Merge pull request #4 from mtitus6/main

Added price queries, added trades_peg_ratio, flipped price_peg_ratio over to price

coinbase/cbeth_price.sql

@@ -0,0 +1,39 @@
+/* Dune query number - 3661946 */
+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 = 0xbe9895146f7af43049ca1c1ae358b0541ea49704
+ 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,
+ 'cbETH' as token_name,
+ token.price as price_usd,
+ token.price / weth.price as price_eth
+from
+ token
+inner join weth on
+ token.hr = weth.hr

coinbase/cbeth_price_peg_ratio.sql

@@ -1,4 +1,4 @@
-/* Dune query number - 3465286 */
+/* Dune query number - 3664524 */
 with hours as (
  select
  timestamp as hr,
@@ -28,32 +28,17 @@ peg as (
  and hours.hr < peg.next_hr
 ),
 
-trades as (
- select
- date_trunc('hour', trades.t) as hr,
- sum(trades.token_trade_amount_eth) as token_trade_amount_eth,
- sum(trades.token_trade_amount) as token_trade_amount,
- sum(trades.token_trade_amount_eth) / sum(trades.token_trade_amount) as token_price_eth
- from query_3465242 as trades
- where trades.t > cast(current_timestamp as timestamp) - interval '1' year
- group by 1
-),
-
 prices as (
  select
  hours.hr,
- prices.token_price_eth,
- prices.token_trade_amount_eth,
- prices.token_trade_amount
+ prices.token_price_eth
  from hours
  left join
  (select
  hr,
  token_price_eth,
- token_trade_amount_eth,
- token_trade_amount,
  lead(hr) over (order by hr) as next_hr
- from trades) as prices on
+ from query_3661946) as prices on
  hours.hr >= prices.hr
  and hours.hr < prices.next_hr
 )
@@ -65,8 +50,6 @@ select
  avg(prices.token_price_eth)
  over (order by hours.hr rows between 5 preceding and current row)
  as token_price_eth_6hr_ma,
- prices.token_trade_amount_eth,
- prices.token_trade_amount,
  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)

coinbase/cbeth_trades_peg_ratio.sql

@@ -0,0 +1,79 @@
+/* Dune query number - 3465286 */
+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_3465256) as peg on
+ hours.hr >= peg.hr
+ and hours.hr < peg.next_hr
+),
+
+trades as (
+ select
+ date_trunc('hour', trades.t) as hr,
+ sum(trades.token_trade_amount_eth) as token_trade_amount_eth,
+ sum(trades.token_trade_amount) as token_trade_amount,
+ sum(trades.token_trade_amount_eth) / sum(trades.token_trade_amount) as token_price_eth
+ from query_3465242 as trades
+ where trades.t > cast(current_timestamp as timestamp) - interval '1' year
+ group by 1
+),
+
+prices as (
+ select
+ hours.hr,
+ prices.token_price_eth,
+ prices.token_trade_amount_eth,
+ prices.token_trade_amount
+ from hours
+ left join
+ (select
+ hr,
+ token_price_eth,
+ token_trade_amount_eth,
+ token_trade_amount,
+ lead(hr) over (order by hr) as next_hr
+ from trades) as prices on
+ hours.hr >= prices.hr
+ and hours.hr < prices.next_hr
+)
+
+select
+ hours.hr,
+ 'cbETH' 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,
+ prices.token_trade_amount_eth,
+ prices.token_trade_amount,
+ 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

lido/steth/steth_peg_no_rebase.sql

@@ -0,0 +1,23 @@
+/* Dune query number - 3621788 */
+select
+ cast(evt_block_number as bigint) as block,
+ evt_block_time as t,
+ date_trunc('day', evt_block_time) as d,
+ posttotalether / cast(posttotalshares as double) as token_peg_eth,
+ 0xae7ab96520de3a18e5e111b5eaab095312d7fe84 as token_contract_address,
+ 'stETH' as token_name
+from
+ lido_ethereum.steth_evt_tokenrebased
+union all
+select
+ cast(evt_block_number as bigint) as block,
+ evt_block_time as t,
+ date_trunc('day', evt_block_time) as d,
+ posttotalpooledether / cast(totalshares as double) as token_peg_eth,
+ 0xae7ab96520de3a18e5e111b5eaab095312d7fe84 as token_contract_address,
+ 'stETH' as token_name
+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)

lido/steth/steth_price.sql

@@ -0,0 +1,40 @@
+/* Dune query number - 3664583 */
+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 = 0xae7ab96520de3a18e5e111b5eaab095312d7fe84
+ 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,
+ 'stETH' 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

lido/steth/steth_price_peg_ratio.sql

@@ -1,4 +1,4 @@
-/* Dune query number - 3480205 */
+/* Dune query number - 3668358 */
 with hours as (
  select
  timestamp as hr,
@@ -16,37 +16,21 @@ with hours as (
 peg as (
  select
  hours.hr,
- peg.token_peg_eth
+ 1 as token_peg_eth
  from hours
- cross join (select distinct token_peg_eth from query_3480196) as peg
-),
-
-trades as (
- select
- date_trunc('hour', trades.t) as hr,
- sum(trades.token_trade_amount_eth) as token_trade_amount_eth,
- sum(trades.token_trade_amount) as token_trade_amount,
- sum(trades.token_trade_amount_eth) / sum(trades.token_trade_amount) as token_price_eth
- from query_3480173 as trades
- where trades.t > cast(current_timestamp as timestamp) - interval '1' year
- group by 1
 ),
 
 prices as (
  select
  hours.hr,
- prices.token_price_eth,
- prices.token_trade_amount_eth,
- prices.token_trade_amount
+ prices.token_price_eth
  from hours
  left join
  (select
  hr,
  token_price_eth,
- token_trade_amount_eth,
- token_trade_amount,
  lead(hr) over (order by hr) as next_hr
- from trades) as prices on
+ from query_3664583) as prices on
  hours.hr >= prices.hr
  and hours.hr < prices.next_hr
 )
@@ -58,8 +42,6 @@ select
  avg(prices.token_price_eth)
  over (order by hours.hr rows between 5 preceding and current row)
  as token_price_eth_6hr_ma,
- prices.token_trade_amount_eth,
- prices.token_trade_amount,
  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)

lido/steth/steth_trades_peg_ratio.sql

@@ -0,0 +1,72 @@
+/* Dune query number - 3480205 */
+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
+ cross join (select distinct token_peg_eth from query_3480196) as peg
+),
+
+trades as (
+ select
+ date_trunc('hour', trades.t) as hr,
+ sum(trades.token_trade_amount_eth) as token_trade_amount_eth,
+ sum(trades.token_trade_amount) as token_trade_amount,
+ sum(trades.token_trade_amount_eth) / sum(trades.token_trade_amount) as token_price_eth
+ from query_3480173 as trades
+ where trades.t > cast(current_timestamp as timestamp) - interval '1' year
+ group by 1
+),
+
+prices as (
+ select
+ hours.hr,
+ prices.token_price_eth,
+ prices.token_trade_amount_eth,
+ prices.token_trade_amount
+ from hours
+ left join
+ (select
+ hr,
+ token_price_eth,
+ token_trade_amount_eth,
+ token_trade_amount,
+ lead(hr) over (order by hr) as next_hr
+ from trades) as prices on
+ hours.hr >= prices.hr
+ and hours.hr < prices.next_hr
+)
+
+select
+ hours.hr,
+ 'stETH' 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,
+ prices.token_trade_amount_eth,
+ prices.token_trade_amount,
+ 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