元数据
    created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
    updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
    
    -- 唯一约束
    UNIQUE(transaction_hash, log_index)
);

-- 索引优化
CREATE INDEX idx_swaps_block_number ON swaps(block_number DESC);
CREATE INDEX idx_swaps_block_timestamp ON swaps(block_timestamp DESC);
CREATE INDEX idx_swaps_sender ON swaps(sender);
CREATE INDEX idx_swaps_recipient ON swaps(recipient);
CREATE INDEX idx_swaps_swap_type ON swaps(swap_type);
CREATE INDEX idx_swaps_usd_value ON swaps(usd_value DESC) WHERE usd_value IS NOT NULL;
CREATE INDEX idx_swaps_composite ON swaps(block_timestamp DESC, swap_type);

-- 分区表（按月分区，提高大数据查询性能）
-- CREATE TABLE swaps_2024_01 PARTITION OF swaps
--     FOR VALUES FROM ('2024-01-01') TO ('2024-02-01');

COMMENT ON TABLE swaps IS 'Uniswap V3 Swap 事件记录';
COMMENT ON COLUMN swaps.amount0 IS '正数表示流入池子，负数表示流出池子';
COMMENT ON COLUMN swaps.swap_type IS 'BUY=买入ARB，SELL=卖出ARB';

-- =====================================================
-- 2. 流动性事件表 (Mint/Burn Events)
-- =====================================================
CREATE TABLE IF NOT EXISTS liquidity_events (
    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
    
    -- 区块链基础信息
    transaction_hash VARCHAR(66) NOT NULL,
    block_number BIGINT NOT NULL,
    block_timestamp TIMESTAMP WITH TIME ZONE NOT NULL,
    log_index INTEGER NOT NULL,
    
    -- 事件类型
    event_type VARCHAR(10) NOT NULL CHECK (event_type IN ('MINT', 'BURN', 'COLLECT')),
    
    -- 用户信息
    owner VARCHAR(42) NOT NULL,
    sender VARCHAR(42),
    
    -- 流动性信息
    liquidity_delta DECIMAL(78, 0) NOT NULL, -- 流动性变化
    tick_lower INTEGER NOT NULL,
    tick_upper INTEGER NOT NULL,
    
    -- Token 数量
    amount0 DECIMAL(78, 0) NOT NULL,
    amount1 DECIMAL(78, 0) NOT NULL,
    amount0_readable DECIMAL(28, 18),
    amount1_readable DECIMAL(28, 18),
    usd_value DECIMAL(18, 2),
    
    -- 元数据
    created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
    
    UNIQUE(transaction_hash, log_index)
);

CREATE INDEX idx_liquidity_events_block_timestamp ON liquidity_events(block_timestamp DESC);
CREATE INDEX idx_liquidity_events_owner ON liquidity_events(owner);
CREATE INDEX idx_liquidity_events_event_type ON liquidity_events(event_type);
CREATE INDEX idx_liquidity_events_tick_range ON liquidity_events(tick_lower, tick_upper);

COMMENT ON TABLE liquidity_events IS '流动性变化事件（添加/移除/收集）';

-- =====================================================
-- 3. Pool 状态快照表
-- =====================================================
CREATE TABLE IF NOT EXISTS pool_snapshots (
    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
    
    -- 快照时间
    snapshot_time TIMESTAMP WITH TIME ZONE NOT NULL,
    block_number BIGINT NOT NULL,
    
    -- Pool 状态
    sqrt_price_x96 DECIMAL(78, 0) NOT NULL,
    tick INTEGER NOT NULL,
    liquidity DECIMAL(78, 0) NOT NULL,
    
    -- 计算字段
    price_token0 DECIMAL(28, 18),
    price_token1 DECIMAL(28, 18),
    tvl_usd DECIMAL(18, 2), -- Total Value Locked
    
    -- Token 余额
    token0_balance DECIMAL(28, 18),
    token1_balance DECIMAL(28, 18),
    
    -- 24h 统计
    volume_24h_usd DECIMAL(18, 2),
    fees_24h_usd DECIMAL(18, 2),
    transactions_24h INTEGER,
    
    created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
    
    UNIQUE(snapshot_time)
);

CREATE INDEX idx_pool_snapshots_time ON pool_snapshots(snapshot_time DESC);
CREATE INDEX idx_pool_snapshots_block ON pool_snapshots(block_number DESC);

COMMENT ON TABLE pool_snapshots IS '每小时 Pool 状态快照';

