From cf6ad261f8e38fed07de437fb7a9651b5ede77ef Mon Sep 17 00:00:00 2001 From: viniabussafi Date: Mon, 9 Dec 2024 21:20:50 +0000 Subject: [PATCH] improvements for erc4626_token_prices --- dbt_macros/shared/balancer/balancer_bpt_prices_macro.sql | 3 ++- dbt_macros/shared/balancer/balancer_liquidity_macro.sql | 3 ++- dbt_macros/shared/balancer/balancer_protocol_fee_macro.sql | 3 ++- .../balancer_token_balance_changes_daily_agg_macro.sql | 3 ++- .../ethereum/balancer_v3_ethereum_erc4626_token_prices.sql | 7 +++---- .../gnosis/balancer_v3_gnosis_erc4626_token_prices.sql | 5 +++-- 6 files changed, 14 insertions(+), 10 deletions(-) diff --git a/dbt_macros/shared/balancer/balancer_bpt_prices_macro.sql b/dbt_macros/shared/balancer/balancer_bpt_prices_macro.sql index 63984baf628..5b2db8b551b 100644 --- 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 index 2b2dbfb2340..d968f2d00a3 100644 --- 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 index 56536f9e83c..d24e71c8012 100644 --- 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 index a3c85c825c0..ea5d656daa3 100644 --- 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/dbt_subprojects/hourly_spellbook/models/_project/balancer/erc4626_tokens/ethereum/balancer_v3_ethereum_erc4626_token_prices.sql b/dbt_subprojects/hourly_spellbook/models/_project/balancer/erc4626_tokens/ethereum/balancer_v3_ethereum_erc4626_token_prices.sql index 7ba4c3351d8..86b80276f30 100644 --- a/dbt_subprojects/hourly_spellbook/models/_project/balancer/erc4626_tokens/ethereum/balancer_v3_ethereum_erc4626_token_prices.sql +++ b/dbt_subprojects/hourly_spellbook/models/_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/dbt_subprojects/hourly_spellbook/models/_project/balancer/erc4626_tokens/gnosis/balancer_v3_gnosis_erc4626_token_prices.sql b/dbt_subprojects/hourly_spellbook/models/_project/balancer/erc4626_tokens/gnosis/balancer_v3_gnosis_erc4626_token_prices.sql index b4a943d6761..dd9f25c797d 100644 --- a/dbt_subprojects/hourly_spellbook/models/_project/balancer/erc4626_tokens/gnosis/balancer_v3_gnosis_erc4626_token_prices.sql +++ b/dbt_subprojects/hourly_spellbook/models/_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) )