CryptoIcicleFLASH BOUNTY- TWAP LUNA
Updated 2021-12-08
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-- Like the man in the red suit himself, I'm back to dispense goodies: in this case, 5 LUNA grand prize and 1.5 LUNA minimum for the first five participants who reply with a complete solution and the #MerryChristmas hashtag. I'll throw 15 UST atop that for anyone who tweets out their solution with a brief explainer.
-- DAMMIT KIDA
-- The client is the general manager at Anchor Protocol, who reached out and wanted someone to calculate a rolling 30-day time-weighted average price (TWAP) for LUNA. He'd like to see what TWAP has done, beginning from 11/15 until now.
-- No bells and whistles here - just the calculation over that time period, a simple, clean visualization, and maybe a brief explanation.
with avg_daily_luna_price as (
select
date_trunc('day', block_timestamp) as date,
avg(price_usd) as luna_price
from
terra.oracle_prices
where
symbol = 'LUNA'
and block_timestamp >= '2020-11-15'
group by
date
)
select
date,
luna_price,
avg(luna_price) over (
ORDER BY
date ROWS BETWEEN 29 PRECEDING
AND CURRENT ROW
) as luna_30_day_moving_average
from
avg_daily_luna_price
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