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lido liquidity updates (#6033)
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* lido liquidity updates

* liquidity spell

* zebra scroll pools

* liquidity spell upd

* zebra volume fix

* zksync maverick pools

* liquidity spell maverick upd

* velo/aero cl pools

* liquidity spell aero/velo upd

* update according comments

* zksync syncswap fixes

* liquidity spell fix with zksync pools

* Update post_hook

---------

Co-authored-by: Huang Geyang <[email protected]>
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@ppclunghe @Hosuke
ppclunghe and Hosuke authored Jun 11, 2024
1 parent 4e7af7a commit 304c59d
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8 changes: 7 additions & 1 deletion models/lido/lido_liquidity.sql
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Expand Up @@ -25,6 +25,7 @@
ref('lido_liquidity_optimism_balancer_pools'),
ref('lido_liquidity_optimism_velodrome_pools'),
ref('lido_liquidity_optimism_velodrome_v2_pools'),
ref('lido_liquidity_optimism_velodrome_cl_pools'),
ref('lido_liquidity_polygon_balancer_pools'),
ref('lido_liquidity_polygon_uniswap_v3_pools'),
ref('lido_liquidity_polygon_kyberswap_v2_pools'),
Expand All @@ -43,9 +44,14 @@
ref('lido_liquidity_ethereum_solidly_pools'),
ref('lido_liquidity_base_kyberswap_pools'),
ref('lido_liquidity_base_aerodrome_pools'),
ref('lido_liquidity_base_aerodrome_cl_pools'),
ref('lido_liquidity_base_uniswap_v3_pools'),
ref('lido_liquidity_zksync_syncswap_pools'),
ref('lido_liquidity_linea_syncswap_pools')
ref('lido_liquidity_zksync_syncswap_v2_pools'),
ref('lido_liquidity_zksync_maverick_pools'),
ref('lido_liquidity_linea_syncswap_pools'),
ref('lido_liquidity_scroll_syncswap_pools'),
ref('lido_liquidity_scroll_zebra_pools')
] %}

{% set project_start_date = '2020-12-15'%}
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320 changes: 320 additions & 0 deletions models/lido/liquidity/base/lido_liquidity_base_aerodrome_cl_pools.sql
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{{ config(
schema='lido_liquidity_base',
alias = 'aerodrome_cl',
materialized = 'incremental',
file_format = 'delta',
incremental_strategy = 'merge',
unique_key = ['pool', 'time'],
post_hook='{{ expose_spells(blockchains = \'["base"]\',
spell_type = "project",
spell_name = "lido_liquidity",
contributors = \'["pipistrella"]\') }}'
)
}}

{% set project_start_date = '2024-04-24' %}
with pools as (
select pool AS address,
'base' AS blockchain,
'aerodrome' AS project,
'CL' AS pool_type, *
from {{source('aerodrome_base', 'CLFactory_evt_PoolCreated')}}
where (token0 = 0xc1CBa3fCea344f92D9239c08C0568f6F2F0ee452
OR token1 = 0xc1CBa3fCea344f92D9239c08C0568f6F2F0ee452)
)

, pool_fee as (
select pool, max(cast(f1.output_0 as double)/10000) as fee
from {{source('aerodrome_base','CLFactory_call_getSwapFee')}} f1
where f1.call_block_time = (select max(f2.call_block_time)
from {{source('aerodrome_base','CLFactory_call_getSwapFee')}} f2 where f2.pool = f1.pool)
and f1. pool in (select address from pools)
group by 1
)

, tokens as (
select distinct token
from (
select token0 as token
from {{source('aerodrome_base','CLFactory_evt_PoolCreated')}}
where token1 = 0xc1CBa3fCea344f92D9239c08C0568f6F2F0ee452
union all
select token1
from {{source('aerodrome_base','CLFactory_evt_PoolCreated')}}
where token0 = 0xc1CBa3fCea344f92D9239c08C0568f6F2F0ee452
union all
select 0xc1CBa3fCea344f92D9239c08C0568f6F2F0ee452
) t
)

