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add balancer_cowswap_amm dex spells on base
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137 changes: 137 additions & 0 deletions
137
dbt_subprojects/dex/models/_projects/balancer_cowswap_amm/base/_schema.yml
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| version: 2 | ||
|
|
||
| models: | ||
| - name: balancer_cowswap_amm_ethereum_trades | ||
| meta: | ||
| blockchain: ethereum | ||
| sector: trades | ||
| project: balancer_cowswap_amm | ||
| contributors: viniabussafi | ||
| config: | ||
| tags: ['balancer', 'cowswap', 'ethereum', 'amm', 'trades'] | ||
| description: "Trades on Balancer CoWSwap AMM pools" | ||
| data_tests: | ||
| - dbt_utils.unique_combination_of_columns: | ||
| combination_of_columns: | ||
| - tx_hash | ||
| - evt_index | ||
| columns: | ||
| - &blockchain | ||
| name: blockchain | ||
| description: "Blockchain" | ||
| - &project | ||
| name: project | ||
| description: "Project name (balancer)" | ||
| - &version | ||
| name: version | ||
| description: "Version of the project" | ||
| - &block_month | ||
| name: block_month | ||
| description: "Block month in UTC" | ||
| - &block_date | ||
| name: block_date | ||
| description: "Block date in UTC" | ||
| - &block_time | ||
| name: block_time | ||
| description: 'Block time in UTC' | ||
| - &block_number | ||
| name: block_number | ||
| description: 'Block number' | ||
| - &token_bought_symbol | ||
| name: token_bought_symbol | ||
| description: "Token symbol for token bought in the trade" | ||
| - &token_sold_symbol | ||
| name: token_sold_symbol | ||
| description: "Token symbol for token sold in the trade" | ||
| - &token_pair | ||
| name: token_pair | ||
| description: "Token symbol pair for each token involved in the trade" | ||
| - &token_bought_amount | ||
| name: token_bought_amount | ||
| description: "Value of the token bought at time of execution in the original currency" | ||
| - &token_sold_amount | ||
| name: token_sold_amount | ||
| description: "Value of the token sold at time of execution in the original currency" | ||
| - &token_bought_amount_raw | ||
| name: token_bought_amount_raw | ||
| description: "Raw value of the token bought at time of execution in the original currency" | ||
| - &token_sold_amount_raw | ||
| name: token_sold_amount_raw | ||
| description: "Raw value of the token sold at time of execution in the original currency" | ||
| - &amount_usd | ||
| name: amount_usd | ||
| description: "USD value of the trade at time of execution" | ||
| - &token_bought_address | ||
| name: token_bought_address | ||
| description: "Contract address of the token bought" | ||
| - &token_sold_address | ||
| name: token_sold_address | ||
| description: "Contract address of the token sold" | ||
| - &taker | ||
| name: taker | ||
| description: "Address of trader who purchased a token" | ||
| - &maker | ||
| name: maker | ||
| description: "Address of trader who sold a token" | ||
| - &project_contract_address | ||
| name: project_contract_address | ||
| description: "Pool address" | ||
| - &tx_hash | ||
| name: tx_hash | ||
| description: "Tx. Hash" | ||
| - &tx_from | ||
| name: tx_from | ||
| description: "transaction.from" | ||
| - &tx_to | ||
| name: tx_to | ||
| description: "transaction.to" | ||
| - &evt_index | ||
| name: evt_index | ||
| description: 'Event index' | ||
| - name: pool_type | ||
| - name: pool_symbol | ||
| - name: swap_fee | ||
|
|
||
| - name: labels_balancer_cowswap_amm_pools_ethereum | ||
| meta: | ||
| blockchain: ethereum | ||
| sector: labels | ||
| project: balancer_cowswap_amm | ||
| contributors: viniabussafi | ||
| config: | ||
| tags: ['labels', 'ethereum', 'balancer', 'pools'] | ||
| description: "Balancer CoWSwap AMM liquidity pools created on Ethereum." | ||
