Optimizing competitor kpis (#89)

* Changing price from minute to daily to get the latest tvl. It increases largely the speed of the query

* Filter the time window for prices.mintue

* Fixed typos for date and ordering

* Restructuring the curve query to improve efficiency for the curve query

* changed the join to where

* Additional comments

* Simplified the time comparison, and changed time argument from start to end (more intuitive) as we are talking about dates

* Linting

* added a parameter wrongfully removed

Author: PoloX2021

cowamm/.sqlfluff

@@ -9,4 +9,4 @@ end_time='2024-08-27 00:00:00'
 results=final_results_per_solver,cow_surplus_per_batch
 cow_budget=30000
 number_of_pools=1000
-competitor_end_time = 2100-01-01
+competitor_end_time='2024-08-27 00:00:00'

cowamm/kpi/competitors/curve/curve_kpis_4232873.sql

@@ -2,35 +2,49 @@
 -- 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()
-select
-    contract_address,
-    tvl,
-    fee,
-    volume,
-    apr
-from (
+-- {{start_time}}: The start time of the analysis. date '{{start_time}}' <= evt_block_time < date '{{start_time}}' + 1 day
+--      By default, we look at the past full day
+
+with accumulated_kpis as (
     select
-        contract_address,
+        r.contract_address,
         fee,
         tvl,
-        latest_per_pool,
-        sum(amount_usd) over (partition by contract_address order by latest_per_pool) as volume,
-        365 * sum(amount_usd * fee / tvl) over (partition by contract_address order by latest_per_pool) as apr
-    -- The first call to 4232976 gets the tvl after each tx to compute volume/tvl
-    from "query_4232976(blockchain='{{blockchain}}')" as r
+        sum(amount_usd) over (partition by r.contract_address order by latest_per_pool desc) as volume,
+        365 * sum(amount_usd * fee / (reserve0 * p0.price * power(10, -p0.decimals) + reserve1 * p1.price * power(10, -p1.decimals))) over (partition by r.contract_address order by latest_per_pool desc) as apr,
+        -- new index to make sure rows don't get lost in the filtering later
+        row_number() over (partition by r.contract_address order by r.evt_block_time desc) as latest_per_pool
+    from "query_4232976(blockchain='{{blockchain}}', number_of_pools = '{{number_of_pools}}', start_time = '{{start_time}}')" as r
     left join
         ( --noqa: ST05
             select *
             from curve.trades
             where
-                block_time >= date_add('day', -1, (case when '{{competitor_end_time}}' = '2100-01-01' then now() else timestamp '{{competitor_end_time}}' end))
+                block_time >= least(date('{{start_time}}'), date_add('day', -1, date(now())))
         ) as t
         on
             r.contract_address = t.project_contract_address
             and r.tx_hash = t.tx_hash
+    inner join prices.minute as p0
+        on
+            r.token0 = p0.contract_address
+            and date_trunc('minute', r.evt_block_time) = p0.timestamp
+    inner join prices.minute as p1
+        on
+            r.token1 = p1.contract_address
+            and date_trunc('minute', r.evt_block_time) = p1.timestamp
     where
         -- This test avoids any possible issue with reconstructing the reserves of the pool
         tvl > 0
+        and p0.timestamp between least(date('{{start_time}}'), date_add('day', -1, date(now()))) and least(date_add('day', 1, date('{{start_time}}')), date(now()))
+        and p1.timestamp between least(date('{{start_time}}'), date_add('day', -1, date(now()))) and least(date_add('day', 1, date('{{start_time}}')), date(now()))
 )
+
+select
+    contract_address,
+    fee,
+    tvl,
+    volume,
+    apr
+from accumulated_kpis
 where latest_per_pool = 1

cowamm/kpi/competitors/curve/curve_largest_2token_pools_4232976.sql

@@ -4,6 +4,8 @@
 -- Parameters:
 --  {{blockchain}}: The blockchain to query
 --  {{number_of_pools}}: The number of largest pools to return
+--  {{start_time}}: The start time of the analysis. date '{{start_time}}' <= evt_block_time < date '{{start_time}}' + 1 day
+--      By default, we look at the past full day
 
 with
 -- filters pools with 2 tokens
@@ -54,46 +56,42 @@ reserves as (
         token0,
         token1,
         tx_hash,
-        block_time,
+        block_time as evt_block_time,
         fee,
         sum(transfer0) over (partition by contract_address order by block_time, evt_index) as reserve0,
         sum(transfer1) over (partition by contract_address order by block_time, evt_index) as reserve1,
         row_number() over (partition by tx_hash, contract_address order by evt_index desc) as latest_per_tx,
-        row_number() over (partition by contract_address order by block_time desc) as latest_per_pool
+        row_number() over (partition by contract_address order by block_time desc, evt_index desc) as latest_per_pool
     from transfers
+    where block_time <= least(date_add('day', 1, date('{{start_time}}')), date(now()))
 ),
 
