Competitor AMMs KPIs

cowamm/.sqlfluff

@@ -8,3 +8,4 @@ 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

cowamm/profitability/competitor_kpis/curve/curve_kpis_4232873.sql

@@ -0,0 +1,31 @@
+-- Computes volume, tvl and APR for Curve pools
+-- APR is measured as the fees earned per $ invested, over the last 24 hours, projected over 1 year
+-- Input: blockchain
+select
+    r.contract_address,
+    sum(amount_usd) as volume,
+    365 * sum(amount_usd * fee / tvl) as apr,
+    avg(fee) as fee,
+    avg(tvl) as tvl
+from "query_4232976(blockchain='{{blockchain}}')" as r
+left join curve.trades as t
+    on
+        r.contract_address = t.project_contract_address
+        and r.tx_hash = t.tx_hash
+where
+    t.block_time >= date_add('day', -1, now())
+    -- This test avoids any possible issue with reconstructing the reserves of the pool
+    and tvl > 0
+group by r.contract_address
+
+union distinct
+select
+    contract_address,
+    0 as volume,
+    0 as apr,
+    fee,
+    tvl
+from "query_4232976(blockchain='{{blockchain}}')"
+where
+    time < date_add('day', -1, now())
+    and latest = 1

cowamm/profitability/competitor_kpis/curve/curve_largest_2token_pools_4232976.sql

@@ -0,0 +1,65 @@
+-- Finds all the curve pools with 2 tokens and their TVLs
+-- Input: blockchain
+
+with 
+-- filters pools with 2 tokens
+pools as(
+select pool_address as contract_address,
+coin0 as token0,
+coin1 as token1,
+mid_fee*power(10,-10) as fee
+from curvefi_{{blockchain}}.view_pools
+where coin2 = 0x0000000000000000000000000000000000000000),
+
+-- finds all transfers in and out of the pools to rebuild the reserves
+transfers as(
+select p.contract_address, token0, token1, -value as transfer0, 0 as transfer1, evt_index, evt_tx_hash as tx_hash, evt_block_time as time, fee
+    from pools p
+    join erc20_{{blockchain}}.evt_transfer t0
+    on p.contract_address = t0."from"
+    and p.token0 = t0.contract_address
+union
+select p.contract_address, token0, token1, value as transfer0, 0 as transfer1, evt_index, evt_tx_hash as tx_hash, evt_block_time as time, fee
+    from pools p
+    join erc20_{{blockchain}}.evt_transfer t0
+    on p.contract_address = t0.to
+    and p.token0 = t0.contract_address
+union
+select p.contract_address, token0, token1, 0 as transfer0, -value as transfer1, evt_index, evt_tx_hash as tx_hash, evt_block_time as time, fee
+    from pools p
+    join erc20_{{blockchain}}.evt_transfer t1
+    on p.contract_address = t1."from"
+    and p.token1 = t1.contract_address
+union
+select p.contract_address, token0, token1, 0 as transfer0, value as transfer1, evt_index, evt_tx_hash as tx_hash, evt_block_time as time, fee
+    from pools p
+    join erc20_{{blockchain}}.evt_transfer t1
+    on p.contract_address = t1.to
+    and p.token1 = t1.contract_address),
+
+-- rebuilds the reserves from the transfers
+-- ETH transfers are not considered  
+reserves as(
+select contract_address, token0, token1, tx_hash, time,
+sum(transfer0) over (partition by contract_address order by time, evt_index) as reserve0,
+sum(transfer1) over (partition by contract_address order by time, evt_index) as reserve1,
+fee,
+ROW_NUMBER() OVER (PARTITION BY tx_hash,contract_address ORDER BY evt_index DESC) AS row_num,
+ROW_NUMBER() OVER (PARTITION BY contract_address ORDER BY time DESC) AS latest
+from transfers)
+
+-- finds the TVL of the pools
+select r.contract_address, token0, token1, time, tx_hash,
+reserve0, reserve1,
+(reserve0 * p0.price / pow(10, p0.decimals)) + (reserve1 * p1.price / pow(10, p1.decimals)) as tvl,
+fee, latest
+from reserves r
+inner join prices.usd as p0
+        on
+            date_trunc('minute', time) = p0.minute
+            and token0 = p0.contract_address
+    inner join prices.usd as p1
+        on
+            date_trunc('minute', time) = p1.minute
+            and token1 = p1.contract_address 
+where row_num = 1