, 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) < current_date
and blockchain = 'base'
and contract_address IN (select token 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 NULLS FIRST 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 token from tokens)
)

, wsteth_prices_hourly AS (
SELECT distinct
DATE_TRUNC('hour', minute) time,
contract_address as token,
symbol,
decimals,
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

)

, wsteth_prices_hourly_with_lead AS (
select time,
lead(time, 1, date_trunc('hour', now() + interval '1' hour)) over (order by time) as next_time,
price
from wsteth_prices_hourly
)

, mint_events AS (
select DATE_TRUNC('day', m.evt_block_time) AS time,
m.contract_address AS pool,
cr.token0,
cr.token1,
SUM(CAST(amount0 AS DOUBLE)) AS amount0,
SUM(CAST(amount1 AS DOUBLE)) AS amount1
from {{source('aerodrome_base','CLPool_evt_Mint')}} m
left join {{source('aerodrome_base','CLFactory_evt_PoolCreated')}} cr on m.contract_address = cr.pool

{% if not is_incremental() %}
WHERE DATE_TRUNC('day', m.evt_block_time) >= DATE '{{ project_start_date }}'
{% else %}
WHERE {{ incremental_predicate('m.evt_block_time') }}
{% endif %}

and m.contract_address in (select address from pools)
group by 1,2,3,4
)

, collect_events as (
select DATE_TRUNC('day', b.evt_block_time) AS time,
b.contract_address AS pool,
cr.token0,
cr.token1,
(-1)*SUM(CAST(amount0 AS DOUBLE)) AS amount0,
(-1)*SUM(CAST(amount1 AS DOUBLE)) AS amount1
from {{source('aerodrome_base','CLPool_evt_Collect')}} b
left join {{source('aerodrome_base','CLFactory_evt_PoolCreated')}} cr on b.contract_address = cr.pool

{% if not is_incremental() %}
WHERE DATE_TRUNC('day', b.evt_block_time) >= DATE '{{ project_start_date }}'
{% else %}
WHERE {{ incremental_predicate('b.evt_block_time') }}
{% endif %}

and b.contract_address in (select address from pools)
group by 1,2,3,4

)

, swap_events as (
select DATE_TRUNC('day', s.evt_block_time) AS time,
s.contract_address AS pool,
cr.token0,
cr.token1,
SUM(CAST(amount0 AS DOUBLE)) AS amount0,
SUM(CAST(amount1 AS DOUBLE)) AS amount1
from {{source('aerodrome_base','CLPool_evt_Swap')}} s
left join {{source('aerodrome_base','CLFactory_evt_PoolCreated')}} cr on s.contract_address = cr.pool

{% 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.contract_address in (select address from pools)
group by 1,2,3,4

)
, fee_events as (
select
DATE_TRUNC('day', s.evt_block_time) AS time,
s.contract_address AS pool,
cr.token0,
cr.token1,
(-1)*SUM(CAST(amount0 AS DOUBLE) ) AS amount0,
(-1)*SUM(CAST(amount1 AS DOUBLE) ) AS amount1
from {{source('aerodrome_base','CLPool_evt_CollectFees')}} s
left join {{source('aerodrome_base','CLFactory_evt_PoolCreated')}} cr on s.contract_address = cr.pool

{% 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.contract_address in (select address from pools)
group by 1,2,3,4
)

, daily_delta_balance AS (

select time, pool, token0, token1, sum(amount0) as amount0, sum(amount1) as amount1
from (
select time, pool,token0, token1, amount0, amount1
from mint_events

union all

select time, pool,token0, token1, amount0, amount1
from swap_events

union all

select time, pool,token0, token1, amount0, amount1
from collect_events

union all

select time, pool,token0, token1, amount0, amount1
from fee_events
) group by 1,2,3,4
)

, daily_delta_balance_with_lead AS (
select time, pool, token0, token1, amount0, amount1,
lead(time, 1, now()) over (partition by pool order by time) as next_time
from daily_delta_balance
)


