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lido.liquidity updates #8001

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324 changes: 324 additions & 0 deletions ...urly_spellbook/models/_project/lido/liquidity/base/lido_liquidity_base_balancer_pools.sql
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Original file line number Diff line number Diff line change
@@ -0,0 +1,324 @@
{{ config(
schema='lido_liquidity_base',
alias = 'balancer_pools',

materialized = 'incremental',
file_format = 'delta',
incremental_strategy = 'merge',
unique_key = ['pool', 'time'],
incremental_predicates = [incremental_predicate('DBT_INTERNAL_DEST.time')],
post_hook='{{ expose_spells(blockchains = \'["base"]\',
spell_type = "project",
spell_name = "lido_liquidity",
contributors = \'["pipistrella"]\') }}'
)
}}

{% set project_start_date = '2024-10-01' %}

with

pools(pool_id,poolAddress) as (
values
(0x54d86e177cdc664b5f9b17eb5fd6a76fa529e466000200000000000000000199, 0x54d86e177cdc664b5f9b17eb5fd6a76fa529e466)

)


, tokens as (
select distinct token_address from (
SELECT tokens.token_address
FROM {{ source('balancer_v2_base','weightedpoolfactory_call_create')}} call_create
CROSS JOIN UNNEST(call_create.tokens) as tokens(token_address)
WHERE call_create.output_0 in (select distinct poolAddress from pools)
union all
SELECT tokens.token_address
FROM {{ source('balancer_v2_base','composablestablepoolfactory_call_create')}} call_create
CROSS JOIN UNNEST(call_create.tokens) as tokens(token_address)
WHERE call_create.output_0 in (select distinct poolAddress from pools)
union all
SELECT tokens.token_address
FROM {{ source('gyroscope_base','gyroeclppoolfactory_call_create')}} call_create
CROSS JOIN UNNEST(call_create.tokens) as tokens(token_address)
WHERE call_create.output_0 in (select distinct poolAddress from pools)

))


, tokens_prices_daily AS (
SELECT distinct
DATE_TRUNC('day', minute) AS time,
contract_address as token,
symbol,
decimals,
avg(price) AS price
FROM {{ source('prices','usd')}} p
{% if not is_incremental() %}
WHERE DATE_TRUNC('day', p.minute) >= DATE '{{ project_start_date }}'
{% else %}
WHERE {{ incremental_predicate('p.minute') }}
{% endif %}

and date_trunc('day', minute) < date_trunc('day', now())
and blockchain = 'base'
and contract_address in (select distinct token_address from tokens)
group by 1,2,3,4
union all
SELECT distinct
DATE_TRUNC('day', minute),
contract_address as token,
symbol,
decimals,
last_value(price) over (partition by DATE_TRUNC('day', minute), contract_address ORDER BY minute range between unbounded preceding AND unbounded following) AS price
FROM {{ source('prices','usd')}}
WHERE date_trunc('day', minute) = current_date
and blockchain = 'base'
and contract_address in (select distinct token_address from tokens)

)

, wsteth_prices_hourly AS (
select time, lead(time,1, DATE_TRUNC('hour', now() + interval '1' hour)) over (order by time) as next_time, price
from (
SELECT distinct
DATE_TRUNC('hour', minute) time,
last_value(price) over (partition by DATE_TRUNC('hour', minute), contract_address ORDER BY minute range between unbounded preceding AND unbounded following) AS price
FROM {{ source('prices','usd')}} p
{% if not is_incremental() %}
WHERE DATE_TRUNC('day', p.minute) >= DATE '{{ project_start_date }}'
{% else %}
WHERE {{ incremental_predicate('p.minute') }}
{% endif %}

and blockchain = 'base'
and contract_address = 0xc1cba3fcea344f92d9239c08c0568f6f2f0ee452
))


, swaps_changes as (
SELECT
day,
pool_id,
token,
SUM(COALESCE(delta, 0)) AS delta
FROM
(
SELECT
date_trunc('day', evt_block_time) AS day,
poolId AS pool_id,
tokenIn AS token,
cast(amountIn as double) AS delta
FROM {{source('balancer_v2_base','vault_evt_swap')}}
{% if not is_incremental() %}
WHERE DATE_TRUNC('day', evt_block_time) >= DATE '{{ project_start_date }}'
{% else %}
WHERE {{ incremental_predicate('evt_block_time') }}
{% endif %}

and poolId in (select pool_id from pools)
UNION
ALL
SELECT
date_trunc('day', evt_block_time) AS day,
poolId AS pool_id,
tokenOut AS token,
-cast(amountOut as double) AS delta
FROM {{source('balancer_v2_base','vault_evt_swap')}}
{% if not is_incremental() %}
WHERE DATE_TRUNC('day', evt_block_time) >= DATE '{{ project_start_date }}'
{% else %}
WHERE {{ incremental_predicate('evt_block_time') }}
{% endif %}

and poolId in (select pool_id from pools)
) swaps
GROUP BY 1, 2, 3
)

