CoW AMM monitoring (#72)

* New queries to measure the kpis from competitors * new parameter added because of the previous queries * Excludes possible negative tvls because of issues with ERC20/ETH transfers * Formatting * Added a missing blockchain parameter * Simplified the querying of all tranactions from a curve pool * Few comments and adapting to remarks for Curve * Added filter by x largest pools * Added/propagated through queries number_of_pools parameter and various comments * Removed the union for inactive pools. THe left join does the work * Fixed the sqlfluff * Moved the folder to kpis/competitors * New query to replace the uni style querying. they are now grouped in the same query * Added the project value to classify the pools: uni/ pancake/sushi * Comments * Added parameter for time window, and removed avg(tvl), avg(fee) * upadated default parameter * Added syncs inline to kpis. * Added flag uni/pancake/Sushi and parameter for time window * New default value for day, few comments and renaming * Changed deployer contract addres for uniswap * Query to regroup all the different projects kpis together * Typo for chain_id Co-authored-by: Felix Leupold <[email protected]> * fixed typo and added base * updated kpis to filter before joining and improve performance * increased number of pools to display * Adding CoW AMMs to the list of AMMs to monitor * typo in chain_id * Adding parameter for time window * wrong join leading to less pools visible * Adapting the query to get the info for every chain --------- Co-authored-by: Felix Leupold <[email protected]>
cowprotocol · Nov 29, 2024 · dc1c512 · dc1c512
1 parent 4046e60
commit dc1c512
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diff --git a/cowamm/.sqlfluff b/cowamm/.sqlfluff
@@ -8,5 +8,5 @@ start_time='2024-08-20 00:00:00'
 end_time='2024-08-27 00:00:00'
 results=final_results_per_solver,cow_surplus_per_batch
 cow_budget=30000
-number_of_pools=500
+number_of_pools=1000
 competitor_end_time = 2100-01-01
diff --git a/cowamm/kpi/competitors/all_competitors_4335231.sql b/cowamm/kpi/competitors/all_competitors_4335231.sql
@@ -13,10 +13,10 @@ select
     case
         when '{{blockchain}}' = 'ethereum' then 1
         when '{{blockchain}}' = 'gnosis' then 100
-        when '{{blockchain}}' = 'arbitrum' then 8453
+        when '{{blockchain}}' = 'base' then 8453
         when '{{blockchain}}' = 'arbitrum' then 42161
     end as chain_id
-from "query_4304295(blockchain='{{blockchain}}')"
+from "query_4304295(blockchain='{{blockchain}}', competitor_end_time='{{competitor_end_time}}')"
 
