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28
...projects/dex/models/_projects/balancer/pools/arbitrum/balancer_v3_arbitrum_pools_fees.sql
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,28 @@ | ||
| {{ | ||
| config( | ||
| schema = 'balancer_v3_arbitrum', | ||
| alias = 'pools_fees', | ||
| materialized = 'incremental', | ||
| file_format = 'delta', | ||
| incremental_strategy = 'merge', | ||
| incremental_predicates = [incremental_predicate('DBT_INTERNAL_DEST.block_time')], | ||
| unique_key = ['block_number', 'tx_hash', 'index'] | ||
| ) | ||
| }} | ||
|
|
||
| SELECT | ||
| 'arbitrum' AS blockchain, | ||
| '3' AS version, | ||
| pool AS contract_address, | ||
| evt_tx_hash AS tx_hash, | ||
| evt_index AS tx_index, | ||
| evt_index AS index, | ||
| evt_block_time AS block_time, | ||
| evt_block_number AS block_number, | ||
| swapFeePercentage AS swap_fee_percentage | ||
| FROM {{ source ('balancer_v3_arbitrum', 'Vault_evt_SwapFeePercentageChanged') }} | ||
| WHERE 1 = 1 | ||
| {% if is_incremental() %} | ||
| AND {{ incremental_predicate('evt_block_time') }} | ||
| {% endif %} | ||
|
|
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28 changes: 28 additions & 0 deletions
28
dbt_subprojects/dex/models/_projects/balancer/pools/base/balancer_v3_base_pools_fees.sql
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,28 @@ | ||
| {{ | ||
| config( | ||
| schema = 'balancer_v3_base', | ||
| alias = 'pools_fees', | ||
| materialized = 'incremental', | ||
| file_format = 'delta', | ||
| incremental_strategy = 'merge', | ||
| incremental_predicates = [incremental_predicate('DBT_INTERNAL_DEST.block_time')], | ||
| unique_key = ['block_number', 'tx_hash', 'index'] | ||
| ) | ||
| }} | ||
|
|
||
| SELECT | ||
| 'base' AS blockchain, | ||
| '3' AS version, | ||
| pool AS contract_address, | ||
| evt_tx_hash AS tx_hash, | ||
| evt_index AS tx_index, | ||
| evt_index AS index, | ||
| evt_block_time AS block_time, | ||
| evt_block_number AS block_number, | ||
| swapFeePercentage AS swap_fee_percentage | ||
| FROM {{ source ('balancer_v3_base', 'Vault_evt_SwapFeePercentageChanged') }} | ||
| WHERE 1 = 1 | ||
| {% if is_incremental() %} | ||
| AND {{ incremental_predicate('evt_block_time') }} | ||
| {% endif %} | ||
|
|
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171 changes: 171 additions & 0 deletions
171
...subprojects/dex/models/_projects/balancer/trades/arbitrum/balancer_v3_arbitrum_trades.sql
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,171 @@ | ||
| {{ | ||
| config( | ||
| schema = 'balancer_v3_arbitrum', | ||
| alias = 'trades', | ||
| materialized = 'view', | ||
| post_hook = '{{ expose_spells(\'["arbitrum"]\', | ||
| spell_type = "project", | ||
| spell_name = "balancer", | ||
| contributors = \'["viniabussafi"]\') }}' | ||
| ) | ||
| }} | ||
|
|
||
| WITH | ||
| dexs_arbitrum AS ( | ||
| SELECT | ||
| tx_hash, | ||
| evt_index, | ||
| pool_id, | ||
| swap_fee, | ||
| pool_symbol, | ||
| pool_type | ||
| FROM {{ ref('balancer_v3_arbitrum_base_trades') }} | ||
| ), | ||
|
|
||
| dexs AS ( | ||
| SELECT | ||
| dexs.blockchain, | ||
| dexs.project, | ||
| dexs.version, | ||
| dexs.block_month, | ||
| dexs.block_date, | ||
| dexs.block_time, | ||
| dexs.block_number, | ||
| dexs.token_bought_symbol, | ||
| dexs.token_sold_symbol, | ||
| dexs.token_pair, | ||
| dexs.token_bought_amount, | ||
| dexs.token_sold_amount, | ||
| dexs.token_bought_amount_raw, | ||
| dexs.token_sold_amount_raw, | ||
| dexs.amount_usd, | ||
| dexs.token_bought_address, | ||
| dexs.token_sold_address, | ||
| dexs.taker, | ||
| dexs.maker, | ||
| dexs.project_contract_address, | ||
| dexs.tx_hash, | ||
| dexs.tx_from, | ||
| dexs.tx_to, | ||
| dexs.evt_index, | ||
| dexs_arbitrum.pool_id, | ||
| dexs_arbitrum.swap_fee, | ||
| dexs_arbitrum.pool_symbol, | ||
| dexs_arbitrum.pool_type | ||
| FROM {{ ref('dex_trades') }} dexs | ||
| INNER JOIN dexs_arbitrum | ||
| ON dexs.tx_hash = dexs_arbitrum.tx_hash | ||
| AND dexs.evt_index = dexs_arbitrum.evt_index | ||
| WHERE dexs.blockchain = 'arbitrum' | ||
| AND dexs.project = 'balancer' | ||
