AN-4711/add-blitz-curated-tables (#34)

* add blitz

* update docs and edge model updates

* final blitz updates

* remove staking model

* add custom tests

* missed comma delete

macros/tests/blitz_missing_products.sql

@@ -0,0 +1,45 @@
+{% test blitz_missing_products(
+    model,
+    filter) %}
+
+with recent_records as (
+    select * from  {{model}}
+    where modified_timestamp >= SYSDATE() - INTERVAL '12 hours'
+),
+
+invalid_product_ids as (
+    select distinct product_id
+    from {{ ref('silver__blitz_dim_products') }}
+    where product_id not in (select product_id from recent_records)
+    {% if filter %}
+        AND {{ filter }}
+    {% endif %}
+)
+
+select * 
+from invalid_product_ids
+
+{% endtest %}
+
+{% test blitz_product_level_recency(
+    model,
+    filter) %}
+
+with recent_records as (
+    select distinct(product_id) from  {{model}}
+    where block_timestamp >= SYSDATE() - INTERVAL '1 DAY'
+),
+
+invalid_product_ids as (
+    select *
+    from {{ ref('silver__blitz_dim_products') }}
+    where product_id not in (select product_id from recent_records)
+    {% if filter %}
+        AND {{ filter }}
+    {% endif %}
+)
+
+select * 
+from invalid_product_ids
+
+{% endtest %}

models/doc_descriptions/blitz/blitz_column_docs.md

@@ -1,6 +1,6 @@
 {% docs blitz_symbol %}
 
-The specific blitz product symbol, if it is a futures product it will have a -PERP suffix.
+The specific Blitz product symbol, if it is a futures product it will have a -PERP suffix.
 
 {% enddocs %}
 
@@ -18,7 +18,7 @@ The wallet address of the trader, there can be multiple subaccounts associated w
 
 {% docs blitz_subaccount %}
 
-Independent blitz account of trader with its own margin, balance, positions, and trades. Any wallet can open an arbitrary number of these. Risk is not carried over from subaccount to subaccount.
+Independent Blitz account of trader with its own margin, balance, positions, and trades. Any wallet can open an arbitrary number of these. Risk is not carried over from subaccount to subaccount.
 
 {% enddocs %}
 
@@ -128,13 +128,6 @@ The net change in the best bid and best ask prices in the order book, decimal ad
 
 {% enddocs %}
 
-{% docs blitz_mode %}
-
-The type of liquidation, 0 being a LP position, 1 being a balance - ie a Borrow, and 2 being a perp position.
-
-Only available in blitz V1, live until March 8th 2024.
-
-{% enddocs %}
 
 {% docs blitz_health_group %}
 
@@ -160,21 +153,6 @@ To liquidate a position, there must be a payment (transfer) between the liquidat
 
 {% enddocs %}
 
-{% docs blitz_insurance_cover_unadj %}
-
-USDC from the insurance fund pulled into the insolvent account and used to pay liquidators to take on the underwater positions.
-
-Only available in blitz V1, live until March 8th 2024.
-
-{% enddocs %}
-
-{% docs blitz_insurance_cover %}
-
-USDC from the insurance fund pulled into the insolvent account and used to pay liquidators to take on the underwater positions, decimal adjusted. All amounts and prices are adjusted 18 decimals points regardless of underlying asset contract.
-
-Only available in blitz V1, live until March 8th 2024.
-
-{% enddocs %}
 
 {% docs blitz_book_address %}
 
@@ -206,12 +184,6 @@ The name of the product
 
 {% enddocs %}
 
-{% docs blitz_version %}
-
-The version of blitz with version 2 on or after March 8th 2024.
-
-{% enddocs %}
-
 {% docs blitz_token_address %}
 
 The underlying asset token address deposited or withdrawn from the clearinghouse contract.
@@ -233,20 +205,290 @@ Spread Liquidation: If there are perp and spot positions in different directions
 
 If it is a spread liquidation this column will show the perp product_id, for both ids refer to the spread_product_ids array.
 
-Only available in V2 blitz liquidations, which went live March 8th 2024. 
-
 {% enddocs %}
 
 {% docs blitz_is_encode_spread %}
 
 Indicates whether product_id encodes both a spot and perp product_id for spread_liquidation.
 
-Only available in V2 blitz liquidations, which went live March 8th 2024. 
 
 {% enddocs %}
 
 {% docs blitz_decoded_spread_product_ids %}
 
-Array of product_ids that have been decoded from binary. Only available when is_encode_spread is true and the liquidation occurs on V2 blitz, which went live March 8th 2024. 
+Array of product_ids that have been decoded from binary. Only available when is_encode_spread is true.
 
