Skip to content

Commit

Permalink
trouble getting SQLPad data except for this one query
Browse files Browse the repository at this point in the history
  • Loading branch information
@jepidoptera
jepidoptera committed Jul 8, 2024
1 parent d2566cd commit a9a1fe9
Showing 1 changed file with 309 additions and 0 deletions.
309 changes: 309 additions & 0 deletions hydradx/notebooks/Misc/omnipool_fees_history.ipynb
View file
Original file line number Diff line number Diff line change
@@ -0,0 +1,309 @@
{
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"id": "7e3246da-b5f4-45e1-9aad-56772bff032b",
"metadata": {},
"outputs": [],
"source": [
"from matplotlib import pyplot as plt\n",
"import sys\n",
"import requests\n",
"import base64\n",
"import json\n",
"from pprint import pprint\n",
"from dotenv import load_dotenv\n",
"import os\n",
"\n",
"sys.path.append('../../..')\n",
"from hydradx.model.processing import query_sqlPad"
]
},
{
"cell_type": "code",
"execution_count": 2,
"id": "490cc015-4ad5-4a94-870e-97b7171e088b",
"metadata": {},
"outputs": [],
"source": [
"# query = (\n",
"# f\"with fees as (\"\n",
"# f\"select \"\n",
"# f\" timestamp,\"\n",
"# f\" operation,\"\n",
"# f\" asset_fee_rate,\"\n",
"# f\" protocol_fee_rate,\"\n",
"# f\" amount,\"\n",
"# f\" asset_fee\"\n",
"# f\"from\"\n",
"# f\"(select \"\n",
"# f\" timestamp,\"\n",
"# f\" block,\"\n",
"# f\" who,\"\n",
"# f\" operation,\"\n",
"# f\" (select symbol from token_metadata where id = asset_in limit 1) as asset_in,\"\n",
"# f\" (select symbol from token_metadata where id = asset_out limit 1) as asset_out,\"\n",
"# f\" asset_fee / amount * 100 as asset_fee_rate,\"\n",
"# f\" protocol_fee / amount * 100 as protocol_fee_rate,\"\n",
"# f\" amount,\"\n",
"# f\" amount_in,\"\n",
"# f\" asset_fee\"\n",
"# f\"from \"\n",
"# f\"(select \"\n",
"# f\" timestamp,\"\n",
"# f\" block.height as block,\"\n",
"# f\" args->>'who' as who,\"\n",
"# f\" name as operation,\"\n",
"# f\" (args->>'assetIn')::integer as asset_in, \"\n",
"# f\" (args->>'assetOut')::integer as asset_out,\"\n",
"# f\" (args->>'assetFeeAmount')::numeric as asset_fee,\"\n",
"# f\" (args->>'protocolFeeAmount')::numeric as protocol_fee,\"\n",
"# f\" (args->>'amountOut')::numeric as amount,\"\n",
"# f\" (args->>'amountIn')::numeric as amount_in\"\n",
"# f\"from event \"\n",
"# f\"inner join block on block_id = block.id\"\n",
"# f\"where name like 'Omnipool.%Executed'\"\n",
"# f\"order by block_id asc) as trades) as normalized_trades\"\n",
"# f\"where asset_out = 'DOT' \"\n",
"# f\")\"\n",
"# f\"select * from fees WHERE \"\"timestamp\"\" BETWEEN '2024-01-03T14:43:30.767Z' AND '2024-01-10T14:43:30.767Z'\"\n",
"# )"
]
},
{
"cell_type": "code",
"execution_count": 3,
"id": "ea395dc7-4f7b-4021-a850-a7ffcc04f77f",
"metadata": {},
"outputs": [],
"source": [
"# query = (\n",
"# f\"WITH pair_price AS (select \"\n",
"# f\" timestamp,\"\n",
"# f\" amount_in / amount_out AS price\"\n",
"# f\"FROM normalized_trades\"\n",
"# f\"WHERE asset_in = 'DAI' AND asset_out = 'HDX' \"\n",
