Merge pull request #7 from mtitus6/main

Add sfrxETH to LST

frax/sfrxETH/sfrxeth_apy.sql

@@ -0,0 +1,97 @@
+/* Dune query number - 3833527 */
+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)
+)
+,
+
+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
+ query_3810178
+ 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

frax/sfrxETH/sfrxeth_burn.sql

@@ -0,0 +1,14 @@
+/* Dune query number - 3810100 */
+select
+ date_trunc('day', evt_block_time) as d,
+ contract_address as token_contract_address,
+ 'sfrxETH' as token_name,
+ sum(cast(value as double)) / 1e18 as token_burn_amount
+from
+ erc20_ethereum.evt_transfer
+where
+ contract_address = 0xac3e018457b222d93114458476f3e3416abbe38f
+ and to = 0x0000000000000000000000000000000000000000
+ and evt_block_time >= cast('2022-10-06' as timestamp)
+group by
+ 1, 2

frax/sfrxETH/sfrxeth_mint.sql

@@ -0,0 +1,14 @@
+/* Dune query number - 3810083 */
+select
+ date_trunc('day', evt_block_time) as d,
+ contract_address as token_contract_address,
+ 'sfrxETH' as token_name,
+ sum(cast(value as double)) / 1e18 as token_mint_amount
+from
+ erc20_ethereum.evt_transfer
+where
+ contract_address = 0xac3e018457b222d93114458476f3e3416abbe38f
+ and "from" = 0x0000000000000000000000000000000000000000
+ and evt_block_time >= cast('2022-10-06' as timestamp)
+group by
+ 1, 2

frax/sfrxETH/sfrxeth_peg.sql

@@ -0,0 +1,13 @@
+/* Dune query number - 3810178 */
+select
+ evt_tx_hash,
+ evt_block_time as t,
+ date_trunc('day', evt_block_time) as d,
+ evt_block_number as block,
+ assets / cast(shares as double) as token_peg_eth,
+ 0xac3e018457b222d93114458476f3e3416abbe38f as token_contract_address,
+ 'sfrxETH' as token_name
+from
+ frax_ethereum.sfrxeth_evt_deposit
+where
+ assets > 100 --filter 3 txs under 100 wei

frax/sfrxETH/sfrxeth_price.sql

@@ -0,0 +1,40 @@
+/* Dune query number - 3810147 */
+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 = 0xac3e018457b222d93114458476f3e3416abbe38f
+ 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,
+ 'sfrxETH' 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

frax/sfrxETH/sfrxeth_price_peg_ratio.sql

@@ -0,0 +1,62 @@
+/* Dune query number - 3833523 */
+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_3810178) 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_3810147) as prices on
+ hours.hr >= prices.hr
+ and hours.hr < prices.next_hr
+)
+
+select
+ hours.hr,
+ 'sfrxETH' 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

frax/sfrxETH/sfrxeth_supply.sql

@@ -0,0 +1,32 @@
+/* Dune query number - 3810114 */
+with days as (select tbl.d from unnest(sequence(date('2022-10-06'), 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_3810083 as mint
+ on days.d = mint.d
+ left join
+ query_3810100 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,
+ 'sfrxETH' as token_name
+from totals
+order by 1 desc

frax/sfrxETH/sfrxeth_trades.sql

@@ -0,0 +1,44 @@
+/* Dune query number - 3810156 */
+with
+trades as (
+ select
+ block_time as t,
+ 0xac3e018457b222d93114458476f3e3416abbe38f as token_contract_address,
+ case
+ when token_bought_address = 0xac3e018457b222d93114458476f3e3416abbe38f 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 = 0xac3e018457b222d93114458476f3e3416abbe38f
+ or token_sold_address = 0xac3e018457b222d93114458476f3e3416abbe38f
+ )
+ and block_time >= cast('2022-10-06' 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. */
+ 'sfrxETH' 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'