enrich balancer_v3 trades on dex.trades

dbt_subprojects/dex/macros/models/enrich_balancer_v3_dex_trades.sql

@@ -0,0 +1,122 @@
+{% macro enrich_balancer_v3_dex_trades(
+    base_trades = null
+    , filter = null
+    , tokens_erc20_model = null
+    )
+%}
+
+WITH base_trades as (
+    SELECT
+        *
+    FROM
+        {{ base_trades }}
+    WHERE
+        {{ filter }}
+    {% if is_incremental() %}
+    AND
+        {{ incremental_predicate('block_time') }}
+    {% endif %}
+)
+, enrichments AS (
+    SELECT
+        base_trades.blockchain
+        , base_trades.project
+        , base_trades.version
+        , base_trades.block_month
+        , base_trades.block_date
+        , base_trades.block_time
+        , base_trades.block_number
+        , erc20_bought.symbol AS token_bought_symbol
+        , erc20_sold.symbol AS token_sold_symbol
+        , CASE
+            WHEN lower(erc20_bought.symbol) > lower(erc20_sold.symbol) THEN concat(erc20_sold.symbol, '-', erc20_bought.symbol)
+            ELSE concat(erc20_bought.symbol, '-', erc20_sold.symbol)
+            END AS token_pair
+        , base_trades.token_bought_amount_raw / power(10, erc20_bought.decimals) AS token_bought_amount
+        , base_trades.token_sold_amount_raw / power(10, erc20_sold.decimals) AS token_sold_amount
+        , base_trades.token_bought_amount_raw
+        , base_trades.token_sold_amount_raw
+        , base_trades.token_bought_address
+        , base_trades.token_sold_address
+        , coalesce(base_trades.taker, base_trades.tx_from) AS taker
+        , base_trades.maker
+        , base_trades.project_contract_address
+        , base_trades.tx_hash
+        , base_trades.tx_from
+        , base_trades.tx_to
+        , base_trades.evt_index
+    FROM
+        base_trades
+    LEFT JOIN
+        {{ tokens_erc20_model }} as erc20_bought
+        ON erc20_bought.contract_address = base_trades.token_bought_address
+        AND erc20_bought.blockchain = base_trades.blockchain
+    LEFT JOIN
+        {{ tokens_erc20_model }} as erc20_sold
+        ON erc20_sold.contract_address = base_trades.token_sold_address
+        AND erc20_sold.blockchain = base_trades.blockchain
+)
+
+, enrichments_with_prices AS (
+    {{
+        add_amount_usd(
+            trades_cte = 'enrichments'
+        )
+    }}
+)
+
+,  erc4626_prices AS(
+        SELECT
+            minute,
+            blockchain,
+            wrapped_token,
+            decimals,
+            APPROX_PERCENTILE(median_price, 0.5) AS price,
+            LEAD(minute, 1, NOW()) OVER (PARTITION BY wrapped_token ORDER BY minute) AS time_of_next_change
+        FROM {{ source('balancer_v3', 'erc4626_token_prices') }}
+        GROUP BY 1, 2, 3, 4
+)
+
+SELECT
+    dexs.blockchain
+    , project
+    , version
+    , block_month
+    , block_date
+    , block_time
+    , block_number
+    , token_bought_symbol
+    , token_sold_symbol
+    , token_pair
+    , token_bought_amount
+    , token_sold_amount
+    , token_bought_amount_raw
+    , token_sold_amount_raw
+    , COALESCE(
+        dexs.amount_usd,
+        dexs.token_bought_amount * erc4626a.price,
+        dexs.token_sold_amount * erc4626a.price
+    ) AS amount_usd
+    , token_bought_address
+    , token_sold_address
+    , taker
+    , maker
+    , project_contract_address
+    , tx_hash
+    , tx_from
+    , tx_to
+    , evt_index
+FROM
+    enrichments_with_prices dexs
+LEFT JOIN erc4626_prices erc4626a
+        ON erc4626a.wrapped_token = dexs.token_bought_address
+        AND erc4626a.minute <= dexs.block_time
+        AND dexs.block_time < erc4626a.time_of_next_change
+        AND dexs.blockchain = erc4626a.blockchain
+LEFT JOIN erc4626_prices erc4626b
+        ON erc4626b.wrapped_token = dexs.token_sold_address
+        AND erc4626b.minute <= dexs.block_time
+        AND dexs.block_time < erc4626b.time_of_next_change   
+        AND dexs.blockchain = erc4626b.blockchain
+
+{% endmacro %}

dbt_subprojects/dex/models/trades/_schema.yml

@@ -7,7 +7,7 @@ models:
       blockchain: arbitrum, avalanche_c, base, bnb, celo, ethereum, fantom, gnosis, kaia, optimism, polygon, scroll, zksync, linea, blast, sei, ronin
       sector: dex
       short_description: The `dex.trades` table captures detailed data on trades executed via decentralized exchanges (DEXs). This table contains a detailed breakdown of trade execution containing one or many trades per transaction. 
-      contributors: 0xRob, hosuke, jeff-dude, tomfutago
+      contributors: 0xRob, hosuke, jeff-dude, tomfutago, viniabussafi
     config:
       tags: [ 'dex', 'trades']
     description: '{{ doc("dex_trades_doc") }}'

dbt_subprojects/dex/models/trades/dex_trades.sql

@@ -32,7 +32,7 @@
                                     ]\',
                                     "sector",
                                     "dex",
-                                    \'["hosuke", "0xrob", "jeff-dude", "tomfutago"]\') }}')
+                                    \'["hosuke", "0xrob", "jeff-dude", "tomfutago", "viniabussafi"]\') }}')
 }}
 
 -- keep existing dbt lineages for the following projects, as the team built themselves and use the spells throughout the entire lineage
@@ -46,18 +46,28 @@ WITH curve AS (
     {{
         enrich_curve_dex_trades(
             base_trades = ref('dex_base_trades')
-            , filter = "project = 'curve'"
+            , filter = "project = 'curve' AND block_date = TIMESTAMP '2024-12-17'"
             , curve_ethereum = ref('curve_ethereum_base_trades')
             , curve_optimism = ref('curve_optimism_base_trades')
             , tokens_erc20_model = source('tokens', 'erc20')
         )
     }}
 )
+, balancer_v3 AS (
+    -- due to Balancer V3 having trades between ERC4626 tokens, which won't be priced on prices.usd, enrich separately
+    {{
+        enrich_balancer_v3_dex_trades(
+            base_trades = ref('dex_base_trades')
+            , filter = "(project = 'balancer' AND version = '3') AND block_date = TIMESTAMP '2024-12-17'"
+            , tokens_erc20_model = source('tokens', 'erc20')
+        )
+    }}
+)
 , dexs AS (
     {{
         enrich_dex_trades(
             base_trades = ref('dex_base_trades')
-            , filter = "project != 'curve'"
+            , filter = "project != 'curve' AND NOT (project = 'balancer' AND version = '3') AND block_date = TIMESTAMP '2024-12-17'"
             , tokens_erc20_model = source('tokens', 'erc20')
         )
     }}
@@ -106,6 +116,7 @@ WITH curve AS (
     'curve'
     , 'as_is_dexs'
     , 'dexs'
+    , 'balancer_v3'
     ]
 %}