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Jupiter pricing data #570

Merged
merged 6 commits into from
Oct 24, 2024
Merged

Jupiter pricing data #570

merged 6 commits into from
Oct 24, 2024

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alexwes
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@alexwes alexwes commented Oct 24, 2024

Adding Jupiter pricing data.

Key changes:

  1. Previously we a) grabbed all Jupiter Perps txns then b) calculated fundamental metrics based on those txns all in one query.
    • Now we have decoupled step a) from step b) meaning we store a table with all Jupiter Perps transactions
  • Step b) becomes its own separate query.
  • This decoupling is necessary in order to be able to calculate price performance of assets traded on Jupiter
  1. We calculate price performance within 9am - 4pm in NYC (NYSE trading hours, roughly)
  2. Due to the decoupling, I moved some models that had previously been in projects>jupiter>raw into staging>jupiter.

@alexwes alexwes force-pushed the jupiter-pricing-data branch from 54b0ba9 to eb9db94 Compare October 24, 2024 18:13
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@SebMelendez01 SebMelendez01 left a comment

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Just one change

models/staging/jupiter/fact_jupiter_perps_txs.sql Outdated Show resolved Hide resolved
@alexwes alexwes marked this pull request as ready for review October 24, 2024 18:31
@alexwes alexwes requested a review from a team as a code owner October 24, 2024 18:31
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@SebMelendez01 SebMelendez01 left a comment

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LGTM, can you only make a single trade per txn?

@alexwes
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alexwes commented Oct 24, 2024

Yea I think so due to the way that Keepers execute transactions on your behalf. Each of the 7.4m trades so far have been in a unique transaction.

@alexwes alexwes merged commit f1432f8 into main Oct 24, 2024
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@alexwes alexwes deleted the jupiter-pricing-data branch October 24, 2024 18:44
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2 participants