"# f\" AND \"\"timestamp\"\" BETWEEN '2023-07-14T19:28:59.673Z' AND '2023-07-21T19:28:59.673Z' \"\n",
"# f\"UNION ALL\"\n",
"# f\"SELECT \"\n",
"# f\" timestamp,\"\n",
"# f\" amount_out / amount_in AS price\"\n",
"# f\"FROM normalized_trades\"\n",
"# f\"WHERE asset_in = 'HDX' AND asset_out = 'DAI' \"\n",
"# f\" AND \"\"timestamp\"\" BETWEEN '2023-07-14T19:28:59.673Z' AND '2023-07-21T19:28:59.673Z' \"\n",
"# f\"ORDER BY timestamp)\"\n",
"# f\"SELECT\"\n",
"# f\" timestamp AS \"\"time\"\",\"\n",
"# f\" price\"\n",
"# f\"FROM pair_price\"\n",
"# f\"ORDER BY 1\"\n",
"# f\"LIMIT 1000\"\n",
"# )"
]
},
{
"cell_type": "code",
"execution_count": 4,
"id": "2ac68a6d-0943-41e5-9bd4-65deb399bd5d",
"metadata": {},
"outputs": [],
"source": [
"query = (\n",
" f\"WITH normalized_trades AS (\"\n",
" f\" SELECT\" \n",
" f\" timestamp,\"\n",
" f\" block,\"\n",
" f\" who,\"\n",
" f\" operation,\"\n",
" f\" (SELECT symbol FROM token_metadata WHERE id = asset_in LIMIT 1) AS asset_in,\"\n",
" f\" (SELECT symbol FROM token_metadata WHERE id = asset_out LIMIT 1) AS asset_out,\"\n",
" f\" amount_in / POWER(10, (SELECT decimals FROM token_metadata WHERE id = asset_in LIMIT 1)) AS amount_in,\"\n",
" f\" amount_out / POWER(10, (SELECT decimals FROM token_metadata WHERE id = asset_out LIMIT 1)) AS amount_out\"\n",
" f\" FROM (\"\n",
" f\" SELECT\" \n",
" f\" timestamp,\"\n",
" f\" block.height AS block,\"\n",
" f\" args->>'who' AS who,\"\n",
" f\" name AS operation,\"\n",
" f\" (args->>'assetIn')::integer AS asset_in,\" \n",
" f\" (args->>'assetOut')::integer AS asset_out,\"\n",
" f\" (args->>'amountIn')::numeric AS amount_in,\" \n",
" f\" (args->>'amountOut')::numeric AS amount_out\"\n",
" f\" FROM event\" \n",
" f\" INNER JOIN block ON block_id = block.id\"\n",
" f\" WHERE name LIKE 'Omnipool.%Executed'\"\n",
" f\" AND \"\"timestamp\"\" BETWEEN '2024-01-01T00:00:00.000Z' AND '2024-01-29T00:00:00.000Z'\" \n",
" f\" ) AS trades\"\n",
" f\"),\"\n",
" f\"trades AS (\"\n",
" f\" SELECT\" \n",
" f\" timestamp,\"\n",
" f\" amount_in / amount_out AS price,\"\n",
" f\" amount_in as amount,\"\n",
" f\" 'buy HDX' as direction\"\n",
" f\" FROM normalized_trades\"\n",
" f\" WHERE asset_in = 'USDT' AND asset_out = 'HDX'\" \n",
" f\" UNION ALL\"\n",
" f\" SELECT\" \n",
" f\" timestamp,\"\n",
" f\" amount_out / amount_in AS price,\"\n",
" f\" amount_out as amount,\"\n",
" f\" 'sell HDX' as direction\"\n",
" f\" FROM normalized_trades\"\n",
" f\" WHERE asset_in = 'HDX' AND asset_out = 'USDT'\"\n",
" f\")\"\n",
" f\"SELECT\"\n",
" f\" timestamp AS \"\"time\"\",\"\n",
" f\" price,\"\n",
" f\" amount,\"\n",
" f\" direction \"\n",
" f\"FROM trades \"\n",
" f\"ORDER BY 1; \"\n",
")"
]
},
{
"cell_type": "code",
"execution_count": 5,
"id": "b5fc56bf-e2a5-4ec6-b410-3a3e8ac9ff92",
"metadata": {},
"outputs": [],
"source": [
"# query = (\n",
"# f\"select sum(amt) from\"\n",
"# f\"(\"\n",
"# f\" SELECT *, CAST(args->>'tradeRewards' as bigint) as amt from event\"\n",
"# f\" where event.name = 'Referrals.Claimed'\"\n",
