RWA Pipeline (#634)

macros/rwa/ez_rwa_by_chain.sql

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+{% macro ez_rwa_by_chain(issuer_id) %}
+
+select
+    tvl.date,
+    tvl.chain,
+    tvl.symbol,
+    tvl.issuer_friendly_name,
+    sum(tvl.tokenized_supply_change) as tokenized_supply_change,
+    sum(tvl.tokenized_mcap_change) as tokenized_mcap_change,
+    sum(tvl.tokenized_supply) as tokenized_supply,
+    sum(tvl.tokenized_mcap) as tokenized_mcap,
+from {{ ref('fact_' ~ issuer_id ~ '_tvl_by_chain') }} tvl
+where date < to_date(sysdate())
+group by 1, 2, 3, 4
+
+{% endmacro %}

macros/rwa/ez_rwa_by_product.sql

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+{% macro ez_rwa_by_product(issuer_id) %}
+
+select
+    tvl.date,
+    tvl.issuer_friendly_name,
+    tvl.symbol,
+    sum(tvl.tokenized_supply_change) as tokenized_supply_change,
+    sum(tvl.tokenized_mcap_change) as tokenized_mcap_change,
+    sum(tvl.tokenized_supply) as tokenized_supply,
+    sum(tvl.tokenized_mcap) as tokenized_mcap,
+from {{ ref('fact_' ~ issuer_id ~ '_tvl_by_product') }} tvl
+where date < to_date(sysdate())
+group by 1, 2, 3
+{% endmacro %}

macros/rwa/rwa_balances.sql

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+{% macro rwa_balances(chain) %}
+    -- This macro takes our balances table and forward fills the values for each address for each rwa
+
+    {% set new_rwa_address = '' %}
+
+with
+    rwa_balances as (
+        select 
+            block_timestamp
+            , t1.contract_address
+            , symbol
+            , address
+            {% if chain in ('solana') %}
+                , amount as rwa_supply_native
+            {% else %}
+                , balance_token / pow(10, num_decimals) as rwa_supply_native
+            {% endif %}
+        from {{ ref("fact_" ~ chain ~ "_address_balances_by_token")}} t1
+        inner join {{ ref("fact_" ~ chain ~ "_rwa_addresses")}} t2
+            on lower(t1.contract_address) = lower(t2.contract_address)
+        where block_timestamp < to_date(sysdate())
+            {% if new_rwa_address != '' %}
+                and lower(t1.contract_address) = lower('{{ new_rwa_address }}')
+            {% endif %}
+            {% if is_incremental() and new_rwa_address == '' %}
+                    and block_timestamp > (select dateadd('day', -3, max(date)) from {{ this }}) 
+            {% endif %}
+    )
+    {% if is_incremental() and new_rwa_address == '' %}
+        --Get the most recent data in the existing table
+        , stale_rwa_balances as (
+            select 
+                date as block_timestamp
+                , t.contract_address
+                , t.symbol
+                , t.address
+                , t.rwa_supply_native
+            from {{ this }} t
+            where date = (select dateadd('day', -3, max(date)) from {{ this }})
+        )
+    {% endif %}
+    , heal_balance_table as (
+        -- rwa_balances and stale_rwa_balances do not over lap
+        -- rwa_balances select every row greater than the most recent date in the table
+        -- stale_rwa_balances selects the most recent date in the table
+        select
+            block_timestamp
+            , contract_address
+            , symbol
+            , address
+            , rwa_supply_native
+        from rwa_balances
+        {% if is_incremental() and new_rwa_address == '' %}
+            union
+            select 
+                block_timestamp
+                , contract_address
+                , symbol
+                , address
+                , rwa_supply_native
+            from stale_rwa_balances
+        {% endif %}
+    ) 
+    -- get the latest balance for each address for each date
+    , balances as (
+        select 
+            block_timestamp::date as date
+            , contract_address
+            , symbol
+            , address
+            , rwa_supply_native
+        from (
+            select 
+                block_timestamp
+                , contract_address
+                , symbol
+                , address
+                , rwa_supply_native
+                , row_number() over (partition by block_timestamp::date, contract_address, address, symbol order by block_timestamp desc) AS rn
+            from heal_balance_table
+        )
+        where rn = 1
+    )
+    , date_range as (
+        select 
+            min(block_timestamp)::date as date
+            , contract_address
+            , symbol
+            , address
+        from heal_balance_table
+        group by contract_address, address, symbol
+
+        union all   
+
+        select
+            dateadd(day, 1, date) as date
+            , contract_address
+            , symbol
+            , address
+        from date_range
+        where date < dateadd(day, -1, to_date(sysdate()))
+    )
+    , historical_supply_by_address_balances as (
+        select
+            date
+            , address
+            , contract_address
+            , symbol
+            , coalesce(
+                rwa_supply_native, 
+                LAST_VALUE(balances.rwa_supply_native ignore nulls) over (
+                    partition by contract_address, address, symbol
+                    order by date
+                    rows between unbounded preceding and current row
+                ) 
+            )  as rwa_supply_native
+        from date_range
+        left join balances using (date, contract_address, symbol, address)
+    )
+    , rwa_balances_with_price as (
+        select
+            st.date
+            , address
+            , st.contract_address
+            , st.symbol
+            , coalesce( d.shifted_token_price_usd,
+                    case 
+                        when c.coingecko_id in ('blackrock-usd-institutional-digital-liquidity-fund', 'franklin-onchain-u-s-government-money-fund')
+                            then 1  
+                        when c.coingecko_id = 'hashnote-usyc'
+                            then coalesce(h.rate, 1)
+                        when c.coingecko_id = 'ousg'
+                            then o.price
+                    end
+            ) as price
+            , rwa_supply_native
+            , rwa_supply_native * 
+                coalesce( d.shifted_token_price_usd,
+                    case 
+                        when c.coingecko_id in ('blackrock-usd-institutional-digital-liquidity-fund', 'franklin-onchain-u-s-government-money-fund')
+                            then 1  
+                        when c.coingecko_id = 'hashnote-usyc'
+                            then coalesce(h.rate, 1)
+                        when c.coingecko_id = 'ousg'
+                            then o.price
+                    end
+            ) as rwa_supply_usd
+        from historical_supply_by_address_balances st
+        left join {{ ref( "fact_" ~ chain ~ "_rwa_addresses") }} c
+                on lower(st.contract_address) = lower(c.contract_address)
+        left join {{ ref( "fact_coingecko_token_date_adjusted_gold") }} d
+            on lower(c.coingecko_id) = lower(d.coingecko_id)
+            and st.date = d.date::date
+        left join {{ ref( "fact_hashnote_usyc_rate") }} h
+            on st.date = h.date
+            and st.symbol = 'USYC'
+        left join {{ ref( "fact_ousg_prices") }} o
+            on st.date = o.date
+            and st.symbol = 'OUSG'
+    )
+select
+    date
+    , address
+    , contract_address
+    , symbol
+    , price
+    , rwa_supply_native
+    , rwa_supply_usd
+    , '{{ chain }}' as chain
+    , date || '-' || address || '-' || contract_address as unique_id
+from rwa_balances_with_price
+where date < to_date(sysdate())
+{% endmacro %}

