Prices from Swaps update (#126)

* workflow_prod and core->gold

* update prices from swaps

models/gold/core__fact_hourly_prices.yml

@@ -7,7 +7,7 @@ models:
       This table provides hourly token price data for FLOW tokens from CoinGecko and CoinMarketCap.
   
     columns:
-      - name: recorded_hour
+      - name: RECORDED_HOUR
         description: "{{ doc('recorded_hour') }}"
         tests:
           - not_null
@@ -15,7 +15,7 @@ models:
               column_type_list:
                 - TIMESTAMP_NTZ
 
-      - name: id
+      - name: ID
         description: "{{ doc('asset_id') }}"
         tests:
           - not_null
@@ -24,16 +24,15 @@ models:
                 - STRING
                 - VARCHAR
 
-      - name: token
+      - name: TOKEN
         description: "{{ doc('token') }}"
         tests:
-          - not_null
           - dbt_expectations.expect_column_values_to_be_in_type_list:
               column_type_list:
                 - STRING
                 - VARCHAR
 
-      - name: open
+      - name: OPEN
         description: "{{ doc('open') }}"
         tests:
           - not_null
@@ -42,7 +41,7 @@ models:
                 - FLOAT
                 - DOUBLE
 
-      - name: high
+      - name: HIGH
         description: "{{ doc('high') }}"
         tests:
           - not_null
@@ -51,7 +50,7 @@ models:
                 - FLOAT
                 - DOUBLE
 
-      - name: low
+      - name: LOW
         description: "{{ doc('low') }}"
         tests:
           - not_null
@@ -60,7 +59,7 @@ models:
                 - FLOAT
                 - DOUBLE
 
-      - name: close
+      - name: CLOSE
         description: "{{ doc('asset_id') }}"
         tests:
           - not_null
@@ -69,7 +68,7 @@ models:
                 - FLOAT
                 - DOUBLE
 
-      - name: provider
+      - name: PROVIDER
         description: "{{ doc('provider') }}"
         tests:
           - not_null

models/gold/core__fact_prices.sql

@@ -23,6 +23,7 @@ prices AS (
 ),
 prices_swaps AS (
     SELECT
+        tx_id,
         block_timestamp AS TIMESTAMP,
         token_contract,
         swap_price AS price_usd,
@@ -37,7 +38,8 @@ viewnion AS (
         p.symbol,
         l.token_contract,
         price_usd,
-        source
+        source,
+        NULL as tx_id
     FROM
         prices p
         LEFT JOIN token_labels l USING (symbol)
@@ -48,7 +50,8 @@ viewnion AS (
         l.symbol,
         ps.token_contract,
         price_usd,
-        source
+        source,
+        tx_id
     FROM
         prices_swaps ps
         LEFT JOIN token_labels l USING (token_contract)

models/gold/core__fact_prices.yml

@@ -3,7 +3,9 @@ version: 2
 models:
   - name: core__fact_prices
     description: |-
-      deprecating soon! This table is being deprecated in favor of the hourly prices table. Please move work over to that table.
+      This table reports prices derived from various on-chain sources. CoinGecko and CoinMarketCap price feeds can be found in the hourly price table.
+      Note that prices from swaps may be volatile and are an approximation of price in USD terms, at best. A tx_hash is included for prices from swaps to provide a source.
+      Low cap coins may have questionable prices due to low liquidity.
 
     columns:
       - name: TIMESTAMP
@@ -17,7 +19,6 @@ models:
       - name: TOKEN
         description: "{{ doc('token') }}"
         tests:
-          - not_null
           - dbt_expectations.expect_column_values_to_be_in_type_list:
               column_type_list:
                 - STRING
@@ -26,7 +27,6 @@ models:
       - name: SYMBOL
         description: "{{ doc('symbol') }}"
         tests:
-          - not_null
           - dbt_expectations.expect_column_values_to_be_in_type_list:
               column_type_list:
                 - STRING

models/silver/prices/silver__prices_swaps.sql

@@ -17,10 +17,9 @@ WITH swaps AS (
         token_out_contract,
         token_in_amount,
         token_in_contract,
-        _ingested_at,
         _inserted_timestamp
     FROM
-        {{ ref('silver__swaps_single_trade') }}
+        {{ ref('silver__swaps') }}
 
 {% if is_incremental() %}
 WHERE
@@ -34,22 +33,19 @@ WHERE
 ),
 flow_price AS (
     SELECT
-        DATE_TRUNC(
-            'm',
-            recorded_at
-        ) AS _timestamp,
-        price_usd
+        recorded_hour as _timestamp,
+        open as price_usd
     FROM
-        {{ ref('silver__prices') }}
+        {{ ref('silver__prices_hourly') }}
     WHERE
-        symbol = 'FLOW'
+        token = 'Flow'
 ),
 stable_out AS (
     SELECT
         tx_id,
         block_timestamp,
         token_in_contract AS token_contract,
-        token_out_amount / token_in_amount AS swap_price,
+        token_out_amount / nullifzero(token_in_amount) AS swap_price,
         _inserted_timestamp,
         'stableswap' AS source
     FROM
@@ -66,7 +62,7 @@ stable_in AS (
         tx_id,
         block_timestamp,
         token_out_contract AS token_contract,
-        token_in_amount / token_out_amount AS swap_price,
+        token_in_amount / nullifzero(token_out_amount) AS swap_price,
         _inserted_timestamp,
         'stableswap' AS source
     FROM
@@ -94,7 +90,7 @@ flow_out AS (
         tx_id,
         block_timestamp,
         token_in_contract AS token_contract,
-        token_out_amount / token_in_amount AS swap_price_in_flow,
+        token_out_amount / nullifzero(token_in_amount) AS swap_price_in_flow,
         _inserted_timestamp
     FROM
         swaps
@@ -106,7 +102,7 @@ flow_in AS (
         tx_id,
         block_timestamp,
         token_in_contract AS token_contract,
-        token_out_amount / token_in_amount AS swap_price_in_flow,
+        token_out_amount / nullifzero(token_in_amount) AS swap_price_in_flow,
         _inserted_timestamp
     FROM
         swaps
@@ -117,7 +113,7 @@ flow_tbl_union AS (
     SELECT
         tx_id,
         DATE_TRUNC(
-            'm',
+            'hour',
             block_timestamp
         ) AS _timestamp,
         token_contract,
@@ -130,7 +126,7 @@ flow_tbl_union AS (
     SELECT
         tx_id,
         DATE_TRUNC(
-            'm',
+            'hour',
             block_timestamp
         ) AS _timestamp,
         token_contract,
@@ -180,3 +176,5 @@ SELECT
     *
 FROM
     FINAL
+WHERE
+    swap_price IS NOT NULL

profiles.yml

@@ -6,7 +6,7 @@ flow:
       account: "{{ env_var('SF_ACCOUNT') }}"
       # User/password auth
       user: "{{ env_var('SF_USERNAME') }}"
-      password: "{{ env_var('SF_PASSWORD') }}"
+      authenticator: externalbrowser
       role: "{{ env_var('SF_ROLE') }}"
       schema: "{{ env_var('SF_SCHEMA') }}"
       region: "{{ env_var('SF_REGION') }}"
@@ -16,4 +16,4 @@ flow:
       client_session_keep_alive: False
       query_tag: flow_curator
   config:
-    send_anonymous_usage_stats: False
+    send_anonymous_usage_stats: False