-- =====================================================
-- 4. 小时统计表 (OHLC)
-- =====================================================
CREATE TABLE IF NOT EXISTS hourly_stats (
    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
    
    -- 时间范围
    hour_start TIMESTAMP WITH TIME ZONE NOT NULL,
    hour_end TIMESTAMP WITH TIME ZONE NOT NULL,
    
    -- OHLC 数据
    open_price DECIMAL(28, 18) NOT NULL,
    high_price DECIMAL(28, 18) NOT NULL,
    low_price DECIMAL(28, 18) NOT NULL,
    close_price DECIMAL(28, 18) NOT NULL,
    
    -- 交易统计
    total_transactions INTEGER NOT NULL DEFAULT 0,
    buy_transactions INTEGER NOT NULL DEFAULT 0,
    sell_transactions INTEGER NOT NULL DEFAULT 0,
    
    -- 交易量
    volume_token0 DECIMAL(28, 18) NOT NULL DEFAULT 0,
    volume_token1 DECIMAL(28, 18) NOT NULL DEFAULT 0,
    volume_usd DECIMAL(18, 2) NOT NULL DEFAULT 0,
    
    -- 手续费
    fees_token0 DECIMAL(28, 18) NOT NULL DEFAULT 0,
    fees_token1 DECIMAL(28, 18) NOT NULL DEFAULT 0,
    fees_usd DECIMAL(18, 2) NOT NULL DEFAULT 0,
    
    -- 用户统计
    unique_addresses INTEGER NOT NULL DEFAULT 0,
    unique_senders INTEGER NOT NULL DEFAULT 0,
    
    -- 流动性
    avg_liquidity DECIMAL(78, 0),
    min_liquidity DECIMAL(78, 0),
    max_liquidity DECIMAL(78, 0),
    
    created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
    updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
    
    UNIQUE(hour_start)
);

CREATE INDEX idx_hourly_stats_time ON hourly_stats(hour_start DESC);

COMMENT ON TABLE hourly_stats IS '每小时交易统计和 OHLC 数据';

-- =====================================================
-- 5. 日统计表
-- =====================================================
CREATE TABLE IF NOT EXISTS daily_stats (
    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
    
    -- 日期
    date DATE NOT NULL,
    
    -- OHLC 数据
    open_price DECIMAL(28, 18) NOT NULL,
    high_price DECIMAL(28, 18) NOT NULL,
    low_price DECIMAL(28, 18) NOT NULL,
    close_price DECIMAL(28, 18) NOT NULL,
    
    -- 交易统计
    total_transactions INTEGER NOT NULL DEFAULT 0,
    buy_transactions INTEGER NOT NULL DEFAULT 0,
    sell_transactions INTEGER NOT NULL DEFAULT 0,
    
    -- 交易量
    volume_token0 DECIMAL(28, 18) NOT NULL DEFAULT 0,
    volume_token1 DECIMAL(28, 18) NOT NULL DEFAULT 0,
    volume_usd DECIMAL(18, 2) NOT NULL DEFAULT 0,
    
    -- 手续费
    fees_token0 DECIMAL(28, 18) NOT NULL DEFAULT 0,
    fees_token1 DECIMAL(28, 18) NOT NULL DEFAULT 0,
    fees_usd DECIMAL(18, 2) NOT NULL DEFAULT 0,
    
    -- 用户统计
    unique_addresses INTEGER NOT NULL DEFAULT 0,
    new_addresses INTEGER NOT NULL DEFAULT 0,
    
    -- 流动性
    avg_tvl_usd DECIMAL(18, 2),
    end_tvl_usd DECIMAL(18, 2),
    
    -- 大额交易
    whale_transactions INTEGER NOT NULL DEFAULT 0, -- > 10,000 USD
    largest_transaction_usd DECIMAL(18, 2),
    
    created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
    updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
    
    UNIQUE(date)
);

CREATE INDEX idx_daily_stats_date ON daily_stats(date DESC);

COMMENT ON TABLE daily_stats IS '每日交易统计汇总';

-- =====================================================
-- 6. 用户统计表
-- =====================================================
CREATE TABLE IF NOT EXISTS user_stats (
    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
    
    -- 用户地址
    address VARCHAR(42) NOT NULL,
    
    -- 交易统计
    total_transactions INTEGER NOT NULL DEFAULT 0,
    buy_transactions INTEGER NOT NULL DEFAULT 0,
    sell_transactions INTEGER NOT NULL DEFAULT 0,
    