macros/rwa/rwa_data_by_chain_for_issuer.sql

@@ -0,0 +1,15 @@
+{% macro rwa_data_by_chain_for_issuer(issuer_id) %}
+    select
+        date
+        , chain
+        , symbol
+        , issuer_friendly_name
+        , avg(price) as price
+        , sum(rwa_supply_usd) as tokenized_mcap
+        , sum(net_rwa_supply_usd_change) as tokenized_mcap_change
+        , sum(rwa_supply_native) as tokenized_supply
+        , sum(net_rwa_supply_native_change) as tokenized_supply_change
+    from {{ ref( "agg_rwa_by_product_and_chain") }}
+    where issuer_id = '{{ issuer_id }}'
+    group by 1, 2, 3, 4
+{% endmacro %}

macros/rwa/rwa_data_by_product_for_issuer.sql

@@ -0,0 +1,15 @@
+{% macro rwa_data_by_product_for_issuer(issuer_id) %}
+    select
+        date
+        , chain
+        , symbol
+        , issuer_friendly_name
+        , avg(price) as price
+        , sum(rwa_supply_usd) as tokenized_mcap
+        , sum(net_rwa_supply_usd_change) as tokenized_mcap_change
+        , sum(rwa_supply_native) as tokenized_supply
+        , sum(net_rwa_supply_native_change) as tokenized_supply_change
+    from {{ ref( "agg_rwa_by_product_and_chain") }}
+    where issuer_id = '{{ issuer_id }}'
+    group by 1, 2, 3, 4
+{% endmacro %}

macros/rwa/rwa_supply_by_date_and_chain.sql

@@ -0,0 +1,24 @@
+{% macro rwa_supply_by_date_and_chain(chain) %}
+with rwa_balances as (
+    select
+        date
+        , chain
+        , symbol
+        , avg(price) as price
+        , sum(rwa_supply_native) as rwa_supply_native
+        , sum(rwa_supply_usd) as rwa_supply_usd
+    from {{ ref("fact_" ~ chain ~ "_rwa_balances") }}
+    where rwa_supply_native >= 1e-9
+    group by 1, 2, 3
+)
+select
+    date
+    , chain
+    , symbol
+    , price
+    , rwa_supply_native - lag(rwa_supply_native) over (partition by symbol order by date) as net_rwa_supply_native_change
+    , rwa_supply_usd - lag(rwa_supply_usd) over (partition by symbol order by date) as net_rwa_supply_usd_change
+    , rwa_supply_native
+    , rwa_supply_usd
+from rwa_balances
+{% endmacro %}

