Merge branch 'main' of https://github.com/duneanalytics/spellbook int…

…o work-on-automated-dex-trades
duneanalytics · Jan 20, 2025 · 814e5de · 814e5de
2 parents f370cc4 + df73c4b
commit 814e5de
Show file tree

Hide file tree

Showing 224 changed files with 7,720 additions and 913 deletions.
diff --git a/dbt_macros/shared/balancer/balancer_bpt_prices_macro.sql b/dbt_macros/shared/balancer/balancer_bpt_prices_macro.sql
@@ -402,7 +402,7 @@ WITH pool_labels AS (
             decimals,
             APPROX_PERCENTILE(median_price, 0.5) AS price,
             DATE_TRUNC ('day', next_change) AS next_change
-        FROM {{ ref('balancer_v3_erc4626_token_prices') }}
+        FROM {{ source('balancer_v3' , 'erc4626_token_prices') }}
         WHERE blockchain = '{{blockchain}}'
         GROUP BY 1, 2, 3, 5
     ),

diff --git a/dbt_macros/shared/balancer/balancer_liquidity_macro.sql b/dbt_macros/shared/balancer/balancer_liquidity_macro.sql
@@ -31,10 +31,10 @@ WITH pool_labels AS (
             approx_percentile(median_price, 0.5) AS price,
             sum(sample_size) AS sample_size
         FROM {{ source('dex', 'prices') }}
-        WHERE
-        ('{{blockchain}}' != 'fantom' OR
-        ('{{blockchain}}' = 'fantom' AND contract_address NOT IN (0xde1e704dae0b4051e80dabb26ab6ad6c12262da0, 0x5ddb92a5340fd0ead3987d3661afcd6104c3b757))) --broken price feeds
-        AND blockchain = '{{blockchain}}'
+       WHERE
+    (('{{blockchain}}' = 'sonic' AND contract_address != 0x039e2fb66102314ce7b64ce5ce3e5183bc94ad38)
+        OR ('{{blockchain}}' = 'fantom' AND contract_address NOT IN (0xde1e704dae0b4051e80dabb26ab6ad6c12262da0, 0x5ddb92a5340fd0ead3987d3661afcd6104c3b757)))
+    AND blockchain = '{{blockchain}}'
         GROUP BY 1, 2
         HAVING sum(sample_size) > 3
     ),
@@ -339,10 +339,10 @@ WITH pool_labels AS (
             approx_percentile(median_price, 0.5) AS price,
             sum(sample_size) AS sample_size
         FROM {{ source('dex', 'prices') }}
-        WHERE
-        ('{{blockchain}}' != 'fantom' OR
-        ('{{blockchain}}' = 'fantom' AND contract_address NOT IN (0xde1e704dae0b4051e80dabb26ab6ad6c12262da0, 0x5ddb92a5340fd0ead3987d3661afcd6104c3b757))) --broken price feeds
-        AND blockchain = '{{blockchain}}'
+       WHERE
+    (('{{blockchain}}' = 'sonic' AND contract_address != 0x039e2fb66102314ce7b64ce5ce3e5183bc94ad38)
+        OR ('{{blockchain}}' = 'fantom' AND contract_address NOT IN (0xde1e704dae0b4051e80dabb26ab6ad6c12262da0, 0x5ddb92a5340fd0ead3987d3661afcd6104c3b757)))
+    AND blockchain = '{{blockchain}}'
         GROUP BY 1, 2
         HAVING sum(sample_size) > 3
     ),
@@ -394,7 +394,7 @@ WITH pool_labels AS (
             decimals,
             APPROX_PERCENTILE(median_price, 0.5) AS price,
             DATE_TRUNC ('day', next_change) AS next_change
-        FROM {{ ref('balancer_v3_erc4626_token_prices') }}
+        FROM {{ source('balancer_v3' , 'erc4626_token_prices') }}
         WHERE blockchain = '{{blockchain}}'
         GROUP BY 1, 2, 3, 5
     ),