    -- 交易量
    total_volume_usd DECIMAL(18, 2) NOT NULL DEFAULT 0,
    largest_transaction_usd DECIMAL(18, 2),
    
    -- 时间信息
    first_transaction_at TIMESTAMP WITH TIME ZONE,
    last_transaction_at TIMESTAMP WITH TIME ZONE,
    
    -- 流动性提供
    is_liquidity_provider BOOLEAN DEFAULT FALSE,
    total_liquidity_provided_usd DECIMAL(18, 2) DEFAULT 0,
    
    -- 标签
    user_type VARCHAR(20) CHECK (user_type IN ('RETAIL', 'WHALE', 'BOT', 'LP', 'MEV')),
    
    created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
    updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
    
    UNIQUE(address)
);

CREATE INDEX idx_user_stats_address ON user_stats(address);
CREATE INDEX idx_user_stats_volume ON user_stats(total_volume_usd DESC);
CREATE INDEX idx_user_stats_type ON user_stats(user_type);

COMMENT ON TABLE user_stats IS '用户交易行为统计';

-- =====================================================
-- 7. 价格历史表（用于图表）
-- =====================================================
CREATE TABLE IF NOT EXISTS price_history (
    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
    
    timestamp TIMESTAMP WITH TIME ZONE NOT NULL,
    block_number BIGINT NOT NULL,
    
    price DECIMAL(28, 18) NOT NULL,
    
    created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
    
    UNIQUE(timestamp)
);

CREATE INDEX idx_price_history_timestamp ON price_history(timestamp DESC);

COMMENT ON TABLE price_history IS '价格历史记录（每笔交易后）';

-- =====================================================
-- 8. 系统监控表
-- =====================================================
CREATE TABLE IF NOT EXISTS sync_status (
    id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
    
    -- 同步状态
    last_synced_block BIGINT NOT NULL,
    last_synced_timestamp TIMESTAMP WITH TIME ZONE NOT NULL,
    current_block BIGINT,
    
    -- 统计
    total_events_synced BIGINT NOT NULL DEFAULT 0,
    sync_errors INTEGER NOT NULL DEFAULT 0,
    last_error TEXT,
    last_error_at TIMESTAMP WITH TIME ZONE,
    
    -- 性能
    avg_sync_time_ms INTEGER,
    
    updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
);

-- 初始化同步状态
INSERT INTO sync_status (last_synced_block, last_synced_timestamp, total_events_synced)
VALUES (0, NOW() - INTERVAL '30 days', 0)
ON CONFLICT DO NOTHING;

COMMENT ON TABLE sync_status IS '数据同步状态监控';

-- =====================================================
-- 9. 触发器 - 自动更新 updated_at
-- =====================================================
CREATE OR REPLACE FUNCTION update_updated_at_column()
RETURNS TRIGGER AS $$
BEGIN
    NEW.updated_at = NOW();
    RETURN NEW;
END;
$$ LANGUAGE plpgsql;

CREATE TRIGGER update_swaps_updated_at
    BEFORE UPDATE ON swaps
    FOR EACH ROW
    EXECUTE FUNCTION update_updated_at_column();

CREATE TRIGGER update_hourly_stats_updated_at
    BEFORE UPDATE ON hourly_stats
    FOR EACH ROW
    EXECUTE FUNCTION update_updated_at_column();

CREATE TRIGGER update_daily_stats_updated_at
    BEFORE UPDATE ON daily_stats
    FOR EACH ROW
    EXECUTE FUNCTION update_updated_at_column();

CREATE TRIGGER update_user_stats_updated_at
    BEFORE UPDATE ON user_stats
    FOR EACH ROW
    EXECUTE FUNCTION update_updated_at_column();

-- =====================================================
-- 10. 视图 - 常用查询
-- =====================================================

-- 最近 24 小时交易统计
CREATE OR REPLACE VIEW v_stats_24h AS
SELECT
    COUNT(*) as total_transactions,
    COUNT(*) FILTER (WHERE swap_type = 'BUY') as buy_transactions,
    COUNT(*) FILTER (WHERE swap_type = 'SELL') as sell_transactions,
    SUM(usd_value) as total_volume_usd,
    AVG(usd_value) as avg_transaction_size_usd,
    MAX(usd_value) as largest_transaction_usd,
    COUNT(DISTINCT sender) as unique_traders,
    SUM(usd_value) * 0.0005 as estimated_fees_usd -- 0.05% fee
FROM swaps
WHERE block_timestamp > NOW() - INTERVAL '24 hours';

