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64 changes: 64 additions & 0 deletions
64
...hetix/models/marts/arbitrum/mainnet/core/fct_core_account_delegation_arbitrum_mainnet.sql
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,64 @@ | ||
| with delegation_changes as ( | ||
| select | ||
| block_timestamp, | ||
| account_id, | ||
| pool_id, | ||
| collateral_type, | ||
|
|
||
| amount / 1e18 | ||
|
|
||
| - LAG( | ||
| amount / 1e18 | ||
| , 1, 0) over ( | ||
| partition by | ||
| account_id, | ||
| pool_id, | ||
| collateral_type | ||
| order by | ||
| block_timestamp | ||
| ) as change_in_amount | ||
| from | ||
| "analytics"."prod_raw_arbitrum_mainnet"."core_delegation_updated_arbitrum_mainnet" | ||
| ), | ||
|
|
||
| cumulative_delegation as ( | ||
| select | ||
| block_timestamp, | ||
| account_id, | ||
| pool_id, | ||
| collateral_type, | ||
| SUM(change_in_amount) over ( | ||
| partition by | ||
| pool_id, | ||
| account_id, | ||
| collateral_type | ||
| order by | ||
| block_timestamp | ||
| ) as cumulative_amount_delegated, | ||
| ROW_NUMBER() over ( | ||
| partition by | ||
| pool_id, | ||
| account_id, | ||
| collateral_type | ||
| order by | ||
| block_timestamp desc | ||
| ) as rn | ||
| from | ||
| delegation_changes | ||
| ) | ||
|
|
||
| select | ||
| block_timestamp as ts, | ||
| pool_id, | ||
| collateral_type, | ||
| cumulative_amount_delegated as amount_delegated, | ||
| CAST( | ||
| account_id as text | ||
| ) as account_id | ||
| from | ||
| cumulative_delegation | ||
| where | ||
| rn = 1 | ||
| order by | ||
| block_timestamp, | ||
| collateral_type |
234 changes: 234 additions & 0 deletions
234
compiled/synthetix/models/marts/arbitrum/mainnet/core/fct_core_apr_arbitrum_mainnet.sql
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,234 @@ | ||
|
|
||
|
|
||
| with pnl_hourly as ( | ||
| select | ||
| ts, | ||
| pool_id, | ||
| collateral_type, | ||
| collateral_value, | ||
| debt, | ||
| hourly_pnl, | ||
| hourly_issuance, | ||
| rewards_usd, | ||
| hourly_pnl_pct, | ||
| hourly_rewards_pct, | ||
| hourly_total_pct, | ||
| SUM( | ||
| COALESCE( | ||
| hourly_issuance, | ||
| 0 | ||
| ) | ||
| ) over ( | ||
| partition by | ||
| pool_id, | ||
| collateral_type | ||
| order by | ||
| ts | ||
| ) as cumulative_issuance, | ||
| SUM( | ||
| hourly_pnl | ||
| ) over ( | ||
| partition by | ||
| pool_id, | ||
| collateral_type | ||
| order by | ||
| ts | ||
| ) as cumulative_pnl | ||
| from | ||
| "analytics"."prod_arbitrum_mainnet"."fct_pool_pnl_hourly_arbitrum_mainnet" | ||
| ), | ||
|
|
||
| avg_returns as ( | ||
| select | ||
| ts, | ||
| pool_id, | ||
| collateral_type, | ||
| AVG( | ||
| hourly_pnl_pct | ||
| ) over ( | ||
| partition by | ||
| pool_id, | ||
| collateral_type | ||
| order by | ||
| ts | ||
| range between interval '24 HOURS' preceding | ||
| and current row | ||
| ) as avg_24h_pnl_pct, | ||
| AVG( | ||
| hourly_pnl_pct | ||
| ) over ( | ||
| partition by | ||
| pool_id, | ||
| collateral_type | ||
| order by | ||
| ts | ||
| range between interval '7 DAYS' preceding | ||
| and current row | ||
| ) as avg_7d_pnl_pct, | ||
| AVG( | ||
| hourly_pnl_pct | ||
| ) over ( | ||
| partition by | ||
| pool_id, | ||
| collateral_type | ||
| order by | ||
| ts | ||
| range between interval '28 DAYS' preceding | ||
| and current row | ||
| ) as avg_28d_pnl_pct, | ||
| AVG( | ||
| hourly_rewards_pct | ||
| ) over ( | ||
| partition by | ||
| pool_id, | ||
| collateral_type | ||
| order by | ||
| ts | ||
| range between interval '24 HOURS' preceding | ||
| and current row | ||
| ) as avg_24h_rewards_pct, | ||
| AVG( | ||
| hourly_rewards_pct | ||
| ) over ( | ||
| partition by | ||
| pool_id, | ||
| collateral_type | ||
| order by | ||
| ts | ||
| range between interval '7 DAYS' preceding | ||