cowamm/profitability/competitor_kpis/pancakeswap/pancakeswap_kpis_4232738.sql

@@ -0,0 +1,79 @@
+-- Computes volume, tvl and APR for Pancakeswap pools
+-- APR is measured as the fees earned per $ invested, over the last 24 hours, projected over 1 year
+-- Input: blockchain
+
+with 
+-- select the pool with the largest latest k
+pool as (
+    select
+        contract_address,
+        token0,
+        token1
+    from "query_4232660(blockchain='{{blockchain}}')"
+    where latest = 1
+),
+
+swaps as (
+    select
+        tx_hash as evt_tx_hash,
+        index as evt_index,
+        block_time as evt_block_time,
+        block_number as evt_block_number,
+        contract_address,
+        varbinary_to_uint256(substr(data, 1, 32)) as amount0In,
+        varbinary_to_uint256(substr(data, 33, 32)) as amount1In,
+        varbinary_to_uint256(substr(data, 65, 32)) as amount0Out,
+        varbinary_to_uint256(substr(data, 97, 32)) as amount1Out
+    from {{blockchain}}.logs
+    where
+        topic0 = 0xd78ad95fa46c994b6551d0da85fc275fe613ce37657fb8d5e3d130840159d822 -- Swap
+        and contract_address in (select contract_address from pool)
+),
+
+-- gets the swapped volume and tvl at the time of the swap for each swap
+tvl_volume_per_swap as (
+    select
+        syncs.contract_address as contract_address,
+        syncs.evt_block_time,
+        syncs.evt_tx_hash,
+        (amount0In * p0.price / pow(10, p0.decimals)) + (amount1In * p1.price / pow(10, p1.decimals)) as volume_in,
+        (amount0Out * p0.price / pow(10, p0.decimals)) + (amount1Out * p1.price / pow(10, p1.decimals)) as volume_out,
+        (reserve0 * p0.price / pow(10, p0.decimals)) + (reserve1 * p1.price / pow(10, p1.decimals)) as tvl
+    from "query_4232660(blockchain='{{blockchain}}')" as syncs
+    inner join swaps
+        on
+            syncs.evt_tx_hash = swaps.evt_tx_hash
+            and syncs.contract_address = swaps.contract_address
+            and syncs.evt_index + 1 = swaps.evt_index
+    inner join pool
+        on syncs.contract_address = pool.contract_address
+    inner join prices.usd as p0
+        on
+            date_trunc('minute', syncs.evt_block_time) = p0.minute
+            and syncs.token0 = p0.contract_address
+    inner join prices.usd as p1
+        on
+            date_trunc('minute', syncs.evt_block_time) = p1.minute
+            and syncs.token1 = p1.contract_address
+    where syncs.evt_block_time >= date(date_add('day', -7, now()))
+)
+
+select
+    contract_address,
+    sum((volume_in + volume_out) / 2) as volume,
+    avg(tvl) as tvl,
+    365*sum((volume_in + volume_out) / 2 / tvl) * 0.003 as apr,
+    0.003 as fee
+from tvl_volume_per_swap
+    where evt_block_time >= date_add('day', -1, now())
+group by contract_address
+
+union
+select 
+    pool_address as contract_address, 
+    0 as volume, 
+    tvl,
+    0 as apr,
+    0.003 as fee
+from "query_4232597(blockchain='{{blockchain}}')"
+where pool_address not in (select contract_address from tvl_volume_per_swap)

cowamm/profitability/competitor_kpis/pancakeswap/pancakeswap_largest_pools_4232597.sql

@@ -0,0 +1,64 @@
+-- Computes the TVL for every Pancakeswap pool
+-- Then returns the top {{number_of_pools}} pools by TVL
+-- Input: blockchain, number_of_pools to return
+
+with
+-- finds the pools which have been active since 2024-10-01
+data as (
+    select
+        p.contract_address as pool_address,
+        p.call_block_time as time,
+        p.output__reserve0 as balance0,
+        p.output__reserve1 as balance1,
+        rank() over (partition by p.contract_address order by p.call_block_time desc) as latest
+    from pancakeswap_v2_{{blockchain}}.PancakePair_call_getReserves as p
+    where date_trunc('day', p.call_block_time) >= date_trunc('day', cast('2024-10-01' as date))
+),
+
+--Gets the token0 and token1 addresses for each pool
+t0 as (
+    select
+        contract_address,
+        max(output_0) as token0
+    from pancakeswap_v2_{{blockchain}}.PancakePair_call_token0
+    group by contract_address
+),
+
+t1 as (
+    select
+        contract_address,
+        max(output_0) as token1
+    from pancakeswap_v2_{{blockchain}}.PancakePair_call_token1
+    group by contract_address
+),
+
+--computes the tvl for each pool
+-- for each pool we could get multiple balance values if the function was called multiple times in a same block
+-- we arbitrarily choose the maximum value for each pool
+recent_tvl as (
+    select
+        pool_address,
+        token0,
+        max(balance0) as balance0,
+        token1,
+        max(balance1) as balance1,
+        max(
+            least(balance0, balance1) * greatest(p0.price / pow(10, p0.decimals), p1.price / pow(10, p1.decimals))
+            + greatest(balance0, balance1) * least(p0.price / pow(10, p0.decimals), p1.price / pow(10, p1.decimals))
+        ) as tvl
+    from data
+    inner join t0
+        on pool_address = t0.contract_address
+    inner join t1
+        on pool_address = t1.contract_address
+    inner join prices.usd_latest as p0
+        on token0 = p0.contract_address
+    inner join prices.usd_latest as p1
+        on token1 = p1.contract_address
+    where latest = 1
+    group by 1, 2, 4
+)
+
+select * from recent_tvl
+order by tvl desc
+limit {{number_of_pools}}

