lido.liquidity unichain

dbt_subprojects/hourly_spellbook/models/_project/lido/liquidity/unichain/lido_liquidity_unichain_schema.yml

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+version: 2
+
+models:
+  - name: lido_liquidity_unichain_uniswap_v4_pools
+    meta:
+      blockchain: unichain
+      project: lido
+      contributors: pipistrella
+    config:
+      tags: ['unichain','lido','liquidity']
+    description: 
+        Lido wstETH liquidity pools on Uniswap v4 Unichain
+    data_tests:
+      - dbt_utils.unique_combination_of_columns:
+          combination_of_columns:
+            - pool
+            - blockchain
+            - time
+    columns:
+      - &pool_name
+        name: pool_name
+        description: "Liquidity pool's name consisting of the its blockchain, DEX project, symbols of tokens and fee value"
+      - &pool
+        name: pool
+        description: "Liquidity pool's address"
+      - &blockchain
+        name: blockchain
+        description: "Blockchain which the DEX is deployed"
+      - &project
+        name: project
+        description: "Project name of the DEX"
+      - &fee
+        name: fee
+        description: "Liquidity pool's trading fee"
+      - &time
+        name: time
+        description: "UTC event block date truncated to the day mark"
+      - &main_token
+        name: main_token
+        description: "Main token's address"
+      - &main_token_symbol
+        name: main_token_symbol
+        description: "Token symbol for main pool's token"
+      - &paired_token
+        name: paired_token
+        description: "Paired token's address"
+      - &paired_token_symbol
+        name: paired_token_symbol
+        description: "Token symbol for paired pool's token"
+      - &main_token_reserve
+        name: main_token_reserve
+        description: "Liquidity reserve of the main token in the pool"
+      - &paired_token_reserve
+        name: paired_token_reserve
+        description: "Liquidity reserve of the paired token in the pool"
+      - &main_token_usd_price
+        name: main_token_usd_price
+        description: "Price of the main token in the pool in USD"
+      - &paired_token_usd_price
+        name: paired_token_usd_price
+        description: "Price of the paired token in the pool"
+      - &trading_volume
+        name: trading_volume
+        description: "USD value of the trade"

dbt_subprojects/hourly_spellbook/models/_project/lido/liquidity/unichain/lido_liquidity_unichain_uniswap_v4_pools.sql

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+{{ config(
+    schema='lido_liquidity_unichain',
+    alias = 'uniswap_v4_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 = \'["unichain"]\',
+                                spell_type = "project",
+                                spell_name = "lido_liquidity",
+                                contributors = \'["pipistrella"]\') }}'
+    )
+}}
+
+{% set project_start_date = '2025-04-01' %} 
+
+with 
+
+  pools AS (
+    SELECT  id as pool_id, 
+            'unichain' as blockchain,
+            'uniswap_v4' AS project,
+            currency0 as token0, 
+            currency1 as token1,
+            cast(fee as double)/10000 as fee
+    FROM {{source('uniswap_v4_unichain','PoolManager_evt_Initialize')}}
