lido liquidity updates

models/lido/lido_liquidity.sql

@@ -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'),
@@ -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'%} 

models/lido/liquidity/base/lido_liquidity_base_aerodrome_cl_pools.sql

@@ -0,0 +1,320 @@
+{{ 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