-- 最近 7 天每日统计
CREATE OR REPLACE VIEW v_stats_7d AS
SELECT
    DATE(block_timestamp) as date,
    COUNT(*) as total_transactions,
    SUM(usd_value) as volume_usd,
    COUNT(DISTINCT sender) as unique_traders,
    MIN(price_token0) as low_price,
    MAX(price_token0) as high_price
FROM swaps
WHERE block_timestamp > NOW() - INTERVAL '7 days'
GROUP BY DATE(block_timestamp)
ORDER BY date DESC;

-- 大额交易（Whale Alert）
CREATE OR REPLACE VIEW v_whale_transactions AS
SELECT
    transaction_hash,
    block_timestamp,
    sender,
    swap_type,
    usd_value,
    amount0_readable,
    amount1_readable
FROM swaps
WHERE usd_value > 10000
ORDER BY block_timestamp DESC;

-- Top 交易者
CREATE OR REPLACE VIEW v_top_traders AS
SELECT
    address,
    total_transactions,
    total_volume_usd,
    user_type,
    last_transaction_at
FROM user_stats
ORDER BY total_volume_usd DESC
LIMIT 100;

-- =====================================================
-- 11. RLS (Row Level Security) 策略
-- =====================================================
-- 如果需要多租户或权限控制，可以启用 RLS

-- ALTER TABLE swaps ENABLE ROW LEVEL SECURITY;
-- CREATE POLICY "Public read access" ON swaps FOR SELECT USING (true);

-- =====================================================
-- 12. 性能优化 - 定期维护脚本
-- =====================================================

-- 定期 VACUUM 和 ANALYZE
-- 可以通过 pg_cron 扩展或外部 cron job 执行
-- VACUUM ANALYZE swaps;
-- VACUUM ANALYZE liquidity_events;

-- 清理旧数据（可选，保留最近 1 年数据）
-- DELETE FROM swaps WHERE block_timestamp < NOW() - INTERVAL '1 year';

-- =====================================================
-- 13. 初始数据和测试
-- =====================================================

-- 插入测试数据（开发环境）
-- INSERT INTO swaps (
--     transaction_hash, block_number, block_timestamp, log_index,
--     sender, recipient, amount0, amount1, sqrt_price_x96, liquidity, tick,
--     amount0_readable, amount1_readable, price_token0, swap_type, usd_value
-- ) VALUES (
--     '0x1234...', 150000000, NOW(), 0,
--     '0xabc...', '0xdef...', -1000000000000000000, 500000000000000000, 
--     79228162514264337593543950336, 1000000000000000000, 100000,
--     -1.0, 0.5, 0.5, 'SELL', 1000.00
-- );

-- =====================================================
-- 完成
-- =====================================================

-- 检查所有表
SELECT table_name 
FROM information_schema.tables 
WHERE table_schema = 'public' 
ORDER BY table_name;

-- 检查索引
SELECT
    tablename,
    indexname,
    indexdef
FROM pg_indexes
WHERE schemaname = 'public'
ORDER BY tablename, indexname;
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Uniswap Pool 交易数据统计系统 - 需求文档

1. 项目概述

1.1 项目目标

1.2 目标池信息

2. 核心功能需求

2.1 实时数据监听

2.2 数据采集字段

Swap 交易数据

流动性变动数据

Pool 状态快照

2.3 数据统计分析

交易统计

时间维度统计

价格统计

用户统计

3. 技术架构

3.1 技术栈

3.2 核心模块

3.2.1 数据采集模块

3.2.2 数据处理模块

3.2.3 数据存储模块

3.3 Ethers vs Viem 对比实践

4. 数据库设计

4.1 表结构

swaps (交易记录表)

liquidity_events (流动性事件表)

pool_snapshots (池状态快照表)

daily_stats (日统计表)

hourly_stats (小时统计表)

5. 开发计划

Phase 1: 基础功能（Week 1-2）

Phase 2: 数据统计（Week 3）

Phase 3: Viem 实现（Week 4）

Phase 4: 扩展功能（Week 5+）

6. 监控指标

6.1 系统指标

6.2 业务指标

7. 注意事项

7.1 RPC 限制

7.2 数据一致性

7.3 价格计算

7.4 Gas 优化

8. 参考资料

9. 数据库ddl参考

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