diff --git a/models/bronze/prices/bronze__complete_native_asset_metadata.sql b/models/bronze/prices/bronze__complete_native_asset_metadata.sql new file mode 100644 index 0000000..1c4065c --- /dev/null +++ b/models/bronze/prices/bronze__complete_native_asset_metadata.sql @@ -0,0 +1,25 @@ +{{ config ( + materialized = 'view' +) }} + +SELECT + asset_id, + symbol, + NAME, + decimals, + blockchain, + is_deprecated, + provider, + source, + _inserted_timestamp, + inserted_timestamp, + modified_timestamp, + complete_native_asset_metadata_id, + _invocation_id +FROM + {{ source( + 'silver_crosschain', + 'complete_native_asset_metadata' + ) }} +WHERE + blockchain = 'thorchain' diff --git a/models/bronze/prices/bronze__complete_native_prices.sql b/models/bronze/prices/bronze__complete_native_prices.sql new file mode 100644 index 0000000..1e7d1e3 --- /dev/null +++ b/models/bronze/prices/bronze__complete_native_prices.sql @@ -0,0 +1,28 @@ +{{ config ( + materialized = 'view' +) }} + +SELECT + HOUR, + asset_id, + symbol, + NAME, + decimals, + price, + blockchain, + is_imputed, + is_deprecated, + provider, + source, + _inserted_timestamp, + inserted_timestamp, + modified_timestamp, + complete_native_prices_id, + _invocation_id +FROM + {{ source( + 'silver_crosschain', + 'complete_native_prices' + ) }} +WHERE + blockchain = 'thorchain' diff --git a/models/bronze/prices/bronze__complete_provider_asset_metadata.sql b/models/bronze/prices/bronze__complete_provider_asset_metadata.sql new file mode 100644 index 0000000..ab64dea --- /dev/null +++ b/models/bronze/prices/bronze__complete_provider_asset_metadata.sql @@ -0,0 +1,25 @@ +{{ config ( + materialized = 'view' +) }} + +SELECT + asset_id, + token_address, + NAME, + symbol, + platform, + platform_id, + provider, + source, + _inserted_timestamp, + inserted_timestamp, + modified_timestamp, + complete_provider_asset_metadata_id, + _invocation_id +FROM + {{ source( + 'silver_crosschain', + 'complete_provider_asset_metadata' + ) }} +WHERE + platform = 'thorchain' diff --git a/models/bronze/prices/bronze__complete_provider_prices.sql b/models/bronze/prices/bronze__complete_provider_prices.sql new file mode 100644 index 0000000..82d0627 --- /dev/null +++ b/models/bronze/prices/bronze__complete_provider_prices.sql @@ -0,0 +1,24 @@ +{{ config ( + materialized = 'view' +) }} + +SELECT + asset_id, + recorded_hour, + OPEN, + high, + low, + CLOSE, + provider, + source, + _inserted_timestamp, + inserted_timestamp, + modified_timestamp, + complete_provider_prices_id, + _invocation_id +FROM + {{ source( + 'silver_crosschain', + 'complete_provider_prices' + ) }} +-- prices for all ids diff --git a/models/descriptions/id.md b/models/descriptions/id.md new file mode 100644 index 0000000..4075e01 --- /dev/null +++ b/models/descriptions/id.md @@ -0,0 +1,5 @@ +{% docs id %} + +The primary key for the table. + +{% enddocs %} diff --git a/models/descriptions/prices.md b/models/descriptions/prices.md new file mode 100644 index 0000000..7c7f6a1 --- /dev/null +++ b/models/descriptions/prices.md @@ -0,0 +1,137 @@ +{% docs prices_dim_asset_metadata_table_doc %} + +A comprehensive dimensional table holding asset metadata and other relevant details pertaining to each id, from multiple providers. This data set includes raw, non-transformed data coming directly from the provider APIs and rows are not intended to be unique. As a result, there may be data quality issues persisting in the APIs that flow through to this dimensional model. If you are interested in using a curated data set instead, please utilize ez_asset_metadata. + +{% enddocs %} + +{% docs prices_ez_asset_metadata_table_doc %} + +A convenience table holding prioritized asset metadata and other relevant details pertaining to each token_address and native asset. This data set is highly curated and contains metadata for one unique asset per blockchain. + +{% enddocs %} + +{% docs prices_fact_prices_ohlc_hourly_table_doc %} + +A comprehensive fact table holding id and provider specific open, high, low, close hourly prices, from multiple providers. This data set includes raw, non-transformed data coming directly from the provider APIs and rows are not intended to be unique. As a result, there may be data quality issues persisting in the APIs that flow through to this fact based model. If you are interested in using a curated data set instead, please utilize ez_prices_hourly. + +{% enddocs %} + +{% docs prices_ez_prices_hourly_table_doc %} + +A convenience table for determining token prices by address and blockchain, and native asset prices by symbol and blockchain. This data set is highly curated and contains metadata for one price per hour per unique asset and blockchain. + +{% enddocs %} + +{% docs prices_provider %} + +The provider or source of the data. + +{% enddocs %} + +{% docs prices_asset_id %} + +The unique identifier representing the asset. + +{% enddocs %} + +{% docs prices_name %} + +The name of asset. + +{% enddocs %} + +{% docs prices_symbol %} + +The symbol of asset. + +{% enddocs %} + +{% docs prices_token_address %} + +The specific address representing the asset on a specific platform. This will be NULL if referring to a native asset. + +{% enddocs %} + +{% docs prices_blockchain %} + +The Blockchain, Network, or Platform for this asset. + +{% enddocs %} + +{% docs prices_blockchain_id %} + +The unique identifier of the Blockchain, Network, or Platform for this asset. + +{% enddocs %} + +{% docs prices_decimals %} + +The number of decimals for the asset. May be NULL. + +{% enddocs %} + +{% docs prices_is_native %} + +A flag indicating assets native to the respective blockchain. + +{% enddocs %} + +{% docs prices_is_deprecated %} + +A flag indicating if the asset is deprecated or no longer supported by the provider. + +{% enddocs %} + +{% docs prices_id_deprecation %} + +Deprecating soon! Please use the `asset_id` column instead. + +{% enddocs %} + +{% docs prices_decimals_deprecation %} + +Deprecating soon! Please use the decimals column in `ez_asset_metadata` or join in `dim_contracts` instead. + +{% enddocs %} + +{% docs prices_hour %} + +Hour that the price was recorded at. + +{% enddocs %} + +{% docs prices_price %} + +Closing price of the recorded hour in USD. + +{% enddocs %} + +{% docs prices_is_imputed %} + +A flag indicating if the price was imputed, or derived, from the last arriving record. This is generally used for tokens with low-liquidity or inconsistent reporting. + +{% enddocs %} + +{% docs prices_open %} + +Opening price of the recorded hour in USD. + +{% enddocs %} + +{% docs prices_high %} + +Highest price of the recorded hour in USD + +{% enddocs %} + +{% docs prices_low %} + +Lowest price of the recorded hour in USD + +{% enddocs %} + +{% docs prices_close %} + +Closing price of the recorded hour in USD + +{% enddocs %} \ No newline at end of file diff --git a/models/gold/price/price__dim_asset_metadata.sql b/models/gold/price/price__dim_asset_metadata.sql new file mode 100644 index 0000000..16b02e0 --- /dev/null +++ b/models/gold/price/price__dim_asset_metadata.sql @@ -0,0 +1,19 @@ +{{ config( + materialized = 'view', + persist_docs ={ "relation": true, + "columns": true } +) }} + +SELECT + token_address, + asset_id, + symbol, + name, + platform