Merge pull request #5 from mtitus6/main

Add ezeth

lst/lst_price.sql

@@ -48,3 +48,16 @@ select
  token_price_eth
 from
  query_3664567
+
+union all
+
+/* ezETH */
+select
+ hr,
+ token_contract_address,
+ token_name,
+ token_price_usd,
+ weth_price_usd,
+ token_price_eth
+from
+ query_3742163

lst/lst_supply.sql

@@ -10,7 +10,9 @@ select
  token_total_supply,
  token_name
 from query_3440968
+
 union all
+
 /* cbETH */
 select
  d,
@@ -22,7 +24,9 @@ select
  token_total_supply,
  token_name
 from query_3441005
+
 union all
+
 /* stETH */
 select
  d,
@@ -34,3 +38,17 @@ select
  token_total_supply,
  token_name
 from query_3458937
+
+union all
+
+/* ezETH */
+select
+ d,
+ token_mint_amount,
+ token_burn_amount,
+ token_supply_change_amount,
+ token_total_mint,
+ token_total_burn,
+ token_total_supply,
+ token_name
+from query_3738624

renzo/ezeth/ezeth_apy.sql

@@ -0,0 +1,114 @@
+/* Dune query number - 3742207 */
+/* Technically this should work but the results are too volatile to present with other LSTs */
+with hours as (
+ select
+ timestamp as hr,
+ date_trunc('day', timestamp) as d
+ from
+ unnest(
+ sequence(
+ date_trunc('hour', cast(current_timestamp as timestamp) - interval '1' year),
+ cast(current_timestamp as timestamp),
+ interval '60' minute
+ )
+ ) as tbl (timestamp)
+)
+,
+--only when the peg changes
+oracle_change as (
+ select
+ t,
+ d,
+ block,
+ token_peg_eth,
+ token_contract_address,
+ token_name,
+ lag(token_peg_eth) over (order by t desc) as prev_peg
+ from
+ query_3742160
+)
+,
+--one per hour
+oracle_hr as (
+ select
+ t,
+ d,
+ block,
+ token_peg_eth,
+ token_contract_address,
+ token_name,
+ rank() over (partition by date_trunc('hour', t) order by t desc) as hr_rank
+ from
+ oracle_change
+ where token_peg_eth != prev_peg
+)
+,
+pre_apy as (
+ select
+ t,
+ date_trunc('hour', t) as hr,
+ d,
+ lag(t) over (order by t) as prev_t,
+ t - lag(t) over (order by t) as t_elapsed,
+ block,
+ lag(block) over (order by block) as prev_block,
+ token_peg_eth,
+ lag(token_peg_eth) over (order by t) as prev_token_peg_eth,
+ 100 * (token_peg_eth / lag(token_peg_eth) over (order by t) - 1) as peg_chg,
+ token_contract_address,
+ token_name,
+ lead(date_trunc('hour', t)) over (order by date_trunc('hour', t)) as next_hr
+ from
+ oracle_hr
+ where
+ t >= cast(current_timestamp as timestamp) - interval '1' year
+ and hr_rank = 1
+)
+,
+
+apy as (
+ select
+ hours.hr,
+ hours.d,
+ pre_apy.prev_t,
+ pre_apy.block,
+ pre_apy.prev_block,
+ pre_apy.token_peg_eth,
+ pre_apy.prev_token_peg_eth,
+ pre_apy.peg_chg,
+ day(pre_apy.t_elapsed) * 86400 + hour(pre_apy.t_elapsed) * 3600
+ + minute(pre_apy.t_elapsed) * 60 + second(pre_apy.t_elapsed) as t_elapsed,
+ 31536000 / nullif(coalesce((
+ day(pre_apy.t_elapsed) * 86400 + hour(pre_apy.t_elapsed) * 3600
+ + minute(pre_apy.t_elapsed) * 60 + second(pre_apy.t_elapsed)
+ ), 0
+ ), 0) * pre_apy.peg_chg as apy,
+ pre_apy.token_contract_address,
+ pre_apy.token_name
+ from hours
+ left join pre_apy on
+ hours.hr >= pre_apy.hr
+ and hours.hr < pre_apy.next_hr
+)
+
+select
+ hr,
+ d,
+ block,
+ token_peg_eth,
+ apy,
+ avg(apy) over (order by hr asc rows between 24 preceding and current row) as apy_1d,
+ avg(apy) over (order by hr asc rows between 168 preceding and current row) as apy_7d,
+ avg(apy) over (order by hr asc rows between 720 preceding and current row) as apy_30d,
+ avg(apy) over (order by hr asc rows between 2160 preceding and current row) as apy_90d,
+ avg(apy) over (order by hr asc rows between 2880 preceding and current row) as apy_120d,
+ date_trunc('hour', prev_t) as prev_hr,
+ prev_block,
+ prev_token_peg_eth,
+ t_elapsed,
+ peg_chg,
+ token_contract_address,
+ token_name
+from
+ apy
+where token_peg_eth > 0

