[CoW AMM] Metric for daily invarian growth (surplsu) per

cow_amm/profitability/invariant_growth/cow_amm_4059213.sql

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+-- Computes the absolute surplus per $100 tvl per day (aka its invariant growth) for a CoW AMM.
+-- Parameters
+--  {{token_a}} - either token of the desired uni pool
+--  {{token_b}} - other token of the desired uni pool
+--  {{start}} - date as of which the analysis should run
+
+-- Finds the CoW AMM pool address given tokens specified in query parameters (regardless of order) 
+with cow_amm_pool as (
+    select
+        block_time,
+        address,
+        token_1_address,
+        token_2_address
+    from query_3959044
+    where ((token_1_address = {{token_a}} and token_2_address = {{token_b}}) or (token_2_address = {{token_a}} and token_1_address = {{token_b}}))
+    order by 1 desc
+    limit 1
+),
+
+-- Computes the token balance changes of the relevant token per transaction
+reserves_delta as (
+    select
+        evt_block_time,
+        evt_tx_hash,
+        contract_address,
+        MAX(evt_block_number) as evt_block_number,
+        MAX(evt_index) as evt_index,
+        SUM(-value) as amount
+    from erc20_ethereum.evt_transfer
+    where
+        "from" in (select address from cow_amm_pool)
+        and contract_address in ({{token_a}}, {{token_b}})
+    group by 1, 2, 3
+    union all
+    select
+        evt_block_time,
+        evt_tx_hash,
+        contract_address,
+        MAX(evt_block_number) as evt_block_number,
+        MAX(evt_index) as evt_index,
+        SUM(value) as amount
+    from erc20_ethereum.evt_transfer
+    where
+        "to" in (select address from cow_amm_pool)
+        and contract_address in ({{token_a}}, {{token_b}})
+    group by 1, 2, 3
+),
+
+-- sums token balance changes to get total balances of relevant tokens per transaction
+balances_by_tx as (
+    select
+        evt_block_time,
+        evt_tx_hash,
+        contract_address,
+        SUM(amount) over (partition by contract_address order by (evt_block_number, evt_index)) as balance
+    from reserves_delta
+),
+
+-- joins token balances with prices to get tvl of pool per transaction
+tvl as (
+    select
+        evt_block_time as block_time,
+        evt_tx_hash as tx_hash,
+        b.contract_address,
+        balance,
+        price,
+        balance * price / POW(10, decimals) as tvl
+    from balances_by_tx as b
+    inner join prices.usd as p
+        on
+            p.minute = DATE_TRUNC('minute', evt_block_time)
+            and b.contract_address = p.contract_address
+)
+
+-- computes, surplus, tvl and thus relative surplus (per $100)
+select
+    block_date,
+    SUM(surplus_usd) as absolute_invariant_growth,
+    AVG(tvl1.tvl + tvl2.tvl) as tvl,
+    SUM(surplus_usd / (tvl1.tvl + tvl2.tvl)) * 100 as pct_invariant_growth
+from cow_protocol_ethereum.trades as t
+inner join tvl as tvl1
+    on
+        t.tx_hash = tvl1.tx_hash
+        and tvl1.contract_address = {{token_a}}
+inner join tvl as tvl2
+    on
+        t.tx_hash = tvl2.tx_hash
+        and tvl2.contract_address = {{token_b}}
+where trader = (select address from cow_amm_pool)
+group by 1
+order by 1 desc