Kruys-Collinswily-emerald copy copy copy copy
Updated 2024-09-10
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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QueryRunArchived: QueryRun has been archived