renzo/ezeth/ezeth_burn.sql

@@ -0,0 +1,8 @@
+/* Dune query number - 3738613 */
+select
+ date_trunc('day', evt_block_time) as d,
+ 0xbf5495efe5db9ce00f80364c8b423567e58d2110 as token_contract_address,
+ 'ezETH' as token_name,
+ sum(ezethburned) as token_burn_amount
+from renzo_ethereum.restakemanager_evt_userwithdrawcompleted
+group by 1, 2

renzo/ezeth/ezeth_mint.sql

@@ -0,0 +1,10 @@
+/* Dune query number - 3738564 */
+select
+ date_trunc('day', evt_block_time) as d,
+ 0xbf5495efe5db9ce00f80364c8b423567e58d2110 as token_contract_address,
+ 'ezETH' as token_name,
+ sum(cast(ezethminted as double)) / 1e18 as token_mint_amount
+from
+ renzo_ethereum.restakemanager_evt_deposit
+group by
+ 1, 2

renzo/ezeth/ezeth_peg.sql

@@ -0,0 +1,12 @@
+/* Dune query number - 3742160 */
+select
+ max(cast(evt_block_number as bigint)) as block,
+ date_trunc('hour', evt_block_time) as t,
+ date_trunc('day', evt_block_time) as d,
+ sum(ezethminted) / cast(sum(amount) as double) as token_peg_eth,
+ 0xbf5495efe5db9ce00f80364c8b423567e58d2110 as token_contract_address,
+ 'ezETH' as token_name
+from
+ renzo_ethereum.restakemanager_evt_deposit
+group by
+ 2, 3

renzo/ezeth/ezeth_price.sql

@@ -0,0 +1,40 @@
+/* Dune query number - 3742163 */
+with weth as (
+ select
+ date_trunc('hour', minute) as hr,
+ avg(price) as price
+ from
+ prices.usd
+ where
+ contract_address = 0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2
+ and minute >= cast(current_timestamp - interval '1' year as timestamp)
+ group by
+ date_trunc('hour', minute)
+)
+,
+token as (
+ select
+ date_trunc('hour', minute) as hr,
+ contract_address,
+ avg(price) as price
+ from
+ prices.usd
+ where
+ contract_address = 0xbf5495efe5db9ce00f80364c8b423567e58d2110
+ and minute >= cast(current_timestamp - interval '1' year as timestamp)
+ group by
+ date_trunc('hour', minute),
+ contract_address
+)
+
+select
+ token.hr,
+ token.contract_address as token_contract_address,
+ 'ezETH' as token_name,
+ token.price as token_price_usd,
+ weth.price as weth_price_usd,
+ token.price / weth.price as token_price_eth
+from
+ token
+inner join weth on
+ token.hr = weth.hr

