ArioVertex - Distribution of Traders based on Avg Time between Trades (Perp)
    Updated 2024-09-27
    with Perp as (
    select
    block_timestamp,
    tx_hash,
    trader
    from arbitrum.vertex.ez_perp_trades
    ),
    TradeGaps AS (
    SELECT
    Trader,
    block_timestamp as Trade_date,
    LAG(block_timestamp) OVER (
    PARTITION BY Trader
    ORDER BY
    block_timestamp
    ) AS prev_Trade_date
    FROM
    Perp
    ),
    Trade_time as (
    SELECT
    Trader,
    AVG(
    DATEDIFF(hour, prev_Trade_date, Trade_date)
    ) AS avg_Trade_gap
    FROM
    TradeGaps
    WHERE
    prev_Trade_date IS NOT NULL
    GROUP BY
    Trader
    ORDER BY
    Trader
    )
    select
    case
    QueryRunArchived: QueryRun has been archived