zackmendelPool Specific LVR
Updated 2024-10-04
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/*
For discrete trades, calculate LVR using the formula: LVR = a(p - q),
where
'a' is the asset quantity traded,
'p' is the market price, and
'q' is the AMM price
*/
WITH price AS (
SELECT
hour,
token_address,
symbol,
price
FROM ethereum.price.ez_prices_hourly
),
pools AS (
SELECT
hour,
SUM(CASE WHEN token_address = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2' THEN price ELSE 0 END) AS eth_price,
SUM(CASE WHEN token_address = '0x2260fac5e5542a773aa44fbcfedf7c193bc2c599' THEN price ELSE 0 END) AS btc_price,
SUM(CASE WHEN token_address = '0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48' THEN price ELSE 0 END) AS usdc_price,
SUM(CASE WHEN token_address = '0xdac17f958d2ee523a2206206994597c13d831ec7' THEN price ELSE 0 END) AS usdt_price
FROM price
WHERE token_address IN ('0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2', '0x2260fac5e5542a773aa44fbcfedf7c193bc2c599', '0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48', '0xdac17f958d2ee523a2206206994597c13d831ec7') -- WETH, WBTC, USDC, USDT
-- AND hour::date = current_date - 1
GROUP BY hour
),
pool AS (
SELECT
-- *
hour,
eth_price,
btc_price,
QueryRunArchived: QueryRun has been archived