shadilDoes Time of Day Affect Price? - volatility
    Updated 2022-05-10
    with assets as (
    SELECT asset_id, asset_name, sum(volume_usd_in_hour) as vol_usd, avg(volatility_measure) as avg_volatility, sum(swaps_in_hour) as vol_swaps
    from algorand.prices_swap
    where date(block_hour) >= CURRENT_DATE - 30
    GROUP by asset_id, asset_name HAVING vol_swaps > 0
    order by vol_swaps DESC
    limit 10
    )

    SELECT extract('hour', block_hour) as h, avg(volatility_measure) as avg_volatility, avg(volume_usd_in_hour) as avg_volume, avg(swaps_in_hour) as avg_swaps
    from algorand.prices_swap
    where date(block_hour) >= CURRENT_DATE - 30
    and asset_id in (SELECT asset_id from assets)
    GROUP by h
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