-{% enddocs %}
+{% enddocs %}
+
+{% docs blitz_first_trade_timestamp %}
+
+The block timestamp of this subaccounts first trade.
+
+{% enddocs %}
+
+{% docs blitz_last_trade_timestamp %}
+
+The block timestamp of this subaccounts most recent trade.
+
+{% enddocs %}
+
+{% docs blitz_account_age %}
+
+The age of the account in days.
+
+{% enddocs %}
+
+{% docs blitz_trade_count %}
+
+The total amount of trades executed by the account
+
+{% enddocs %}
+
+{% docs blitz_trade_count_rank %}
+
+The rank against all accounts based on trade count volume.
+
+{% enddocs %}
+
+{% docs blitz_trade_count_24h %}
+
+The total amount of trades made in the last 24 hours.
+
+{% enddocs %}
+
+{% docs blitz_trade_count_rank_24h %}
+
+The rank against all accounts based on trade count volume in the last 24 hours.
+
+{% enddocs %}
+
+{% docs blitz_perp_trade_count %}
+
+The total amount of perpetual trades executed by the account
+
+{% enddocs %}
+
+{% docs blitz_spot_trade_count %}
+
+The total amount of spot trades executed by the account
+
+{% enddocs %}
+
+{% docs blitz_long_count %}
+
+The total amount of buys/longs on the account.
+
+{% enddocs %}
+
+{% docs blitz_short_count %}
+
+The total amount of sell/shorts on the account.
+
+{% enddocs %}
+
+{% docs blitz_total_usd_volume %}
+
+The total USD denominated volume of the account.
+
+{% enddocs %}
+
+{% docs blitz_total_usd_volume_24h %}
+
+The total USD denominated volume of the account in the last 24 hours.
+
+{% enddocs %}
+
+{% docs blitz_total_usd_volume_rank_24h %}
+
+The rank against all accounts based on the total USD denominated volume of the account in the last 24 hours.
+
+{% enddocs %}
+
+{% docs blitz_total_usd_volume_rank %}
+
+The rank against all accounts based on total usd volume on the account.
+
+{% enddocs %}
+
+{% docs blitz_avg_usd_trade_size %}
+
+The average trade size in USD.
+
+{% enddocs %}
+
+{% docs blitz_total_fee_amount %}
+
+The total amount of trading fees paid by the account.
+
+{% enddocs %}
+
+{% docs blitz_total_base_delta_amount %}
+
+The total base delta amount of the account.
+
+{% enddocs %}
+
+{% docs blitz_total_quote_delta_amount %}
+
+The total quote delta amount of the account.
+
+{% enddocs %}
+
+{% docs blitz_total_liquidation_amount %}
+
+The total liquidation amount of the account.
+
+{% enddocs %}
+
+{% docs blitz_total_liquidation_count %}
+
+The total count of liquidation accounts on the account.
+
+{% enddocs %}
+
+{% docs blitz_orderbook_side %}
+
+Designates the bid or ask side of the orderbook price.
+
+{% enddocs %}
+
+{% docs blitz_orderbook_volume %}
+
+The quantity for each bid/ask order at the given price level.
+
+{% enddocs %}
+
+{% docs blitz_orderbook_price %}
+
+The price level for each bid/ask order.
+
+{% enddocs %}
+
+{% docs blitz_orderbook_round_price_0_01 %}
+
+The price level for each bid/ask order, rounded to nearest cent. 
+
+{% enddocs %}
+
+{% docs blitz_orderbook_round_price_0_1 %}
+
+The price level for each bid/ask order, rounded to nearest ten cents. 
+
+{% enddocs %}
+
+{% docs blitz_orderbook_round_price_1 %}
+
+The price level for each bid/ask order, rounded to nearest dollar. 
+
+{% enddocs %}
+
+{% docs blitz_orderbook_round_price_10 %}
+
+The price level for each bid/ask order, rounded to nearest 10 dollars. 
+
+{% enddocs %}
+
+{% docs blitz_orderbook_round_price_100 %}
+
+The price level for each bid/ask order, rounded to nearest 100 dollars. 
+
+{% enddocs %}
+
+{% docs blitz_hour %}
+
+The hour in which the stats table data was pull and inserted into the table.
+
+{% enddocs %}
+
+{% docs blitz_distinct_sequencer_batches %}
+
+The amount of sequencer transactions that included this product in the last hour.
+
+{% enddocs %}
+
+{% docs blitz_trader_count %}
+
+The distinct traders in the last hour, based on a distinct count of wallet addresses.
+
+{% enddocs %}
+
+{% docs blitz_subaccount_count %}
+
+The distinct traders in the last hour, based on a distinct count of subaccount.
+
+{% enddocs %}
+
+{% docs blitz_total_trade_count %}
+
+The total number of trades on Blitz in the last hour.
+
+{% enddocs %}
+
+{% docs blitz_contract_price %}
+
+The price of the contract when the data was inserted into the table.
+
+{% enddocs %}
+
+{% docs blitz_base_volume_24h %}
+
+The 24 hour trading volume for the pair (unit in base).
+
+{% enddocs %}
+
+{% docs blitz_quote_volume_24h %}
+
+The 24 hour trading volume for the pair (unit in quote).
+
+{% enddocs %}
+
+{% docs blitz_funding_rate %}
+
+Current 24hr funding rate. Can compute hourly funding rate dividing by 24.
+
+A funding rate is a mechanism used to ensure that the price of a perp contract tracks the underlying asset's price as closely as possible.
+
+Positive funding rates reflect the perpetual trading at a premium to the underlying asset’s price.
+
+{% enddocs %}
+
+{% docs blitz_index_price %}
+
+Last calculated index price for underlying of contract.
+{% enddocs %}
+
+{% docs blitz_last_price %}
+
+Last transacted price of base currency based on given quote currency.
+{% enddocs %}
+
+
+{% docs blitz_mark_price %}
+
+The calculated fair value of the contract, independent of the last traded price on the specific exchange. 
+{% enddocs %}
+
+{% docs blitz_next_funding_rate %}
+
+Timestamp of the next funding rate change, specific to hour the data was pulled from the API.
+{% enddocs %}
+
+{% docs blitz_open_interest %}
+
+The open interest of the contract for the hour that the data was pulled. Open interest (OI) refers to the total number of outstanding derivative contracts (e.g., futures or options) that are currently held by market participants and have not yet been settled
+{% enddocs %}
+
+{% docs blitz_open_interest_usd %}
+
+The open interest of the contract for the hour that the data was pulled, denominated in USD. Open interest (OI) refers to the total number of outstanding derivative contracts (e.g., futures or options) that are currently held by market participants and have not yet been settled
+{% enddocs %}
+
+{% docs blitz_quote_currency %}
+
+Symbol of the target asset.
+{% enddocs %}
+
+{% docs blitz_stake_action %}
+
+The staking action with the VRTX staking address
+{% enddocs %}

models/doc_descriptions/blitz/blitz_table_docs.md

@@ -28,4 +28,34 @@ Blitz’s spot markets allow you to buy or sell listed crypto assets paired with
 
 Blitz’s on-chain clearinghouse operates as the hub combining perpetual and spot markets, collateral, and risk calculations into a single integrated system. The events in this table track when a wallet either deposits or withdraws from the clearinghouse contract.
 
+{% enddocs %}
+
+{% docs blitz_ez_account_stats %}
+
+Subaccount level table showing aggregated total activity across the Blitz exchange.
+
+{% enddocs %}
+
+{% docs blitz_ez_market_stats %}
+
+Orderbook level market stats based on a combination of on-chain data and data from Blitz's ticker V2 API which includes 24-hour pricing and volume information on each market pair available on Blitz.
+
+{% enddocs %}
+
+{% docs blitz_ez_market_depth %}
+
+Liquidity data taken from Blitz's Orderbook API, showing amount of liquidity at each price level.
+
+{% enddocs %}
+
+{% docs blitz_ez_staking  %}
+
+All staking actions taken with the VRTX staking contract.
+
+{% enddocs %}
+
+{% docs blitz_ez_edge_trades  %}
+
+All edge trades paired with the associated trader/subaccount.
+
 {% enddocs %}

models/doc_descriptions/general/__overview__.md

@@ -48,6 +48,11 @@ There is more information on how to use dbt docs in the last section of this doc
 - [ez_clearing_house_events](https://flipsidecrypto.github.io/blast-models/#!/model/model.blast_models.blitz__ez_clearing_house_events)
 - [ez_liquidations](https://flipsidecrypto.github.io/blast-models/#!/model/model.blast_models.blitz__ez_liquidations)
 - [ez_perp_trades](https://flipsidecrypto.github.io/blast-models/#!/model/model.blast_models.blitz__ez_perp_trades)
+- [ez_account_stats](https://flipsidecrypto.github.io/blast-models/#!/model/model.blast_models.blitz__ez_account_stats)
+- [ez_edge_trades](https://flipsidecrypto.github.io/blast-models/#!/model/model.blast_models.blitz__ez_edge_trades)
+- [ez_market_depth_stats](https://flipsidecrypto.github.io/blast-models/#!/model/model.blast_models.blitz__ez_market_depth_stats)
+- [ez_market_stats](https://flipsidecrypto.github.io/blast-models/#!/model/model.blast_models.blitz__ez_market_stats)
+- [ez_staking_actions](https://flipsidecrypto.github.io/blast-models/#!/model/model.blast_models.blitz__ez_staking_actions)
 
 ## **Helpful User-Defined Functions (UDFs)**
 

models/gold/protocol/blitz/blitz__ez_account_stats.sql

@@ -0,0 +1,57 @@
+{{ config(
+    materialized = 'view',
+    persist_docs ={ "relation": true,
+    "columns": true },
+    meta ={ 
+        'database_tags':{ 
+            'table':{ 
+                'PROTOCOL': 'BLITZ',
+                'PURPOSE': 'CLOB, DEX, STATS' 
+            }
+        }
+    }
+) }}
+
+SELECT
+    subaccount,
+    trader,
+    first_trade_timestamp,
+    last_trade_timestamp,
+    account_age,
+    trade_count,
+    DENSE_RANK() over (
+        ORDER BY
+            trade_count DESC
+    ) AS trade_count_rank,
+    trade_count_24h,
+    DENSE_RANK() over (
+        ORDER BY
+            trade_count_24h DESC
+    ) AS trade_count_rank_24h,
+    perp_trade_count,
+    spot_trade_count,
+    long_count,
+    short_count,
+    total_usd_volume,
+    DENSE_RANK() over (
+        ORDER BY
+            total_usd_volume DESC
+    ) AS total_usd_volume_rank,
+    total_usd_volume_24h,
+    DENSE_RANK() over (
+        ORDER BY
+            total_usd_volume_24h DESC
+    ) AS total_usd_volume_rank_24h,
+    avg_usd_trade_size,
+    total_fee_amount,
+    total_base_delta_amount,
+    total_quote_delta_amount,
+    total_liquidation_amount,
+    total_liquidation_amount_quote,
+    total_liquidation_count,
+    blitz_account_id as ez_account_stats_id,
+    inserted_timestamp,
+    modified_timestamp
+FROM
+    {{ ref('silver__blitz_account_stats') }}
+ORDER BY total_usd_volume_rank DESC

