adriaparcerisasSushiswap impermanent loss
    Updated 2022-09-19
    WITH

    filtered_liquidity_pools AS (
    SELECT pool_address
    , trim(replace(replace(pool_name, 'SLP', ''), 'LP', '')) AS _trimmed_pool_name
    , token0
    , token1
    , split(_trimmed_pool_name, '-')[0] AS symbol_in
    , split(_trimmed_pool_name, '-')[1] AS symbol_out
    , _trimmed_pool_name AS pool_name
    FROM ethereum.core.dim_dex_liquidity_pools
    WHERE pool_address = lower('{{Ethereum_Pool_Address}}') --'0x397ff1542f962076d0bfe58ea045ffa2d347aca0'
    ),


    block_params AS (
    SELECT min(block_number) AS start_block
    , max(block_number) as end_block
    FROM ethereum.core.fact_blocks where block_timestamp>='2023-06-21'
    ),


    latest_prices AS (
    SELECT *
    FROM (
    SELECT token_address, hour, avg(price) AS price
    FROM ethereum.core.fact_hourly_token_prices
    WHERE hour >= CURRENT_TIMESTAMP - interval '7 days'
    GROUP BY 1,2
    )
    QUALIFY row_number() OVER (partition by token_address order by hour desc) = 1
    ),


    twap_token_prices_per_block AS (
    Run a query to Download Data