renzo/ezeth/ezeth_price_peg_ratio.sql

@@ -0,0 +1,62 @@
+/* Dune query number - 3742173 */
+with hours as (
+ select
+ timestamp as hr,
+ date_trunc('day', timestamp) as d
+ from
+ unnest(
+ sequence(
+ date_trunc('hour', cast(current_timestamp as timestamp) - interval '1' year),
+ cast(current_timestamp as timestamp),
+ interval '60' minute
+ )
+ ) as tbl (timestamp)
+),
+
+peg as (
+ select
+ hours.hr,
+ peg.token_peg_eth
+ from hours
+ left join
+ (select
+ date_trunc('hour', t) as hr,
+ token_peg_eth,
+ lead(date_trunc('hour', t)) over (order by date_trunc('hour', t)) as next_hr
+ from query_3742160) as peg on
+ hours.hr >= peg.hr
+ and hours.hr < peg.next_hr
+),
+
+prices as (
+ select
+ hours.hr,
+ prices.token_price_eth
+ from hours
+ left join
+ (select
+ hr,
+ token_price_eth,
+ lead(hr) over (order by hr) as next_hr
+ from query_3742163) as prices on
+ hours.hr >= prices.hr
+ and hours.hr < prices.next_hr
+)
+
+select
+ hours.hr,
+ 'ezETH' as token_name,
+ prices.token_price_eth,
+ avg(prices.token_price_eth)
+ over (order by hours.hr rows between 5 preceding and current row)
+ as token_price_eth_6hr_ma,
+ peg.token_peg_eth,
+ prices.token_price_eth / peg.token_peg_eth as token_price_peg_ratio,
+ avg(prices.token_price_eth) over (order by hours.hr rows between 5 preceding and current row)
+ / peg.token_peg_eth as token_price_peg_ratio_6hr_ma,
+ (prices.token_price_eth / peg.token_peg_eth) - 1 as token_peg_pct_divergence,
+ avg(prices.token_price_eth) over (order by hours.hr rows between 5 preceding and current row) / peg.token_peg_eth
+ - 1 as token_peg_pct_divergence_6hr_ma
+from hours
+left join peg on hours.hr = peg.hr
+left join prices on hours.hr = prices.hr

renzo/ezeth/ezeth_supply.sql

@@ -0,0 +1,32 @@
+/* Dune query number - 3738624 */
+with days as (select tbl.d from unnest(sequence(date('2023-12-06'), current_date, interval '1' day)) as tbl (d)
+),
+
+totals as (
+ select
+ days.d,
+ cast(coalesce(sum(mint.token_mint_amount), 0) as double) as token_mint_amount,
+ cast(coalesce(sum(burn.token_burn_amount), 0) as double) as token_burn_amount,
+ cast(coalesce(sum(mint.token_mint_amount), 0) as double)
+ - cast(coalesce(sum(burn.token_burn_amount), 0) as double) as token_supply_change_amount
+ from days
+ left join
+ query_3738564 as mint
+ on days.d = mint.d
+ left join
+ query_3738613 as burn
+ on days.d = burn.d
+ group by 1
+)
+
+select
+ d,
+ token_mint_amount,
+ token_burn_amount,
+ token_supply_change_amount,
+ sum(token_mint_amount) over (order by d asc) as token_total_mint,
+ sum(token_burn_amount) over (order by d asc) as token_total_burn,
+ sum(token_supply_change_amount) over (order by d asc) as token_total_supply,
+ 'ezETH' as token_name
+from totals
+order by 1 asc

renzo/ezeth/ezeth_trades.sql

@@ -0,0 +1,44 @@
+/* Dune query number - 3738627 */
+with
+trades as (
+ select
+ block_time as t,
+ 0xbf5495efe5db9ce00f80364c8b423567e58d2110 as token_contract_address,
+ case
+ when token_bought_address = 0xbf5495efe5db9ce00f80364c8b423567e58d2110 then token_bought_amount
+ else token_sold_amount
+ end as token_trade_amount,
+ amount_usd as token_trade_amount_usd
+ from
+ dex.trades
+ where
+ blockchain = 'ethereum'
+ and (
+ token_bought_address = 0xbf5495efe5db9ce00f80364c8b423567e58d2110
+ or token_sold_address = 0xbf5495efe5db9ce00f80364c8b423567e58d2110
+ )
+ and block_time >= cast('2023-12-06' as timestamp)
+ and amount_usd > 10
+)
+
+select
+ trades.t,
+ date_trunc('day', trades.t) as d,
+ trades.token_trade_amount,
+ trades.token_trade_amount_usd,
+ trades.token_trade_amount_usd / cast(prices.price as double) as token_trade_amount_eth,
+ /* Trade size in USD divided by USD/ETH is amount of USD. */
+ 'ezETH' as token_name,
+ trades.token_contract_address
+from
+ trades
+inner join
+ prices.usd
+ as prices
+ on prices.minute = date_trunc('minute', trades.t)
+ and prices.symbol = 'WETH'
+ and not trades.token_trade_amount_usd is null /* We need to drop trades if the ETH amount will be unknown. */
+ and not prices.price is null
+ and prices.price > 0
+where
+ prices.blockchain = 'ethereum'