models/gold/protocol/blitz/blitz__ez_account_stats.yml

@@ -0,0 +1,60 @@
+version: 2
+models:
+  - name: blitz__ez_account_stats
+    description: '{{ doc("blitz_ez_account_stats") }}'
+
+    columns:
+      - name: SUBACCOUNT
+        description: '{{ doc("blitz_subaccount") }}'
+      - name: TRADER
+        description: '{{ doc("blitz_trader") }}'
+      - name: FIRST_TRADE_TIMESTAMP
+        description: '{{ doc("blitz_first_trade_timestamp") }}'
+      - name: LAST_TRADE_TIMESTAMP
+        description: '{{ doc("blitz_last_trade_timestamp") }}'
+      - name: ACCOUNT_AGE
+        description: '{{ doc("blitz_account_age") }}'
+      - name: TRADE_COUNT
+        description: '{{ doc("blitz_trade_count") }}'
+      - name: TRADE_COUNT_RANK
+        description: '{{ doc("blitz_trade_count_rank") }}'
+      - name: TRADE_COUNT_24H 
+        description: '{{ doc("blitz_trade_count_24h") }}'
+      - name: TRADE_COUNT_RANK_24H
+        description: '{{ doc("blitz_trade_count_rank_24h") }}'
+      - name: PERP_TRADE_COUNT
+        description: '{{ doc("blitz_perp_trade_count") }}'
+      - name: SPOT_TRADE_COUNT
+        description: '{{ doc("blitz_spot_trade_count") }}'
+      - name: LONG_COUNT
+        description: '{{ doc("blitz_long_count") }}'
+      - name: SHORT_COUNT
+        description: '{{ doc("blitz_short_count") }}'
+      - name: TOTAL_USD_VOLUME
+        description: '{{ doc("blitz_total_usd_volume") }}'
+      - name: TOTAL_USD_VOLUME_RANK
+        description: '{{ doc("blitz_total_usd_volume_rank") }}'
+      - name: TOTAL_USD_VOLUME_24H
+        description: '{{ doc("blitz_total_usd_volume_24h") }}'
+      - name: TOTAL_USD_VOLUME_RANK_24H
+        description: '{{ doc("blitz_total_usd_volume_rank_24h") }}'
+      - name: AVG_USD_TRADE_SIZE
+        description: '{{ doc("blitz_avg_usd_trade_size") }}'
+      - name: TOTAL_FEE_AMOUNT
+        description: '{{ doc("blitz_total_fee_amount") }}'
+      - name: TOTAL_BASE_DELTA_AMOUNT
+        description: '{{ doc("blitz_total_base_delta_amount") }}'
+      - name: TOTAL_QUOTE_DELTA_AMOUNT
+        description: '{{ doc("blitz_total_quote_delta_amount") }}'
+      - name: TOTAL_LIQUIDATION_AMOUNT
+        description: '{{ doc("blitz_total_liquidation_amount") }}'
+      - name: TOTAL_LIQUIDATION_AMOUNT_QUOTE
+        description: '{{ doc("blitz_amount_quote_unadj") }}'
+      - name: TOTAL_LIQUIDATION_COUNT
+        description: '{{ doc("blitz_total_liquidation_count") }}'
+      - name: EZ_ACCOUNT_STATS_ID
+        description: '{{ doc("pk") }}' 
+      - name: INSERTED_TIMESTAMP
+        description: '{{ doc("inserted_timestamp") }}'   
+      - name: MODIFIED_TIMESTAMP
+        description: '{{ doc("modified_timestamp") }}' 

models/gold/protocol/blitz/blitz__ez_edge_trades.sql

@@ -0,0 +1,58 @@
+ {{ config(
+    materialized = 'view',
+    persist_docs ={ "relation": true,
+    "columns": true },
+    meta={
+        'database_tags':{
+            'table': {
+                'PROTOCOL': 'BLITZ',
+                'PURPOSE': 'CLOB, DEX'
+            }
+        }
+    }
+) }}
+
+SELECT
+    block_number,
+    block_timestamp,
+    tx_hash,
+    edge_event_index,
+    user_event_index,
+    edge_digest,
+    user_digest,
+    trader,
+    subaccount,
+    symbol,
+    edge_order_type,
+    user_order_type,
+    edge_trade_type,
+    user_trade_type,
+    edge_is_taker,
+    user_is_taker,
+    edge_price_amount_unadj,
+    user_price_amount_unadj,
+    edge_price_amount,
+    user_price_amount,
+    edge_amount_unadj,
+    user_amount_unadj,
+    edge_amount,
+    user_amount,
+    edge_amount_usd,
+    user_amount_usd,
+    edge_fee_amount_unadj,
+    user_fee_amount_unadj,
+    edge_fee_amount,
+    user_fee_amount,
+    edge_base_delta_amount_unadj,
+    user_base_delta_amount_unadj,
+    edge_base_delta_amount,
+    user_base_delta_amount,
+    edge_quote_delta_amount_unadj,
+    user_quote_delta_amount_unadj,
+    edge_quote_delta_amount,
+    user_quote_delta_amount,
+    blitz_edge_trade_id as ez_edge_trades_id,
+    inserted_timestamp,
+    modified_timestamp,
+FROM
+    {{ ref('silver__blitz_edge_trades') }}

models/gold/protocol/blitz/blitz__ez_edge_trades.yml

@@ -0,0 +1,88 @@
+version: 2
+models:
+  - name: blitz__ez_edge_trades
+    description: '{{ doc("blitz_ez_edge_trades") }}'
+
+    columns:
+      - name: BLOCK_NUMBER
+        description: '{{ doc("blast_block_number") }}'
+      - name: BLOCK_TIMESTAMP
+        description: '{{ doc("blast_block_timestamp") }}'
+      - name: TX_HASH
+        description: '{{ doc("blast_logs_tx_hash") }}'
+      - name: EDGE_EVENT_INDEX
+        description: '{{ doc("blast_event_index") }}'
+      - name: USER_EVENT_INDEX
+        description: '{{ doc("blast_event_index") }}'
+      - name: EDGE_DIGEST
+        description: '{{ doc("blitz_digest") }}'
+      - name: USER_DIGEST
+        description: '{{ doc("blitz_digest") }}'
+      - name: TRADER
+        description: '{{ doc("blitz_trader") }}'
+      - name: SUBACCOUNT
+        description: '{{ doc("blitz_subaccount") }}'
+      - name: SYMBOL
+        description: '{{ doc("blitz_symbol") }}'
+      - name: EDGE_ORDER_TYPE
+        description: '{{ doc("blitz_order_type") }}'
+      - name: USER_ORDER_TYPE
+        description: '{{ doc("blitz_order_type") }}'
+      - name: EDGE_TRADE_TYPE
+        description: '{{ doc("blitz_trade_type") }}'
+      - name: USER_TRADE_TYPE
+        description: '{{ doc("blitz_trade_type") }}'
+      - name: EDGE_IS_TAKER
+        description: '{{ doc("blitz_is_taker") }}'
+      - name: USER_IS_TAKER
+        description: '{{ doc("blitz_is_taker") }}'
+      - name: EDGE_PRICE_AMOUNT_UNADJ
+        description: '{{ doc("blitz_price_amount_unadj") }}'
+      - name: USER_PRICE_AMOUNT_UNADJ
+        description: '{{ doc("blitz_price_amount_unadj") }}'
+      - name: EDGE_PRICE_AMOUNT
+        description: '{{ doc("blitz_price_amount") }}'
+      - name: USER_PRICE_AMOUNT
+        description: '{{ doc("blitz_price_amount") }}'
+      - name: EDGE_AMOUNT_UNADJ
+        description: '{{ doc("blitz_amount_unadj") }}'
+      - name: USER_AMOUNT_UNADJ
+        description: '{{ doc("blitz_amount_unadj") }}'
+      - name: EDGE_AMOUNT
+        description: '{{ doc("blitz_amount") }}'
+      - name: USER_AMOUNT
+        description: '{{ doc("blitz_amount") }}'
+      - name: EDGE_AMOUNT_USD
+        description: '{{ doc("blitz_amount_usd") }}'
+      - name: USER_AMOUNT_USD
+        description: '{{ doc("blitz_amount_usd") }}'
+      - name: EDGE_FEE_AMOUNT_UNADJ
+        description: '{{ doc("blitz_fee_amount_unadj") }}'
+      - name: USER_FEE_AMOUNT_UNADJ
+        description: '{{ doc("blitz_fee_amount_unadj") }}'
+      - name: EDGE_FEE_AMOUNT
+        description: '{{ doc("blitz_fee_amount") }}'
+      - name: USER_FEE_AMOUNT
+        description: '{{ doc("blitz_fee_amount") }}'
+      - name: EDGE_BASE_DELTA_AMOUNT_UNADJ
+        description: '{{ doc("blitz_base_delta_amount_unadj") }}'
+      - name: USER_BASE_DELTA_AMOUNT_UNADJ
+        description: '{{ doc("blitz_base_delta_amount_unadj") }}'
+      - name: EDGE_BASE_DELTA_AMOUNT
+        description: '{{ doc("blitz_base_delta_amount") }}'
+      - name: USER_BASE_DELTA_AMOUNT
+        description: '{{ doc("blitz_base_delta_amount") }}'
+      - name: EDGE_QUOTE_DELTA_AMOUNT_UNADJ
+        description: '{{ doc("blitz_quote_delta_amount_unadj") }}'
+      - name: USER_QUOTE_DELTA_AMOUNT_UNADJ
+        description: '{{ doc("blitz_quote_delta_amount_unadj") }}'
+      - name: EDGE_QUOTE_DELTA_AMOUNT
+        description: '{{ doc("blitz_quote_delta_amount") }}'
+      - name: USER_QUOTE_DELTA_AMOUNT
+        description: '{{ doc("blitz_quote_delta_amount") }}'
+      - name: EZ_EDGE_TRADES_ID
+        description: '{{ doc("pk") }}'
+      - name: INSERTED_TIMESTAMP
+        description: '{{ doc("inserted_timestamp") }}'   
+      - name: MODIFIED_TIMESTAMP
+        description: '{{ doc("modified_timestamp") }}' 