AS blockchain, + platform_id AS blockchain_id, + provider, + inserted_timestamp, + modified_timestamp, + complete_provider_asset_metadata_id AS dim_asset_metadata_id +FROM + {{ ref('silver__complete_provider_asset_metadata') }} diff --git a/models/gold/price/price__dim_asset_metadata.yml b/models/gold/price/price__dim_asset_metadata.yml new file mode 100644 index 0000000..24658bf --- /dev/null +++ b/models/gold/price/price__dim_asset_metadata.yml @@ -0,0 +1,23 @@ +version: 2 +models: + - name: price__dim_asset_metadata + description: '{{ doc("prices_dim_asset_metadata_table_doc") }}' + + columns: + - name: PROVIDER + description: '{{ doc("prices_provider")}}' + - name: ASSET_ID + description: '{{ doc("prices_asset_id") }}' + - name: NAME + description: '{{ doc("prices_name") }}' + - name: SYMBOL + description: '{{ doc("prices_symbol") }}' + - name: TOKEN_ADDRESS + description: '{{ doc("prices_token_address") }}' + - name: BLOCKCHAIN + description: '{{ doc("prices_blockchain") }}' + - name: BLOCKCHAIN_ID + description: '{{ doc("prices_blockchain_id") }}' + - name: DIM_ASSET_METADATA_ID + description: '{{ doc("id") }}' + - name: INSERTED_TIMESTAMP diff --git a/models/gold/price/price__ez_asset_metadata.sql b/models/gold/price/price__ez_asset_metadata.sql new file mode 100644 index 0000000..f538ec1 --- /dev/null +++ b/models/gold/price/price__ez_asset_metadata.sql @@ -0,0 +1,20 @@ +{{ config( + materialized = 'view', + persist_docs ={ "relation": true, + "columns": true } +) }} + +SELECT + NULL AS token_address, + asset_id, + symbol, + NAME, + decimals, + blockchain, + is_deprecated, + TRUE AS is_native, + inserted_timestamp, + modified_timestamp, + complete_native_asset_metadata_id AS ez_asset_metadata_id +FROM + {{ ref('silver__complete_native_asset_metadata') }} diff --git a/models/gold/price/price__ez_asset_metadata.yml b/models/gold/price/price__ez_asset_metadata.yml new file mode 100644 index 0000000..fd4db59 --- /dev/null +++ b/models/gold/price/price__ez_asset_metadata.yml @@ -0,0 +1,29 @@ +version: 2 +models: + - name: price__ez_asset_metadata + description: '{{ doc("prices_ez_asset_metadata_table_doc") }}' + + columns: + - name: ASSET_ID + description: '{{ doc("prices_asset_id") }}' + - name: NAME + description: '{{ doc("prices_name") }}' + - name: SYMBOL + description: '{{ doc("prices_symbol") }}' + - name: TOKEN_ADDRESS + description: '{{ doc("prices_token_address") }}' + - name: BLOCKCHAIN + description: '{{ doc("prices_blockchain") }}' + - name: DECIMALS + description: '{{ doc("prices_decimals") }}' + - name: IS_NATIVE + description: '{{ doc("prices_is_native") }}' + - name: IS_DEPRECATED + description: '{{ doc("prices_is_deprecated") }}' + - name: EZ_ASSET_METADATA_ID + description: '{{ doc("id") }}' + - name: INSERTED_TIMESTAMP + description: '{{ doc("inserted_timestamp") }}' + - name: MODIFIED_TIMESTAMP + description: '{{ doc("modified_timestamp") }}' + \ No newline at end of file diff --git a/models/gold/price/price__ez_prices_hourly.sql b/models/gold/price/price__ez_prices_hourly.sql new file mode 100644 index 0000000..f63568a --- /dev/null +++ b/models/gold/price/price__ez_prices_hourly.sql @@ -0,0 +1,22 @@ +{{ config( + materialized = 'view', + persist_docs ={ "relation": true, + "columns": true } +) }} + +SELECT + HOUR, + NULL AS token_address, + symbol, + NAME, + decimals, + price, + blockchain, + TRUE AS is_native, + is_deprecated, + is_imputed, + inserted_timestamp, + modified_timestamp, + complete_native_prices_id AS ez_prices_hourly_id +FROM + {{ ref('silver__complete_native_prices') }} diff --git a/models/gold/price/price__ez_prices_hourly.yml