diff --git a/dbt_macros/shared/balancer/balancer_protocol_fee_macro.sql b/dbt_macros/shared/balancer/balancer_protocol_fee_macro.sql
@@ -31,12 +31,15 @@ WITH pool_labels AS (
 
     dex_prices_1 AS (
         SELECT
-            date_trunc('day', hour) AS DAY,
+            date_trunc('day', HOUR) AS DAY,
             contract_address AS token,
             approx_percentile(median_price, 0.5) AS price,
             sum(sample_size) AS sample_size
         FROM {{ source('dex', 'prices') }}
-        WHERE blockchain = '{{blockchain}}'
+       WHERE
+    (('{{blockchain}}' = 'sonic' AND contract_address != 0x039e2fb66102314ce7b64ce5ce3e5183bc94ad38)
+        OR ('{{blockchain}}' = 'fantom' AND contract_address NOT IN (0xde1e704dae0b4051e80dabb26ab6ad6c12262da0, 0x5ddb92a5340fd0ead3987d3661afcd6104c3b757)))
+    AND blockchain = '{{blockchain}}'
         GROUP BY 1, 2
         HAVING sum(sample_size) > 3
     ),
@@ -146,7 +149,7 @@ WITH pool_labels AS (
             WHEN day < DATE '2022-07-03' THEN 0.25 -- veBAL release
             WHEN day >= DATE '2022-07-03' AND day < DATE '2023-01-23' THEN 0.25 -- BIP 19
             WHEN day >= DATE '2023-01-23' AND day < DATE '2023-07-24' THEN 0.35 -- BIP 161
-            WHEN day >= DATE '2023-07-24' THEN 0.175 -- BIP 371
+            WHEN day >= DATE '2023-07-24' THEN 0.175 -- BIP 371 and BIP 734
         END AS treasury_share
     FROM UNNEST(SEQUENCE(DATE '2022-03-01', CURRENT_DATE, INTERVAL '1' DAY)) AS date(day)
     )
@@ -155,19 +158,20 @@ WITH pool_labels AS (
     SELECT
         f.day,
         f.pool_id,
-        BYTEARRAY_SUBSTRING(f.pool_id,1,20) as pool_address,
+        BYTEARRAY_SUBSTRING(f.pool_id,1,20) AS pool_address,
         l.name AS pool_symbol,
-        '{{version}}' as version,
-        '{{blockchain}}' as blockchain,
+        '{{version}}' AS version,
+        '{{blockchain}}' AS blockchain,
         l.pool_type,
         'v2' AS fee_type,
         f.token_address,
         f.token_symbol,
-        SUM(f.token_amount_raw) as token_amount_raw,
-        SUM(f.token_amount) as token_amount,
-        SUM(f.protocol_fee_collected_usd) as protocol_fee_collected_usd, 
+        SUM(f.token_amount_raw) AS token_amount_raw,
+        SUM(f.token_amount) AS token_amount,
+        SUM(f.protocol_fee_collected_usd) AS protocol_fee_collected_usd, 
         r.treasury_share,
-        SUM(f.protocol_fee_collected_usd) * r.treasury_share as treasury_revenue_usd
+        SUM(f.protocol_fee_collected_usd) * r.treasury_share AS treasury_fee_usd,
+        SUM(f.protocol_fee_collected_usd) AS lp_fee_collected_usd
     FROM decorated_protocol_fee f
     INNER JOIN revenue_share r 
         ON r.day = f.day
@@ -212,12 +216,15 @@ WITH pool_labels AS (
 
