Merge pull request #6 from mtitus6/main

add sweth, adjustment to apy queries

coinbase/cbeth_apy.sql

@@ -53,7 +53,12 @@ apy as (
  ), 0
  ), 0) * pre_apy.peg_chg as apy,
  pre_apy.token_contract_address,
- pre_apy.token_name
+ pre_apy.token_name,
+ case
+ when
+ pre_apy.peg_chg is not null
+ then rank() over (order by case when pre_apy.peg_chg is not null then hours.hr end asc)
+ end as hr_number
  from hours
  left join pre_apy on
  hours.hr >= pre_apy.hr
@@ -66,11 +71,21 @@ select
  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,
+ case when hr_number >= 24 then
+ avg(apy) over (order by hr asc rows between 24 preceding and current row)
+ end as apy_1d,
+ case when hr_number >= 168 then
+ avg(apy) over (order by hr asc rows between 168 preceding and current row)
+ end as apy_7d,
+ case when hr_number >= 720 then
+ avg(apy) over (order by hr asc rows between 720 preceding and current row)
+ end as apy_30d,
+ case when hr_number >= 2160 then
+ avg(apy) over (order by hr asc rows between 2160 preceding and current row)
+ end as apy_90d,
+ case when hr_number >= 2880 then
+ avg(apy) over (order by hr asc rows between 2880 preceding and current row)
+ end as apy_120d,
  date_trunc('hour', prev_t) as prev_hr,
  prev_block,
  prev_token_peg_eth,

lido/steth/steth_apy.sql

@@ -1,105 +1,120 @@
-/* Dune query number - 3599576 */
-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
- evt_block_time as t,
- date_trunc('day', evt_block_time) as d,
- evt_block_number as block,
- timeelapsed as t_elapsed,
- posttotalether / cast(posttotalshares as double) as token_peg_eth
- from
- lido_ethereum.steth_evt_tokenrebased
- union all
- select
- evt_block_time as t,
- date_trunc('day', evt_block_time) as d,
- evt_block_number as block,
- timeelapsed as t_elapsed,
- posttotalpooledether / cast(totalshares as double) as token_peg_eth
- from
- lido_ethereum.legacyoracle_evt_posttotalshares
- where
- evt_block_time >= cast('2022-09-01 00:00' as timestamp)
- and evt_block_time <= cast('2023-05-16 00:00' as timestamp)
-)
-,
-
-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,
- 0xae7ab96520de3a18e5e111b5eaab095312d7fe84 as token_contract_address,
- 'stETH' as token_name,
- lead(date_trunc('hour', t)) over (order by date_trunc('hour', t)) as next_hr
- from
- peg
- where t >= cast(current_timestamp as timestamp) - interval '1' year
-)
-,
-
-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
+/* Dune query number - 3599576 */
+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
+ evt_block_time as t,
+ date_trunc('day', evt_block_time) as d,
+ evt_block_number as block,
+ timeelapsed as t_elapsed,
+ posttotalether / cast(posttotalshares as double) as token_peg_eth
+ from
+ lido_ethereum.steth_evt_tokenrebased
+ union all
+ select
+ evt_block_time as t,
+ date_trunc('day', evt_block_time) as d,
+ evt_block_number as block,
+ timeelapsed as t_elapsed,
+ posttotalpooledether / cast(totalshares as double) as token_peg_eth
+ from
+ lido_ethereum.legacyoracle_evt_posttotalshares
+ where
+ evt_block_time >= cast('2022-09-01 00:00' as timestamp)
+ and evt_block_time <= cast('2023-05-16 00:00' as timestamp)
+)
+,
+
+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,
+ 0xae7ab96520de3a18e5e111b5eaab095312d7fe84 as token_contract_address,
+ 'stETH' as token_name,
+ lead(date_trunc('hour', t)) over (order by date_trunc('hour', t)) as next_hr
+ from
+ peg
+ where t >= cast(current_timestamp as timestamp) - interval '1' year
+)
+,
+
+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,
+ case
+ when
+ pre_apy.peg_chg is not null
+ then rank() over (order by case when pre_apy.peg_chg is not null then hours.hr end asc)
+ end as hr_number
+ 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,
+ case when hr_number >= 24 then
+ avg(apy) over (order by hr asc rows between 24 preceding and current row)
+ end as apy_1d,
+ case when hr_number >= 168 then
+ avg(apy) over (order by hr asc rows between 168 preceding and current row)
+ end as apy_7d,
+ case when hr_number >= 720 then
+ avg(apy) over (order by hr asc rows between 720 preceding and current row)
+ end as apy_30d,
+ case when hr_number >= 2160 then
+ avg(apy) over (order by hr asc rows between 2160 preceding and current row)
+ end as apy_90d,
+ case when hr_number >= 2880 then
+ avg(apy) over (order by hr asc rows between 2880 preceding and current row)
+ end 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

lst/lst_apy.sql

@@ -68,3 +68,27 @@ select
  token_name
 from
  query_3599495
+
+union
+
+/* swETH */
+select
+ hr,
+ d,
+ block,
+ token_peg_eth,
+ apy,
+ apy_1d,
+ apy_7d,
+ apy_30d,
+ apy_90d,
+ apy_120d,
+ prev_hr,
+ prev_block,
+ prev_token_peg_eth,
+ t_elapsed,
+ peg_chg,
+ token_contract_address,
+ token_name
+from
+ query_3784128