 -- finds the TVL of the pools
-recent_tvl as (
+latest_tvl as (
     select
         r.contract_address,
         token0,
         token1,
-        block_time,
-        tx_hash,
-        reserve0,
-        reserve1,
-        fee,
-        latest_per_pool,
         (reserve0 * p0.price / pow(10, p0.decimals)) + (reserve1 * p1.price / pow(10, p1.decimals)) as tvl
     from reserves as r
-    inner join prices.minute as p0
+    --using the daily value to get a better representation of the TVL over the 24 hour period
+    inner join prices.day as p0
         on
-            date_trunc('minute', block_time) = p0.timestamp
+            p0.timestamp = least(date('{{start_time}}'), date_add('day', -1, date(now())))
             and token0 = p0.contract_address
-    inner join prices.minute as p1
+    inner join prices.day as p1
         on
-            date_trunc('minute', block_time) = p1.timestamp
+            p1.timestamp = least(date('{{start_time}}'), date_add('day', -1, date(now())))
             and token1 = p1.contract_address
-    where latest_per_tx = 1
-)
-
-
-select * from recent_tvl
-where contract_address in (
-    select contract_address
-    from recent_tvl
     where latest_per_pool = 1
     order by tvl desc
     limit {{number_of_pools}}
 )
+
+select
+    reserves.*,
+    tvl
+from reserves
+inner join latest_tvl
+    on reserves.contract_address = latest_tvl.contract_address
+where latest_per_tx = 1

cowamm/kpi/competitors/uni_swap_style/largest_uni_style_kpis_4304295.sql

@@ -3,7 +3,8 @@
 -- Parameters:
 -- {{blockchain}}: The blockchain to query
 -- {{number_of_pools}}: The number of largest pools to return
--- {{competitor_end_time}}: The end time of the time window (end_time - 1 day; end_time), defaults to now()
+-- {{start_time}}: The start time of the analysis. date '{{start_time}}' <= evt_block_time < date '{{start_time}}' + 1 day
+--      By default, we look at the past full day
 
 -- select the pool with the largest latest k
 with pool as (
@@ -13,7 +14,7 @@ with pool as (
         token0,
         token1,
         tvl
-    from "query_4303563(blockchain='{{blockchain}}', number_of_pools = '{{number_of_pools}}')"
+    from "query_4303563(blockchain='{{blockchain}}', number_of_pools = '{{number_of_pools}}', start_time = '{{start_time}}')"
 ),
 
 syncs as (
@@ -30,7 +31,7 @@ syncs as (
     inner join pool
         on logs.contract_address = pool.contract_address
     where
-        block_time >= date_add('day', -1, (case when '{{competitor_end_time}}' = '2100-01-01' then now() else timestamp '{{competitor_end_time}}' end))
+        block_time between least(date('{{start_time}}'), date_add('day', -1, date(now()))) and least(date_add('day', 1, date('{{start_time}}')), date(now()))
         and topic0 = 0x1c411e9a96e071241c2f21f7726b17ae89e3cab4c78be50e062b03a9fffbbad1 -- Sync        
 ),
 
@@ -47,7 +48,7 @@ swaps as (
         varbinary_to_uint256(substr(data, 97, 32)) as amount1Out
     from {{blockchain}}.logs
     where
-        block_time >= date(date_add('day', -1, now()))
+        block_time between least(date('{{start_time}}'), date_add('day', -1, date(now()))) and least(date_add('day', 1, date('{{start_time}}')), date(now()))
         and topic0 = 0xd78ad95fa46c994b6551d0da85fc275fe613ce37657fb8d5e3d130840159d822 -- Swap
         and contract_address in (select contract_address from pool)
 ),
@@ -77,6 +78,9 @@ tvl_volume_per_swap as (
         on
             date_trunc('minute', syncs.evt_block_time) = p1.timestamp
             and syncs.token1 = p1.contract_address
+    where
+        p0.timestamp between least(date('{{start_time}}'), date_add('day', -1, date(now()))) and least(date_add('day', 1, date('{{start_time}}')), date(now()))
+        and p1.timestamp between least(date('{{start_time}}'), date_add('day', -1, date(now()))) and least(date_add('day', 1, date('{{start_time}}')), date(now()))
 )
 
 select

cowamm/kpi/competitors/uni_swap_style/largest_uni_style_pools_4303563.sql

@@ -2,6 +2,8 @@
 -- Parameters:
 --  {{blockchain}}: The blockchain to query
 --  {{number_of_pools}}: The number of largest pools to return
+--  {{start_time}}: The start time of the analysis. date '{{start_time}}' <= evt_block_time < date '{{start_time}}' + 1 day
+--      By default, we look at the past full day
 
 with pools as (
     select
@@ -54,7 +56,7 @@ syncs as (
         date_trunc('minute', block_time) as evt_block_time,
         varbinary_to_uint256(substr(data, 1, 32)) as reserve0,
         varbinary_to_uint256(substr(data, 33, 32)) as reserve1,
-        rank() over (partition by (logs.contract_address) order by block_time desc, index asc) as latest
+        rank() over (partition by (logs.contract_address) order by block_time desc, index desc) as latest
     from {{blockchain}}.logs
     inner join pools
         on logs.contract_address = pools.contract_address
@@ -72,14 +74,13 @@ select distinct
     evt_block_time,
     reserve0 * p0.price * power(10, -p0.decimals) + reserve1 * p1.price * power(10, -p1.decimals) as tvl
 from syncs as s
-inner join prices.minute as p0
-    on
-        token0 = p0.contract_address
-        and p0.timestamp = evt_block_time
-inner join prices.minute as p1
-    on
-        token1 = p1.contract_address
-        and p1.timestamp = evt_block_time
-where latest = 1
+inner join prices.day as p0
+    on token0 = p0.contract_address
+inner join prices.day as p1
+    on token1 = p1.contract_address
+where
+    latest = 1
+    and p0.timestamp = least(date('{{start_time}}'), date_add('day', -1, date(now())))
+    and p1.timestamp = least(date('{{start_time}}'), date_add('day', -1, date(now())))
 order by tvl desc
 limit {{number_of_pools}}