add multiple price feeds option

cowprotocol/accounting/rewards/mainnet/unusual_slippage_query_2332678.sql

@@ -16,6 +16,7 @@ select  --noqa: ST06
     concat(
         '<a href="https://dune.com/queries/4059683',
         '?blockchain=ethereum',
+        '&price_feed=dune_price_feed'
         '&start_time={{start_time}}',
         '&end_time={{end_time}}',
         '&slippage_table_name=raw_slippage_breakdown',

cowprotocol/accounting/slippage/.sqlfluff

@@ -4,3 +4,4 @@ end_time='2024-08-02 12:00'
 blockchain='ethereum'
 slippage_table_name=slippage_per_solver,slippage_per_transaction
 raw_slippage_table_name=raw_slippage_breakdown,raw_slippage_per_transaction
+price_feed=dune_price_feed,multiple_price_feeds

cowprotocol/accounting/slippage/raw_slippage_4059683.sql

@@ -46,7 +46,7 @@ fees as (
         -amount as amount,
         fee_type as slippage_type,
         date_trunc('hour', block_time) as hour --noqa: RF04
-    from "query_4058574(blockchain='{{blockchain}}',start_time='{{start_time}}',end_time='{{end_time}}')"
+    from "query_4058574(blockchain='{{blockchain}}',price_feed='{{price_feed}}',start_time='{{start_time}}',end_time='{{end_time}}')"
 ),
 
 imbalances as (

cowprotocol/accounting/slippage/slippage_4070065.sql

@@ -34,7 +34,7 @@ slippage_per_transaction as (
         solver_address,
         sum(slippage_usd) as slippage_usd,
         sum(slippage_wei) as slippage_wei
-    from "query_4059683(blockchain='{{blockchain}}',start_time='{{start_time}}',end_time='{{end_time}}',raw_slippage_table_name='raw_slippage_breakdown')" as rs
+    from "query_4059683(blockchain='{{blockchain}}',price_feed='{{price_feed}}',start_time='{{start_time}}',end_time='{{end_time}}',raw_slippage_table_name='raw_slippage_breakdown')" as rs
     inner join cow_protocol_{{blockchain}}.batches as b
         on rs.tx_hash = b.tx_hash
     where rs.tx_hash not in (select tx_hash from excluded_batches)

cowprotocol/accounting/slippage/slippage_prices_4064601.sql

@@ -25,8 +25,47 @@ with token_times as (
     group by 1, 2
 ),
 
+imported_price_feed as (
+    select *
+    from "query_4252674"
+    where price_unit < 10000000 -- here we filter all tokens with price more than $1M, as these are probably bogus prices
+),
+
+coingecko_price_feed as (
+    select
+        ipf.hour,
+        ipf.token_address,
+        ipf.decimals,
+        ipf.price_unit,
+        ipf.price_atom
+    from imported_price_feed as ipf inner join token_times as tt on ipf.hour = tt.hour and ipf.token_address = tt.token_address
+    where source = 'coingecko'
+),
+
+moralis_price_feed as (
+    select
+        ipf.hour,
+        ipf.token_address,
+        ipf.decimals,
+        ipf.price_unit,
+        ipf.price_atom
+    from imported_price_feed as ipf inner join token_times as tt on ipf.hour = tt.hour and ipf.token_address = tt.token_address
+    where source = 'moralis'
+),
+
+auction_price_feed as (
+    select
+        ipf.hour,
+        ipf.token_address,
+        ipf.decimals,
+        ipf.price_unit,
+        ipf.price_atom
+    from imported_price_feed as ipf inner join token_times as tt on ipf.hour = tt.hour and ipf.token_address = tt.token_address
+    where source = 'native'
+),
+
 -- Precise prices are prices from the Dune price feed.
-precise_prices as (
+dune_price_feed as (
     select -- noqa: ST06
         date_trunc('hour', minute) as hour, --noqa: RF04
         token_address,
@@ -43,6 +82,35 @@ precise_prices as (
     group by 1, 2, 3
 ),
 
+multiple_price_feeds_pre as (
+    select *
+    from dune_price_feed
+    union all
+    select *
+    from coingecko_price_feed
+    union all
+    select *
+    from moralis_price_feed
+    union all
+    select *
+    from auction_price_feed
+),
+
+multiple_price_feeds as (
+    select
+        hour,
+        token_address,
+        decimals,
+        approx_percentile(price_unit, 0.5) as price_unit,
+        approx_percentile(price_atom, 0.5) as price_atom
+    from multiple_price_feeds_pre group by 1, 2, 3
+),
+
+precise_prices as (
+    select *
+    from {{price_feed}}
+),
+
 -- Intrinsic prices are prices reconstructed from exchange rates from within the auction
 -- A price can be reconstructed if there was a trade with another token which did have a Dune price.
 -- If there a multiple prices reconstructed in this way, an average is taken.