cowamm/profitability/competitor_kpis/pancakeswap/pancakeswap_syncs_4232660.sql

@@ -0,0 +1,27 @@
+-- Finds the pancakeswap v2 pool address given tokens specified in query parameters (regardless of order)
+with pools as (
+    select
+        substr(data, 13, 20) as contract_address,
+        substr(topic1, 13, 20) as token0,
+        substr(topic2, 13, 20) as token1
+    from {{blockchain}}.logs
+    where
+        topic0 = 0x0d3648bd0f6ba80134a33ba9275ac585d9d315f0ad8355cddefde31afa28d0e9 -- PairCreated
+        -- topic1: 0x0...0<token0>, topic2: 0x0...0<token1>
+        and substr(data, 13, 20) in (select pool_address from "query_4232597(blockchain='{{blockchain}}')")
+)
+
+select
+    pools.*,
+    tx_hash as evt_tx_hash,
+    index as evt_index,
+    block_time as evt_block_time,
+    block_number as evt_block_number,
+    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) as latest
+from {{blockchain}}.logs
+inner join pools
+    on logs.contract_address = pools.contract_address
+where
+    topic0 = 0x1c411e9a96e071241c2f21f7726b17ae89e3cab4c78be50e062b03a9fffbbad1 -- Sync

cowamm/profitability/competitor_kpis/sushiswap/sushiswap_kpis_4232588.sql

@@ -0,0 +1,79 @@
+-- Computes volume, tvl and APR for Sushiswap pools
+-- APR is measured as the fees earned per $ invested, over the last 24 hours, projected over 1 year
+-- Input: blockchain
+
+with
+-- select the pool with the largest latest k
+pool as (
+    select
+        contract_address,
+        token0,
+        token1
+    from "query_4227247(blockchain='{{blockchain}}')"
+    where latest = 1
+),
+
+swaps as (
+    select
+        tx_hash as evt_tx_hash,
+        index as evt_index,
+        block_time as evt_block_time,
+        block_number as evt_block_number,
+        contract_address,
+        varbinary_to_uint256(substr(data, 1, 32)) as amount0In,
+        varbinary_to_uint256(substr(data, 33, 32)) as amount1In,
+        varbinary_to_uint256(substr(data, 65, 32)) as amount0Out,
+        varbinary_to_uint256(substr(data, 97, 32)) as amount1Out
+    from {{blockchain}}.logs
+    where
+        topic0 = 0xd78ad95fa46c994b6551d0da85fc275fe613ce37657fb8d5e3d130840159d822 -- Swap
+        and contract_address in (select contract_address from pool)
+),
+
+-- gets the swapped volume and tvl at the time of the swap for each swap
+tvl_volume_per_swap as (
+    select
+        syncs.contract_address,
+        syncs.evt_block_time,
+        syncs.evt_tx_hash,
+        (amount0In * p0.price / pow(10, p0.decimals)) + (amount1In * p1.price / pow(10, p1.decimals)) as volume_in,
+        (amount0Out * p0.price / pow(10, p0.decimals)) + (amount1Out * p1.price / pow(10, p1.decimals)) as volume_out,
+        (reserve0 * p0.price / pow(10, p0.decimals)) + (reserve1 * p1.price / pow(10, p1.decimals)) as tvl
+    from "query_4227247(blockchain='{{blockchain}}')" as syncs
+    inner join swaps
+        on
+            syncs.evt_tx_hash = swaps.evt_tx_hash
+            and syncs.contract_address = swaps.contract_address
+            and syncs.evt_index + 1 = swaps.evt_index
+    inner join pool
+        on syncs.contract_address = pool.contract_address
+    inner join prices.usd as p0
+        on
+            date_trunc('minute', syncs.evt_block_time) = p0.minute
+            and syncs.token0 = p0.contract_address
+    inner join prices.usd as p1
+        on
+            date_trunc('minute', syncs.evt_block_time) = p1.minute
+            and syncs.token1 = p1.contract_address
+    where syncs.evt_block_time >= date(date_add('day', -7, now()))
+)
+
+select
+    contract_address,
+    sum((volume_in + volume_out) / 2) as volume,
+    avg(tvl) as tvl,
+    365 * sum((volume_in + volume_out) / 2 / tvl) * 0.003 as apr,
+    0.003 as fee
+from tvl_volume_per_swap
+where evt_block_time >= date_add('day', -1, now())
+group by contract_address
+
+union distinct
+select
+    pool_address as contract_address,
+    0 as volume,
+    tvl,
+    0 as apr,
+    0.003 as fee
+from "query_4223554(blockchain='{{blockchain}}')"
+where pool_address not in (select contract_address from tvl_volume_per_swap)