+    WHERE currency0 = 0xc02fE7317D4eb8753a02c35fe019786854A92001 or currency1 = 0xc02fE7317D4eb8753a02c35fe019786854A92001  
+  )
+
+
+  , tokens AS (
+    SELECT DISTINCT
+      token AS address
+    FROM
+      (
+        SELECT token0 AS token
+        FROM pools
+        UNION
+        SELECT token1
+        FROM pools
+        UNION 
+        SELECT 0x4200000000000000000000000000000000000006
+      ) AS t  
+  )
+
+  , tokens_prices_daily AS (
+    SELECT DISTINCT
+      DATE_TRUNC('day', minute) AS time,
+      if(contract_address = 0x4200000000000000000000000000000000000006, 0x0000000000000000000000000000000000000000, contract_address)  AS token,
+      decimals, 
+      if(symbol = 'WETH', 'ETH', symbol) as symbol,
+      AVG(price) AS price
+    FROM {{source('prices','usd')}}
+
+    {% if not is_incremental() %}
+    WHERE DATE_TRUNC('day', minute) >= DATE '{{ project_start_date }}'
+    {% else %}
+    WHERE {{ incremental_predicate('minute') }}
+    {% endif %}
+      AND DATE_TRUNC('day', minute) < current_date
+      AND blockchain = 'unichain'
+      AND contract_address IN (SELECT address  FROM tokens)
+    GROUP BY 1, 2,3,4
+
+    UNION ALL
+
+    SELECT DISTINCT
+      DATE_TRUNC('day', minute),
+      if(contract_address = 0x4200000000000000000000000000000000000006, 0x0000000000000000000000000000000000000000, contract_address)  AS token,
+      decimals, 
+      if(symbol = 'WETH', 'ETH', symbol) as symbol,
+      LAST_VALUE(price) OVER (PARTITION BY DATE_TRUNC('day', minute), contract_address  ORDER BY  minute NULLS FIRST range BETWEEN UNBOUNDED preceding  AND UNBOUNDED following) AS price
+    FROM {{source('prices','usd')}}
+    WHERE
+      DATE_TRUNC('day', minute) = current_date
+      AND blockchain = 'unichain'
+      AND contract_address IN (SELECT address  FROM tokens)  
+  )
+
+, tokens_prices_hourly AS (
+    SELECT DISTINCT
+      DATE_TRUNC('hour', minute) AS time,
+      LEAD(DATE_TRUNC('hour', minute),1,DATE_TRUNC('hour', NOW() + INTERVAL '1' hour)) OVER (PARTITION BY contract_address  ORDER BY DATE_TRUNC('hour', minute) NULLS FIRST) AS next_time,
+      if(contract_address = 0x4200000000000000000000000000000000000006, 0x0000000000000000000000000000000000000000, contract_address)  AS token,
+      decimals, 
+      if(symbol = 'WETH', 'ETH', symbol) as symbol,
+      LAST_VALUE(price) OVER (PARTITION BY DATE_TRUNC('hour', minute), contract_address ORDER BY minute NULLS FIRST range BETWEEN UNBOUNDED preceding AND UNBOUNDED following) AS price
+    FROM {{source('prices','usd')}}
+    {% if not is_incremental() %}
+    WHERE DATE_TRUNC('day', minute) >= DATE '{{ project_start_date }}'
+    {% else %}
+    WHERE {{ incremental_predicate('minute') }}
+    {% endif %}
+        AND blockchain = 'unichain'
+        AND contract_address IN (SELECT address FROM tokens)      
+  )
+
+  , get_recent_sqrtPriceX96 AS (
+    SELECT *
+    FROM (
+        SELECT 
+            ml.*,
+            i.currency0 as token0,
+            i.currency1 as token1,
+            COALESCE(s.evt_block_time, i.evt_block_time) as most_recent_time,
+            COALESCE(s.sqrtPriceX96, i.sqrtPriceX96) AS sqrtPriceX96,
+            ROW_NUMBER() OVER (PARTITION BY ml.id, ml.evt_block_time, ml.evt_index ORDER BY CASE WHEN s.sqrtPriceX96 IS NOT NULL THEN s.evt_block_time ELSE i.evt_block_time END DESC) AS rn
+        FROM {{source('uniswap_v4_unichain','PoolManager_evt_ModifyLiquidity')}} ml
