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improving sushi tables (#15)

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Vahid-flipside 2022-08-30 16:33:23 -04:00 committed by GitHub
parent 20f3f71950
commit cf6e6d59d0
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6 changed files with 126 additions and 29 deletions
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130
models/sushi/sushi__ez_borrowing.sql
View File

@ -11,7 +11,7 @@
with borrow_txns as (
select distinct tx_hash,contract_address
from {{ ref('silver__logs') }}
where event_name = 'LogBorrow'
where topics [0]::string = '0x3a5151e57d3bc9798e7853034ac52293d1a0e12a2b44725e75b03b21f86477a6'
{% if is_incremental() %}
AND _inserted_timestamp::DATE >= (
SELECT
@ -25,7 +25,7 @@ AND _inserted_timestamp::DATE >= (
Repay_txns as (
select distinct tx_hash,contract_address
from {{ ref('silver__logs') }}
where event_name = 'LogRepay'
where topics [0]::string = '0xc8e512d8f188ca059984b5853d2bf653da902696b8512785b182b2c813789a6e'
{% if is_incremental() %}
AND _inserted_timestamp::DATE >= (
SELECT
@ -36,7 +36,7 @@ AND _inserted_timestamp::DATE >= (
{% endif %}
),
Borrow as (
Borrow0 as (
select block_timestamp,
block_number,
tx_hash,
@ -70,7 +70,39 @@ AND _inserted_timestamp::DATE >= (
),
Repay as (
pay_coll as (
select tx_hash,
concat ('0x', SUBSTR(topics [1] :: STRING, 27, 40)) as collateral,
CONCAT('0x', SUBSTR(topics [3] :: STRING, 27, 40)) as Lending_pool_address,
TRY_TO_NUMBER(
public.udf_hex_to_int(SUBSTR(DATA, 3, len(DATA)))::integer
) as collateral_amount,
_inserted_timestamp
from {{ ref('silver__logs') }}
where topics [0]::string = '0x6eabe333476233fd382224f233210cb808a7bc4c4de64f9d76628bf63c677b1a' and tx_hash in (select tx_hash from borrow_txns)
and CONCAT('0x', SUBSTR(topics [3] :: STRING, 27, 40)) in (select pair_address from {{ ref('sushi__dim_kashi_pairs') }} )
{% if is_incremental() %}
AND _inserted_timestamp::DATE >= (
SELECT
MAX(_inserted_timestamp) ::DATE - 2
FROM
{{ this }}
)
{% endif %}
),
Borrow as
(
select a.*, b.collateral_amount, b.collateral as collateral_address
from Borrow0 a
left join pay_coll b
on a.tx_hash = b.tx_hash and a.lending_pool_address = b.lending_pool_address
),
Repay0 as (
select block_timestamp,
block_number,
tx_hash,
@ -103,14 +135,43 @@ AND _inserted_timestamp::DATE >= (
{% endif %}
),
Final as (
receive_coll as (
select tx_hash,
CONCAT('0x', SUBSTR(topics [1] :: STRING, 27, 40)) as collateral,
CONCAT('0x', SUBSTR(topics [2] :: STRING, 27, 40)) as Lending_pool_address,
TRY_TO_NUMBER(
public.udf_hex_to_int(SUBSTR(DATA, 3, len(DATA)))::integer
) as collateral_amount,
_inserted_timestamp
from {{ ref('silver__logs') }}
where topics [0]::string = '0x6eabe333476233fd382224f233210cb808a7bc4c4de64f9d76628bf63c677b1a' and tx_hash in (select tx_hash from Repay_txns)
and CONCAT('0x', SUBSTR(topics [2] :: STRING, 27, 40)) in (select pair_address from {{ ref('sushi__dim_kashi_pairs') }} )
{% if is_incremental() %}
AND _inserted_timestamp::DATE >= (
SELECT
MAX(_inserted_timestamp) ::DATE - 2
FROM
{{ this }}
)
{% endif %}
),
Repay as
(
select a.*, b.collateral_amount, b.collateral as collateral_address
from Repay0 a
left join receive_coll b
on a.tx_hash = b.tx_hash and a.lending_pool_address = b.lending_pool_address
),
Total as (
select * from Borrow
union all
select * from Repay
),
Arbitrum_prices AS (
prices AS (
select
symbol,
date_trunc('hour',recorded_at) as hour,
@ -136,6 +197,31 @@ AND hour :: DATE IN (
),
collateral_prices AS (
select
symbol,
date_trunc('hour',recorded_at) as hour,
avg(price) as collateral_price
from
{{ source('prices','prices_v2') }} a
join {{ ref('sushi__dim_kashi_pairs') }} b
on a.symbol = b.collateral_symbol
WHERE
1 = 1
{% if is_incremental() %}
AND hour :: DATE IN (
SELECT
DISTINCT block_timestamp :: DATE
FROM
borrow
)
{% else %}
AND hour :: DATE >= '2021-09-01'
{% endif %}
group by 1,2
),
labels as (
@ -143,6 +229,7 @@ select *
from {{ ref('sushi__dim_kashi_pairs') }}
),
Labled_WO_prices as (
select
a.block_timestamp,
@ -159,12 +246,14 @@ a.lending_pool_address,
a.event_index,
b.asset_decimals,
case when b.asset_decimals is null then a.amount else (a.amount/pow(10,b.asset_decimals)) end as asset_amount,
case when b.collateral_decimals is null then a.collateral_amount else (a.collateral_amount/pow(10,b.collateral_decimals)) end as collateral_amount,
b.pair_name as lending_pool,
b.asset_symbol as symbol,
a._log_id,
substring(b.pair_name,3,charindex('/',b.pair_name)-3) as collateral_symbol,
a.collateral_address,
_inserted_timestamp
from FINAL a
from Total a
left join labels b
on a.Lending_pool_address = b.pair_address
)
@ -179,25 +268,32 @@ a.action,
a.origin_from_address,
a.origin_to_address,
a.origin_function_signature,
a.asset,
a.Borrower,
a.Borrower_is_a_contract,
a.lending_pool_address,
a.event_index,
a.asset_amount,
a.lending_pool,
a.asset,
a.symbol,
a._log_id,
a.asset_amount,
(a.asset_amount* c.price) as asset_amount_USD ,
a.collateral_address,
a.collateral_symbol,
case --when c.price is null then null
when a.asset_Decimals is null then null
else (a.asset_amount* c.price)
end as asset_amount_USD ,
a.collateral_amount,
(a.collateral_amount* d.collateral_price) as collateral_amount_USD,
a._log_id,
_inserted_timestamp
from Labled_WO_prices a
LEFT JOIN Arbitrum_prices c
LEFT JOIN prices c
ON a.symbol = c.symbol
AND DATE_TRUNC(
'hour',
a.block_timestamp
) = c.hour
) = c.hour
LEFT JOIN collateral_prices d
ON a.symbol = d.symbol
AND DATE_TRUNC(
'hour',
a.block_timestamp
) = d.hour