| AND dexs.version = '3' | ||
| ), | ||
|
|
||
| bpa AS ( | ||
| SELECT | ||
| dexs.block_number, | ||
| dexs.tx_hash, | ||
| dexs.evt_index, | ||
| bpt_prices.contract_address, | ||
| dexs.block_time, | ||
| MAX(bpt_prices.day) AS bpa_max_block_date | ||
| FROM dexs | ||
| LEFT JOIN {{ source('balancer', 'bpt_prices') }} bpt_prices | ||
| ON bpt_prices.contract_address = dexs.token_bought_address | ||
| AND bpt_prices.day <= DATE_TRUNC('day', dexs.block_time) | ||
| AND bpt_prices.blockchain = 'arbitrum' | ||
| GROUP BY 1, 2, 3, 4, 5 | ||
| ), | ||
|
|
||
| bpb AS ( | ||
| SELECT | ||
| dexs.block_number, | ||
| dexs.tx_hash, | ||
| dexs.evt_index, | ||
| bpt_prices.contract_address, | ||
| dexs.block_time, | ||
| MAX(bpt_prices.day) AS bpb_max_block_date | ||
| FROM dexs | ||
| LEFT JOIN {{ source('balancer', 'bpt_prices') }} bpt_prices | ||
| ON bpt_prices.contract_address = dexs.token_sold_address | ||
| AND bpt_prices.day <= DATE_TRUNC('day', dexs.block_time) | ||
| AND bpt_prices.blockchain = 'arbitrum' | ||
| GROUP BY 1, 2, 3, 4, 5 | ||
| ), | ||
|
|
||
| erc4626_prices AS( | ||
| SELECT | ||
| minute, | ||
| wrapped_token, | ||
| decimals, | ||
| APPROX_PERCENTILE(median_price, 0.5) AS price, | ||
| LEAD(minute, 1, NOW()) OVER (PARTITION BY wrapped_token ORDER BY minute) AS time_of_next_change | ||
| FROM {{ source('balancer_v3', 'erc4626_token_prices') }} | ||
| WHERE blockchain = 'arbitrum' | ||
| GROUP BY 1, 2, 3 | ||
| ) | ||
|
|
||
| SELECT | ||
| dexs.blockchain, | ||
| dexs.project, | ||
| dexs.version, | ||
| dexs.block_date, | ||
| dexs.block_number, | ||
| dexs.block_month, | ||
| dexs.block_time, | ||
| dexs.token_bought_symbol, | ||
| dexs.token_sold_symbol, | ||
| dexs.token_pair, | ||
| dexs.token_bought_amount, | ||
| dexs.token_sold_amount, | ||
| dexs.token_bought_amount_raw, | ||
| dexs.token_sold_amount_raw, | ||
| COALESCE( | ||
| dexs.amount_usd, | ||
| dexs.token_bought_amount_raw / POWER(10, COALESCE(erc20a.decimals, erc4626a.decimals, 18)) * COALESCE(bpa_bpt_prices.bpt_price, erc4626a.price), | ||
| dexs.token_sold_amount_raw / POWER(10, COALESCE(erc20b.decimals, erc4626b.decimals, 18)) * COALESCE(bpb_bpt_prices.bpt_price, erc4626b.price) | ||
| ) AS amount_usd, | ||
| dexs.token_bought_address, | ||
| dexs.token_sold_address, | ||
| dexs.taker, | ||
| dexs.maker, | ||
| dexs.project_contract_address, | ||
| dexs.pool_id, | ||
| dexs.swap_fee, | ||
| dexs.pool_symbol, | ||
| dexs.pool_type, | ||
| dexs.tx_hash, | ||
| dexs.tx_from, | ||
| dexs.tx_to, | ||
| dexs.evt_index | ||
| FROM dexs | ||
| LEFT JOIN {{ source('tokens', 'erc20') }} erc20a | ||
| ON erc20a.contract_address = dexs.token_bought_address | ||
| AND erc20a.blockchain = dexs.blockchain | ||
| LEFT JOIN {{ source('tokens', 'erc20') }} erc20b | ||
| ON erc20b.contract_address = dexs.token_sold_address | ||
| AND erc20b.blockchain = dexs.blockchain | ||
| INNER JOIN bpa | ||
| ON bpa.block_number = dexs.block_number | ||
| AND bpa.tx_hash = dexs.tx_hash | ||
| AND bpa.evt_index = dexs.evt_index | ||
| LEFT JOIN {{ source('balancer', 'bpt_prices') }} bpa_bpt_prices | ||
| ON bpa_bpt_prices.contract_address = bpa.contract_address | ||
| AND bpa_bpt_prices.day = bpa.bpa_max_block_date | ||
| AND bpa_bpt_prices.blockchain = 'arbitrum' | ||
| INNER JOIN bpb | ||
| ON bpb.block_number = dexs.block_number | ||
| AND bpb.tx_hash = dexs.tx_hash | ||
| AND bpb.evt_index = dexs.evt_index | ||
| LEFT JOIN {{ source('balancer', 'bpt_prices') }} bpb_bpt_prices | ||
| ON bpb_bpt_prices.contract_address = bpb.contract_address | ||
| AND bpb_bpt_prices.day = bpb.bpb_max_block_date | ||
| AND bpb_bpt_prices.blockchain = 'arbitrum' | ||
| LEFT JOIN erc4626_prices erc4626a | ||
| ON erc4626a.wrapped_token = dexs.token_bought_address | ||
| AND erc4626a.minute <= dexs.block_time | ||
| AND dexs.block_time < erc4626a.time_of_next_change | ||
| LEFT JOIN erc4626_prices erc4626b | ||
| ON erc4626b.wrapped_token = dexs.token_sold_address | ||
| AND erc4626b.minute <= dexs.block_time | ||
| AND dexs.block_time < erc4626b.time_of_next_change |
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