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init bcowamms on base (hourly subproject)
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80 changes: 80 additions & 0 deletions
80
dbt_subprojects/hourly_spellbook/models/_project/balancer_cowswap_amm/base/_schema.yml
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,80 @@ | ||
| version: 2 | ||
|
|
||
| models: | ||
| - name: balancer_cowswap_amm_base_balances | ||
| meta: | ||
| blockchain: base | ||
| project: balancer_cowswap_amm | ||
| contributors: viniabussafi | ||
| config: | ||
| tags: ['base', 'balancer', 'balances'] | ||
| description: > | ||
| ERC20 token rolling sum balances on Balancer, an automated portfolio manager and trading platform. | ||
| data_tests: | ||
| - dbt_utils.unique_combination_of_columns: | ||
| combination_of_columns: | ||
| - day | ||
| - pool_address | ||
| - token_address | ||
| columns: | ||
| - &day | ||
| name: day | ||
| description: "UTC event block time truncated to the day mark" | ||
| data_tests: | ||
| - not_null | ||
| - &blockchain | ||
| name: blockchain | ||
| description: "" | ||
| - &pool_address | ||
| name: pool_address | ||
| description: "Balancer CoWSwap AMM pool contract address" | ||
| - &token_address | ||
| name: token_address | ||
| description: "Token contract address" | ||
| - &token_balance_raw | ||
| name: token_balance_raw | ||
| description: "Balance of a token" | ||
|
|
||
| - name: balancer_cowswap_amm_base_liquidity | ||
| meta: | ||
| blockchain: base | ||
| project: balancer_cowswap_amm | ||
| contributors: viniabussafi | ||
| config: | ||
| tags: ['base', 'balancer', 'pools', 'liquidity'] | ||
| description: > | ||
| Balancer CoWSwap AMM pools liquidity by token in base. | ||
| data_tests: | ||
| - dbt_utils.unique_combination_of_columns: | ||
| combination_of_columns: | ||
| - day | ||
| - pool_id | ||
| - token_address | ||
| columns: | ||
| - *day | ||
| - name: pool_id | ||
| - *pool_address | ||
| - name: pool_symbol | ||
| - name: version | ||
| - *blockchain | ||
| - name: pool_type | ||
| - *token_address | ||
| - &token_symbol | ||
| name: token_symbol | ||
| description: "Token symbol" | ||
| - *token_balance_raw | ||
| - &token_balance | ||
| name: token_balance | ||
| description: "Balance of the token in the pool" | ||
| - &protocol_liquidity_usd | ||
| name: protocol_liquidity_usd | ||
| description: "Protocol liquidity in USD" | ||
| - &protocol_liquidity_eth | ||
| name: protocol_liquidity_eth | ||
| description: "Protocol liquidity in ETH" | ||
| - &pool_liquidity_usd | ||
| name: pool_liquidity_usd | ||
| description: "Pool liquidity in USD" | ||
| - &pool_liquidity_eth | ||
| name: pool_liquidity_eth | ||
| description: "Pool liquidity in ETH" |
77 changes: 77 additions & 0 deletions
77
...pellbook/models/_project/balancer_cowswap_amm/base/balancer_cowswap_amm_base_balances.sql
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,77 @@ | ||
| {{ | ||
| config( | ||
| schema = 'balancer_cowswap_amm_base', | ||
| alias = 'balances', | ||
| materialized = 'table', | ||
| file_format = 'delta' | ||
| ) | ||
| }} | ||
|
|
||
| WITH pools AS ( | ||
| SELECT | ||
| bPool AS pools | ||
| FROM {{ source('b_cow_amm_base', 'BCoWFactory_evt_LOG_NEW_POOL') }} | ||
| ), | ||
|
|
||
| joins AS ( | ||
| SELECT | ||
| p.pools AS pool, | ||
| DATE_TRUNC('day', e.evt_block_time) AS day, | ||
| e.contract_address AS token, | ||
| SUM(CAST(value AS int256)) AS amount | ||
| FROM {{ source('erc20_base', 'evt_transfer') }} e | ||
| INNER JOIN pools p ON e."to" = p.pools | ||
| GROUP BY 1, 2, 3 | ||
| ), | ||
|
|
||
| exits AS ( | ||
| SELECT | ||
| p.pools AS pool, | ||
| DATE_TRUNC('day', e.evt_block_time) AS day, | ||
| e.contract_address AS token, | ||
| - SUM(CAST(value AS int256)) AS amount | ||
| FROM {{ source('erc20_base', 'evt_transfer') }} e | ||
| INNER JOIN pools p ON e."from" = p.pools | ||
| GROUP BY 1, 2, 3 | ||
| ), | ||
|
|
||
| daily_delta_balance_by_token AS ( | ||
| SELECT | ||