b/models/gold/price/price__ez_prices_hourly.yml new file mode 100644 index 0000000..6f99a86 --- /dev/null +++ b/models/gold/price/price__ez_prices_hourly.yml @@ -0,0 +1,30 @@ +version: 2 +models: + - name: price__ez_prices_hourly + description: '{{ doc("prices_ez_prices_hourly_table_doc") }}' + + columns: + - name: HOUR + description: '{{ doc("prices_hour")}}' + - name: TOKEN_ADDRESS + description: '{{ doc("prices_token_address") }}' + - name: SYMBOL + description: '{{ doc("prices_symbol") }}' + - name: BLOCKCHAIN + description: '{{ doc("prices_blockchain") }}' + - name: DECIMALS + description: '{{ doc("prices_decimals") }}' + - name: PRICE + description: '{{ doc("prices_price") }}' + - name: IS_NATIVE + description: '{{ doc("prices_is_native") }}' + - name: IS_IMPUTED + description: '{{ doc("prices_is_imputed") }}' + - name: IS_DEPRECATED + description: '{{ doc("prices_is_deprecated") }}' + - name: EZ_PRICES_HOURLY_ID + description: '{{ doc("id") }}' + - name: INSERTED_TIMESTAMP + description: '{{ doc("inserted_timestamp") }}' + - name: MODIFIED_TIMESTAMP + description: '{{ doc("modified_timestamp") }}' diff --git a/models/gold/price/price__fact_prices_ohlc_hourly.sql b/models/gold/price/price__fact_prices_ohlc_hourly.sql new file mode 100644 index 0000000..2be7d75 --- /dev/null +++ b/models/gold/price/price__fact_prices_ohlc_hourly.sql @@ -0,0 +1,19 @@ +{{ config( + materialized = 'view', + persist_docs ={ "relation": true, + "columns": true } +) }} + +SELECT + asset_id, + recorded_hour AS HOUR, + OPEN, + high, + low, + CLOSE, + provider, + inserted_timestamp, + modified_timestamp, + complete_provider_prices_id AS fact_prices_ohlc_hourly_id +FROM + {{ ref('silver__complete_provider_prices') }} diff --git a/models/gold/price/price__fact_prices_ohlc_hourly.yml b/models/gold/price/price__fact_prices_ohlc_hourly.yml new file mode 100644 index 0000000..3c991aa --- /dev/null +++ b/models/gold/price/price__fact_prices_ohlc_hourly.yml @@ -0,0 +1,24 @@ +version: 2 +models: + - name: price__fact_prices_ohlc_hourly + description: '{{ doc("prices_fact_prices_ohlc_hourly_table_doc") }}' + + columns: + - name: HOUR + description: '{{ doc("prices_hour")}}' + - name: ASSET_ID + description: '{{ doc("prices_asset_id") }}' + - name: OPEN + description: '{{ doc("prices_open") }}' + - name: HIGH + description: '{{ doc("prices_high") }}' + - name: LOW + description: '{{ doc("prices_low") }}' + - name: CLOSE + description: '{{ doc("prices_close") }}' + - name: FACT_PRICES_OHLC_HOURLY_ID + description: '{{ doc("id") }}' + - name: INSERTED_TIMESTAMP + description: '{{ doc("inserted_timestamp") }}' + - name: MODIFIED_TIMESTAMP + description: '{{ doc("modified_timestamp") }}' diff --git a/models/silver/prices/silver__complete_native_asset_metadata.sql b/models/silver/prices/silver__complete_native_asset_metadata.sql new file mode 100644 index 0000000..f06d593 --- /dev/null +++ b/models/silver/prices/silver__complete_native_asset_metadata.sql @@ -0,0 +1,37 @@ +{{ config( + materialized = 'incremental', + incremental_strategy = 'delete+insert', + unique_key = 'complete_native_asset_metadata_id', + tags = ['non_realtime'] +) }} + +SELECT + asset_id, + symbol, + NAME, + decimals, + blockchain, + is_deprecated, + provider, + source, + _inserted_timestamp, + inserted_timestamp, + modified_timestamp, + complete_native_asset_metadata_id, + _invocation_id +FROM + {{ ref( + 'bronze__complete_native_asset_metadata' + ) }} + +{% if is_incremental() %} +WHERE + modified_timestamp >= ( + SELECT + MAX( + modified_timestamp + ) + FROM + {{ this }} + ) +{% endif %} diff --git a/models/silver/prices/silver__complete_native_asset_metadata.yml