models/gold/protocol/blitz/blitz__ez_market_depth_stats.sql

@@ -0,0 +1,31 @@
+ {{ config(
+    materialized = 'view',
+    persist_docs ={ "relation": true,
+    "columns": true },
+    meta={
+        'database_tags':{
+            'table': {
+                'PROTOCOL': 'BLITZ',
+                'PURPOSE': 'CLOB, DEX, STATS'
+            }
+        }
+    }
+) }}
+
+SELECT
+    hour,
+    ticker_id,
+    product_id,
+    orderbook_side,
+    volume,
+    price,
+    round_price_0_01,
+    round_price_0_1,
+    round_price_1,
+    round_price_10,
+    round_price_100,
+    blitz_market_depth_id as ez_market_depth_stats_id,
+    inserted_timestamp,
+    modified_timestamp
+FROM
+    {{ ref('silver__blitz_market_depth') }}

models/gold/protocol/blitz/blitz__ez_market_depth_stats.yml

@@ -0,0 +1,34 @@
+version: 2
+models:
+  - name: blitz__ez_market_depth_stats
+    description: '{{ doc("blitz_ez_market_depth") }}'
+
+    columns:
+      - name: HOUR
+        description: '{{ doc("blitz_hour") }}'
+      - name: TICKER_ID
+        description: '{{ doc("blitz_ticker_id") }}'
+      - name: PRODUCT_ID
+        description: '{{ doc("blitz_product_id") }}'
+      - name: ORDERBOOK_SIDE
+        description: '{{ doc("blitz_orderbook_side") }}'
+      - name: VOLUME
+        description: '{{ doc("blitz_orderbook_volume") }}'
+      - name: PRICE
+        description: '{{ doc("blitz_orderbook_price") }}'
+      - name: ROUND_PRICE_0_01
+        description: '{{ doc("blitz_orderbook_round_price_0_01") }}'
+      - name: ROUND_PRICE_0_1
+        description: '{{ doc("blitz_orderbook_round_price_0_1") }}'
+      - name: ROUND_PRICE_1
+        description: '{{ doc("blitz_orderbook_round_price_1") }}'
+      - name: ROUND_PRICE_10
+        description: '{{ doc("blitz_orderbook_round_price_10") }}'
+      - name: ROUND_PRICE_100
+        description: '{{ doc("blitz_orderbook_round_price_100") }}'
+      - name: EZ_MARKET_DEPTH_STATS_ID
+        description: '{{ doc("pk") }}'
+      - name: INSERTED_TIMESTAMP
+        description: '{{ doc("inserted_timestamp") }}'   
+      - name: MODIFIED_TIMESTAMP
+        description: '{{ doc("modified_timestamp") }}' 

models/gold/protocol/blitz/blitz__ez_market_stats.sql

@@ -0,0 +1,45 @@
+ {{ config(
+    materialized = 'view',
+    persist_docs ={ "relation": true,
+    "columns": true },
+    meta={
+        'database_tags':{
+            'table': {
+                'PROTOCOL': 'BLITZ',
+                'PURPOSE': 'CLOB, DEX, STATS'
+            }
+        }
+    }
+) }}
+
+SELECT
+    hour,
+    ticker_id,
+    product_id,
+    symbol,
+    distinct_sequencer_batches,
+    distinct_trader_count,
+    distinct_subaccount_count,
+    trade_count,
+    amount_usd,
+    fee_amount,
+    base_delta_amount,
+    quote_delta_amount,
+    base_volume_24h,
+    quote_volume_24h,
+    funding_rate,
+    index_price,
+    last_price,
+    mark_price,
+    next_funding_rate_timestamp,
+    open_interest,
+    open_interest_usd,
+    price_change_percent_24h,
+    product_type,
+    quote_currency,
+    quote_volume,
+    blitz_market_stats_id AS ez_market_stats_id,
+    inserted_timestamp,
+    modified_timestamp
+FROM
+    {{ ref('silver__blitz_market_stats') }}

models/gold/protocol/blitz/blitz__ez_market_stats.yml

@@ -0,0 +1,58 @@
+version: 2
+models:
+  - name: blitz__ez_market_stats
+    description: '{{ doc("blitz_ez_market_stats") }}'
+
+    columns:
+      - name: HOUR
+        description: '{{ doc("blitz_hour") }}'
+      - name: TICKER_ID
+        description: '{{ doc("blitz_ticker_id") }}'
+      - name: PRODUCT_ID
+        description: '{{ doc("blitz_product_id") }}'
+      - name: SYMBOL
+        description: '{{ doc("blitz_symbol") }}'
+      - name: DISTINCT_SEQUENCER_BATCHES
+        description: '{{ doc("blitz_distinct_sequencer_batches") }}'
+      - name: DISTINCT_TRADER_COUNT
+        description: '{{ doc("blitz_trader_count") }}'
+      - name: DISTINCT_SUBACCOUNT_COUNT
+        description: '{{ doc("blitz_subaccount_count") }}'
+      - name: TRADE_COUNT
+        description: '{{ doc("blitz_total_trade_count") }}'
+      - name: AMOUNT_USD
+        description: '{{ doc("blitz_amount_usd") }}'
+      - name: FEE_AMOUNT
+        description: '{{ doc("blitz_fee_amount") }}'
+      - name: BASE_DELTA_AMOUNT
+        description: '{{ doc("blitz_base_delta_amount") }}'
+      - name: QUOTE_DELTA_AMOUNT
+        description: '{{ doc("blitz_quote_delta_amount") }}'
+      - name: BASE_VOLUME_24H
+        description: '{{ doc("blitz_base_volume_24h") }}'
+      - name: QUOTE_VOLUME_24H
+        description: '{{ doc("blitz_quote_volume_24h") }}'
+      - name: FUNDING_RATE
+        description: '{{ doc("blitz_funding_rate") }}'
+      - name: INDEX_PRICE
+        description: '{{ doc("blitz_index_price") }}'
+      - name: LAST_PRICE
+        description: '{{ doc("blitz_last_price") }}'
+      - name: MARK_PRICE
+        description: '{{ doc("blitz_mark_price") }}'
+      - name: NEXT_FUNDING_RATE_TIMESTAMP
+        description: '{{ doc("blitz_next_funding_rate") }}'
+      - name: OPEN_INTEREST
+        description: '{{ doc("blitz_open_interest") }}'
+      - name: OPEN_INTEREST_USD
+        description: '{{ doc("blitz_open_interest_usd") }}'
+      - name: PRODUCT_TYPE
+        description: '{{ doc("blitz_product_type") }}'
+      - name: QUOTE_CURRENCY
+        description: '{{ doc("blitz_quote_currency") }}'
+      - name: EZ_MARKET_STATS_ID
+        description: '{{ doc("pk") }}'
+      - name: INSERTED_TIMESTAMP
+        description: '{{ doc("inserted_timestamp") }}'   
+      - name: MODIFIED_TIMESTAMP
+        description: '{{ doc("modified_timestamp") }}' 

