Adding fixes to the CoW AMM query

cow_amm/cow_amm_lp_and_tvl_4047078

@@ -1,14 +1,34 @@
-with 
+-- Computes the TVL, lp token total supply and lp token price of a CoW AMM pool over time
+-- 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
+
+-- Given that we might not have records every day in the source data (e.g. not every day the lp supply may change), 
+-- but still want to visualize development on a per day basis,  we create an auxiliary table with one record per 
+-- day between `start` and `now`
+with date_range as (
+    select t.day
+    from
+        unnest(sequence(
+            date(timestamp '{{start}}') - INTERVAL '1' day,
+            date(now())
+        )) t (day) --noqa: AL01
+),
+
+-- Finds the CoW AMM pool address given tokens specified in query parameters (regardless of order) 
 cow_amm_pool as (
 select blockchain, address, token_1_address, token_2_address
 from query_3959044 q
-where address={{cow_amm_pool}}
+where ((token_1_address = {{token_a}} and token_2_address = {{token_b}}) or (token_2_address = {{token_a}} and token_1_address = {{token_b}}))
 )
+
+-- per day lp token total supply changes of the CoW AMM pool by looking at burn/mint events
 , get_lp_balance as (
     select date(evt_block_time) as day, 
     sum(case when "from" = 0x0000000000000000000000000000000000000000 THEN (value/1e18) ELSE -(value/1e18) END) as lp_supply
     from erc20_ethereum.evt_transfer
-    where contract_address = {{cow_amm_pool}}
+    where contract_address in (select address from cow_amm_pool)
     and ("from" = 0x0000000000000000000000000000000000000000 or "to" = 0x0000000000000000000000000000000000000000)
     group by 1
 )
@@ -18,31 +38,70 @@ select day, lp_supply, sum(lp_supply) over (order by day) as total_lp
 from get_lp_balance
 )
 
+-- lp token total supply without date gaps
+ , lp_total_supply as (
+SELECT
+        date_range.day,
+        COALESCE(v.total_lp, LAG(v.total_lp) OVER (ORDER BY date_range.day)) AS total_lp
+    FROM
+        date_range
+    LEFT JOIN
+        total_lp v ON date_range.day = v.day
+)
+-- Compute tvl by multiplying each day's closing price with bet transfers in and out of the pool
 , get_tvl as (
-select 
-  date(time) as day, 
-  time, 
-  blockchain, 
-  cow_amm_address, 
-  token_1_balance_usd+token_2_balance_usd as tvl,
-  RANK() OVER (PARTITION BY date(time) ORDER BY time DESC) AS tvl_rank
-from  dune.cowprotocol.result_balancer_cow_amm_base_query_v_2
-where cow_amm_address={{cow_amm_pool}}
+SELECT x.day, SUM(amount * price_close) as total_tvl FROM (
+    SELECT date(evt_block_time) as day, 
+            symbol, 
+            -(value/POW(10,decimals)) as amount
+    FROM erc20_ethereum.evt_transfer a LEFT JOIN tokens.erc20 b ON a.contract_address = b.contract_address and blockchain in (select blockchain from cow_amm_pool)
+    where "from"  in (select address from cow_amm_pool)
+        and (a.contract_address IN (select token_1_address from cow_amm_pool) or 
+        a.contract_address IN (select token_2_address from cow_amm_pool))
+
+    UNION ALL
+    SELECT date(evt_block_time) as day, 
+            symbol, 
+            (value/POW(10,decimals)) as amount
+    FROM erc20_ethereum.evt_transfer a LEFT JOIN tokens.erc20 b ON a.contract_address = b.contract_address and blockchain in (select blockchain from cow_amm_pool)
+    where "to"  in (select address from cow_amm_pool)
+        and (a.contract_address IN (select token_1_address from cow_amm_pool) or 
+        a.contract_address IN (select token_2_address from cow_amm_pool))
+) x join prices.usd_daily y
+    ON blockchain in (select blockchain from cow_amm_pool) and x.symbol = y.symbol and y.day=x.day
+group by 1
 )
 
 , total_tvl as (
-select day,  blockchain, cow_amm_address, tvl as total_tvl
+select day, sum(total_tvl) over (order by day) as total_tvl
 from get_tvl
-where tvl_rank=1
 )
 
-select 
+-- With this we can plot the lp token price (tvl/lp total supply) over time
+, final as (
+  select 
   t1.day, 
-  total_tvl, 
+  total_tvl as tvl, 
   total_lp, 
-  lp_supply,
   total_tvl/total_lp as lp_token_price
 from total_tvl t1
-join total_lp t2 on t1.day=t2.day
-where t1.day>=date'2024-07-30'
-order by t1.day desc
+inner join lp_total_supply as lp
+        on t1.day = lp.day
+)
+
+-- Compute current value of initial investment together with other relevant output columns
+select
+    day,
+    tvl,
+    total_lp,
+    lp_token_price,
+    (
+        -- Assess initial investment in lp tokens
+        select 10000 * lp_token_price as investment
+        from final
+        where day = timestamp '{{start}}'
+    ) / lp_token_price as current_value_of_investment
+from final
+where day >= timestamp '{{start}}'
+order by 1 desc
+