| data_tests: | ||
| - dbt_utils.unique_combination_of_columns: | ||
| combination_of_columns: | ||
| - address | ||
| columns: | ||
| - *blockchain | ||
| - &address | ||
| name: address | ||
| description: "Address of liquidity pool" | ||
| - &name | ||
| name: name | ||
| description: "Label name of pool containing the token symbols and their respective weights (if applicable)" | ||
| - name: pool_type | ||
| - &category | ||
| name: category | ||
| description: "Label category" | ||
| - &contributor | ||
| name: contributor | ||
| description: "Wizard(s) contributing to labels" | ||
| - &source | ||
| name: source | ||
| description: "How were labels generated (could be static or query)" | ||
| - &created_at | ||
| name: created_at | ||
| description: "When were labels created" | ||
| - &updated_at | ||
| name: updated_at | ||
| description: "When were labels updated for the last time" | ||
| - &model_name | ||
| name: model_name | ||
| description: "Name of the label model sourced from" | ||
| - &label_type | ||
| name: label_type | ||
| description: "Type of label (see labels overall readme)" |
74 changes: 74 additions & 0 deletions
74
...jects/dex/models/_projects/balancer_cowswap_amm/base/balancer_cowswap_amm_base_trades.sql
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,74 @@ | ||
| {% set blockchain = 'ethereum' %} | ||
|
|
||
| {{ | ||
| config( | ||
| schema = 'balancer_cowswap_amm_' + blockchain, | ||
| alias = 'trades', | ||
| materialized = 'incremental', | ||
| file_format = 'delta', | ||
| incremental_strategy = 'merge', | ||
| incremental_predicates = [incremental_predicate('DBT_INTERNAL_DEST.block_time')], | ||
| unique_key = ['tx_hash', 'evt_index'] | ||
| ) | ||
| }} | ||
|
|
||
| SELECT | ||
| '{{blockchain}}' AS blockchain | ||
| , 'balancer' AS project | ||
| , '1' AS version | ||
| , CAST(date_trunc('month', trade.evt_block_time) AS DATE) AS block_month | ||
| , CAST(date_trunc('day', trade.evt_block_time) AS DATE) AS block_date | ||
| , trade.evt_block_time AS block_time | ||
| , trade.evt_block_number block_number | ||
| , tb.symbol AS token_bought_symbol | ||
| , ts.symbol AS token_sold_symbol | ||
| , CONCAT(ts.symbol, '-', tb.symbol) AS token_pair | ||
| , (trade.buyAmount / POWER(10, COALESCE(pb.decimals, tb.decimals))) AS token_bought_amount | ||
| , ((trade.sellAmount - trade.feeAmount) / POWER(10, COALESCE(ps.decimals, ts.decimals))) AS token_sold_amount | ||
| , trade.buyAmount AS token_bought_amount_raw | ||
| , trade.sellAmount AS token_sold_amount_raw | ||
| , COALESCE(trade.buyAmount / POWER(10, COALESCE(pb.decimals, tb.decimals)) * pb.price, | ||
| trade.sellAmount / POWER(10, COALESCE(ps.decimals, ts.decimals)) * ps.price) | ||
| AS amount_usd | ||
| ,trade.buyToken AS token_bought_address | ||
| ,trade.sellToken AS token_sold_address | ||
| ,CAST(NULL AS VARBINARY) AS taker | ||
| ,CAST(NULL AS VARBINARY) AS maker | ||
| , pool.bPool AS pool_id | ||
| , pool.bPool AS project_contract_address | ||
| , trade.evt_tx_hash AS tx_hash | ||
| , settlement.solver AS tx_from | ||
| , trade.contract_address AS tx_to | ||
| , trade.evt_index AS evt_index | ||
| , p.name AS pool_symbol | ||
| , p.pool_type | ||
| , (trade.feeAmount / POWER (10, ts.decimals)) AS swap_fee | ||
| FROM {{ source('gnosis_protocol_v2_ethereum', 'GPv2Settlement_evt_Trade') }} trade | ||
| INNER JOIN {{ source('b_cow_amm_ethereum', 'BCoWFactory_evt_LOG_NEW_POOL') }} pool | ||
| ON trade.owner = pool.bPool | ||
| LEFT JOIN {{ source('prices', 'usd') }} AS ps | ||
| ON sellToken = ps.contract_address | ||
| AND ps.minute = date_trunc('minute', trade.evt_block_time) | ||
| AND ps.blockchain = '{{blockchain}}' | ||
| {% if is_incremental() %} | ||
| AND {{ incremental_predicate('ps.minute') }} | ||
| {% endif %} | ||
| LEFT JOIN {{ source('prices', 'usd') }} AS pb | ||