+        JOIN pools ON ml.id = pools.pool_id
+        LEFT JOIN {{source('uniswap_v4_unichain','PoolManager_evt_Swap')}} s  ON ml.evt_block_time > s.evt_block_time AND ml.id = s.id
+        LEFT JOIN {{source('uniswap_v4_unichain','PoolManager_evt_Initialize')}} i ON ml.evt_block_time >= i.evt_block_time AND i.id = ml.id
+    )tbl
+    WHERE rn = 1
+  )
+  , prep_for_calculations AS (
+    SELECT evt_block_time,
+        evt_block_number,
+        id, 
+        evt_tx_hash,
+        evt_index,
+        salt,
+        token0,
+        token1,
+        LOG(sqrtPriceX96/POWER(2, 96), 10)/LOG(1.0001, 10) as tickCurrent,
+        tickLower,
+        tickUpper,
+        SQRT(POWER(1.0001, tickLower)) as sqrtRatioL,
+        SQRT(POWER(1.0001, tickUpper)) sqrtRatioU,
+        sqrtPriceX96/ POWER(2, 96) sqrtPrice,
+        sqrtPriceX96,
+        liquidityDelta
+    FROM get_recent_sqrtPriceX96
+  )
+
+  , base_liquidity_amounts AS (
+    SELECT
+        evt_block_time,
+        evt_block_number,
+        id, 
+        evt_tx_hash,
+        evt_index,
+        salt,
+        token0,
+        token1,
+        CASE WHEN sqrtPrice <= sqrtRatioL THEN liquidityDelta * ((sqrtRatioU - sqrtRatioL)/(sqrtRatioL*sqrtRatioU))
+        WHEN sqrtPrice >= sqrtRatioU THEN 0
+        ELSE liquidityDelta * ((sqrtRatioU - sqrtPrice)/(sqrtPrice*sqrtRatioU))
+        END as amount0,
+        CASE WHEN sqrtPrice <= sqrtRatioL THEN 0
+        WHEN sqrtPrice >= sqrtRatioU THEN liquidityDelta*(sqrtRatioU - sqrtRatioL)
+        ELSE liquidityDelta*(sqrtPrice - sqrtRatioL)
+        END as amount1
+    FROM prep_for_calculations pc
+  )
+
+  , liquidity_change_base as (
+    SELECT b.id as pool
+        , date_trunc('minute', b.evt_block_time) as minute
+        , b.evt_tx_hash
+        , b.evt_index
+        , b.token0
+        , b.token1
+        , b.amount0
+        , b.amount1
+    FROM base_liquidity_amounts b
+
+    union all -- add liquidty modification together with swaps as they both impact total liquidity
+
+    select s.id as pool
+        , date_trunc('minute', s.evt_block_time) as minute
+        , s.evt_tx_hash
+        , s.evt_index
+        , p.token0
+        , p.token1
+        -- v4 signage is from user's perspective, so multiply -1 to flip signage to be from pool's perspective
+        , -1* s.amount0
+        , -1* s.amount1
+    from {{source('uniswap_v4_unichain','PoolManager_evt_Swap')}} s
+    join pools p on p.pool_id = s.id 
+  )
+
+  , pools_liquidity AS (
+    SELECT date_trunc('day', minute) as time, 
+           pool,
+           token0,
+           token1,
+           sum(amount0) as amount0,
+           sum(amount1) as amount1
+    FROM liquidity_change_base   
+    GROUP BY 1, 2, 3, 4
+
+  )
+
+  , swap_events_hourly AS (
+    SELECT sw.evt_block_time as time,
+           sw.id AS pool,
+           pools.token0,
+           pools.token1,
+           COALESCE(SUM(CAST(ABS(amount0) AS DOUBLE)), 0) AS amount0,
+           COALESCE(SUM(CAST(ABS(amount1) AS DOUBLE)), 0) AS amount1
+    FROM {{source('uniswap_v4_unichain','PoolManager_evt_Swap')}} sw 
+    INNER JOIN pools on sw.id = pools.pool_id
+    {% if not is_incremental() %}
+    WHERE DATE_TRUNC('day', sw.evt_block_time) >= DATE '{{ project_start_date }}'
+    {% else %}
+    WHERE {{ incremental_predicate('sw.evt_block_time') }}