models/silver/protocols/blitz/silver__blitz_account_stats.sql

@@ -0,0 +1,234 @@
+{{ config(
+    materialized = 'incremental',
+    incremental_strategy = 'delete+insert',
+    unique_key = 'subaccount',
+    tags = 'curated'
+) }}
+
+WITH
+
+{% if is_incremental() %}
+new_subaccount_actions AS (
+
+    SELECT
+        DISTINCT(subaccount)
+    FROM
+        {{ ref('silver__blitz_perps') }}
+    WHERE
+        _inserted_timestamp >= (
+            SELECT
+                MAX(
+                    _inserted_timestamp
+                ) - INTERVAL '12 hours'
+            FROM
+                {{ this }}
+        )
+    UNION
+    SELECT
+        DISTINCT(subaccount)
+    FROM
+        {{ ref('silver__blitz_spot') }}
+    WHERE
+        _inserted_timestamp >= (
+            SELECT
+                MAX(
+                    _inserted_timestamp
+                ) - INTERVAL '12 hours'
+            FROM
+                {{ this }}
+        )
+    UNION
+    SELECT
+        DISTINCT(subaccount)
+    FROM
+        {{ ref('silver__blitz_liquidations') }}
+    WHERE
+        _inserted_timestamp >= (
+            SELECT
+                MAX(
+                    _inserted_timestamp
+                ) - INTERVAL '12 hours'
+            FROM
+                {{ this }}
+        )
+    UNION
+    SELECT
+        DISTINCT(subaccount)
+    FROM
+        {{this}}
+    WHERE
+        total_usd_volume_24h > 0
+),
+{% endif %}
+
+trades_union AS (
+    SELECT
+        subaccount,
+        trader,
+        digest,
+        'perp' AS product_type,
+        trade_type,
+        block_timestamp,
+        amount,
+        amount_usd,
+        fee_amount,
+        base_delta_amount,
+        quote_delta_amount,
+        _inserted_timestamp
+    FROM
+        {{ ref('silver__blitz_perps') }}
+
+{% if is_incremental() %}
+WHERE
+    subaccount IN (
+        SELECT
+            subaccount
+        FROM
+            new_subaccount_actions
+    )
+{% endif %}
+UNION ALL
+SELECT
+    subaccount,
+    trader,
+    digest,
+    'spot' AS product_type,
+    trade_type,
+    block_timestamp,
+    amount,
+    amount_usd,
+    fee_amount,
+    base_delta_amount,
+    quote_delta_amount,
+    _inserted_timestamp
+FROM
+    {{ ref('silver__blitz_spot') }}
+
+{% if is_incremental() %}
+WHERE
+    subaccount IN (
+        SELECT
+            subaccount
+        FROM
+            new_subaccount_actions
+    )
+{% endif %}
+),
+liquidations AS (
+    SELECT
+        trader,
+        subaccount,
+        SUM(amount) AS total_liquidation_amount,
+        SUM(amount_quote) AS total_liquidation_amount_quote,
+        COUNT(*) AS liquidation_count
+    FROM
+        {{ ref('silver__blitz_liquidations') }}
+
+{% if is_incremental() %}
+WHERE
+    subaccount IN (
+        SELECT
+            subaccount
+        FROM
+            new_subaccount_actions
+    )
+{% endif %}
+GROUP BY
+    1,
+    2
+),
+FINAL AS (
+    SELECT
+        t.subaccount,
+        t.trader,
+        MIN(
+            t.block_timestamp
+        ) AS first_trade_timestamp,
+        MAX(
+            t.block_timestamp
+        ) AS last_trade_timestamp,
+        DATEDIFF(
+            'day',
+            first_trade_timestamp,
+            last_trade_timestamp
+        ) AS account_age,
+        COUNT(DISTINCT(digest)) AS trade_count,
+        COUNT(DISTINCT(CASE
+            WHEN t.block_timestamp >= SYSDATE() - INTERVAL '24 HOURS' 
+            THEN digest
+        END)) AS trade_count_24h,
+        SUM(
+            CASE
+                WHEN product_type = 'perp' THEN + 1
+                ELSE 0
+            END
+        ) AS perp_trade_count,
+        SUM(
+            CASE
+                WHEN product_type = 'spot' THEN + 1
+                ELSE 0
+            END
+        ) AS spot_trade_count,
+        SUM(
+            CASE
+                WHEN trade_type = 'buy/long' THEN + 1
+                ELSE 0
+            END
+        ) AS long_count,
+        SUM(
+            CASE
+                WHEN trade_type = 'sell/short' THEN + 1
+                ELSE 0
+            END
+        ) AS short_count,
+        SUM(amount_usd) AS total_usd_volume,
+        SUM(
+            CASE
+                WHEN t.block_timestamp >= SYSDATE() - INTERVAL '24 HOURS' THEN amount_usd
+                ELSE 0
+            END
+        ) AS total_usd_volume_24h,
+        AVG(amount_usd) AS avg_usd_trade_size,
+        SUM(fee_amount) AS total_fee_amount,
+        SUM(base_delta_amount) AS total_base_delta_amount,
+        SUM(quote_delta_amount) AS total_quote_delta_amount,
+        MAX(
+            l.total_liquidation_amount
+        ) AS total_liquidation_amount,
+        MAX(
+            l.total_liquidation_amount_quote
+        ) AS total_liquidation_amount_quote,
+        MAX(liquidation_count) AS total_liquidation_count,
+        MAX(
+            t._inserted_timestamp
+        ) AS _inserted_timestamp
+    FROM
+        trades_union t
+        LEFT JOIN liquidations l
+        ON t.subaccount = l.subaccount
+    GROUP BY
+        1,
+        2
+)
+SELECT
+    f.*,
+    {{ dbt_utils.generate_surrogate_key(
+        ['f.subaccount']
+    ) }} AS blitz_account_id,
+    COALESCE(
+    {% if is_incremental() %}
+        a.inserted_timestamp,
+    {% endif %}
+        SYSDATE(),
+        NULL
+    ) AS inserted_timestamp,
+    SYSDATE() AS modified_timestamp,
+    '{{ invocation_id }}' AS _invocation_id
+FROM
+    FINAL f
+{% if is_incremental() %}
+LEFT JOIN
+    {{this}} a
+ON
+    a.subaccount = f.subaccount
+{% endif %}