, balances_changes AS (
SELECT
date_trunc('day', evt_block_time) AS day,
poolId AS pool_id,
u.token,
cast(u.delta as double) - cast(u.protocolFeeAmounts as double) as delta
FROM {{source('balancer_v2_base','vault_evt_poolbalancechanged')}}
CROSS JOIN UNNEST(tokens, deltas, protocolFeeAmounts) as u(token, delta, protocolFeeAmounts)
{% if not is_incremental() %}
WHERE DATE_TRUNC('day', evt_block_time) >= DATE '{{ project_start_date }}'
{% else %}
WHERE {{ incremental_predicate('evt_block_time') }}
{% endif %}

and poolId in (select pool_id from pools)
ORDER BY 1, 2, 3
)

, managed_changes AS (
SELECT
date_trunc('day', evt_block_time) AS day,
poolId AS pool_id,
token,
--cashDelta +
cast(managedDelta as double) AS delta
FROM {{source('balancer_v2_base','vault_evt_poolbalancemanaged')}}
{% if not is_incremental() %}
WHERE DATE_TRUNC('day', evt_block_time) >= DATE '{{ project_start_date }}'
{% else %}
WHERE {{ incremental_predicate('evt_block_time') }}
{% endif %}

and poolId in (select pool_id from pools)
)

, daily_delta_balance AS (
SELECT
day,
pool_id,
token,
SUM(COALESCE(amount, 0)) AS amount
FROM
(
SELECT
day,
pool_id,
token,
SUM(COALESCE(delta, 0)) AS amount
FROM
balances_changes
GROUP BY 1, 2, 3
UNION ALL
SELECT
day,
pool_id,
token,
delta AS amount
FROM
swaps_changes
UNION ALL
SELECT
day,
pool_id,
token,
delta AS amount
FROM
managed_changes
) balance
GROUP BY 1, 2, 3
)

, balance AS (
select day, LEAD(day, 1, current_date + interval '1' day) OVER (PARTITION BY token, pool_id ORDER BY DAY) AS day_of_next_change,
pool_id, token, amount
from (
SELECT
day,
pool_id,
token,
SUM(amount) AS amount
FROM daily_delta_balance
GROUP BY 1,2,3
)
)

, usd_balance AS (
SELECT
day,
pool_id,
b.token,
p1.symbol AS token_symbol,
amount as token_balance_raw,
amount / POWER(10, p1.decimals) AS token_balance,
COALESCE(p1.price,0) as price,
0 as row_numb
FROM balance b
LEFT JOIN tokens_prices_daily p1 ON p1.time = b.day AND p1.token = b.token
WHERE b.token in (0xc1cba3fcea344f92d9239c08c0568f6f2f0ee452)
union all
SELECT
day,
pool_id,
b.token,
p1.symbol AS token_symbol,
amount as token_balance_raw,
amount / POWER(10, p1.decimals) AS token_balance,
COALESCE(p1.price, 0) AS price,
row_number() OVER(PARTITION BY day, pool_id ORDER BY day, pool_id, b.token) as row_numb
FROM balance b
LEFT JOIN tokens_prices_daily p1 ON p1.time = b.day AND p1.token = b.token
WHERE b.token not in (select distinct poolAddress from pools
union all
select 0xc1cba3fcea344f92d9239c08c0568f6f2f0ee452
)

)




, reserves as (
select main.day, main.pool_id,
main_token, main_token_symbol, main_token_reserve, main_token_usd_price,
paired1_token, paired1_token_symbol, paired1_token_reserve, paired1_token_usd_price

from (
SELECT
b.day,
b.pool_id,
token AS main_token,
token_symbol as main_token_symbol,
coalesce(token_balance, token_balance_raw) as main_token_reserve,
coalesce(price, 0) AS main_token_usd_price
FROM usd_balance b
where token in (0xc1cba3fcea344f92d9239c08c0568f6f2f0ee452) ) main
join
(
SELECT
b.day,
b.pool_id,
token AS paired1_token,
token_symbol as paired1_token_symbol,
coalesce(token_balance, token_balance_raw) as paired1_token_reserve,
coalesce(price, 0) AS paired1_token_usd_price
FROM usd_balance b
where token not in (0xc1cba3fcea344f92d9239c08c0568f6f2f0ee452) and cast(row_numb as int) = int '1') paired1
on main.day = paired1.day and main.pool_id = paired1.pool_id
)

