DaniLabsCont. LVR
Updated 2024-09-17
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WITH transaction_data AS (
SELECT
date_trunc('hour', BLOCK_TIMESTAMP) AS Block_timestamp,
Tx_hash,
AMOUNT_IN,
AMOUNT_OUT,
Amount_in_usd,
POOL_NAME,
AMOUNT_IN_USD / AMOUNT_IN AS AMM_Price
FROM ethereum.defi.ez_dex_swaps
WHERE Platform = 'uniswap-v2'
AND Pool_name = 'WBTC-WETH'
AND token_in = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'
AND token_out = '0x2260fac5e5542a773aa44fbcfedf7c193bc2c599'
),
returns AS (
SELECT
Block_timestamp,
Pool_name,
Tx_hash,
AMM_Price,
LAG(AMM_Price) OVER (ORDER BY Block_timestamp) AS Prev_AMM_Price,
CASE
WHEN Prev_AMM_Price IS NOT NULL AND Prev_AMM_Price != 0 -- To prevent division by zero
THEN (AMM_Price - Prev_AMM_Price) / Prev_AMM_Price
ELSE NULL
END AS Return
FROM transaction_data
)
SELECT
Block_timestamp AS Date,
Pool_name,
Tx_hash,
AMM_Price,
QueryRunArchived: QueryRun has been archived