     dex_prices_1 AS (
         SELECT
-            date_trunc('day', hour) AS DAY,
+            date_trunc('day', HOUR) AS DAY,
             contract_address AS token,
             approx_percentile(median_price, 0.5) AS price,
             sum(sample_size) AS sample_size
         FROM {{ source('dex', 'prices') }}
-        WHERE blockchain = '{{blockchain}}'
+       WHERE
+    (('{{blockchain}}' = 'sonic' AND contract_address != 0x039e2fb66102314ce7b64ce5ce3e5183bc94ad38)
+        OR ('{{blockchain}}' = 'fantom' AND contract_address NOT IN (0xde1e704dae0b4051e80dabb26ab6ad6c12262da0, 0x5ddb92a5340fd0ead3987d3661afcd6104c3b757)))
+    AND blockchain = '{{blockchain}}'
         GROUP BY 1, 2
         HAVING sum(sample_size) > 3
     ),
@@ -272,7 +279,7 @@ WITH pool_labels AS (
             decimals,
             APPROX_PERCENTILE(median_price, 0.5) AS price,
             DATE_TRUNC ('day', next_change) AS next_change
-        FROM {{ ref('balancer_v3_erc4626_token_prices') }}
+        FROM {{ source('balancer_v3' , 'erc4626_token_prices') }}
         WHERE blockchain = '{{blockchain}}'
         GROUP BY 1, 2, 3, 5
     ),    
@@ -342,12 +349,9 @@ WITH pool_labels AS (
         SELECT
         day,
         CASE 
-            WHEN day < DATE '2022-07-03' THEN 0.25 -- veBAL release
-            WHEN day >= DATE '2022-07-03' AND day < DATE '2023-01-23' THEN 0.25 -- BIP 19
-            WHEN day >= DATE '2023-01-23' AND day < DATE '2023-07-24' THEN 0.35 -- BIP 161
-            WHEN day >= DATE '2023-07-24' THEN 0.175 -- BIP 371
+            WHEN day >= DATE '2024-12-01' THEN 0.175 -- BIP 734
         END AS treasury_share
-    FROM UNNEST(SEQUENCE(DATE '2022-03-01', CURRENT_DATE, INTERVAL '1' DAY)) AS date(day)
+    FROM UNNEST(SEQUENCE(DATE '2024-12-01', CURRENT_DATE, INTERVAL '1' DAY)) AS date(day)
     )
 
 
@@ -366,7 +370,10 @@ WITH pool_labels AS (
         SUM(f.token_amount) as token_amount,
         SUM(f.protocol_fee_collected_usd) as protocol_fee_collected_usd, 
         r.treasury_share,
-        SUM(f.protocol_fee_collected_usd) * r.treasury_share as treasury_revenue_usd
+        SUM(f.protocol_fee_collected_usd) * r.treasury_share as treasury_fee_usd,
+        SUM(CASE WHEN f.fee_type = 'swap_fee' THEN f.protocol_fee_collected_usd
+        WHEN f.fee_type = 'yield_fee' THEN f.protocol_fee_collected_usd * 9 END) 
+            AS lp_fee_collected_usd
     FROM decorated_protocol_fee f
     INNER JOIN revenue_share r 
         ON r.day = f.day

diff --git a/dbt_macros/shared/balancer/balancer_token_balance_changes_daily_agg_macro.sql b/dbt_macros/shared/balancer/balancer_token_balance_changes_daily_agg_macro.sql
@@ -25,8 +25,12 @@ WITH
             approx_percentile(median_price, 0.5) AS price,
             sum(sample_size) AS sample_size
         FROM {{ source('dex', 'prices') }}
+       WHERE
+    (('{{blockchain}}' = 'sonic' AND contract_address != 0x039e2fb66102314ce7b64ce5ce3e5183bc94ad38)
+        OR ('{{blockchain}}' = 'fantom' AND contract_address NOT IN (0xde1e704dae0b4051e80dabb26ab6ad6c12262da0, 0x5ddb92a5340fd0ead3987d3661afcd6104c3b757)))
+    AND blockchain = '{{blockchain}}'
         {% if is_incremental() %}
-        WHERE {{ incremental_predicate('hour') }}
+        AND {{ incremental_predicate('hour') }}
         {% endif %}
         GROUP BY 1, 2
         HAVING sum(sample_size) > 3
@@ -212,8 +216,12 @@ WITH
             approx_percentile(median_price, 0.5) AS price,
             sum(sample_size) AS sample_size
         FROM {{ source('dex', 'prices') }}
+       WHERE
+    (('{{blockchain}}' = 'sonic' AND contract_address != 0x039e2fb66102314ce7b64ce5ce3e5183bc94ad38)
+        OR ('{{blockchain}}' = 'fantom' AND contract_address NOT IN (0xde1e704dae0b4051e80dabb26ab6ad6c12262da0, 0x5ddb92a5340fd0ead3987d3661afcd6104c3b757)))
+    AND blockchain = '{{blockchain}}'
         {% if is_incremental() %}
-        WHERE {{ incremental_predicate('hour') }}
+        AND {{ incremental_predicate('hour') }}
         {% endif %}
         GROUP BY 1, 2
         HAVING sum(sample_size) > 3
@@ -271,7 +279,7 @@ WITH
             decimals,
             APPROX_PERCENTILE(median_price, 0.5) AS price,
             DATE_TRUNC ('day', next_change) AS next_change
-        FROM {{ ref('balancer_v3_erc4626_token_prices') }}
+        FROM {{ source('balancer_v3' , 'erc4626_token_prices') }}
         WHERE blockchain = '{{blockchain}}'
         GROUP BY 1, 2, 3, 5
     ),    