"# f\" and event.args->>'who' = '0x6d6f646c7374616b696e67230000000000000000000000000000000000000000' -- staking\"\n",
"# f\") tempTable\"\n",
"# )"
]
},
{
"cell_type": "code",
"execution_count": 6,
"id": "6a492444-5c4e-4271-9077-2f00148bb47a",
"metadata": {},
"outputs": [],
"source": [
"# query = (\n",
"# f\"select data.extrinsic_id, data.call_id, data.call_name, data.event_name, data.call_success,\"\n",
"# f\" data.event_args->>'asset' as asset,\"\n",
"# f\" data.event_args->>'price' as price,\"\n",
"# f\" data.event_args->>'amount' as amount,\"\n",
"# f\" data.event_args->>'shares' as shares,\"\n",
"# f\" data.event_args->>'positionId' as position_id,\"\n",
"# f\" data.event_args->>'owner' as who,\"\n",
"# f\" fees.fee, fees.tip\"\n",
"# f\"from\"\n",
"# f\"(select call.extrinsic_id, call.name as call_name, call.args as call_args, call.success as call_success, event.call_id,\"\n",
"# f\"event.name as event_name, event.args as event_args\"\n",
"# f\"from event inner join call\"\n",
"# f\"on call.id = event.call_id\"\n",
"# f\"and call.name = 'Omnipool.add_liquidity'\"\n",
"# f\") as data\"\n",
"# f\"inner join\"\n",
"# f\"(select fee, tip, id from extrinsic) as fees\"\n",
"# f\"on data.extrinsic_id = fees.id\"\n",
"# f\"where event_name like 'Omnipool.PositionCreated'\"\n",
"# f\"and cast(SUBSTR(data.extrinsic_id, 4, 7) as integer) > 3000000\"\n",
"# f\"order by extrinsic_id\"\n",
"# f\"LIMIT 100\"\n",
"# )"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "7d2c023c-47a9-4fe4-ad1e-4057d8b450c2",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"waiting for query to finish...\n"
]
}
],
"source": [
"data = await query_sqlPad(query)\n",
"print(\"done\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "8d23e70b-1472-4c26-91fd-57658f4fa07b",
"metadata": {},
"outputs": [],
"source": [
"plt.figure(figsize=(20, 5))\n",
"plt.plot([line[1] for line in data])\n",
"plt.title('HDX/USDT price over time')"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "0ee70e61-a945-4c5d-9593-09f88541fbd0",
"metadata": {},
"outputs": [],
"source": [
"buy_sell_ratio = 0\n",
"ratio_trend = []\n",
"smooth_factor = 20\n",
"decay_factor = 1 / smooth_factor\n",
"for line in data:\n",
" if line[3].startswith('buy'):\n",
" buy_sell_ratio = buy_sell_ratio * (1 - decay_factor) + decay_factor\n",
" else:\n",
" buy_sell_ratio = buy_sell_ratio * (1 - decay_factor) - decay_factor\n",
" ratio_trend.append(buy_sell_ratio)\n",
"plt.figure(figsize=(20, 5))\n",
"plt.plot(ratio_trend)\n",
"plt.title('HDX/USDT buy/sell ratio over the same time period')"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "858ae068-b091-49bf-ab81-75a420ec8e1d",
"metadata": {},
"outputs": [],
"source": [
"print(query)"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "1f7a8c2a-c01f-4300-a85e-9e800efb2501",
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 3 (ipykernel)",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.9.7"
}
},
"nbformat": 4,
"nbformat_minor": 5
}

0 comments on commit a9a1fe9

Please sign in to comment.