Adding complete Lido data models (#405)

macros/get_treasury_balance.sql

@@ -0,0 +1,139 @@
+{% macro get_treasury_balance(chain, addresses)%}
+
+WITH dates AS (
+    SELECT
+        DISTINCT DATE(hour) AS date
+    FROM
+        {{ chain }}_flipside.price.ez_prices_hourly
+    WHERE
+        symbol = 'UNI'
+),
+tokens AS (
+    SELECT
+        DISTINCT LOWER(contract_address) AS token_address
+    FROM
+        {{ chain }}_flipside.core.ez_token_transfers
+    WHERE
+        {% if addresses is string %} LOWER(to_address) = '{{ addresses }}'
+        {% elif addresses | length > 1 %} LOWER(to_address) in {{addresses}}
+        {% endif %}
+),
+sparse_balances AS (
+    SELECT
+        DATE(block_timestamp) AS date,
+        user_address,
+        contract_address,
+        MAX_BY(balance, block_timestamp) / 1e18 AS balance_daily
+    FROM
+        {{ chain }}_flipside.core.fact_token_balances
+    WHERE
+        LOWER(contract_address) IN (
+            SELECT
+                token_address
+            FROM
+                tokens
+        )
+        AND
+        {% if addresses is string %} LOWER(user_address) = '{{ addresses }}'
+        {% elif addresses | length > 1 %} LOWER(user_address) in {{addresses}}
+        {% endif %}
+    GROUP BY
+        1,
+        2,
+        3
+),
+full_balances AS (
+    SELECT
+        d.date,
+        {% if addresses is string %}
+        '{{ addresses }}' AS user_address,
+        {% else %}
+        ta.address AS user_address,
+        {% endif %}
+        t.token_address AS contract_address,
+        COALESCE(
+            LAST_VALUE(sb.balance_daily) IGNORE NULLS OVER (
+                PARTITION BY 
+                {% if addresses is string %}
+                '{{ addresses }}'
+                {% else %}
+                ta.address
+                {% endif %},
+                t.token_address
+                ORDER BY
+                    d.date ROWS BETWEEN UNBOUNDED PRECEDING
+                    AND CURRENT ROW
+            ),
+            0
+        ) AS balance_daily
+    FROM
+        dates d
+        {% if addresses is string %}
+        CROSS JOIN (SELECT '{{ addresses }}' AS address) ta
+        {% else %}
+        CROSS JOIN (SELECT unnest({{ addresses }}) AS address) ta
+        {% endif %}
+        CROSS JOIN tokens t
+        LEFT JOIN sparse_balances sb ON d.date = sb.date
+        AND
+        {% if addresses is string %}
+        '{{ addresses }}' = sb.user_address
+        {% else %}
+        ta.address = sb.user_address
+        {% endif %}
+        AND t.token_address = sb.contract_address
+),
+daily_prices AS (
+    SELECT
+        DATE(hour) AS date,
+        token_address,
+        symbol,
+        AVG(price) AS avg_daily_price,
+        MAX(decimals) as decimals
+    FROM
+        {{ chain }}_flipside.price.ez_prices_hourly
+    WHERE
+        token_address IN (
+            SELECT
+                token_address
+            FROM
+                tokens
+        )
+    GROUP BY
+        1,
+        2,
+        3
+),
+full_table as (
+    SELECT
+        fb.date,
+        fb.user_address,
+        fb.contract_address,
+        dp.symbol,
+        fb.balance_daily as balance_daily,
+        COALESCE(dp.avg_daily_price, 0) AS avg_daily_price,
+        fb.balance_daily * COALESCE(dp.avg_daily_price, 0) AS usd_balance
+    FROM
+        full_balances fb
+        LEFT JOIN daily_prices dp ON fb.date = dp.date
+        AND fb.contract_address = dp.token_address -- AND dp.decimals is not null
+        -- and dp.decimals > 0
+    WHERE
+        symbol is not null
+)
+SELECT
+    date,
+    symbol as token,
+    SUM(balance_daily) as native_balance,
+    SUM(usd_balance) as usd_balance
+FROM
+    full_table
+WHERE
+    USD_BALANCE > 1
+GROUP BY
+    1
+    , 2
+ORDER BY
+    1 DESC
+
+{% endmacro %}

macros/metrics/get_coingecko_metrics.sql

@@ -1,9 +1,12 @@
 {% macro get_coingecko_metrics(coingecko_id) %}
     select
-        date as date,
-        shifted_token_price_usd as price,
-        shifted_token_market_cap as market_cap,
-        t2.total_supply * price as fdmc
+        date as date
+        , shifted_token_price_usd as price
+        , shifted_token_market_cap as market_cap
+        , t2.total_supply * price as fdmc
+        , shifted_token_h24_volume_usd / market_cap as token_turnover_circulating
+        , shifted_token_h24_volume_usd / fdmc as token_turnover_fdv
+        , shifted_token_h24_volume_usd as token_volume
     from {{ ref("fact_coingecko_token_date_adjusted_gold") }} t1
     inner join
         (
@@ -18,10 +21,13 @@
         and date < dateadd(day, -1, to_date(sysdate()))
     union
     select
-        dateadd('day', -1, to_date(sysdate())) as date,
-        token_current_price as price,
-        token_market_cap as market_cap,
-        coalesce(token_max_supply, token_total_supply) * price as fdmc
+        dateadd('day', -1, to_date(sysdate())) as date
+        , token_current_price as price
+        , token_market_cap as market_cap
+        , coalesce(token_max_supply, token_total_supply) * price as fdmc
+        , token_total_volume / market_cap as token_turnover_circulating
+        , token_total_volume / fdmc as token_turnover_fdv
+        , token_total_volume as token_volume
     from {{ ref("fact_coingecko_token_realtime_data") }}
     where token_id = '{{ coingecko_id }}'
 {% endmacro %}