diff --git a/dbt_subprojects/daily_spellbook/README.md b/dbt_subprojects/daily_spellbook/README.md
@@ -1,3 +1,3 @@
 ## Daily Spellbook
 
-This is a DBT sub project for the the main models of Spellbook that runs on a daily candence.
+This is a DBT sub project for the main models of Spellbook that runs on a daily cadence.
diff --git a/dbt_subprojects/daily_spellbook/models/_projects/fantasy/fantasy_events.sql b/dbt_subprojects/daily_spellbook/models/_projects/fantasy/fantasy_events.sql
@@ -18,7 +18,7 @@ WITH fantasy_configs AS (
     , requiresWhitelist AS whitelist
     , maxPacksPerAddress AS max_pack_per_address
     , fixedPrice/POWER(10, 18) AS token_amount
-    , NULL AS traded_with
+    , CAST(NULL AS varbinary) AS traded_with
     , paymentToken AS token_address
     , maxPacks AS max_packs
     , cardsPerPack AS cards_per_pack
@@ -30,7 +30,7 @@ WITH fantasy_configs AS (
     , evt_tx_hash AS tx_hash
     , evt_index
     , contract_address
-    , NULL AS is_wash_trade
+    , CAST(NULL AS boolean) AS is_wash_trade
     FROM {{ source('fantasy_blast', 'Minter_evt_NewMintConfig')}}
     )
 