2
models/sushi/sushi__ez_borrowing.yml
View File

@ -21,7 +21,7 @@ models:
- not_null
- dbt_expectations.expect_row_values_to_have_recent_data:
datepart: day
interval: 7 #borrowing transactions are not very frequent
interval: 30 #borrowing transactions are not very frequent
- dbt_expectations.expect_column_values_to_be_in_type_list:
column_type_list:
- TIMESTAMP_NTZ

4
models/sushi/sushi__ez_lending.sql
View File

@ -103,7 +103,7 @@ AND _inserted_timestamp::DATE >= (
{% endif %}
),
Final as (
Total as (
select * from Lending
union all
select * from Withdraw
@ -163,7 +163,7 @@ b.pair_name as lending_pool,
b.asset_symbol as symbol,
a._log_id,
_inserted_timestamp
from FINAL a
from Total a
left join labels b
on a.Lending_pool_address = b.pair_address
)

2
models/sushi/sushi__ez_lending.yml
View File

@ -22,7 +22,7 @@ models:
- not_null
- dbt_expectations.expect_row_values_to_have_recent_data:
datepart: day
interval: 7 #lending transactions are not very frequent
interval: 30 #lending transactions are not very frequent
- dbt_expectations.expect_column_values_to_be_in_type_list:
column_type_list:
- TIMESTAMP_NTZ

15
models/sushi/sushi__ez_swaps.sql
View File

@ -17,27 +17,28 @@ WITH swap_events AS (
tx_hash,
contract_address,
event_name,
regexp_substr_all(SUBSTR(DATA, 3, len(DATA)), '.{64}') AS segmented_data,
TRY_TO_NUMBER(
event_inputs :amount0In :: STRING
public.udf_hex_to_int(segmented_data[0]::string)::integer
) AS amount0In,
TRY_TO_NUMBER(
event_inputs :amount1In :: STRING
public.udf_hex_to_int(segmented_data[1]::string)::integer
) AS amount1In,
TRY_TO_NUMBER(
event_inputs :amount0Out :: STRING
public.udf_hex_to_int(segmented_data[2]::string)::integer
) AS amount0Out,
TRY_TO_NUMBER(
event_inputs :amount1Out :: STRING
public.udf_hex_to_int(segmented_data[3]::string)::integer
) AS amount1Out,
event_inputs :sender :: STRING AS sender,
event_inputs :to :: STRING AS tx_to,
CONCAT('0x', SUBSTR(topics [1] :: STRING, 27, 40)) AS sender,
CONCAT('0x', SUBSTR(topics [2] :: STRING, 27, 40)) AS tx_to,
event_index,
_log_id,
_inserted_timestamp
FROM
{{ ref('silver__logs') }}
WHERE
event_name = 'Swap'
topics[0]::string = '0xd78ad95fa46c994b6551d0da85fc275fe613ce37657fb8d5e3d130840159d822'
AND tx_status = 'SUCCESS'
AND contract_address IN (
SELECT

2
models/sushi/sushi__ez_swaps.yml
View File

@ -22,7 +22,7 @@ models:
- not_null
- dbt_expectations.expect_row_values_to_have_recent_data:
datepart: day
interval: 2 #might be normal for swaps not to happen on a day
interval: 5 #might be normal for swaps not to happen on a day
- dbt_expectations.expect_column_values_to_be_in_type_list:
column_type_list:
- TIMESTAMP_NTZ