Jupiter pricing data

models/projects/jupiter/raw/ez_jupiter_perps_price_performance.sql

@@ -0,0 +1,36 @@
+{{
+    config(
+        materialized="table",
+        snowflake_warehouse="JUPITER",
+        database="jupiter",
+        schema="raw",
+        alias="ez_perps_price_performance",
+    )
+}}
+
+with agg as (
+    SELECT
+        date_trunc('hour', agg.block_timestamp) as hour,
+        agg.price,
+        agg.mint,
+        m.symbol,
+        CASE 
+            when date_part('DOW', convert_timezone('UTC', 'America/New_York', block_timestamp)) IN (0, 6) then 'FALSE'
+            when convert_timezone('UTC', 'America/New_York', block_timestamp)::time between '09:00:00' and '15:59:59' then 'TRUE'
+            else 'FALSE'
+        END AS nyc_operating_hours
+    FROM {{ ref('fact_jupiter_perps_txs') }} agg
+    LEFT JOIN solana_flipside.price.ez_asset_metadata m ON m.token_address = agg.mint
+)
+
+SELECT
+    hour
+    , symbol
+    , mint
+    , max(price) as high
+    , min(price) as low
+    , avg(price) as average
+    , median(price) as median
+    , nyc_operating_hours
+FROM agg
+GROUP BY hour, symbol, mint, nyc_operating_hours

models/projects/jupiter/raw/fact_jupiter_perps_token_prices.sql

@@ -0,0 +1,20 @@
+{{
+    config(
+        materialized="table",
+        snowflake_warehouse="JUPITER",
+        database="jupiter",
+        schema="raw",
+        alias="fact_perps_token_prices",
+    )
+}}
+
+SELECT
+    block_timestamp,
+    tx_id,
+    chain,
+    app,
+    mint,
+    price,
+    size_usd,
+    fee_usd
+FROM {{ ref('fact_jupiter_perps_txs') }}

models/staging/jupiter/fact_jupiter_perps_silver.sql

@@ -0,0 +1,18 @@
+{{
+    config(
+        materialized="table",
+        unique_key="date",
+        snowflake_warehouse="JUPITER",
+    )
+}}
+
+
+SELECT
+    block_timestamp::date as date
+    , sum(size_usd) as volume
+    , sum(fee_usd) as fees
+    , count(distinct owner) as traders
+    , count(distinct tx_id) as txns
+FROM {{ ref('fact_jupiter_perps_txs') }} 
+GROUP BY 1 
+ORDER BY 1 DESC

models/projects/jupiter/fact_jupiter_perps_silver.sql → models/staging/jupiter/fact_jupiter_perps_txs.sql

@@ -1,71 +1,102 @@
 {{
     config(
-        materialized="incremental",
-        unique_key="date",
-        snowflake_warehouse="JUPITER",
+        materialized='incremental',
+        unique_key=['tx_id'],
+        snowflake_warehouse='JUPITER',
     )
 }}
 
-
 with hex_cte as (
     SELECT
-        date(block_timestamp) as date,
+        block_timestamp,
+        tx_id,
         PC_DBT_DB.PROD.BASE58_TO_HEX(f.value:data) as hex_data,
-        f.value:data as base58_data,
-        tx_id
+        f.value:data as base58_data
     FROM solana_flipside.core.fact_events,
     LATERAL FLATTEN(input => get_path(inner_instruction, 'instructions')) AS f
     where
     {% if is_incremental() %}
         -- this filter will only be applied on an incremental run
-        block_timestamp::date >= (select dateadd('day', -7, max(date)) from {{ this }})
+        block_timestamp >= (select dateadd('day', -7, max(block_timestamp)) from {{ this }})
     {% else %}
-        block_timestamp::date > '2023-07-17'
+        block_timestamp > date('2023-07-17')
     {% endif %}
     and program_id = 'PERPHjGBqRHArX4DySjwM6UJHiR3sWAatqfdBS2qQJu'
     and f.value:data is not null
     and succeeded = 1
-),
-perps_mat as(
+)
+, agg as (
     SELECT
-        date,
+        block_timestamp,
+        tx_id,
+        'inc' as type,
         PC_DBT_DB.PROD.BIG_ENDIAN_HEX_TO_DECIMAL(SUBSTRING(hex_data,582+1,16))/1e6 as size_usd, -- position size fee
         PC_DBT_DB.PROD.BIG_ENDIAN_HEX_TO_DECIMAL(SUBSTRING(hex_data,680+1,16))/1e6 as fees_usd, --open fee
         PC_DBT_DB.PROD.HEX_TO_BASE58(SUBSTRING(hex_data,454+1,64)) as owner, -- owner/trader address
-        tx_id
+        PC_DBT_DB.PROD.HEX_TO_BASE58(SUBSTRING(hex_data,243,64)) as mint, 
+        PC_DBT_DB.PROD.BIG_ENDIAN_HEX_TO_DECIMAL(SUBSTRING(hex_data,630+1,16))/1e6 as price,
+        hex_data
     FROM hex_cte
     WHERE SUBSTRING(hex_data,17,16) = 'f5715534d6bb9984' -- IncreasePosition
 