, trading_volume as (
select date_trunc('day', s.evt_block_time) as time,
poolId,
sum(
case when tokenOut in (0xc1cba3fcea344f92d9239c08c0568f6f2f0ee452) then wsteth_price.price*amountOut/1e18
when tokenIn in (0xc1cba3fcea344f92d9239c08c0568f6f2f0ee452) then wsteth_price.price*amountIn/1e18
else 0 end) as trading_volume
from {{source('balancer_v2_base','vault_evt_swap')}} s
left join wsteth_prices_hourly wsteth_price on date_trunc('hour', s.evt_block_time) >= wsteth_price.time
and date_trunc('hour', s.evt_block_time) < wsteth_price.next_time
{% if not is_incremental() %}
WHERE DATE_TRUNC('day', s.evt_block_time) >= DATE '{{ project_start_date }}'
{% else %}
WHERE {{ incremental_predicate('s.evt_block_time') }}
{% endif %}
and s.poolId in (select pool_id from pools)
group by 1,2
)

, all_metrics as (
select pool_id as pool, 'base' as blockchain, 'balancer' as project, 0 as fee,
cast(day as date) as time, main_token, main_token_symbol,
paired1_token as paired_token,
paired1_token_symbol as paired_token_symbol,
main_token_reserve, paired1_token_reserve as paired_token_reserve,
main_token_usd_price,
paired1_token_usd_price as paired_token_usd_price,
coalesce(trading_volume.trading_volume,0) as trading_volume
from reserves r
left join trading_volume on r.pool_id = trading_volume.poolId and r.day = trading_volume.time
order by day desc, pool_id
)


select
blockchain ||' '|| project ||' '|| coalesce(paired_token_symbol,'unknown') ||':'|| main_token_symbol ||'('|| substring(cast(pool as varchar),64) ||')' as pool_name,
*
from all_metrics
32 changes: 32 additions & 0 deletions ...jects/hourly_spellbook/models/_project/lido/liquidity/base/lido_liquidity_base_schema.yml
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Original file line number Diff line number Diff line change
Expand Up @@ -110,6 +110,38 @@ models:
- pool
- blockchain
- time
columns:
- *pool_name
- *pool
- *blockchain
- *project
- *fee
- *time
- *main_token
- *main_token_symbol
- *paired_token
- *paired_token_symbol
- *main_token_reserve
- *paired_token_reserve
- *main_token_usd_price
- *paired_token_usd_price
- *trading_volume

- name: lido_liquidity_base_balancer_pools
meta:
blockchain: base
project: lido
contributors: ppclunghe
config:
tags: ['base','lido','liquidity']
description:
Lido wstETH liquidity pools on Balancer Base
data_tests:
- dbt_utils.unique_combination_of_columns:
combination_of_columns:
- pool
- blockchain
- time
columns:
- *pool_name
- *pool
Expand Down
6 changes: 3 additions & 3 deletions ...ellbook/models/_project/lido/liquidity/ethereum/lido_liquidity_ethereum_solidly_pools.sql
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Original file line number Diff line number Diff line change
Expand Up @@ -213,7 +213,7 @@ group by 1

)

, collect_events AS (
, burn_events AS (
SELECT
c.evt_block_time AS time,
c.contract_address AS pool,
Expand All @@ -223,7 +223,7 @@ group by 1
(-1) * CAST(amount1 AS DOUBLE) AS amount1,
c.evt_tx_hash
FROM
{{source('solidly_ethereum','SolidlyV3Pool_evt_Collect')}} AS c
{{source('solidly_ethereum','SolidlyV3Pool_evt_Burn')}} AS c
LEFT JOIN {{source('solidly_ethereum','SolidlyV3Factory_evt_PoolCreated')}} AS cr ON c.contract_address = cr.pool
{% if not is_incremental() %}
WHERE DATE_TRUNC('day', c.evt_block_time) >= DATE '{{ project_start_date }}'
Expand Down Expand Up @@ -273,7 +273,7 @@ group by 1
SUM(amount0),
SUM(amount1)
FROM
collect_events
burn_events
GROUP BY
1,
2,
Expand Down
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