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revert beets liquidity
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@viniabussafi
viniabussafi committed Jun 7, 2024
1 parent 68160da commit aeaa6c0
Showing 1 changed file with 217 additions and 8 deletions.
225 changes: 217 additions & 8 deletions models/beethoven_x/fantom/beethoven_x_fantom_liquidity.sql
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Original file line number Diff line number Diff line change
Expand Up @@ -11,12 +11,221 @@
)
}}

{{
balancer_v2_compatible_liquidity_macro(
blockchain = 'fantom',
version = '2',
project_decoded_as = 'beethoven_x',
base_spells_namespace = 'beethoven_x_fantom',
pool_labels_spell = 'labels_beethoven_x_pools_fantom'

WITH pool_labels AS (
SELECT
address AS pool_id,
name AS pool_symbol,
pool_type
FROM {{ ref('labels_beethoven_x_pools_fantom') }}
WHERE blockchain = 'fantom'
),

prices AS (
SELECT
date_trunc('day', minute) AS day,
contract_address AS token,
decimals,
AVG(price) AS price
FROM {{ source('prices', 'usd') }}
WHERE blockchain = 'fantom'
GROUP BY 1, 2, 3
),

eth_prices AS (
SELECT
DATE_TRUNC('day', minute) as day,
AVG(price) as eth_price
FROM {{ source('prices', 'usd') }}
WHERE symbol = 'ETH'
GROUP BY 1
),

swaps_changes AS (
SELECT
day,
pool_id,
token,
SUM(COALESCE(delta, INT256 '0')) AS delta
FROM
(
SELECT
date_trunc('day', evt_block_time) AS day,
poolId AS pool_id,
tokenIn AS token,
CAST(amountIn as int256) AS delta
FROM {{ source('beethoven_x_fantom', 'Vault_evt_Swap') }}

UNION ALL

SELECT
date_trunc('day', evt_block_time) AS day,
poolId AS pool_id,
tokenOut AS token,
-CAST(amountOut AS int256) AS delta
FROM {{ source('beethoven_x_fantom', 'Vault_evt_Swap') }}
) swaps
GROUP BY 1, 2, 3
),

zipped_balance_changes AS (
SELECT
date_trunc('day', evt_block_time) AS day,
poolId AS pool_id,
t.tokens,
d.deltas,
p.protocolFeeAmounts
FROM {{ source('beethoven_x_fantom', 'Vault_evt_PoolBalanceChanged') }}
CROSS JOIN UNNEST (tokens) WITH ORDINALITY as t(tokens,i)
CROSS JOIN UNNEST (deltas) WITH ORDINALITY as d(deltas,i)
CROSS JOIN UNNEST (protocolFeeAmounts) WITH ORDINALITY as p(protocolFeeAmounts,i)
WHERE t.i = d.i
AND d.i = p.i
ORDER BY 1, 2, 3
),

balances_changes AS (
SELECT
day,
pool_id,
tokens AS token,
deltas - CAST(protocolFeeAmounts as int256) AS delta
FROM zipped_balance_changes
ORDER BY 1, 2, 3
),

managed_changes AS (
SELECT
date_trunc('day', evt_block_time) AS day,
poolId AS pool_id,
token,
cashDelta + managedDelta AS delta
FROM {{ source('beethoven_x_fantom', 'Vault_evt_PoolBalanceManaged') }}
),

daily_delta_balance AS (
SELECT
day,
pool_id,
token,
SUM(COALESCE(amount, INT256 '0')) AS amount
FROM
(
SELECT
day,
pool_id,
token,
SUM(COALESCE(delta, INT256 '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,
CAST(delta AS int256) AS amount
FROM managed_changes
) balance
GROUP BY 1, 2, 3
),

cumulative_balance AS (
SELECT
DAY,
pool_id,
token,
LEAD(DAY, 1, NOW()) OVER (PARTITION BY token, pool_id ORDER BY DAY) AS day_of_next_change,
SUM(amount) OVER (PARTITION BY pool_id, token ORDER BY DAY ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS cumulative_amount
FROM daily_delta_balance
),