| and current row | ||
| ) as avg_7d_rewards_pct, | ||
| AVG( | ||
| hourly_rewards_pct | ||
| ) over ( | ||
| partition by | ||
| pool_id, | ||
| collateral_type | ||
| order by | ||
| ts | ||
| range between interval '28 DAYS' preceding | ||
| and current row | ||
| ) as avg_28d_rewards_pct, | ||
| AVG( | ||
| hourly_total_pct | ||
| ) over ( | ||
| partition by | ||
| pool_id, | ||
| collateral_type | ||
| order by | ||
| ts | ||
| range between interval '24 HOURS' preceding | ||
| and current row | ||
| ) as avg_24h_total_pct, | ||
| AVG( | ||
| hourly_total_pct | ||
| ) over ( | ||
| partition by | ||
| pool_id, | ||
| collateral_type | ||
| order by | ||
| ts | ||
| range between interval '7 DAYS' preceding | ||
| and current row | ||
| ) as avg_7d_total_pct, | ||
| AVG( | ||
| hourly_total_pct | ||
| ) over ( | ||
| partition by | ||
| pool_id, | ||
| collateral_type | ||
| order by | ||
| ts | ||
| range between interval '28 DAYS' preceding | ||
| and current row | ||
| ) as avg_28d_total_pct | ||
| from | ||
| pnl_hourly | ||
| ), | ||
|
|
||
| apr_calculations as ( | ||
| select | ||
| pnl_hourly.ts, | ||
| pnl_hourly.pool_id, | ||
| pnl_hourly.collateral_type, | ||
| pnl_hourly.collateral_value, | ||
| pnl_hourly.debt, | ||
| pnl_hourly.hourly_pnl, | ||
| pnl_hourly.cumulative_pnl, | ||
| pnl_hourly.hourly_issuance, | ||
| pnl_hourly.cumulative_issuance, | ||
| pnl_hourly.rewards_usd, | ||
| pnl_hourly.hourly_pnl_pct, | ||
| pnl_hourly.hourly_rewards_pct, | ||
| -- total pnls | ||
| avg_returns.avg_24h_total_pct * 24 * 365 as apr_24h, | ||
| avg_returns.avg_7d_total_pct * 24 * 365 as apr_7d, | ||
| avg_returns.avg_28d_total_pct * 24 * 365 as apr_28d, | ||
| -- pool pnls | ||
| avg_returns.avg_24h_pnl_pct * 24 * 365 as apr_24h_pnl, | ||
| avg_returns.avg_7d_pnl_pct * 24 * 365 as apr_7d_pnl, | ||
| avg_returns.avg_28d_pnl_pct * 24 * 365 as apr_28d_pnl, | ||
| -- rewards pnls | ||
| avg_returns.avg_24h_rewards_pct * 24 * 365 as apr_24h_rewards, | ||
| avg_returns.avg_7d_rewards_pct * 24 * 365 as apr_7d_rewards, | ||
| avg_returns.avg_28d_rewards_pct * 24 * 365 as apr_28d_rewards | ||
| from | ||
| pnl_hourly | ||
| inner join avg_returns | ||
| on | ||
| pnl_hourly.ts = avg_returns.ts | ||
| and pnl_hourly.pool_id = avg_returns.pool_id | ||
| and pnl_hourly.collateral_type = avg_returns.collateral_type | ||
| ), | ||
|
|
||
| apy_calculations as ( | ||
| select | ||
| *, | ||
| (POWER(1 + apr_24h / 8760, 8760) - 1) as apy_24h, | ||
| (POWER(1 + apr_7d / 8760, 8760) - 1) as apy_7d, | ||
| (POWER(1 + apr_28d / 8760, 8760) - 1) as apy_28d, | ||
| (POWER(1 + apr_24h_pnl / 8760, 8760) - 1) as apy_24h_pnl, | ||
| (POWER(1 + apr_7d_pnl / 8760, 8760) - 1) as apy_7d_pnl, | ||
| (POWER(1 + apr_28d_pnl / 8760, 8760) - 1) as apy_28d_pnl, | ||
| (POWER(1 + apr_24h_rewards / 8760, 8760) - 1) as apy_24h_rewards, | ||
| (POWER(1 + apr_7d_rewards / 8760, 8760) - 1) as apy_7d_rewards, | ||
| (POWER(1 + apr_28d_rewards / 8760, 8760) - 1) as apy_28d_rewards | ||
| from | ||
| apr_calculations | ||
| ) | ||
|
|
||
| select | ||
| ts, | ||
| pool_id, | ||
| collateral_type, | ||
| collateral_value, | ||
| debt, | ||
| hourly_issuance, | ||
| hourly_pnl, | ||
| cumulative_pnl, | ||
| cumulative_issuance, | ||
| rewards_usd, | ||
| hourly_pnl_pct, | ||
| hourly_rewards_pct, | ||
| apr_24h, | ||
| apy_24h, | ||
| apr_7d, | ||
| apy_7d, | ||
| apr_28d, | ||
| apy_28d, | ||
| apr_24h_pnl, | ||
| apy_24h_pnl, | ||
| apr_7d_pnl, | ||
| apy_7d_pnl, | ||
| apr_28d_pnl, | ||
| apy_28d_pnl, | ||
| apr_24h_rewards, | ||
| apy_24h_rewards, | ||
| apr_7d_rewards, | ||
| apy_7d_rewards, | ||
| apr_28d_rewards, | ||
| apy_28d_rewards | ||
| from | ||
| apy_calculations | ||
| order by | ||
| ts |
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