| pool, | ||
| day, | ||
| token, | ||
| SUM(COALESCE(amount, CAST(0 AS int256))) AS amount | ||
| FROM | ||
| (SELECT * | ||
| FROM joins j | ||
| UNION ALL | ||
| SELECT * | ||
| FROM exits e) foo | ||
| GROUP BY 1, 2, 3 | ||
| ), | ||
|
|
||
| cumulative_balance_by_token AS ( | ||
| SELECT | ||
| pool, | ||
| token, | ||
| day, | ||
| LEAD(day, 1, now()) OVER (PARTITION BY pool, token ORDER BY day) AS day_of_next_change, | ||
| SUM(amount) OVER (PARTITION BY pool, token ORDER BY day ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS cumulative_amount | ||
| FROM daily_delta_balance_by_token | ||
| ), | ||
|
|
||
| calendar AS ( | ||
| SELECT | ||
| date_sequence AS day | ||
| FROM unnest(sequence(date('2024-12-01'), date(now()), interval '1' day)) AS t(date_sequence) | ||
| ) | ||
|
|
||
| SELECT | ||
| c.day, | ||
| 'base' AS blockchain, | ||
| b.pool AS pool_address, | ||
| b.token AS token_address, | ||
| b.cumulative_amount AS token_balance_raw | ||
| FROM calendar c | ||
| LEFT JOIN cumulative_balance_by_token b ON b.day <= c.day AND c.day < b.day_of_next_change | ||
| WHERE b.pool IS NOT NULL |
85 changes: 85 additions & 0 deletions
85
...ellbook/models/_project/balancer_cowswap_amm/base/balancer_cowswap_amm_base_liquidity.sql
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,85 @@ | ||
| {% set blockchain = 'base' %} | ||
|
|
||
| {{ | ||
| config( | ||
| schema='balancer_cowswap_amm_' + blockchain, | ||
| alias = 'liquidity', | ||
| materialized = 'table', | ||
| file_format = 'delta' | ||
| ) | ||
| }} | ||
|
|
||
| WITH pool_labels AS ( | ||
| SELECT | ||
| address, | ||
| name | ||
| FROM {{ source('labels', 'balancer_cowswap_amm_pools') }} | ||
| WHERE blockchain = '{{blockchain}}' | ||
| ), | ||
|
|
||
| prices AS ( | ||
| SELECT | ||
| date_trunc('day', minute) AS day, | ||
| contract_address AS token, | ||
| decimals, | ||
| AVG(price) AS price | ||
| FROM {{ source('prices', 'usd') }} | ||
| WHERE blockchain = '{{blockchain}}' | ||
| GROUP BY 1, 2, 3 | ||
| ), | ||
|
|
||
| eth_prices AS( | ||
| SELECT | ||
| date_trunc('day', minute) AS day, | ||
| APPROX_PERCENTILE(price, 0.5) AS eth_price | ||
| FROM {{ source('prices', 'usd') }} | ||
| WHERE blockchain = '{{blockchain}}' | ||
| AND contract_address = 0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2 | ||
| GROUP BY 1 | ||
| ), | ||
|
|
||
| cumulative_balance AS ( | ||
| SELECT | ||
| day, | ||
| pool_address, | ||
| token_address, | ||
| token_balance_raw | ||
| FROM {{ ref('balancer_cowswap_amm_base_balances') }} b | ||
| ), | ||
|
|
||
| cumulative_usd_balance AS ( | ||
| SELECT | ||
| b.day, | ||
| b.pool_address, | ||
| b.token_address, | ||
| t.symbol, | ||
| token_balance_raw, | ||
| token_balance_raw / POWER(10, COALESCE(t.decimals, p1.decimals)) AS token_balance, | ||
| token_balance_raw / POWER(10, COALESCE(t.decimals, p1.decimals)) * COALESCE(p1.price, 0) AS protocol_liquidity_usd | ||
| FROM cumulative_balance b | ||
| LEFT JOIN {{ source('tokens', 'erc20') }} t ON t.contract_address = b.token_address | ||
| AND t.blockchain = '{{blockchain}}' | ||
| LEFT JOIN prices p1 ON p1.day = b.day | ||
| AND p1.token = b.token_address | ||
| ) | ||
|
|
||
| SELECT | ||
| c.day, | ||
| c.pool_address AS pool_id, | ||
| c.pool_address, | ||
| p.name AS pool_symbol, | ||
| '1' AS version, | ||
| '{{blockchain}}' AS blockchain, | ||
| 'balancer_cowswap_amm' AS pool_type, | ||
| c.token_address, | ||
| c.symbol AS token_symbol, | ||
| c.token_balance_raw, | ||
| c.token_balance, | ||
| c.protocol_liquidity_usd, | ||
| (c.protocol_liquidity_usd) / e.eth_price AS protocol_liquidity_eth, | ||
| c.protocol_liquidity_usd AS pool_liquidity_usd, | ||
| (c.protocol_liquidity_usd) / e.eth_price AS pool_liquidity_eth | ||
| FROM cumulative_usd_balance c | ||
| LEFT JOIN pool_labels p ON p.address = c.pool_address | ||
| LEFT JOIN eth_prices e ON e.day = c.day | ||
| WHERE c.pool_address IS NOT NULL |
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