models/silver/protocols/blitz/silver__blitz_account_stats.yml

@@ -0,0 +1,112 @@
+version: 2
+models:
+  - name: silver__blitz_account_stats
+    columns:
+      - name: SUBACCOUNT
+        tests:
+          - not_null
+      - name: TRADER
+        tests:
+          - not_null
+      - name: FIRST_TRADE_TIMESTAMP
+        tests:
+          - not_null
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - TIMESTAMP_LTZ
+                - TIMESTAMP_NTZ
+      - name: LAST_TRADE_TIMESTAMP
+        tests:
+          - not_null
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - TIMESTAMP_LTZ
+                - TIMESTAMP_NTZ
+      - name: ACCOUNT_AGE
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: TRADE_COUNT
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: PERP_TRADES
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: SPOT_TRADES
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: LONG_COUNT
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: SHORT_COUNT
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: TOTAL_USD_VOLUME
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: TOTAL_FEE_AMOUNT
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: TOTAL_BASE_DELTA_AMOUNT
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: TOTAL_QUOTE_DELTA_AMOUNT
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: TOTAL_LIQUIDATION_AMOUNT
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: TOTAL_LIQUIDATION_AMOUNT_QUOTE
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: TOTAL_LIQUIDATION_AMOUNT_COUNT
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: MODIFIED_TIMESTAMP
+        tests:
+          - not_null
+          - dbt_expectations.expect_row_values_to_have_recent_data:
+              datepart: day
+              interval: 1
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - TIMESTAMP_LTZ
+                - TIMESTAMP_NTZ

models/silver/protocols/blitz/silver__blitz_dim_products.sql

@@ -114,6 +114,8 @@ FINAL AS (
                 '-'
             ) [0]
         END AS health_group_symbol,
+        p.taker_fee,
+        p.maker_fee,
         _inserted_timestamp,
         _log_id
     FROM

models/silver/protocols/blitz/silver__blitz_edge_trades.sql

@@ -0,0 +1,165 @@
+{{ config(
+    materialized = 'incremental',
+    incremental_strategy = 'delete+insert',
+    unique_key = '_log_id',
+    cluster_by = ['block_timestamp::DATE'],
+    tags = ['curated','reorg']
+) }}
+
+WITH perp_trades AS (
+
+    SELECT
+        *
+    FROM
+        {{ ref('silver__blitz_perps') }}
+        p
+    WHERE
+        1 = 1
+
+{% if is_incremental() %}
+AND _inserted_timestamp >= (
+    SELECT
+        MAX(
+            _inserted_timestamp
+        ) - INTERVAL '12 hours'
+    FROM
+        {{ this }}
+)
+{% endif %}
+),
+edge_trades AS (
+    SELECT
+        event_index - 1 AS trader_event_before,
+        event_index + 1 AS trader_event_after,*
+    FROM
+        perp_trades
+    WHERE
+        trader = '0x0000000000000000000000000000000000000000'
+),
+FINAL AS (
+    SELECT
+        e.block_number,
+        e.block_timestamp,
+        e.tx_hash,
+        e.event_index AS edge_event_index,
+        e.trader_event_before AS user_event_index,
+        e.digest AS edge_digest,
+        p.digest AS user_digest,
+        p.trader,
+        p.subaccount,
+        p.symbol,
+        e.order_type AS edge_order_type,
+        p.order_type AS user_order_type,
+        e.is_taker AS edge_is_taker,
+        p.is_taker AS user_is_taker,
+        e.trade_type AS edge_trade_type,
+        p.trade_type AS user_trade_type,
+        e.price_amount_unadj AS edge_price_amount_unadj,
+        p.price_amount_unadj AS user_price_amount_unadj,
+        e.price_amount AS edge_price_amount,
+        p.price_amount AS user_price_amount,
+        e.amount_unadj AS edge_amount_unadj,
+        p.amount_unadj AS user_amount_unadj,
+        e.amount AS edge_amount,
+        p.amount AS user_amount,
+        e.amount_usd AS edge_amount_usd,
+        p.amount_usd AS user_amount_usd,
+        e.fee_amount_unadj AS edge_fee_amount_unadj,
+        p.fee_amount_unadj AS user_fee_amount_unadj,
+        e.fee_amount AS edge_fee_amount,
+        p.fee_amount AS user_fee_amount,
+        e.base_delta_amount_unadj AS edge_base_delta_amount_unadj,
+        p.base_delta_amount_unadj AS user_base_delta_amount_unadj,
+        e.base_delta_amount AS edge_base_delta_amount,
+        p.base_delta_amount AS user_base_delta_amount,
+        e.quote_delta_amount_unadj AS edge_quote_delta_amount_unadj,
+        p.quote_delta_amount_unadj AS user_quote_delta_amount_unadj,
+        e.quote_delta_amount AS edge_quote_delta_amount,
+        p.quote_delta_amount AS user_quote_delta_amount,
+        e._log_id,
+        e._inserted_timestamp
+    FROM
+        edge_trades e
+        LEFT JOIN (
+            SELECT
+                *
+            FROM
+                perp_trades
+            WHERE
+                trader <> '0x0000000000000000000000000000000000000000'
+        ) p
+        ON e.tx_hash = p.tx_hash
+        AND e.trader_event_before = p.event_index
+        AND e.product_id = p.product_id
+    WHERE
+        user_digest IS NOT NULL
+    UNION ALL
+    SELECT
+        e.block_number,
+        e.block_timestamp,
+        e.tx_hash,
+        e.event_index AS edge_event_index,
+        e.trader_event_after AS user_event_index,
+        e.digest AS edge_digest,
+        p.digest AS user_digest,
+        p.trader,
+        p.subaccount,
+        p.symbol,
+        e.order_type AS edge_order_type,
+        p.order_type AS user_order_type,
+        e.is_taker AS edge_is_taker,
+        p.is_taker AS user_is_taker,
+        e.trade_type AS edge_trade_type,
+        p.trade_type AS user_trade_type,
+        e.price_amount_unadj AS edge_price_amount_unadj,
+        p.price_amount_unadj AS user_price_amount_unadj,
+        e.price_amount AS edge_price_amount,
+        p.price_amount AS user_price_amount,
+        e.amount_unadj AS edge_amount_unadj,
+        p.amount_unadj AS user_amount_unadj,
+        e.amount AS edge_amount,
+        p.amount AS user_amount,
+        e.amount_usd AS edge_amount_usd,
+        p.amount_usd AS user_amount_usd,
+        e.fee_amount_unadj AS edge_fee_amount_unadj,
+        p.fee_amount_unadj AS user_fee_amount_unadj,
+        e.fee_amount AS edge_fee_amount,
+        p.fee_amount AS user_fee_amount,
+        e.base_delta_amount_unadj AS edge_base_delta_amount_unadj,
+        p.base_delta_amount_unadj AS user_base_delta_amount_unadj,
+        e.base_delta_amount AS edge_base_delta_amount,
+        p.base_delta_amount AS user_base_delta_amount,
+        e.quote_delta_amount_unadj AS edge_quote_delta_amount_unadj,
+        p.quote_delta_amount_unadj AS user_quote_delta_amount_unadj,
+        e.quote_delta_amount AS edge_quote_delta_amount,
+        p.quote_delta_amount AS user_quote_delta_amount,
+        e._log_id,
+        e._inserted_timestamp
+    FROM
+        edge_trades e
+        LEFT JOIN (
+            SELECT
+                *
+            FROM
+                perp_trades
+            WHERE
+                trader <> '0x0000000000000000000000000000000000000000'
+        ) p
+        ON e.tx_hash = p.tx_hash
+        AND e.trader_event_after = p.event_index
+        AND e.product_id = p.product_id
+    WHERE
+        user_digest IS NOT NULL
+)
+SELECT
+    *,
+    {{ dbt_utils.generate_surrogate_key(
+        ['tx_hash','edge_event_index']
+    ) }} AS blitz_edge_trade_id,
+    SYSDATE() AS inserted_timestamp,
+    SYSDATE() AS modified_timestamp,
+    '{{ invocation_id }}' AS _invocation_id
+FROM
+    FINAL qualify(ROW_NUMBER() over(PARTITION BY _log_id
+ORDER BY
+    _inserted_timestamp DESC)) = 1

