# Data requests from analyst2, 9 Oct 2026 (run 13)
## ppdata: txfrom for the whole WETH set + funders
- What: txfrom rows (pool, block, li, tx_from) for ALL swaps in the first 120 s of every WETH-quoted v4 fee100 and fee3000 pool created 21 Sep - 9 Oct (about 1931 pools; /opt/sw/ppdata/txfrom.db has only 336 u100 pools up to 3 Oct). Plus, for each distinct tx_from, the first funder (first incoming ETH transfer sender) and wallet age (first tx block), 1 hop is enough.
- Format: extend /opt/sw/ppdata/txfrom.db (same schema), new table funder(addr, funder, first_block). Mirror to /opt/ppcopy.
- Test: (1) crowd vs sybil: number of distinct funders among early buyers vs pull rate and return; (2) do early buyers sharing one funder fleet explain the busy pools; kill if no monotone relation on halves split by time.
## ppfeeds: sell simulation at detection (no money)
- What: for each new u100/h100/h3000 pool, at detection +60 s run one eth_call (stateOverride works on the free nodes, verified) that simulates selling a position: override the test wallet's token balance (find the balance storage slot with a one-time probe) and run the same router swap in the sell direction. Log ok/revert and the output ETH, so the pool's real sell price/slippage and hook blocks are known before entry.
- Format: one line per pool in v4tape or a side jsonl: pool, t, sell_ok, eth_out_for_1pct_supply, revert reason.
- Test: share of pools that revert on sell vs their later pull / return; if reverts predict 0 returns, add as entry gate (avoid list); if none revert, hook-block risk is excluded for that family.