 union distinct
 
@@ -31,7 +31,27 @@ select
     case
         when '{{blockchain}}' = 'ethereum' then 1
         when '{{blockchain}}' = 'gnosis' then 100
-        when '{{blockchain}}' = 'arbitrum' then 8453
+        when '{{blockchain}}' = 'base' then 8453
         when '{{blockchain}}' = 'arbitrum' then 42161
     end as chain_id
-from "query_4232873(blockchain='{{blockchain}}')"
+from "query_4232873(blockchain='ethereum', competitor_end_time='{{competitor_end_time}}')"
+-- there are no significant curve pools on arbitrum/gnosis
+where {{blockchain}} = 'ethereum'
+
+union distinct
+
+--CoW AMM
+select
+    contract_address,
+    tvl,
+    0 as fee,
+    coalesce(volume, 0) as volume,
+    coalesce(apr, 0) as apr,
+    'CoW AMM' as project,
+    case
+        when '{{blockchain}}' = 'ethereum' then 1
+        when '{{blockchain}}' = 'gnosis' then 100
+        when '{{blockchain}}' = 'base' then 8453
+        when '{{blockchain}}' = 'arbitrum' then 42161
+    end as chain_id
+from "query_4340428(blockchain='{{blockchain}}', competitor_end_time='{{competitor_end_time}}')"
diff --git a/cowamm/kpi/competitors/cow_amm/cow_amm_kpi_4340428.sql b/cowamm/kpi/competitors/cow_amm/cow_amm_kpi_4340428.sql
@@ -0,0 +1,24 @@
+-- Computes volume, tvl and APR for CoW AMM pools
+-- APR is measured as the fees earned per $ invested, over the last 24 hours, projected over 1 year
+-- Parameters:
+-- {{blockchain}}: The blockchain to query
+-- {{competitor_end_time}}: The end time of the time window (end_time - 1 day; end_time), defaults to now()
+
+-- computes, surplus, tvl and thus relative surplus (per $100)
+select
+    contract_address,
+    tvl,
+    sum(usd_value) over (partition by contract_address order by latest_per_pool) as volume,
+    365 * sum(surplus_usd / tvl) over (partition by contract_address order by latest_per_pool) as apr
+from "query_4340356(blockchain='{{blockchain}}')" as tvl
+left join
+    ( --noqa: ST05
+        select *
+        from cow_protocol_{{blockchain}}.trades
+        where
+            block_time >= date_add('day', -1, (case when '{{competitor_end_time}}' = '2100-01-01' then now() else timestamp '{{competitor_end_time}}' end))
+    ) as t
+    on
+        t.tx_hash = tvl.tx_hash
+        and tvl.contract_address = trader
+where latest_per_pool = 1
diff --git a/cowamm/kpi/competitors/cow_amm/tvl_all_cow_amms_4340356.sql b/cowamm/kpi/competitors/cow_amm/tvl_all_cow_amms_4340356.sql
@@ -0,0 +1,82 @@
+-- Computes the balances and their dollar value of all CoW AMM pools at every transaction where it changed
+-- Parameters
+--  {{blockchain}} - chain for which the query is running
+
+with cow_amm_pool as (
+    select
+        created_at,
+        address,
+        token_1_address as token0,
+        token_2_address as token1
+    from query_3959044
+    where blockchain = '{{blockchain}}'
+    order by 1 desc
+),
+
+-- Computes the token balance changes of the relevant token per transaction
+reserves_delta as (
+    select
+        evt_block_time,
+        evt_tx_hash,
+        p.address as pool,
+        contract_address as token,
+        MAX(evt_block_number) as evt_block_number,
+        MAX(evt_index) as evt_index,
+        SUM(case when "from" = p.address then -value else value end) as amount
+    from erc20_{{blockchain}}.evt_transfer as t
+    inner join cow_amm_pool as p
+        on
+            (
+                t."from" = p.address
+                or t.to = p.address
+            )
+            and (token0 = t.contract_address or token1 = t.contract_address)
+    group by 1, 2, 3, 4
+),
+
+-- sums token balance changes to get total balances of relevant tokens per transaction
+balances_by_tx as (
+    select
+        evt_block_time,
+        evt_tx_hash,
+        pool,
+        token,
+        SUM(amount) over (partition by (pool, token) 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.pool,
+        b.token,
+        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.token = p.contract_address
+)
+
+select
+    tvl1.block_time,
+    tvl1.tx_hash,
+    tvl1.pool as contract_address,
+    tvl1.token as token1,
+    tvl1.balance as balance1,
+    tvl1.price as price1,
+    tvl2.token as token2,
+    tvl2.balance as balance2,
+    tvl2.price as price2,
+    tvl1.tvl + tvl2.tvl as tvl,
+    ROW_NUMBER() over (partition by tvl1.pool order by tvl1.block_time desc) as latest_per_pool
+from tvl as tvl1
+inner join tvl as tvl2
+    on
+        tvl1.tx_hash = tvl2.tx_hash
+        and tvl1.pool = tvl2.pool
+        and tvl1.token > tvl2.token
diff --git a/cowamm/kpi/competitors/uni_swap_style/largest_uni_style_pools_4303563.sql b/cowamm/kpi/competitors/uni_swap_style/largest_uni_style_pools_4303563.sql
@@ -9,18 +9,39 @@ with pools as (
         substr(topic1, 13, 20) as token0,
         substr(topic2, 13, 20) as token1,
         case
-            when contract_address = 0x1097053Fd2ea711dad45caCcc45EfF7548fCB362 then 'pancakeswap'
-            when contract_address = 0x5c69bee701ef814a2b6a3edd4b1652cb9cc5aa6f then 'uniswap'
-            when contract_address = 0xC0AEe478e3658e2610c5F7A4A2E1777cE9e4f2Ac then 'sushiswap'
+            when
+                contract_address in (
+                    0x1097053Fd2ea711dad45caCcc45EfF7548fCB362,
+                    0x02a84c1b3bbd7401a5f7fa98a384ebc70bb5749e
+                ) then 'pancakeswap'
+            when
+                contract_address in (
+                    0x5c69bee701ef814a2b6a3edd4b1652cb9cc5aa6f,
+                    0xf1D7CC64Fb4452F05c498126312eBE29f30Fbcf9,
+                    0x8909Dc15e40173Ff4699343b6eB8132c65e18eC6
+                )
+                then 'uniswap'
+            when
+                contract_address in (
+                    0xC0AEe478e3658e2610c5F7A4A2E1777cE9e4f2Ac,
+                    0xc35DADB65012eC5796536bD9864eD8773aBc74C4,
+                    0x71524B4f93c58fcbF659783284E38825f0622859
+                )
+                then 'sushiswap'
         end as project
     from {{blockchain}}.logs
     where
         topic0 = 0x0d3648bd0f6ba80134a33ba9275ac585d9d315f0ad8355cddefde31afa28d0e9
         and contract_address in
         (
-            0x1097053Fd2ea711dad45caCcc45EfF7548fCB362,
-            0x5c69bee701ef814a2b6a3edd4b1652cb9cc5aa6f,
-            0xC0AEe478e3658e2610c5F7A4A2E1777cE9e4f2Ac
+            0x1097053Fd2ea711dad45caCcc45EfF7548fCB362, --eth, pancake
+            0x02a84c1b3bbd7401a5f7fa98a384ebc70bb5749e, --arb/bas, pancake
+            0x5c69bee701ef814a2b6a3edd4b1652cb9cc5aa6f, --eth, uni
+            0xf1D7CC64Fb4452F05c498126312eBE29f30Fbcf9, --arb, uni
+            0x8909Dc15e40173Ff4699343b6eB8132c65e18eC6, --bas, uni
+            0xC0AEe478e3658e2610c5F7A4A2E1777cE9e4f2Ac, --eth, sushi
+            0xc35DADB65012eC5796536bD9864eD8773aBc74C4, --arb/gno, sushi
+            0x71524B4f93c58fcbF659783284E38825f0622859 --bas, sushi
         )
 ),