models/silver/protocols/blitz/silver__blitz_edge_trades.yml

@@ -0,0 +1,170 @@
+version: 2
+models:
+  - name: silver__blitz_edge_trades
+    tests:
+      - dbt_utils.unique_combination_of_columns:
+          combination_of_columns:
+            - _LOG_ID
+    columns:
+      - name: BLOCK_NUMBER
+        tests:
+          - not_null
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: BLOCK_TIMESTAMP
+        tests:
+          - not_null
+          - dbt_expectations.expect_row_values_to_have_recent_data:
+              datepart: day
+              interval: 1
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - TIMESTAMP_LTZ
+                - TIMESTAMP_NTZ
+      - name: TX_HASH
+        tests:
+          - not_null
+          - dbt_expectations.expect_column_values_to_match_regex:
+              regex: 0[xX][0-9a-fA-F]+
+      - name: EDGE_EVENT_INDEX
+        tests:
+          - not_null
+      - name: USER_EVENT_INDEX
+        tests:
+          - not_null
+      - name: TRADER
+        tests:
+          - not_null
+          - dbt_expectations.expect_column_values_to_match_regex:
+              regex: 0[xX][0-9a-fA-F]+
+      - name: SYMBOL
+        tests:
+          - not_null
+      - name: EDGE_ORDER_TYPE
+        tests:
+          - not_null
+      - name: USER_ORDER_TYPE
+        tests:
+          - not_null
+      - name: EDGE_IS_TAKER
+        tests:
+          - not_null
+      - name: USER_IS_TAKER
+        tests:
+          - not_null
+      - name: EDGE_TRADE_TYPE
+        tests:
+          - not_null
+      - name: USER_TRADE_TYPE
+        tests:
+          - not_null
+      - name: EDGE_PRICE_AMOUNT_UNADJ
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: USER_PRICE_AMOUNT_UNADJ
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: EDGE_PRICE_AMOUNT
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: USER_PRICE_AMOUNT
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: EDGE_AMOUNT_UNADJ
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: USER_AMOUNT_UNADJ
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: EDGE_AMOUNT
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: USER_AMOUNT
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: EDGE_AMOUNT_USD
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: USER_AMOUNT_USD
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: EDGE_QUOTE_DELTA_UNADJ
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: USER_QUOTE_DELTA_UNADJ
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: EDGE_QUOTE_DELTA
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: USER_QUOTE_DELTA
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: EDGE_BASE_DELTA_UNADJ
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: USER_BASE_DELTA_UNADJ
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: EDGE_BASE_DELTA
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: USER_BASE_DELTA
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT

models/silver/protocols/blitz/silver__blitz_market_depth.sql

@@ -0,0 +1,104 @@
+{{ config(
+    materialized = 'incremental',
+    incremental_strategy = 'delete+insert',
+    unique_key = ['product_id','hour','price'],
+    cluster_by = ['hour::DATE'],
+    tags = 'curated'
+) }}
+
+WITH market_depth AS ({% for item in range(55) %}
+
+    SELECT
+        t.ticker_id, t.product_id, DATE_TRUNC('hour', TRY_TO_TIMESTAMP(t.timestamp)) AS HOUR, 'asks' AS orderbook_side, A.value [0] :: FLOAT AS price, A.value [1] :: FLOAT AS volume, SYSDATE() AS _inserted_timestamp
+    FROM
+        (
+    SELECT
+        response :ticker_id AS ticker_id, response :timestamp :: STRING AS TIMESTAMP, response :asks AS asks, response :bids AS bids, product_id
+    FROM
+        (
+    SELECT
+        PARSE_JSON(live.udf_api(CONCAT('https://gateway.blast-prod.vertexprotocol.com/v2/orderbook?ticker_id=', ticker_id, '&depth=1000000'))) :data AS response, product_id
+    FROM
+        (
+    SELECT
+        ROW_NUMBER() over (
+    ORDER BY
+        product_id) AS row_num, product_id, ticker_id
+    FROM
+        {{ ref('silver__blitz_dim_products') }}
+    WHERE
+        product_id > 0
+    ORDER BY
+        product_id)
+    WHERE
+        row_num = {{ item + 1 }})) t, LATERAL FLATTEN(input => t.asks) A
+    UNION ALL
+    SELECT
+        t.ticker_id, t.product_id, DATE_TRUNC('hour', TRY_TO_TIMESTAMP(t.timestamp)) AS HOUR, 'bids' AS orderbook_side, A.value [0] :: FLOAT AS price, A.value [1] :: FLOAT AS volume, SYSDATE() AS _inserted_timestamp
+    FROM
+        (
+    SELECT
+        response :ticker_id AS ticker_id, response :timestamp :: STRING AS TIMESTAMP, response :asks AS asks, response :bids AS bids, product_id
+    FROM
+        (
+    SELECT
+        PARSE_JSON(live.udf_api(CONCAT('https://gateway.blast-prod.vertexprotocol.com/v2/orderbook?ticker_id=', ticker_id, '&depth=1000000'))) :data AS response, product_id
+    FROM
+        (
+    SELECT
+        ROW_NUMBER() over (
+    ORDER BY
+        product_id) AS row_num, product_id, ticker_id
+    FROM
+        {{ ref('silver__blitz_dim_products') }}
+    WHERE
+        product_id > 0
+    ORDER BY
+        product_id)
+    WHERE
+        row_num = {{ item + 1 }})) t, LATERAL FLATTEN(input => t.bids) A {% if not loop.last %}
+        UNION ALL
+        {% endif %}
+    {% endfor %}),
+    FINAL AS (
+        SELECT
+            ticker_id :: STRING AS ticker_id,
+            product_id,
+            HOUR,
+            orderbook_side,
+            price,
+            ROUND(
+                price,
+                2
+            ) AS round_price_0_01,
+            ROUND(
+                price,
+                1
+            ) AS round_price_0_1,
+            ROUND(
+                price,
+                0
+            ) AS round_price_1,
+            ROUND(
+                price,
+                -1
+            ) AS round_price_10,
+            ROUND(
+                price,
+                -2
+            ) AS round_price_100,
+            volume,
+            _inserted_timestamp
+        FROM
+            market_depth
+    )
+SELECT
+    *,
+    {{ dbt_utils.generate_surrogate_key(
+        ['product_id','hour','price']
+    ) }} AS blitz_market_depth_id,
+    SYSDATE() AS inserted_timestamp,
+    SYSDATE() AS modified_timestamp,
+    '{{ invocation_id }}' AS _invocation_id
+FROM
+    FINAL

models/silver/protocols/blitz/silver__blitz_market_depth.yml

@@ -0,0 +1,69 @@
+version: 2
+models:
+  - name: silver__blitz_market_depth
+    tests:
+      - blitz_missing_products:
+          filter: product_id <> 0 AND (product_type = 'perp' and taker_fee is NULL)
+    columns:
+      - name: TICKER_ID
+        tests:
+          - not_null
+      - name: PRODUCT_ID
+        tests:
+          - not_null
+      - name: HOUR
+        tests:
+          - not_null
+          - dbt_expectations.expect_row_values_to_have_recent_data:
+              datepart: day
+              interval: 1
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - TIMESTAMP_LTZ
+                - TIMESTAMP_NTZ
+      - name: ORDERBOOK_SIDE
+        tests:
+          - not_null
+      - name: PRICE
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: ROUND_PRICE_0_01
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: ROUND_PRICE_0_1
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: ROUND_PRICE_1
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: ROUND_PRICE_10
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: ROUND_PRICE_100
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: VOLUME
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+