calendar AS (
SELECT date_sequence AS day
FROM unnest(sequence(date('2021-04-21'), date(now()), interval '1' day)) as t(date_sequence)
),

cumulative_usd_balance AS (
SELECT
c.day,
'fantom' as blockchain,
b.pool_id,
b.token,
symbol AS token_symbol,
cumulative_amount as token_balance_raw,
cumulative_amount / POWER(10, COALESCE(t.decimals, p1.decimals)) AS token_balance,
cumulative_amount / POWER(10, COALESCE(t.decimals, p1.decimals)) * COALESCE(p1.price, 0) AS protocol_liquidity_usd
FROM calendar c
LEFT JOIN cumulative_balance b ON b.day <= c.day
AND c.day < b.day_of_next_change
LEFT JOIN {{ source('tokens', 'erc20') }} t ON t.contract_address = b.token
AND blockchain = 'fantom'
LEFT JOIN prices p1 ON p1.day = b.day
AND p1.token = b.token
WHERE b.token != BYTEARRAY_SUBSTRING(b.pool_id, 1, 20)
),

weighted_pool_liquidity_estimates AS (
SELECT
b.day,
b.pool_id,
q.name,
pool_type,
ROW_NUMBER() OVER (partition by b.day, b.pool_id ORDER BY SUM(b.protocol_liquidity_usd) ASC) AS pricing_count, --to avoid double count in pools with multiple pricing assets
SUM(b.protocol_liquidity_usd) / COALESCE(SUM(w.normalized_weight), 1) AS protocol_liquidity
FROM cumulative_usd_balance b
LEFT JOIN {{ ref('beethoven_x_fantom_pools_tokens_weights') }} w ON b.pool_id = w.pool_id
AND b.token = w.token_address
AND b.protocol_liquidity_usd > 0
LEFT JOIN {{ ref('balancer_token_whitelist') }} q ON b.token = q.address
AND b.blockchain = q.chain
LEFT JOIN pool_labels p ON p.pool_id = BYTEARRAY_SUBSTRING(b.pool_id, 1, 20)
WHERE q.name IS NOT NULL
AND p.pool_type IN ('weighted') -- filters for weighted pools with pricing assets
AND w.blockchain = 'fantom'
GROUP BY 1, 2, 3, 4
),

weighted_pool_liquidity_estimates_2 AS(
SELECT e.day,
e.pool_id,
SUM(e.protocol_liquidity) / MAX(e.pricing_count) AS protocol_liquidity
FROM weighted_pool_liquidity_estimates e
GROUP BY 1,2
)
}}

SELECT
c.day,
c.pool_id,
BYTEARRAY_SUBSTRING(c.pool_id, 1, 20) AS pool_address,
p.pool_symbol,
'2' AS version,
'fantom' AS blockchain,
p.pool_type,
c.token AS token_address,
c.token_symbol,
c.token_balance_raw,
c.token_balance,
COALESCE(b.protocol_liquidity * w.normalized_weight, c.protocol_liquidity_usd) AS protocol_liquidity_usd,
COALESCE(b.protocol_liquidity * w.normalized_weight, c.protocol_liquidity_usd)/e.eth_price AS protocol_liquidity_eth,
COALESCE(b.protocol_liquidity * w.normalized_weight, c.protocol_liquidity_usd) AS pool_liquidity_usd,
COALESCE(b.protocol_liquidity * w.normalized_weight, c.protocol_liquidity_usd)/e.eth_price AS pool_liquidity_eth
FROM cumulative_usd_balance c
FULL OUTER JOIN weighted_pool_liquidity_estimates_2 b ON c.day = b.day
AND c.pool_id = b.pool_id
LEFT JOIN {{ ref('beethoven_x_fantom_pools_tokens_weights') }} w ON b.pool_id = w.pool_id
AND w.blockchain = 'fantom'
AND w.token_address = c.token
LEFT JOIN eth_prices e ON e.day = c.day
LEFT JOIN pool_labels p ON p.pool_id = BYTEARRAY_SUBSTRING(c.pool_id, 1, 20)

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