| ON pb.contract_address = buyToken | ||
| AND pb.minute = date_trunc('minute', trade.evt_block_time) | ||
| AND pb.blockchain = '{{blockchain}}' | ||
| {% if is_incremental() %} | ||
| AND {{ incremental_predicate('pb.minute') }} | ||
| {% endif %} | ||
| LEFT JOIN {{ source('tokens', 'erc20') }} AS ts | ||
| ON trade.sellToken = ts.contract_address | ||
| AND ts.blockchain = '{{blockchain}}' | ||
| LEFT JOIN {{ source('tokens', 'erc20') }} AS tb | ||
| ON trade.buyToken = tb.contract_address | ||
| AND tb.blockchain = '{{blockchain}}' | ||
| LEFT JOIN {{ source('gnosis_protocol_v2_ethereum', 'GPv2Settlement_evt_Settlement') }} AS settlement | ||
| ON trade.evt_tx_hash = settlement.evt_tx_hash | ||
| LEFT JOIN {{ ref('labels_balancer_cowswap_amm_pools_ethereum') }} p ON p.address = trade.owner | ||
| {% if is_incremental() %} | ||
| WHERE {{ incremental_predicate('trade.evt_block_time') }} | ||
| {% endif %} |
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70
...dex/models/_projects/balancer_cowswap_amm/base/labels_balancer_cowswap_amm_pools_base.sql
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,70 @@ | ||
| {% set blockchain = 'ethereum' %} | ||
|
|
||
| {{config( | ||
| schema = 'labels', | ||
| alias = 'balancer_cowswap_amm_pools_' + blockchain, | ||
| materialized = 'table', | ||
| file_format = 'delta' | ||
| ) | ||
| }} | ||
|
|
||
| WITH events AS ( | ||
| -- binds | ||
| SELECT call_block_number AS block_number, | ||
| contract_address AS pool, | ||
| token, | ||
| denorm | ||
| FROM {{ source('b_cow_amm_ethereum', 'BCoWPool_call_bind') }} | ||
| WHERE call_success | ||
|
|
||
| UNION all | ||
|
|
||
| -- unbinds | ||
| SELECT call_block_number AS block_number, | ||
| contract_address AS pool, | ||
| token, | ||
| uint256 '0' AS denorm | ||
| FROM {{ source('b_cow_amm_ethereum', 'BCoWPool_call_unbind') }} | ||
| WHERE call_success | ||
| ), | ||
|
|
||
| state_with_gaps AS ( | ||
| SELECT events.block_number | ||
| , events.pool | ||
| , events.token | ||
| , CAST(events.denorm AS uint256) AS denorm, | ||
| LEAD(events.block_number, 1, 99999999) OVER (PARTITION BY events.pool, events.token ORDER BY events.block_number) AS next_block_number | ||
| FROM events | ||
| ), | ||
|
|
||
| settings AS ( | ||
| SELECT pool, | ||
| coalesce(t.symbol,'?') AS symbol, | ||
| denorm, | ||
| next_block_number | ||
| FROM state_with_gaps s | ||
| LEFT JOIN {{ source('tokens', 'erc20') }} t ON s.token = t.contract_address | ||
| AND t.blockchain = '{{blockchain}}' | ||
| WHERE next_block_number = 99999999 | ||
| AND denorm > uint256 '0' | ||
| ) | ||
|
|
||
| SELECT | ||
| '{{blockchain}}' AS blockchain, | ||
| pool AS address, | ||
| CONCAT('BCowAMM: ', array_join(array_agg(symbol), '/'), ' ', array_join(array_agg(cast(norm_weight AS varchar)), '/')) AS name, | ||
| 'Balancer CoWSwap AMM' AS pool_type, | ||
| 'balancer_cowswap_amm_pool' AS category, | ||
| 'balancerlabs' AS contributor, | ||
| 'query' AS source, | ||
| timestamp '2024-07-20' AS created_at, | ||
| now() AS updated_at, | ||
| 'balancer_cowswap_amm_pools_ethereum' AS model_name, | ||
| 'identifier' as label_type | ||
| FROM ( | ||
| SELECT s1.pool, symbol, cast(100*denorm/total_denorm AS integer) AS norm_weight FROM settings s1 | ||
| INNER JOIN (SELECT pool, sum(denorm) AS total_denorm FROM settings GROUP BY pool) s2 | ||
| ON s1.pool = s2.pool | ||
| ORDER BY 1 ASC , 3 DESC, 2 ASC | ||
| ) s | ||
| GROUP BY 1, 2 |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,9 @@ | ||
| version: 2 | ||
| sources: | ||
| - name: b_cow_amm_base | ||
| tables: | ||
| - name: BCoWFactory_evt_LOG_NEW_POOL | ||
| - name: BCoWFactory_evt_COWAMMPoolCreated | ||
| - name: BCoWFactory_call_logBCoWPool | ||
| - name: BCoWPool_call_bind | ||
| - name: BCoWPool_call_unbind |