improvements for erc4626_token_prices

duneanalytics · Dec 9, 2024 · cf6ad26 · cf6ad26
1 parent 83d8a99
commit cf6ad26
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Showing 6 changed files with 14 additions and 10 deletions.
diff --git a/dbt_macros/shared/balancer/balancer_bpt_prices_macro.sql b/dbt_macros/shared/balancer/balancer_bpt_prices_macro.sql
@@ -401,9 +401,10 @@ WITH pool_labels AS (
             wrapped_token AS token,
             decimals,
             APPROX_PERCENTILE(median_price, 0.5) AS price,
-            next_change
+            DATE_TRUNC ('day', next_change) AS next_change
         FROM {{ ref('balancer_v3_erc4626_token_prices') }}
         WHERE blockchain = '{{blockchain}}'
+        GROUP BY 1, 2, 3, 5
     ),
 
     swaps_changes AS (

diff --git a/dbt_macros/shared/balancer/balancer_liquidity_macro.sql b/dbt_macros/shared/balancer/balancer_liquidity_macro.sql
@@ -393,9 +393,10 @@ WITH pool_labels AS (
             wrapped_token AS token,
             decimals,
             APPROX_PERCENTILE(median_price, 0.5) AS price,
-            next_change
+            DATE_TRUNC ('day', next_change) AS next_change
         FROM {{ ref('balancer_v3_erc4626_token_prices') }}
         WHERE blockchain = '{{blockchain}}'
+        GROUP BY 1, 2, 3, 5
     ),
 
     swaps_changes AS (

diff --git a/dbt_macros/shared/balancer/balancer_protocol_fee_macro.sql b/dbt_macros/shared/balancer/balancer_protocol_fee_macro.sql
@@ -271,9 +271,10 @@ WITH pool_labels AS (
             wrapped_token AS token,
             decimals,
             APPROX_PERCENTILE(median_price, 0.5) AS price,
-            next_change
+            DATE_TRUNC ('day', next_change) AS next_change
         FROM {{ ref('balancer_v3_erc4626_token_prices') }}
         WHERE blockchain = '{{blockchain}}'
+        GROUP BY 1, 2, 3, 5
     ),    
 
     daily_protocol_fee_collected AS (

diff --git a/dbt_macros/shared/balancer/balancer_token_balance_changes_daily_agg_macro.sql b/dbt_macros/shared/balancer/balancer_token_balance_changes_daily_agg_macro.sql
@@ -270,9 +270,10 @@ WITH
             wrapped_token AS token,
             decimals,
             APPROX_PERCENTILE(median_price, 0.5) AS price,
-            next_change
+            DATE_TRUNC ('day', next_change) AS next_change
         FROM {{ ref('balancer_v3_erc4626_token_prices') }}
         WHERE blockchain = '{{blockchain}}'
+        GROUP BY 1, 2, 3, 5
     ),    
 
     daily_balance AS (

diff --git a/...s/_project/balancer/erc4626_tokens/ethereum/balancer_v3_ethereum_erc4626_token_prices.sql b/...s/_project/balancer/erc4626_tokens/ethereum/balancer_v3_ethereum_erc4626_token_prices.sql
@@ -12,7 +12,6 @@
 WITH wrap_unwrap AS(
         SELECT 
             evt_block_time,
-            underlyingToken, 
             wrappedToken,
             CAST(mintedShares AS DOUBLE) / CAST(depositedUnderlying AS DOUBLE) AS ratio
         FROM {{ source('balancer_v3_ethereum', 'Vault_evt_Wrap') }}
@@ -24,7 +23,6 @@ WITH wrap_unwrap AS(
 
         SELECT 
             evt_block_time,
-            underlyingToken,
             wrappedToken, 
             CAST(burnedShares AS DOUBLE) / CAST(withdrawnUnderlying AS DOUBLE) AS ratio
         FROM {{ source('balancer_v3_ethereum', 'Vault_evt_Unwrap') }}    
@@ -37,12 +35,13 @@ WITH wrap_unwrap AS(
     price_join AS(
     SELECT 
         w.evt_block_time,
-        w.underlyingToken,
+        m.underlying_token,
         w.wrappedToken,
         p.decimals,
         ratio * price AS adjusted_price
     FROM wrap_unwrap w
-    JOIN {{ source('prices', 'usd') }} p ON w.underlyingToken = p.contract_address
+    JOIN {{ref('balancer_v3_ethereum_erc4626_token_mapping')}} m ON m.erc4626_token = w.wrappedToken
+    JOIN {{ source('prices', 'usd') }} p ON w.underlying_token = p.contract_address
     AND p.blockchain = 'ethereum'
     AND DATE_TRUNC('minute', w.evt_block_time) = DATE_TRUNC('minute', p.minute)
     )

diff --git a/...odels/_project/balancer/erc4626_tokens/gnosis/balancer_v3_gnosis_erc4626_token_prices.sql b/...odels/_project/balancer/erc4626_tokens/gnosis/balancer_v3_gnosis_erc4626_token_prices.sql
@@ -37,12 +37,13 @@ WITH wrap_unwrap AS(
     price_join AS(
     SELECT 
         w.evt_block_time,
-        w.underlyingToken,
+        m.underlying_token,
         w.wrappedToken,
         p.decimals,
         ratio * price AS adjusted_price
     FROM wrap_unwrap w
-    JOIN {{ source('prices', 'usd') }} p ON w.underlyingToken = p.contract_address
+    JOIN {{ref('balancer_v3_ethereum_erc4626_token_mapping')}} m ON m.erc4626_token = w.wrappedToken
+    JOIN {{ source('prices', 'usd') }} p ON w.underlying_token = p.contract_address
     AND p.blockchain = 'gnosis'
     AND DATE_TRUNC('minute', w.evt_block_time) = DATE_TRUNC('minute', p.minute)
     )