date_trunc('day',block_hour) as day,

avg(token_price) as token_price_,

LAG(token_price_) ignore nulls over (partition by underlying_symbol order by day) as prev,

((token_price_ - prev)/token_price_)*100 as delta,

underlying_symbol

FROM compound.market_stats

WHERE block_hour >= getdate() - interval '30 days'

AND

( underlying_symbol = 'WBTC'

OR underlying_symbol = 'WBTC2'

OR underlying_symbol = 'ETH'

OR underlying_symbol = 'DAI'

OR underlying_symbol = 'USDC'

OR underlying_symbol = 'USDT'

)

GROUP BY day,

underlying_symbol

ORDER BY 1 DESC