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Addressing sqlfluff issues
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@olgafetisova
olgafetisova committed Sep 9, 2024
1 parent 036f275 commit a3ca48f
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Showing 2 changed files with 74 additions and 49 deletions.
4 changes: 4 additions & 0 deletions cow_amm/.sqlfluff
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Original file line number Diff line number Diff line change
@@ -0,0 +1,4 @@
[sqlfluff:templater:jinja:context]
start='2024-08-01 12:00'
token_a='0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'
token_b='0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48'
119 changes: 70 additions & 49 deletions cow_amm/cow_amm_lp_and_tvl_4047078.sql
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Original file line number Diff line number Diff line change
Expand Up @@ -11,35 +11,44 @@ with date_range as (
select t.day
from
unnest(sequence(
date(timestamp '{{start}}') - INTERVAL '1' day,
date(timestamp '{{start}}'),
date(now())
)) t (day) --noqa: AL01
),

-- Finds the CoW AMM pool address given tokens specified in query parameters (regardless of order)
cow_amm_pool as (
select blockchain, address, token_1_address, token_2_address
from query_3959044 q
select
blockchain,
address,
token_1_address,
token_2_address
from query_3959044
where ((token_1_address = {{token_a}} and token_2_address = {{token_b}}) or (token_2_address = {{token_a}} and token_1_address = {{token_b}}))
)
),

-- per day lp token total supply changes of the CoW AMM pool by looking at burn/mint events
, lp_balance_delta as (
select date(evt_block_time) as day,
sum(case when "from" = 0x0000000000000000000000000000000000000000 THEN value ELSE -value END) as lp_supply
lp_balance_delta as (
select
date(evt_block_time) as day,
sum(case when "from" = 0x0000000000000000000000000000000000000000 then value else -value end) as lp_supply
from erc20_ethereum.evt_transfer
where contract_address in (select address from cow_amm_pool)
and ("from" = 0x0000000000000000000000000000000000000000 or "to" = 0x0000000000000000000000000000000000000000)
where
contract_address in (select address from cow_amm_pool)
and ("from" = 0x0000000000000000000000000000000000000000 or "to" = 0x0000000000000000000000000000000000000000)
group by 1
)
),

, total_lp as (
select day, lp_supply, sum(lp_supply) over (order by day) as total_lp
total_lp as (
select
day,
lp_supply,
sum(lp_supply) over (order by day) as total_lp
from lp_balance_delta
)
),

-- lp token total supply without date gaps
, lp_total_supply as (
lp_total_supply as (
select
day,
total_lp
Expand All @@ -57,45 +66,58 @@ cow_amm_pool as (
and lp.day >= (timestamp '{{start}}' - interval '7' day)
)
where latest = 1
)
),

-- Compute tvl by multiplying each day's closing price with net transfers in and out of the pool
, get_tvl as (
SELECT x.day, SUM(amount * price_close) as total_tvl
FROM (
SELECT date(evt_block_time) as day,
symbol,
-(value/POW(10,decimals)) as amount
FROM erc20_ethereum.evt_transfer a LEFT JOIN tokens.erc20 b ON a.contract_address = b.contract_address and blockchain in (select blockchain from cow_amm_pool)
where "from" in (select address from cow_amm_pool)
and (a.contract_address IN (select token_1_address from cow_amm_pool) or
a.contract_address IN (select token_2_address from cow_amm_pool))

UNION ALL
SELECT date(evt_block_time) as day,
symbol,
(value/POW(10,decimals)) as amount
FROM erc20_ethereum.evt_transfer a LEFT JOIN tokens.erc20 b ON a.contract_address = b.contract_address and blockchain in (select blockchain from cow_amm_pool)
where "to" in (select address from cow_amm_pool)
and (a.contract_address IN (select token_1_address from cow_amm_pool) or
a.contract_address IN (select token_2_address from cow_amm_pool))
) x join prices.usd_daily y
ON blockchain in (select blockchain from cow_amm_pool) and x.symbol = y.symbol and y.day=x.day
group by 1
)
get_tvl as (
select
x.day,
sum(amount * price_close) as total_tvl
from (
select
date(evt_block_time) as day,
symbol,
-(value / pow(10, decimals)) as amount
from erc20_ethereum.evt_transfer as a left join tokens.erc20 as b on a.contract_address = b.contract_address and blockchain in (select blockchain from cow_amm_pool)
where
"from" in (select address from cow_amm_pool)
and (
a.contract_address in (select token_1_address from cow_amm_pool)
or a.contract_address in (select token_2_address from cow_amm_pool)
)

union all
select
date(evt_block_time) as day,
symbol,
(value / pow(10, decimals)) as amount
from erc20_ethereum.evt_transfer as a left join tokens.erc20 as b on a.contract_address = b.contract_address and blockchain in (select blockchain from cow_amm_pool)
where
"to" in (select address from cow_amm_pool)
and (
a.contract_address in (select token_1_address from cow_amm_pool)
or a.contract_address in (select token_2_address from cow_amm_pool)
)
) as x inner join prices.usd_daily as y
on blockchain in (select blockchain from cow_amm_pool) and x.symbol = y.symbol and x.day = y.day
group by 1
),

, total_tvl as (
select day, sum(total_tvl) over (order by day) as total_tvl
total_tvl as (
select
day,
sum(total_tvl) over (order by day) as total_tvl
from get_tvl
)
),

-- With this we can plot the lp token price (tvl/lp total supply) over time
, final as (
select
t1.day,
total_tvl as tvl,
total_lp,
total_tvl/total_lp as lp_token_price
from total_tvl t1
final as (
select
t1.day,
total_tvl as tvl,
total_lp,
total_tvl / total_lp as lp_token_price
from total_tvl as t1
inner join lp_total_supply as lp
on t1.day = lp.day
)
Expand All @@ -115,4 +137,3 @@ select
from final
where day >= timestamp '{{start}}'
order by 1 desc

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