updating file names

macros/perps/hyperliquid_price_data.sql → macros/perps/hyperliquid_token_price.sql

@@ -12,7 +12,7 @@ with
         group by timestamp
     )
 select 
-    distinct TO_CHAR(TO_TIMESTAMP(source_json:timestamp::string / 1000), 'YYYY-MM-DD HH24:MI:SS') as timestamp
+    distinct to_timestamp(TO_CHAR(TO_TIMESTAMP(source_json:timestamp::string / 1000), 'YYYY-MM-DD HH24:MI:SS')) as timestamp
     , source_json:price::float as price
     , source_json:size::float as size
     , source_json:type::string as type

models/projects/hyperliquid/raw/ez_hyperliquid_price_performance.sql

@@ -0,0 +1,34 @@
+{{
+    config(
+        materialized="table",
+        snowflake_warehouse="HYPERLIQUID",
+        database="hyperliquid",
+        schema="raw",
+        alias="ez_price_performance",
+    )
+}}
+
+with
+prices as (
+    select 
+        date_trunc('hour', timestamp) as hour
+        , symbol
+        , price
+        , CASE 
+            when date_part('DOW', convert_timezone('UTC', 'America/New_York', timestamp)) IN (0, 6) then 'FALSE'
+            when convert_timezone('UTC', 'America/New_York', timestamp)::time between '09:00:00' and '15:59:59' then 'TRUE'
+            else 'FALSE'
+        END AS nyc_operating_hours
+    from {{ref('fact_hyperliquid_perp_token_prices')}} t1
+)
+
+select
+    hour
+    , symbol
+    , max(price) as high
+    , min(price) as low
+    , avg(price) as average
+    , median(price) as median
+    , nyc_operating_hours
+from prices
+group by hour, symbol, nyc_operating_hours

models/projects/hyperliquid/raw/fact_hyperliquid_perp_token_prices.sql

@@ -0,0 +1,29 @@
+{{
+    config(
+        materialized="table",
+        snowflake_warehouse="HYPERLIQUID",
+        database="hyperliquid",
+        schema="raw",
+        alias="fact_perp_token_prices",
+    )
+}}
+with
+    perp_prices as (
+       {{
+            dbt_utils.union_relations(
+                relations=[
+                    ref("fact_hyperliquid_btc_price"),
+                    ref("fact_hyperliquid_eth_price"),
+                ],
+            )
+        }}
+    )
+ select
+    timestamp
+    , 'DeFi' as category
+    , 'hyperliquid' as app
+    , price
+    , size
+    , type
+    , symbol
+from perp_prices