models/projects/lido/core/ez_lido_metrics.sql

@@ -0,0 +1,109 @@
+{{
+    config(
+        materialized="table",
+        snowflake_warehouse="LIDO",
+        database="lido",
+        schema="core",
+        alias="ez_metrics",
+    )
+}}
+
+with
+    fees_revenue_expenses as (
+        SELECT
+            date
+            , block_rewards
+            , mev_priority_fees
+            , total_staking_yield as fees
+            , operating_expenses
+            , protocol_revenue
+            , primary_supply_side_revenue
+            , secondary_supply_side_revenue
+            , total_supply_side_revenue
+        FROM {{ ref('fact_lido_fees_revs_expenses') }}
+    )
+    , staked_eth_metrics as (
+        select
+            date
+            , num_staked_eth
+            , amount_staked_usd
+        from {{ ref('fact_lido_staked_eth_count_with_USD_and_change') }}
+    )
+    , treasury_cte as (
+        SELECT
+            date
+            , sum(usd_balance) as treasury_value
+        FROM
+            {{ ref('fact_lido_dao_treasury') }}
+        GROUP BY 1
+    )
+    , treasury_native_cte as (
+        SELECT
+            date
+            , sum(native_balance) as treasury_native
+        FROM
+            {{ ref('fact_lido_dao_treasury') }}
+        where token = 'LDO'
+        GROUP BY 1
+    )
+    , net_treasury_cte as (
+        SELECT
+            date
+            , sum(usd_balance) as net_treasury_value
+        FROM {{ ref('fact_lido_dao_treasury') }}
+        where token <> 'LDO'
+        group by 1
+    )
+    , token_incentives_cte as (
+        SELECT
+            date
+            , sum(amount_usd) as token_incentives
+        FROM
+            {{ ref('fact_lido_token_incentives') }}
+        GROUP BY 1
+    )
+    , price_data as (
+        {{ get_coingecko_metrics('lido-dao') }}
+    )
+    , tokenholder_cte as (
+        SELECT
+            date,
+            token_holder_count
+        FROM
+            {{ ref('fact_ldo_tokenholder_count')}}
+    )
+select
+    s.date
+    , COALESCE(f.mev_priority_fees, 0) as mev_priority_fees
+    , COALESCE(f.block_rewards, 0) as block_rewards
+    , COALESCE(f.fees, 0) as fees
+    , COALESCE(f.primary_supply_side_revenue, 0) as primary_supply_side_revenue
+    , COALESCE(f.secondary_supply_side_revenue, 0) as secondary_supply_side_revenue
+    , COALESCE(f.total_supply_side_revenue, 0) as total_supply_side_revenue
+    , COALESCE(f.protocol_revenue, 0) as protocol_revenue
+    , COALESCE(f.operating_expenses, 0) as operating_expenses
+    , COALESCE(ti.token_incentives, 0) as token_incentives
+    , COALESCE(f.protocol_revenue, 0) - COALESCE(f.operating_expenses, 0) - COALESCE(ti.token_incentives, 0) as protocol_earnings
+    , COALESCE(t.treasury_value, 0) as treasury_value
+    , COALESCE(tn.treasury_native, 0) as treasury_native
+    , COALESCE(nt.net_treasury_value, 0) as net_treasury_value
+    , COALESCE(s.amount_staked_usd, 0) as net_deposits
+    , COALESCE(s.num_staked_eth, 0) as outstanding_supply
+    , COALESCE(s.amount_staked_usd, 0) as tvl
+    , COALESCE(s.amount_staked_usd, 0) as amount_staked_usd
+    , COALESCE(s.num_staked_eth, 0) as num_staked_eth
+    , COALESCE(p.fdmc, 0) as fdmc
+    , COALESCE(p.market_cap, 0) as market_cap
+    , COALESCE(p.token_volume, 0) as token_volume
+    , COALESCE(p.token_turnover_fdv, 0) as token_turnover_fdv
+    , COALESCE(p.token_turnover_circulating, 0) as token_turnover_circulating
+    , COALESCE(th.token_holder_count, 0) as token_holder_count
+from staked_eth_metrics s
+left join fees_revenue_expenses f  using(date)
+left join treasury_cte t using(date)
+left join treasury_native_cte tn using(date)
+left join net_treasury_cte nt using(date)
+left join token_incentives_cte ti using(date)
+left join price_data p using(date)
+left join tokenholder_cte th using(date)
+where s.date < current_date()