DaniLabsseparate-tomato
Updated 2024-09-24
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⌄
WITH tokens AS (
SELECT
pool_address,
DATE_TRUNC('day', block_timestamp) AS Date,
token0_price AS tok0_price,
token1_price AS tok1_price,
FIRST_VALUE(token0_price) OVER (PARTITION BY pool_address ORDER BY block_timestamp) AS started_tok0_price,
FIRST_VALUE(token1_price) OVER (PARTITION BY pool_address ORDER BY block_timestamp) AS started_tok1_price
FROM ethereum.uniswapv3.ez_lp_actions
WHERE pool_address IN (
'0xcbcdf9626bc03e24f779434178a73a0b4bad62ed', -- WBTC-WETH
'0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640', -- USDC-WETH
'0x4e68ccd3e89f51c3074ca5072bbac773960dfa36' -- WETH-USDT
)
AND block_timestamp >= CURRENT_DATE - INTERVAL '30 DAY'
),
price_ratios AS (
SELECT
pool_address,
Date,
tok0_price,
tok1_price,
started_tok0_price,
started_tok1_price,
(tok1_price / started_tok1_price) * (started_tok0_price / tok0_price) AS price_ratio
FROM tokens
),
impermanent_loss_calculations AS (
SELECT
pool_address,
Date,
tok0_price,
tok1_price,
price_ratio,
QueryRunArchived: QueryRun has been archived