+    {% endif %} 
+
+    GROUP BY 1, 2, 3, 4
+
+  )
+
+
+  , trading_volume AS (
+    SELECT date_trunc('day', s.time)  AS time,
+           pool,
+           sum(case when p0.decimals is not null then COALESCE((p0.price * amount0) / CAST(POWER(10, p0.decimals) AS DOUBLE),0)
+                    else COALESCE((p1.price * amount1) / CAST(POWER(10, p1.decimals) AS DOUBLE),0)
+                    end) AS volume
+    FROM
+      swap_events_hourly AS s
+      LEFT JOIN tokens_prices_hourly AS p0 ON date_trunc('hour', s.time) >= p0.time AND date_trunc('hour', s.time) < p0.next_time  AND s.token0 = p0.token
+      LEFT JOIN tokens_prices_hourly AS p1 ON date_trunc('hour', s.time) >= p1.time AND date_trunc('hour', s.time) < p1.next_time  AND s.token1 = p1.token
+    group by 1,2  
+  )
+
+  , all_metrics AS (
+
+    SELECT
+      l.pool,
+      pools.blockchain,
+      pools.project,
+      pools.fee,
+      cast(l.time as date) as time,
+      CASE
+        WHEN l.token0 = 0xc02fe7317d4eb8753a02c35fe019786854a92001 THEN l.token0
+        ELSE l.token1
+      END AS main_token,
+      CASE
+        WHEN l.token0 = 0xc02fe7317d4eb8753a02c35fe019786854a92001 THEN p0.symbol
+        ELSE p1.symbol
+      END AS main_token_symbol,
+      CASE
+        WHEN l.token0 = 0xc02fe7317d4eb8753a02c35fe019786854a92001 THEN l.token1
+        ELSE l.token0
+      END AS paired_token,
+      CASE
+        WHEN l.token0 = 0xc02fe7317d4eb8753a02c35fe019786854a92001 THEN p1.symbol
+        ELSE p0.symbol
+      END AS paired_token_symbol,
+      CASE
+        WHEN l.token0 = 0xc02fe7317d4eb8753a02c35fe019786854a92001 THEN amount0 / CAST(POWER(10, p0.decimals) as double)
+        ELSE amount1 / CAST(POWER(10, p1.decimals) AS DOUBLE)
+      END AS main_token_reserve,
+      CASE
+        WHEN l.token0 = 0xc02fe7317d4eb8753a02c35fe019786854a92001 THEN amount1 / CAST(POWER(10, p1.decimals) as double)
+        ELSE amount0 / CAST(POWER(10, p0.decimals) AS DOUBLE)
+      END AS paired_token_reserve,
+      CASE
+        WHEN l.token0 = 0xc02fe7317d4eb8753a02c35fe019786854a92001 THEN p0.price
+        ELSE p1.price
+      END AS main_token_usd_price,
+      CASE
+        WHEN l.token0 = 0xc02fe7317d4eb8753a02c35fe019786854a92001 THEN p1.price
+        ELSE p0.price 
+      END AS paired_token_usd_price,
+      tv.volume AS trading_volume
+    FROM
+      pools_liquidity AS l
+      LEFT JOIN pools ON l.pool = pools.pool_id
+      LEFT JOIN tokens AS t0 ON l.token0 = t0.address
+      LEFT JOIN tokens AS t1 ON l.token1 = t1.address
+      LEFT JOIN tokens_prices_daily AS p0 ON l.time = p0.time   AND l.token0 = p0.token
+      LEFT JOIN tokens_prices_daily AS p1 ON l.time = p1.time   AND l.token1 = p1.token
+      LEFT JOIN trading_volume AS tv ON l.time = tv.time AND l.pool = tv.pool
+
+  )
+SELECT blockchain||' '||project||' '||COALESCE(paired_token_symbol, 'unknown')||':'||COALESCE(main_token_symbol, 'unknown')||' '||format('%,.3f',round(coalesce(fee,0),4)) AS pool_name,
+  *
+FROM
+  all_metrics
+WHERE main_token_usd_price is not null
+
+

sources/lido/liquidity/unichain/lido_liquidity_unichain_sources.yml

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+version: 2
+
+sources:    
+  - name: uniswap_v4_unichain
+    description: "Unichain decoded tables related to Uniswap v4 pools contracts"
+