DaniLabsdaily lvr with fees
Updated 2024-09-17
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WITH hourly_prices AS (
SELECT
date_trunc('hour', hour) AS hour,
AVG(CASE WHEN name = 'ethereum' THEN price END) AS eth_price_usd,
AVG(CASE WHEN name = 'bitcoin' THEN price END) AS btc_price_usd
FROM crosschain.price.ez_prices_hourly
GROUP BY 1
),
transaction_data AS (
SELECT
date_trunc('hour', block_timestamp) AS BLOCK_TIMESTAMP,
tx_hash,
amount_in, -- WETH
amount_in_usd,
amount_in_usd / amount_in AS amm_price -- AMM price for WETH/WBTC
FROM ethereum.defi.ez_dex_swaps
WHERE Platform = 'uniswap-v2'
AND Pool_name = 'WBTC-WETH'
AND token_in = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'
AND token_out = '0x2260fac5e5542a773aa44fbcfedf7c193bc2c599'
),
transaction_fees AS (
SELECT
tf.tx_hash,
tf.tx_fee_precise,
hp.eth_price_usd
FROM ethereum.core.fact_transactions tf
JOIN hourly_prices hp ON date_trunc('hour', tf.block_timestamp) = hp.hour
WHERE tf.tx_hash IN (SELECT tx_hash FROM transaction_data)
),
price_at_transaction AS (
SELECT
hour,
QueryRunArchived: QueryRun has been archived