models/silver/protocols/blitz/silver__blitz_market_stats.sql

@@ -0,0 +1,174 @@
+{{ config(
+    materialized = 'incremental',
+    full_refresh = false,
+    unique_key = ['ticker_id','hour'],
+    cluster_by = ['HOUR::DATE'],
+    tags = 'curated'
+) }}
+
+WITH api_pull AS (
+
+    SELECT
+        PARSE_JSON(
+            live.udf_api(
+                'https://archive.blast-prod.vertexprotocol.com/v2/contracts'
+            )
+        ) :data AS response
+),
+market_stats AS (
+    SELECT
+        DATE_TRUNC('hour', SYSDATE()) AS HOUR,
+        f.value :base_currency :: STRING AS base_currency,
+        f.value :base_volume :: FLOAT AS base_volume,
+        f.value :contract_price :: FLOAT AS contract_price,
+        f.value :contract_price_currency :: STRING AS contract_price_currency,
+        f.value :funding_rate :: FLOAT AS funding_rate,
+        f.value :index_price :: FLOAT AS index_price,
+        f.value :last_price :: FLOAT AS last_price,
+        f.value :mark_price :: FLOAT AS mark_price,
+        TRY_TO_TIMESTAMP(
+            f.value :next_funding_rate_timestamp :: STRING
+        ) AS next_funding_rate_timestamp,
+        f.value :open_interest :: FLOAT AS open_interest,
+        f.value :open_interest_usd :: FLOAT AS open_interest_usd,
+        f.value :price_change_percent_24h :: FLOAT AS price_change_percent_24h,
+        f.value :product_type :: STRING AS product_type,
+        f.value :quote_currency :: STRING AS quote_currency,
+        f.value :quote_volume :: FLOAT AS quote_volume,
+        f.key AS ticker_id,
+        SYSDATE() AS _inserted_timestamp
+    FROM
+        api_pull A,
+        LATERAL FLATTEN(
+            input => response
+        ) AS f
+),
+trade_snapshot AS (
+    SELECT
+        DATE_TRUNC(
+            'hour',
+            block_timestamp
+        ) AS HOUR,
+        CONCAT(
+            symbol,
+            '_USDC'
+        ) AS ticker_id,
+        symbol,
+        product_id,
+        COUNT(DISTINCT(tx_hash)) AS distinct_sequencer_batches,
+        COUNT(DISTINCT(trader)) AS distinct_trader_count,
+        COUNT(DISTINCT(subaccount)) AS distinct_subaccount_count,
+        COUNT(DISTINCT(digest)) AS trade_count,
+        SUM(amount_usd) AS amount_usd,
+        SUM(fee_amount) AS fee_amount,
+        SUM(base_delta_amount) AS base_delta_amount,
+        SUM(quote_delta_amount) AS quote_delta_amount,
+        MAX(_inserted_timestamp) AS _inserted_timestamp
+    FROM
+        {{ ref('silver__blitz_perps') }}
+        p
+    WHERE
+        block_timestamp > SYSDATE() - INTERVAL '12 hour'
+    GROUP BY
+        1,
+        2,
+        3,
+        4
+),
+products AS (
+    SELECT
+        *
+    FROM
+        {{ ref('silver__blitz_dim_products') }}
+),
+FINAL AS (
+    SELECT
+        s.hour,
+        s.ticker_id,
+        p.symbol,
+        p.product_id,
+        t.distinct_sequencer_batches,
+        t.distinct_trader_count,
+        t.distinct_subaccount_count,
+        t.trade_count,
+        t.amount_usd,
+        t.fee_amount,
+        t.base_delta_amount,
+        t.quote_delta_amount,
+        s.base_volume AS base_volume_24h,
+        s.quote_volume AS quote_volume_24h,
+        s.contract_price,
+        s.contract_price_currency,
+        s.funding_rate,
+        s.index_price,
+        s.last_price,
+        s.mark_price,
+        s.next_funding_rate_timestamp,
+        s.open_interest,
+        s.open_interest_usd,
+        s.price_change_percent_24h,
+        s.product_type,
+        s.quote_currency,
+        s.quote_volume,
+        t._inserted_timestamp,
+    FROM
+        market_stats s
+        LEFT JOIN trade_snapshot t
+        ON t.ticker_id = s.ticker_id
+        AND s.hour = t.hour
+        LEFT JOIN products p
+        ON s.ticker_id = p.ticker_id
+
+{% if is_incremental() %}
+UNION ALL
+SELECT
+    s.hour,
+    s.ticker_id,
+    p.symbol,
+    p.product_id,
+    t.distinct_sequencer_batches,
+    t.distinct_trader_count,
+    t.distinct_subaccount_count,
+    t.trade_count,
+    t.amount_usd,
+    t.fee_amount,
+    t.base_delta_amount,
+    t.quote_delta_amount,
+    s.base_volume_24h,
+    s.quote_volume_24h,
+    s.contract_price,
+    s.contract_price_currency,
+    s.funding_rate,
+    s.index_price,
+    s.last_price,
+    s.mark_price,
+    s.next_funding_rate_timestamp,
+    s.open_interest,
+    s.open_interest_usd,
+    s.price_change_percent_24h,
+    s.product_type,
+    s.quote_currency,
+    s.quote_volume,
+    t._inserted_timestamp
+FROM
+    {{ this }}
+    s
+    LEFT JOIN trade_snapshot t
+    ON t.ticker_id = s.ticker_id
+    AND s.hour = t.hour
+    LEFT JOIN products p
+    ON s.ticker_id = p.ticker_id
+{% endif %}
+)
+SELECT
+    *,
+    SYSDATE() AS inserted_timestamp,
+    SYSDATE() AS modified_timestamp,
+    {{ dbt_utils.generate_surrogate_key(
+        ['ticker_id','hour']
+    ) }} AS blitz_market_stats_id,
+    '{{ invocation_id }}' AS _invocation_id
+FROM
+    FINAL qualify(ROW_NUMBER() over(PARTITION BY ticker_id, HOUR
+ORDER BY
+    _inserted_timestamp DESC)) = 1

models/silver/protocols/blitz/silver__blitz_market_stats.yml

@@ -0,0 +1,144 @@
+version: 2
+models:
+  - name: silver__blitz_market_stats
+    tests:
+      - dbt_utils.unique_combination_of_columns:
+          combination_of_columns:
+            - HOUR
+            - TICKER_ID
+      - blitz_missing_products:
+          filter: product_type = 'perp' AND product_id <> 0
+    columns:
+      - name: HOUR
+        tests:
+          - not_null
+          - dbt_expectations.expect_row_values_to_have_recent_data:
+              datepart: day
+              interval: 1
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - TIMESTAMP_LTZ
+                - TIMESTAMP_NTZ
+      - name: TICKER_ID
+        tests:
+          - not_null
+      - name: SYMBOL
+        tests:
+          - not_null
+      - name: PRODUCT_ID
+        tests:
+          - not_null
+      - name: DISTINCT_SEQUENCE
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: DISTINCT_TRADER_COUNT
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: DISTINCT_SUBACCOUNT_COUNT
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: TRADE_COUNT
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: AMOUNT_USD
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: FEE_AMOUNT
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: BASE_DELTA_AMOUNT
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: QUOTE_DELTA_AMOUNT
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: BASE_VOLUME
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: CONTRACT_PRICE
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: CONTRACT_PRICE_CURRENCY
+        tests:
+          - not_null
+      - name: FUNDING_RATE
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: INDEX_PRICE
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: LAST_PRICE
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: MARK_PRICE
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: NEXT_FUNDING_RATE_TIMESTAMP
+        tests:
+          - not_null
+      - name: OPEN_INTEREST
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: OPEN_INTEREST_USD
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT
+      - name: PRODUCT_TYPE
+        tests:
+          - not_null
+      - name: QUOTE_CURRENCY
+        tests:
+          - not_null
+      - name: QUOTE_VOLUME
+        tests:
+          - dbt_expectations.expect_column_values_to_be_in_type_list:
+              column_type_list:
+                - NUMBER
+                - FLOAT

models/silver/protocols/blitz/silver__blitz_perps.yml

@@ -5,6 +5,8 @@ models:
       - dbt_utils.unique_combination_of_columns:
           combination_of_columns:
             - _LOG_ID
+      - blitz_product_level_recency:
+          filter: product_type = 'perp' AND product_id NOT IN (0,48)
     columns:
       - name: BLOCK_NUMBER
         tests:

models/silver/protocols/blitz/silver__blitz_spot.yml

@@ -5,6 +5,8 @@ models:
       - dbt_utils.unique_combination_of_columns:
           combination_of_columns:
             - _LOG_ID
+      - blitz_product_level_recency:
+          filter: product_type = 'spot' AND product_id <> 0
     columns:
       - name: BLOCK_NUMBER
         tests: