Combine Historical Yield Models (#665)

models/metrics/stablecoins/yield/fact_stablecoin_yield_historical.sql

@@ -0,0 +1,44 @@
+{{ config( materialized="table") }}
+
+WITH defillama_data AS (
+    SELECT 
+        a.date,
+        UPPER(b.chain) AS chain,
+        UPPER(b.symbol) AS stablecoin,
+        a.apy,
+        UPPER(b.project) AS project,
+        'defillama' AS source,
+        MAX(a.date) OVER() AS max_date
+    FROM {{ ref("fact_defillama_yield_historical") }} a
+    INNER JOIN {{ ref("fact_defillama_yields") }} b
+        ON a.pool = b.pool
+    ORDER BY tvl_usd DESC
+), artemis_data AS (
+    SELECT 
+        date,
+        'SOLANA' AS chain,
+        UPPER(market) AS stablecoin,
+        daily_avg_deposit_rate AS apy,
+        'DRIFT' AS project,
+        'artemis' AS source,
+        MAX(date) OVER() AS max_date
+    FROM {{ ref("fact_drift_daily_spot_data") }}
+), agg AS (
+SELECT
+    *
+FROM defillama_data
+UNION ALL
+SELECT
+    *
+FROM artemis_data
+WHERE 
+    stablecoin IN (
+        SELECT 
+            DISTINCT stablecoin
+        FROM defillama_data
+    )
+)
+SELECT
+    *
+FROM agg 
+WHERE date <= (SELECT MIN(max_date) FROM agg)

models/staging/defillama/_defillama_sources.yml

@@ -5,6 +5,7 @@ sources:
     tables:
       - name: raw_defillama_chain_data
       - name: raw_defillama_yield_data
+      - name: raw_defillama_yield_historical_data
       - name: raw_defillama_protocol_data
       - name: raw_defillama_protocol_tvls
       - name: raw_defillama_chain_tvls

models/staging/defillama/fact_defillama_yield_historical.sql

@@ -0,0 +1,23 @@
+{{ config(materialized="table") }}
+
+WITH max_extraction AS (
+        SELECT max(extraction_date) AS max_date
+        FROM {{ source("PROD_LANDING", "raw_defillama_yield_historical_data") }}
+    ),
+    protocol_data AS (
+        SELECT
+            extraction_date::date as date,
+            parse_json(source_json):"pool" AS pool,
+            parse_json(source_json):"data" AS data
+        FROM {{ source("PROD_LANDING", "raw_defillama_yield_historical_data") }}
+        WHERE extraction_date = (SELECT max_date FROM max_extraction)
+
+    )
+SELECT
+    value:"timestamp"::date AS date,
+    pool::varchar AS pool,
+    value:"apy"::float AS apy,
+    value:"apyBase"::float AS apy_base,
+    value:"apyBase7d"::float AS apy_base_7d,
+    value:"apyReward"::float AS apy_reward,
+FROM protocol_data, lateral flatten(input => data)

models/staging/defillama/fact_defillama_yields.sql

@@ -1,3 +1,5 @@
+{{ config(materialized="table") }}
+
 WITH max_extraction AS (
         SELECT max(extraction_date) AS max_date
         FROM {{ source("PROD_LANDING", "raw_defillama_yield_data") }}