, pool_liquidity as (
SELECT b.time,
b.pool,
token0,
token1,
SUM(amount0) AS amount0,
SUM(amount1) AS amount1
FROM daily_delta_balance_with_lead b
GROUP BY 1,2,3,4
)

, swap_events_hourly as (
select DATE_TRUNC('hour', s.evt_block_time) AS time,
s.contract_address AS pool,
sum(case when cr.token0 = 0xc1CBa3fCea344f92D9239c08C0568f6F2F0ee452 then abs(CAST(amount0 AS DOUBLE))
else abs(CAST(amount1 AS DOUBLE)) end) as wsteth_amount
from {{source('aerodrome_base', 'CLPool_evt_Swap')}} s
left join {{source('aerodrome_base','CLFactory_evt_PoolCreated')}} cr on s.contract_address = cr.pool

{% 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.contract_address in (select address from pools)
group by 1,2
)

, trading_volume_hourly AS (
SELECT
s.time,
pool,
wsteth_amount,
p.price,
COALESCE((p.price * wsteth_amount) / CAST(POWER(10, 18) AS DOUBLE), 0) AS volume
FROM
swap_events_hourly AS s
LEFT JOIN wsteth_prices_hourly_with_lead AS p ON s.time >= p.time
AND s.time < p.next_time
)

, trading_volume AS (
SELECT DISTINCT
DATE_TRUNC('day', time) AS time,
pool,
SUM(volume) AS volume
FROM trading_volume_hourly
GROUP BY 1, 2
)

, all_metrics AS (
SELECT
l.pool,
pools.blockchain,
pools.project,
f.fee,
pools.pool_type,
cast(l.time as date) as time,
CASE WHEN l.token0 = 0xc1CBa3fCea344f92D9239c08C0568f6F2F0ee452 THEN l.token0 ELSE l.token1 END AS main_token,
CASE WHEN l.token0 = 0xc1CBa3fCea344f92D9239c08C0568f6F2F0ee452 THEN p0.symbol ELSE p1.symbol END AS main_token_symbol,
CASE WHEN l.token0 = 0xc1CBa3fCea344f92D9239c08C0568f6F2F0ee452 THEN l.token1 ELSE l.token0 END AS paired_token,
CASE WHEN l.token0 = 0xc1CBa3fCea344f92D9239c08C0568f6F2F0ee452 THEN p1.symbol ELSE p0.symbol END AS paired_token_symbol,
CASE WHEN l.token0 = 0xc1CBa3fCea344f92D9239c08C0568f6F2F0ee452 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 = 0xc1CBa3fCea344f92D9239c08C0568f6F2F0ee452 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 = 0xc1CBa3fCea344f92D9239c08C0568f6F2F0ee452 THEN p0.price ELSE p1.price END AS main_token_usd_price,
CASE WHEN l.token0 = 0xc1CBa3fCea344f92D9239c08C0568f6F2F0ee452 THEN p1.price ELSE p0.price END AS paired_token_usd_price,
coalesce(volume,0) AS trading_volume
FROM
pool_liquidity AS l
LEFT JOIN pools ON l.pool = pools.address
LEFT JOIN pool_fee f on l.pool = f.pool
LEFT JOIN tokens AS t0 ON l.token0 = t0.token
LEFT JOIN tokens AS t1 ON l.token1 = t1.token
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 --CONCAT(CONCAT(CONCAT(CONCAT(CONCAT(blockchain,CONCAT(' ', project)) ,' '), coalesce(paired_token_symbol,'unknown')),':') , main_token_symbol, ' ', pool_type, ' ', format('%,.3f',round(coalesce(fee,0),4))) as pool_name,
blockchain||' '||project||' '||coalesce(paired_token_symbol,'unknown')||':'||main_token_symbol||' '||pool_type||' '||format('%,.3f',round(coalesce(fee,0),4)) as 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
from all_metrics
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