Base CoW AMMs (#118)

* AMMs on Base

* Query which references/displays pools

* Query to track volume evolution, with base

* TVL evolution with base

* Total volume, adapted for base

* Comments

* Answering remarks

* Changing cow_protocol.trades

* Adding aggregate_by value

cowamm/.sqlfluff

@@ -10,3 +10,4 @@ results=final_results_per_solver,cow_surplus_per_batch
 cow_budget=30000
 number_of_pools=1000
 competitor_end_time='2024-08-27 00:00:00'
+aggregate_by='week'

cowamm/balancer_cow_amms_3959044.sql

@@ -1,5 +1,5 @@
 -- This is part of a base query for monitoring Balancer CoW AMMs
--- It indexes all Balancer CoW AMMs on ethereum and gnosis and arbitrum
+-- It indexes all Balancer CoW AMMs on ethereum and gnosis and arbitrum and base
 --
 -- the final table has columns
 -- - created_at: the creation timestamp
@@ -89,13 +89,42 @@ cowamms_arbitrum as (
     group by 1, 2
 ),
 
+-- on base
+cowamm_creations_base as (
+    select varbinary_substring(topic1, 1 + 12, 20) as address
+    from base.logs
+    where (
+        contract_address in (0x03362f847B4fAbC12e1Ce98b6b59F94401E4588e)
+        and topic0 = 0x0d03834d0d86c7f57e877af40e26f176dc31bd637535d4ba153d1ac9de88a7ea
+    )
+    and block_time >= cast('2024-12-01 00:00:00' as timestamp)
+),
+
+cowamms_base as (
+    select
+        'base' as blockchain,
+        contract_address as address,
+        min(block_time) as created_at,
+        min(varbinary_substring(data, 5 + 2 * 32 + 12, 20)) as token_1_address,
+        max(varbinary_substring(data, 5 + 2 * 32 + 12, 20)) as token_2_address
+    from
+        base.logs
+    where
+        contract_address in (select address from cowamm_creations_base)
+        and topic0 = 0xe4e1e53800000000000000000000000000000000000000000000000000000000
+        and block_time >= cast('2024-12-01 00:00:00' as timestamp)
+    group by 1, 2
+),
+
 -- combine data for different chains
 cowamms as (
     select * from cowamms_ethereum
     union all
     select * from cowamms_gnosis
     union all
     select * from cowamms_arbitrum
+    union all
+    select * from cowamms_base
 )
 
 select * from cowamms

cowamm/dashboard/cow_amms_total_volume_3968105.sql

@@ -0,0 +1,27 @@
+--Query computes the trading volume over all Cow AMMs (matching users and rebalancing) and 7 day growth thereof.
+with cow_trades as (
+    select
+        block_date,
+        sum(amount_usd) as volume
+    from cow_protocol.trades as t
+    inner join query_3959044 as pool
+        on t.taker = pool.address
+    group by 1
+),
+
+cumulative_volume as (
+    select
+        block_date as day, --noqa: RF04
+        sum(volume) over (order by block_date) as tvl
+    from cow_trades
+)
+
+select
+    prev.tvl as prev,
+    curr.tvl as curr,
+    100 * (curr.tvl - prev.tvl) / prev.tvl as growth
+from cumulative_volume as curr
+inner join cumulative_volume as prev
+    on curr.day = prev.day + interval '7' day
+    -- we don't have data for today
+    and curr.day = date(now()) - interval '1' day

cowamm/dashboard/cow_amms_tvl_evolution_3968374.sql

@@ -0,0 +1,21 @@
+-- Query computes the TVL over all CoW AMMs
+
+-- Parameters
+-- {{aggregate_by}}: the frequence of the data, e.g. 'day', 'week', 'month'
+
+with prep as (
+    select * from "query_4096107(blockchain='ethereum')"
+    union all
+    select * from "query_4096107(blockchain='gnosis')"
+    union all
+    select * from "query_4096107(blockchain='arbitrum')"
+    union all
+    select * from "query_4096107(blockchain='base')"
+)
+
+select
+    date_trunc('{{aggregate_by}}', day) as period,
+    sum(tvl) as tvl
+from prep
+group by 1
+order by 1 desc

cowamm/dashboard/pools_w_links_4546258.sql

@@ -0,0 +1,37 @@
+-- This query displays all cow amms (all chains) and references a link to the micro dashboard
+
+select --noqa:ST06
+    concat(
+        '<a href="https://dune.com/cowprotocol/cow-amm-micro-v2?token_a=', cast(token_1_address as varchar), '&token_b=', cast(token_2_address as varchar), '&blockchain=', t.blockchain, '&ref_token_a=', cast(token_1_address as varchar), '&ref_token_b=', cast(token_2_address as varchar), '&ref_blockchain=', t.blockchain,
+        '" target="_blank">', cast(address as varchar), '</a>'
+    ) as cow_amm_address,
+    t.blockchain,
+    total_tvl,
+    t1.symbol as token_1_symbol,
+    t2.symbol as token_2_symbol,
+    365 * surplus_1d / total_tvl as "1d APY",
+    365 * surplus_7d / total_tvl / 7 as "7d APY",
+    365 * surplus_30d / total_tvl / 30 as "30d APY",
+    token_1_address,
+    token_2_address
+from (
+    select
+        -- created_at,
+        address,
+        blockchain,
+        token_1_address,
+        token_2_address,
+        rank() over (partition by token_1_address, token_2_address order by created_at desc) as ranking
+    from query_3959044
+) as t
+inner join tokens.erc20 as t1
+    on token_1_address = t1.contract_address
+left join tokens.erc20 as t2
+    on token_2_address = t2.contract_address
+left join query_4062965 as tvl
+    on tvl.pool = address
+where
+    t.ranking = 1
+    and total_tvl > 0
+group by 1, 2, 3, 4, 5, 6, 7, 8, 9, 10
+order by total_tvl desc --noqa: AM06

cowamm/dashboard/volume_evolution_4346160.sql

@@ -0,0 +1,15 @@
+--Query computes the trading volume over all Cow AMMs (matching users and rebalancing)
+
+-- Parameters:
+-- {{aggregate_by}}: the frequence of the data, e.g. 'day', 'week', 'month'
+with cow_trades as (
+    select
+        date_trunc('{{aggregate_by}}', block_date) as period,
+        sum(amount_usd) as volume
+    from cow_protocol.trades as t
+    inner join query_3959044 as pool
+        on t.taker = pool.address
+    group by 1
+)
+
+select * from cow_trades