@@ -56,15 +56,15 @@ SELECT m.evt_block_time AS block_time
 , m.firstTokenId+80, m.firstTokenId+81, m.firstTokenId+82, m.firstTokenId+83, m.firstTokenId+84, m.firstTokenId+85, m.firstTokenId+86, m.firstTokenId+87, m.firstTokenId+88, m.firstTokenId+89
 , m.firstTokenId+90, m.firstTokenId+91, m.firstTokenId+92, m.firstTokenId+93, m.firstTokenId+94, m.firstTokenId+95, m.firstTokenId+96, m.firstTokenId+97, m.firstTokenId+98, m.firstTokenId+99
     ], x -> x <= lastTokenId) AS minted_ids
-, NULL AS burned_ids
-, NULL AS traded_ids
-, NULL AS traded_with
+, CAST(NULL AS ARRAY<UINT256>) AS burned_ids
+, CAST(NULL AS DOUBLE) AS traded_ids
+, CAST(NULL AS varbinary) AS traded_with
 , m.evt_tx_from AS tx_from
 , m.evt_tx_to AS tx_to
 , m.evt_tx_hash AS tx_hash
 , m.evt_tx_index AS tx_index
 , m.contract_address
-, NULL AS is_wash_trade
+, CAST(NULL AS boolean) AS is_wash_trade
 , 'WETH' AS token_symbol
 , 0x4300000000000000000000000000000000000004 AS token_address
 , m.price/POWER(10, 18) AS token_amount
@@ -88,21 +88,21 @@ SELECT evt_block_time AS block_time
 , evt_block_date AS block_date
 , 'Level Up' AS evt_type
 , caller AS user_address
-, NULL AS whitelist
+, CAST(NULL AS boolean) AS whitelist
 , collection
 , CAST(1 AS double) AS cards_minted
 , CAST(cardinality(burntTokenIds) AS double) AS cards_burned
 , ARRAY[mintedTokenId] AS minted_ids
 , burntTokenIds AS burned_ids
-, NULL AS traded_ids
-, NULL AS traded_with
+, CAST(NULL AS DOUBLE) AS traded_ids
+, CAST(NULL AS varbinary) AS traded_with
 , evt_tx_from AS tx_from
 , evt_tx_to AS tx_to
 , evt_tx_hash AS tx_hash
 , evt_tx_index AS tx_index
 , contract_address
-, NULL AS is_wash_trade
-, NULL AS token_symbol
+, CAST(NULL AS boolean) AS is_wash_trade
+, CAST(NULL AS varchar) AS token_symbol
 , CAST(NULL AS varbinary) AS token_address
 , 0 AS token_amount
 , 0 AS price_usd
@@ -121,21 +121,21 @@ SELECT evt_block_time AS block_time
 , evt_block_date AS block_date
 , 'Burn to Draw' AS evt_type
 , caller AS user_address
-, NULL AS whitelist
+, CAST(NULL AS boolean) AS whitelist
 , collection
 , CAST(cardinality(mintedTokenIds) AS double) AS cards_minted
 , CAST(cardinality(burntTokenIds) AS double) AS cards_burned
 , mintedTokenIds AS minted_ids
 , burntTokenIds AS burned_ids
-, NULL AS traded_ids
-, NULL AS traded_with
+, CAST(NULL AS DOUBLE) AS traded_ids
+, CAST(NULL AS varbinary) AS traded_with
 , evt_tx_from AS tx_from
 , evt_tx_to AS tx_to
 , evt_tx_hash AS tx_hash
 , evt_tx_index AS tx_index
 , contract_address
-, NULL AS is_wash_trade
-, NULL AS token_symbol
+, CAST(NULL AS boolean) AS is_wash_trade
+, CAST(NULL AS varchar) AS token_symbol
 , CAST(NULL AS varbinary) AS token_address
 , 0 AS token_amount
 , 0 AS price_usd
@@ -158,8 +158,8 @@ SELECT nftt.block_time
 , nftt.nft_contract_address AS collection
 , CAST(0 AS double) AS cards_minted
 , CAST(0 AS double) AS cards_burned
-, NULL AS minted_ids
-, NULL AS burned_ids
+, CAST(NULL AS ARRAY<UINT256>) AS minted_ids
+, CAST(NULL AS ARRAY<UINT256>) AS burned_ids
 , nftt.token_id AS traded_ids
 , CASE WHEN nftt.trade_category='Buy' THEN nftt.seller ELSE nftt.buyer END AS traded_with
 , nftt.tx_from
@@ -195,19 +195,19 @@ SELECT block_time
 , 'Tactics Purchase' AS evt_type
 , tx_from AS user_address
 , false AS whitelist
-, NULL AS collection
+, CAST(NULL AS varbinary) AS collection
 , CAST(0 AS double) AS cards_minted
 , CAST(0 AS double) AS cards_burned
-, NULL AS minted_ids
-, NULL AS burned_ids
-, NULL AS traded_ids
-, NULL AS traded_with
+, CAST(NULL AS ARRAY<UINT256>) AS minted_ids
+, CAST(NULL AS ARRAY<UINT256>) AS burned_ids
+, CAST(NULL AS DOUBLE) AS traded_ids
+, CAST(NULL AS varbinary) AS traded_with
 , tx_from
 , tx_to
 , tx_hash
 , tx_index
-, NULL AS contract_address
-, NULL AS is_wash_trade
+, CAST(NULL AS varbinary) AS contract_address
+, CAST(NULL AS boolean) AS is_wash_trade
 , symbol AS token_symbol
 , contract_address AS token_address
 , amount AS token_amount