Kruys-Collinswily-emerald copy copy copy copy
    Updated 2024-09-10

    WITH daily_prices AS (
    SELECT
    token_address,
    symbol,
    blockchain,
    DATE_TRUNC('day', hour) AS day,
    AVG(price) AS daily_avg_price
    FROM
    crosschain.price.ez_prices_hourly
    WHERE
    blockchain = 'ethereum' -- Replace with the specific blockchain
    AND token_address IN ('0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2', '0xdac17f958d2ee523a2206206994597c13d831ec7') -- Replace with the specific token addresses
    GROUP BY
    token_address, symbol, blockchain, DATE_TRUNC('day', hour)
    ),
    price_volatility AS (
    SELECT
    token_address,
    symbol,
    blockchain,
    day,
    STDDEV(daily_avg_price) AS daily_price_volatility
    FROM
    daily_prices
    GROUP BY
    token_address, symbol, blockchain, day
    )

    -- Step 2: Compute the Instantaneous LVR
    SELECT
    lp_actions.pool_address,
    lp_actions.token0_symbol AS asset0_symbol,
    lp_actions.token1_symbol AS asset1_symbol,
    pv0.day,
    pv0.daily_price_volatility AS price_volatility0,
    QueryRunArchived: QueryRun has been archived