AN-6455/improve-stablecoin-logic (#512)

* update to seed file

* add swaps model

* use cg seed and mapping

* update seed and add join logic for bridged and wrapped stable assets

* finalize model

* final tests and fixes

* add udf LQ model, update downstream

* remove db name from lq

* add tagged package

* delete seed

models/gold/stats/stats__ez_stablecoin_token_flows_daily.sql

@@ -69,6 +69,7 @@ WITH stables AS (
         token_address
     FROM
         {{ ref('silver__tokens_stablecoins') }}
+    where peg_type = 'peggedUSD'
 ),
 xfer AS (
     SELECT

models/silver/core/tokens/silver__coingecko_stablecoin_map.sql

@@ -0,0 +1,45 @@
+{{ config(
+    materialized = 'incremental',
+    unique_key = ['id'],
+    cluster_by = ['pegType'],
+    merge_exclude_columns = ['inserted_timestamp'],
+    tags = ['weekly']
+) }}
+WITH raw_data AS (
+    SELECT
+        live.udf_api('https://raw.githubusercontent.com/DefiLlama/peggedassets-server/refs/heads/master/src/peggedData/peggedData.ts') AS raw,
+        PARSE_JSON(raw) :data :: STRING AS peggeddata_content
+)
+SELECT
+    id,
+    NAME,
+    address,
+    symbol,
+    onCoinGecko,
+    gecko_id,
+    cmcId,
+    pegType,
+    pegMechanism,
+    priceSource,
+    deadFrom,
+    delisted,
+    deprecated,
+    doublecounted,
+    SYSDATE() AS modified_timestamp,
+    SYSDATE() AS inserted_timestamp,
+    '{{ invocation_id }}' AS _invocation_id
+FROM
+    raw_data,
+    TABLE(
+        utils.udf_stablecoin_data_parse(
+            raw_data.peggeddata_content
+        )
+    )
+{% if is_incremental() %}
+WHERE id not in (
+    SELECT
+        id
+    FROM
+        {{ this }}
+)
+{% endif %}

models/silver/core/tokens/silver__tokens_stablecoins.sql

@@ -1,70 +1,58 @@
 {{ config(
     materialized = 'incremental',
-    unique_key = ['blockchain', 'token_address','price_date'],
-    cluster_by = ['blockchain','price_date'],
+    unique_key = ['blockchain', 'token_address'],
+    cluster_by = ['blockchain'],
     merge_exclude_columns = ['inserted_timestamp'],
-    tags = ['daily']
+    tags = ['weekly']
 ) }}
-/*
-This query finds stablecoins across chains that closely track USD (within 2%).
-
-Token must have ALL THREE of the following:
-2. Average deviation within 2% of $1 across the last 1000 hours 
-3. Median deviation within 2% of $1 across the last 1000 hours 
-*/
-WITH price_comparisons AS (
 
+WITH stablecoin_map AS (
     SELECT
-        HOUR,
-        blockchain,
-        token_address,
-        price,
-        ABS(
-            price - 1
-        ) AS usd_deviation
+        id,
+        gecko_id,
+        symbol,
+        pegType,
+        pegmechanism
     FROM
-        {{ ref('price__ez_prices_hourly') }}
-)
-SELECT
-    date_day AS price_date,
-    blockchain,
-    token_address,
-    AVG(usd_deviation) AS avg_deviation,
-    MEDIAN(usd_deviation) AS median_deviation,
-    MIN(usd_deviation) AS min_deviation,
-    MAX(usd_deviation) AS max_deviation,
-    COUNT(*) AS hours_tracked
-FROM
-    price_comparisons p
-    INNER JOIN {{ ref('core__dim_dates') }}
-    d
-    ON p.hour >= DATEADD(
-        'hour',
-        -1000,
-        d.date_day
-    )
-    AND p.hour < d.date_day
-WHERE
-    token_address != '0x53fc82f14f009009b440a706e31c9021e1196a2f' -- BUIDL on avax?
-
-{% if is_incremental() %}
--- Only process recent dates for incremental runs
-AND d.date_day > (
-    SELECT
-        DATEADD('day', -7, MAX(price_date))
-    FROM
-        {{ this }})
-        AND d.date_day < CURRENT_DATE()
-    {% else %}
-        AND d.date_day >= '2025-01-01'
-        AND d.date_day < CURRENT_DATE()
+        {{ ref('silver__coingecko_stablecoin_map') }}
+    {% if is_incremental() %}
+    WHERE
+        id NOT IN (SELECT id FROM {{ this }})
     {% endif %}
-    GROUP BY
-        date_day,
-        blockchain,
-        token_address
-    HAVING
-        avg_deviation BETWEEN 0
-        AND 0.02 -- Within 2% of $1
-        AND median_deviation BETWEEN 0
-        AND 0.02 -- Median within 2%
+)
+
+SELECT
+    c.id,
+    m.asset_id,
+    m.name,
+    m.symbol,
+    m.token_address,
+    coalesce(p.blockchain, m.blockchain) as blockchain,
+    C.pegType AS peg_type,
+    C.pegmechanism AS peg_mechanism,
+    m.modified_timestamp AS _inserted_timestamp,
+    SYSDATE() AS modified_timestamp,
+    SYSDATE() AS inserted_timestamp,
+    {{ dbt_utils.generate_surrogate_key(['p.blockchain', 'm.token_address']) }} AS tokens_stablecoins_id,
+    '{{ invocation_id }}' AS _invocation_id
+FROM
+    stablecoin_map C
+    INNER JOIN {{ ref('price__dim_asset_metadata') }}
+    m
+    ON m.asset_id = C.gecko_id 
+    -- addition join logic to capture wrapped and bridged addresses
+    OR m.asset_id LIKE '%wrapped-' || C.gecko_id
+    OR m.asset_id LIKE '%bridged-' || C.gecko_id || '-' || m.blockchain
+    OR m.asset_id LIKE C.gecko_id || '-' || m.blockchain || '-bridged%'
+    OR m.asset_id LIKE '%bridged-' || LOWER(C.symbol) || '-' || m.blockchain || '%'
+    LEFT JOIN {{ ref('silver__provider_platform_blockchain_map') }}
+    p
+    ON m.blockchain = p.platform
+WHERE 
+    m.token_address IS NOT NULL
+qualify ROW_NUMBER() over (
+    PARTITION BY p.blockchain,
+    m.token_address
+    ORDER BY
+        _inserted_timestamp DESC
+) = 1

models/silver/core/tokens/silver__tokens_stablecoins.yml

@@ -0,0 +1,36 @@
+version: 2
+models:
+  - name: silver__tokens_stablecoins
+    tests:
+      - dbt_utils.unique_combination_of_columns:
+          combination_of_columns:
+            - blockchain
+            - token_address
+    columns:
+      - name: asset_id
+        tests:
+          - not_null
+      - name: name
+      - name: symbol
+        tests:
+          - not_null
+      - name: token_address
+        tests:
+          - not_null
+      - name: blockchain
+        tests:
+          - not_null
+      - name: peg_type
+        tests:
+          - not_null
+      - name: peg_mechanism
+        tests:
+          - not_null
+      - name: _inserted_timestamp
+      - name: modified_timestamp
+      - name: inserted_timestamp
+      - name: tokens_stablecoins_id
+        tests:
+          - not_null
+          - unique
+      - name: _invocation_id 

packages.yml

@@ -6,4 +6,4 @@ packages:
   - package: dbt-labs/dbt_utils
     version: 1.0.0
   - git: https://github.com/FlipsideCrypto/fsc-utils.git
-    revision: "v1.36.1"
+    revision: v1.38.0