b/models/silver/prices/silver__complete_native_asset_metadata.yml new file mode 100644 index 0000000..1c1fdf1 --- /dev/null +++ b/models/silver/prices/silver__complete_native_asset_metadata.yml @@ -0,0 +1,24 @@ +version: 2 +models: + - name: silver__complete_native_asset_metadata + tests: + - dbt_utils.unique_combination_of_columns: + combination_of_columns: + - SYMBOL + + columns: + - name: PROVIDER + tests: + - not_null + - name: SYMBOL + tests: + - not_null + - name: BLOCKCHAIN + tests: + - not_null + - name: MODIFIED_TIMESTAMP + tests: + - not_null + - name: COMPLETE_NATIVE_ASSET_METADATA_ID + tests: + - unique \ No newline at end of file diff --git a/models/silver/prices/silver__complete_native_prices.sql b/models/silver/prices/silver__complete_native_prices.sql new file mode 100644 index 0000000..375cbed --- /dev/null +++ b/models/silver/prices/silver__complete_native_prices.sql @@ -0,0 +1,40 @@ +{{ config( + materialized = 'incremental', + incremental_strategy = 'delete+insert', + unique_key = 'complete_native_prices_id', + tags = ['non_realtime'] +) }} + +SELECT + HOUR, + asset_id, + symbol, + NAME, + decimals, + price, + blockchain, + is_imputed, + is_deprecated, + provider, + source, + _inserted_timestamp, + inserted_timestamp, + modified_timestamp, + complete_native_prices_id, + _invocation_id +FROM + {{ ref( + 'bronze__complete_native_prices' + ) }} + +{% if is_incremental() %} +WHERE + modified_timestamp >= ( + SELECT + MAX( + modified_timestamp + ) + FROM + {{ this }} + ) +{% endif %} diff --git a/models/silver/prices/silver__complete_native_prices.yml b/models/silver/prices/silver__complete_native_prices.yml new file mode 100644 index 0000000..bb72433 --- /dev/null +++ b/models/silver/prices/silver__complete_native_prices.yml @@ -0,0 +1,37 @@ +version: 2 +models: + - name: silver__complete_native_prices + tests: + - dbt_utils.unique_combination_of_columns: + combination_of_columns: + - HOUR + - SYMBOL + + columns: + - name: HOUR + tests: + - not_null + - name: SYMBOL + tests: + - not_null + - name: BLOCKCHAIN + tests: + - not_null + - name: PROVIDER + tests: + - not_null + - name: PRICE + tests: + - not_null + - name: IS_IMPUTED + tests: + - not_null + - name: _INSERTED_TIMESTAMP + tests: + - not_null + - name: MODIFIED_TIMESTAMP + tests: + - not_null + - name: COMPLETE_NATIVE_PRICES_ID + tests: + - unique \ No newline at end of file diff --git a/models/silver/prices/silver__complete_provider_asset_metadata.sql b/models/silver/prices/silver__complete_provider_asset_metadata.sql new file mode 100644 index 0000000..a22da44 --- /dev/null +++ b/models/silver/prices/silver__complete_provider_asset_metadata.sql @@ -0,0 +1,37 @@ +{{ config( + materialized = 'incremental', + incremental_strategy = 'delete+insert', + unique_key = 'complete_provider_asset_metadata_id', + tags = ['non_realtime'] +) }} + +SELECT + asset_id, + token_address, + NAME, + symbol, + platform, + platform_id, + provider, + source, + _inserted_timestamp, + inserted_timestamp, + modified_timestamp, + complete_provider_asset_metadata_id, + _invocation_id +FROM + {{ ref( + 'bronze__complete_provider_asset_metadata' + ) }} + +{% if is_incremental() %} +WHERE + modified_timestamp >= ( + SELECT + MAX( + modified_timestamp + ) + FROM + {{ this }} + ) +{% endif %} \ No newline at end of file diff --git a/models/silver/prices/silver__complete_provider_asset_metadata.yml b/models/silver/prices/silver__complete_provider_asset_metadata.yml new file mode 100644 index 0000000..8fa56fd --- /dev/null +++ b/models/silver/prices/silver__complete_provider_asset_metadata.yml @@ -0,0 +1,26 @@ +version: 