models/projects/blackrock/core/ez_blackrock_metrics_by_chain.sql

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+{{
+    config(
+        materialized = 'table',
+        database = 'blackrock',
+        schema = 'core',
+        snowflake_warehouse = 'BLACKROCK',
+        alias = 'ez_metrics_by_chain'
+    )
+}}
+
+{{ ez_rwa_by_chain('blackrock') }}

models/projects/blackrock/core/ez_blackrock_metrics_by_product.sql

@@ -0,0 +1,11 @@
+{{
+    config(
+        materialized = 'table',
+        database = 'blackrock',
+        schema = 'core',
+        snowflake_warehouse = 'BLACKROCK',
+        alias = 'ez_metrics_by_product'
+    )
+}}
+
+{{ ez_rwa_by_product('blackrock') }}

models/projects/franklin_templeton/ez_franklin_templeton_metrics_by_chain.sql

@@ -0,0 +1,11 @@
+{{
+    config(
+        materialized = 'table',
+        database = 'franklin_templeton',
+        schema = 'core',
+        snowflake_warehouse = 'FRANKLIN_TEMPLETON',
+        alias = 'ez_metrics_by_chain'
+    )
+}}
+
+{{ ez_rwa_by_chain('franklin_templeton') }}

models/projects/franklin_templeton/ez_franklin_templeton_metrics_by_product.sql

@@ -0,0 +1,11 @@
+{{
+    config(
+        materialized = 'table',
+        database = 'franklin_templeton',
+        schema = 'core',
+        snowflake_warehouse = 'FRANKLIN_TEMPLETON',
+        alias = 'ez_metrics_by_product'
+    )
+}}
+
+{{ ez_rwa_by_product('franklin_templeton') }}

models/projects/hashnote/core/ez_hashnote_metrics_by_chain.sql

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+{{
+    config(
+        materialized = 'table',
+        database = 'hashnote',
+        schema = 'core',
+        snowflake_warehouse = 'HASHNOTE',
+        alias = 'ez_metrics_by_chain'
+    )
+}}
+
+{{ ez_rwa_by_chain('hashnote') }}

models/projects/hashnote/core/ez_hashnote_metrics_by_product.sql

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+{{
+    config(
+        materialized = 'table',
+        database = 'hashnote',
+        schema = 'core',
+        snowflake_warehouse = 'HASHNOTE',
+        alias = 'ez_metrics_by_product'
+    )
+}}
+
+{{ ez_rwa_by_product('hashnote') }}

models/projects/ondo/core/ez_ondo_metrics_by_chain.sql

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+{{
+    config(
+        materialized = 'table',
+        database = 'ondo',
+        schema = 'core',
+        snowflake_warehouse = 'ONDO',
+        alias = 'ez_metrics_by_chain'
+    )
+}}
+
+{{ ez_rwa_by_chain('ondo') }}

models/projects/ondo/core/ez_ondo_metrics_by_product.sql

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+{{
+    config(
+        materialized = 'table',
+        database = 'ondo',
+        schema = 'core',
+        snowflake_warehouse = 'ONDO',
+        alias = 'ez_metrics_by_product'
+    )
+}}
+
+{{ ez_rwa_by_product('ondo') }}

models/projects/openeden/ez_openeden_metrics_by_chain.sql

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+{{
+    config(
+        materialized = 'table',
+        database = 'openeden',
+        schema = 'core',
+        snowflake_warehouse = 'OPENEDEN',
+        alias = 'ez_metrics_by_chain'
+    )
+}}
+
+{{ ez_rwa_by_chain('openeden') }}

models/projects/openeden/ez_openeden_metrics_by_product.sql

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+{{
+    config(
+        materialized = 'table',
+        database = 'openeden',
+        schema = 'core',
+        snowflake_warehouse = 'OPENEDEN',
+        alias = 'ez_metrics_by_product'
+    )
+}}
+
+{{ ez_rwa_by_product('openeden') }}

models/projects/paxos/core/ez_paxos_metrics_by_chain.sql

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+{{
+    config(
+        materialized = 'table',
+        database = 'paxos',
+        schema = 'core',
+        snowflake_warehouse = 'PAXOS',
+        alias = 'ez_metrics_by_chain'
+    )
+}}
+
+{{ ez_rwa_by_chain('paxos') }}