     UNION ALL
 
     SELECT
-        date,
+        block_timestamp,
+        tx_id,
+        'dec' as type,
         PC_DBT_DB.PROD.BIG_ENDIAN_HEX_TO_DECIMAL(SUBSTRING(hex_data, 584+1,16))/1e6 as size_usd, --open fee
         case when substring(hex_data,1+651,1) = 1
             then PC_DBT_DB.PROD.BIG_ENDIAN_HEX_TO_DECIMAL(SUBSTRING(hex_data,1+668,16)) / 1e6
             else PC_DBT_DB.PROD.BIG_ENDIAN_HEX_TO_DECIMAL(SUBSTRING(hex_data,1+652,16)) / 1e6
             end as fee_usd, --close fee, has an optional param priceSlippage before it so we need this case when.
         PC_DBT_DB.PROD.HEX_TO_BASE58(SUBSTRING(hex_data,456+1,64)) as owner, -- owner/trader address
-        tx_id
+        PC_DBT_DB.PROD.HEX_TO_BASE58(SUBSTRING(hex_data,243,64)) as mint,
+        -- Price calculation with dynamic offset
+        PC_DBT_DB.PROD.BIG_ENDIAN_HEX_TO_DECIMAL(
+            SUBSTRING(
+                hex_data,
+                619 -- Base offset to price
+                + (CASE WHEN SUBSTRING(hex_data, 618, 1) = '1'
+                        THEN 16
+                        ELSE 0
+                    END) -- Add offset if transferToken present
+                , 16
+            )
+        )/1e6 as price,        
+        hex_data
     FROM hex_cte
     WHERE substring(hex_data,1+16,16) = '409c2b4a6d83107f' -- DecreasePosition
 
     UNION ALL
 
 
     SELECT
-        date,
+        block_timestamp,
+        tx_id,
+        'liq' as type,
         PC_DBT_DB.PROD.BIG_ENDIAN_HEX_TO_DECIMAL(SUBSTRING(hex_data,1+354,16)) / 1e6 as size_usd, --close fee
         PC_DBT_DB.PROD.BIG_ENDIAN_HEX_TO_DECIMAL(SUBSTRING(hex_data,1+564,16)) / 1e6 as fee_usd, --close fee
         PC_DBT_DB.PROD.HEX_TO_BASE58(SUBSTRING(hex_data,1+388,64)) as owner, -- owner/trader address
-        tx_id
+        PC_DBT_DB.PROD.HEX_TO_BASE58(SUBSTRING(hex_data,291,64)) as mint, 
+        case when block_timestamp >= date('2023-10-16 07:33:16.000')
+                THEN PC_DBT_DB.PROD.BIG_ENDIAN_HEX_TO_DECIMAL(SUBSTRING(hex_data,549,16))/1e6 
+            ELSE
+                PC_DBT_DB.PROD.BIG_ENDIAN_HEX_TO_DECIMAL(SUBSTRING(hex_data,531,16))/1e6 
+        END as price,
+        hex_data    
     FROM hex_cte
     WHERE substring(hex_data,1+16,16) IN ('68452084d423bf2f', '806547a880485654') --LiquidatePosition, LiquidateFullPosition
 )
 SELECT
-    date
-    , sum(size_usd) as volume
-    , sum(fees_usd) as fees
-    , count(distinct owner) as traders
-    , count(distinct tx_id) as txns
-FROM perps_mat group by 1 order by 1 desc
+    block_timestamp,
+    tx_id,
+    'solana' as chain,
+    'jupiter' as app,
+    size_usd,
+    fees_usd as fee_usd,
+    owner,
+    mint,
+    price,
+    hex_data
+FROM agg