2 +models: + - name: silver__complete_provider_asset_metadata + tests: + - dbt_utils.unique_combination_of_columns: + combination_of_columns: + - ASSET_ID + - TOKEN_ADDRESS + - NAME + - SYMBOL + - PLATFORM + - PLATFORM_ID + - PROVIDER + columns: + - name: PROVIDER + tests: + - not_null + - name: ASSET_ID + tests: + - not_null + - name: MODIFIED_TIMESTAMP + tests: + - not_null + - name: COMPLETE_PROVIDER_ASSET_METADATA_ID + tests: + - unique \ No newline at end of file diff --git a/models/silver/prices/silver__complete_provider_prices.sql b/models/silver/prices/silver__complete_provider_prices.sql new file mode 100644 index 0000000..c6aa062 --- /dev/null +++ b/models/silver/prices/silver__complete_provider_prices.sql @@ -0,0 +1,45 @@ +{{ config( + materialized = 'incremental', + incremental_strategy = 'delete+insert', + unique_key = 'complete_provider_prices_id', + tags = ['non_realtime'] +) }} + +SELECT + p.asset_id, + recorded_hour, + OPEN, + high, + low, + CLOSE, + p.provider, + p.source, + p._inserted_timestamp, + p.inserted_timestamp, + p.modified_timestamp, + p.complete_provider_prices_id, + p._invocation_id +FROM + {{ ref( + 'bronze__complete_provider_prices' + ) }} + p + INNER JOIN {{ ref('bronze__complete_provider_asset_metadata') }} + m + ON p.asset_id = m.asset_id + +{% if is_incremental() %} +WHERE + p.modified_timestamp >= ( + SELECT + MAX( + modified_timestamp + ) + FROM + {{ this }} + ) +{% endif %} + +qualify(ROW_NUMBER() over (PARTITION BY p.asset_id, recorded_hour, p.provider +ORDER BY + p.modified_timestamp DESC)) = 1 diff --git a/models/silver/prices/silver__complete_provider_prices.yml b/models/silver/prices/silver__complete_provider_prices.yml new file mode 100644 index 0000000..8db23c7 --- /dev/null +++ b/models/silver/prices/silver__complete_provider_prices.yml @@ -0,0 +1,25 @@ +version: 2 +models: + - name: silver__complete_provider_prices + tests: + - dbt_utils.unique_combination_of_columns: + combination_of_columns: + - ASSET_ID + - RECORDED_HOUR + - PROVIDER + columns: + - name: PROVIDER + tests: + - not_null + - name: ASSET_ID + tests: + - not_null + - name: RECORDED_HOUR + tests: + - not_null + - name: MODIFIED_TIMESTAMP + tests: + - not_null + - name: COMPLETE_PROVIDER_PRICES_ID + tests: + - unique \ No newline at end of file diff --git a/models/sources.yml b/models/sources.yml index d79d448..ca4e368 100644 --- a/models/sources.yml +++ b/models/sources.yml @@ -61,6 +61,16 @@ sources: schema: core tables: - name: dim_labels + - name: silver_crosschain + database: "{{ 'crosschain' if target.database == 'BITCOIN' else 'crosschain_dev' }}" + schema: silver + tables: + - name: complete_token_asset_metadata + - name: complete_token_prices + - name: complete_provider_asset_metadata + - name: complete_provider_prices + - name: complete_native_asset_metadata + - name: complete_native_prices - name: github_actions database: thorchain schema: github_actions diff --git a/package-lock.yml b/package-lock.yml new file mode 100644 index 0000000..5fe36e2 --- /dev/null +++ b/package-lock.yml @@ -0,0 +1,16 @@ +packages: +- package: calogica/dbt_expectations + version: 0.8.5 +- package: dbt-labs/dbt_utils + version: 1.0.0 +- package: Snowflake-Labs/dbt_constraints + version: 0.6.3 +- git: https://github.com/FlipsideCrypto/fsc-utils.git + revision: c84d623aa09ce2acb9451e6aedf5fa70c19b0b95 +- package: get-select/dbt_snowflake_query_tags + version: 2.5.0 +- package: calogica/dbt_date + version: 0.7.2 +- git: https://github.com/FlipsideCrypto/livequery-models.git + revision: bca494102fbd2d621d32746e9a7fe780678044f8 +sha1_hash: a8f5a1ab1a2b6c0861120777f418cf368cf5fea6