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Merge remote-tracking branch 'origin/op-token' into op-token
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@Jason4276
Jason4276 committed Dec 18, 2024
2 parents 955aa94 + 8583f36 commit 44169d6
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23 changes: 23 additions & 0 deletions .github/labeler.yml
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"dbt: daily":
- changed-files:
- any-glob-to-any-file: 'dbt_subprojects/daily_spellbook/**'

"dbt: dex":
- changed-files:
- any-glob-to-any-file: 'dbt_subprojects/dex/**'

"dbt: hourly":
- changed-files:
- any-glob-to-any-file: 'dbt_subprojects/hourly_spellbook/**'

"dbt: nft":
- changed-files:
- any-glob-to-any-file: 'dbt_subprojects/nft/**'

"dbt: solana":
- changed-files:
- any-glob-to-any-file: 'dbt_subprojects/solana/**'

"dbt: tokens":
- changed-files:
- any-glob-to-any-file: 'dbt_subprojects/tokens/**'
46 changes: 46 additions & 0 deletions .github/workflows/pr_automation.yml
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name: PR automation

on:
pull_request_target:
types:
- opened
- ready_for_review
- converted_to_draft
- synchronize
- labeled

permissions:
pull-requests: write
contents: write

jobs:
pr-automation:
runs-on: ubuntu-latest
env:
GH_TOKEN: ${{ secrets.GITHUB_TOKEN }}
GH_REPO: ${{ github.repository }}
NUMBER: ${{ github.event.number }}
steps:
- name: Mark new PR as Draft
if: (github.event.action == 'opened' && github.event.pull_request.draft == false)
run: gh pr ready "$NUMBER" --undo

- name: Set labels on Open
if: github.event.action == 'opened'
run: gh pr edit "$NUMBER" --add-label "WIP"

- name: Set labels on Draft
if: github.event.action == 'converted_to_draft'
run: gh pr edit "$NUMBER" --add-label "WIP" --remove-label "ready-for-review"

- name: Set labels on ready-for-review
if: github.event.action == 'ready_for_review'
run: gh pr edit "$NUMBER" --add-label "ready-for-review" --remove-label "WIP"

- name: Add subproject labels
if: contains('synchronize,opened,reopened', github.event.action)
uses: actions/labeler@v5
with:
sync-labels: true


275 changes: 275 additions & 0 deletions dbt_macros/shared/balancer/balancer_bpt_prices_macro.sql
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Expand Up @@ -349,3 +349,278 @@ WITH pool_labels AS (
WHERE supply > 0

{% endmacro %}

{# ######################################################################### #}

{% macro
balancer_v3_compatible_bpt_prices_macro(
blockchain, version, project_decoded_as, base_spells_namespace, pool_labels_spell
)
%}

WITH pool_labels AS (
SELECT
address AS pool_id,
name AS pool_symbol,
pool_type
FROM {{ pool_labels_spell }}
WHERE blockchain = '{{blockchain}}'
),

token_data AS (
SELECT
pool,
ARRAY_AGG(FROM_HEX(json_extract_scalar(token, '$.token')) ORDER BY token_index) AS tokens
FROM (
SELECT
pool,
tokenConfig,
SEQUENCE(1, CARDINALITY(tokenConfig)) AS token_index_array
FROM {{ source(project_decoded_as + '_' + blockchain, 'Vault_evt_PoolRegistered') }}
) AS pool_data
CROSS JOIN UNNEST(tokenConfig, token_index_array) AS t(token, token_index)
GROUP BY 1
),

-- liquidity formulation, with a few simplifications, compared to liquidity spell

prices AS (
SELECT
date_trunc('day', minute) AS day,
contract_address AS token,
decimals,
AVG(price) AS price
FROM {{ source('prices', 'usd') }}
WHERE blockchain = '{{blockchain}}'
GROUP BY 1, 2, 3
),

erc4626_prices AS(
SELECT
date_trunc('day', minute) AS day,
wrapped_token AS token,
decimals,
APPROX_PERCENTILE(median_price, 0.5) AS price,
DATE_TRUNC ('day', next_change) AS next_change
FROM {{ ref('balancer_v3_erc4626_token_prices') }}
WHERE blockchain = '{{blockchain}}'
GROUP BY 1, 2, 3, 5
),

swaps_changes AS (
SELECT
day,
pool_id,
token,
SUM(COALESCE(delta, INT256 '0')) AS delta
FROM
(
SELECT
date_trunc('day', evt_block_time) AS day,
pool AS pool_id,
tokenIn AS token,
CAST(amountIn AS INT256) AS delta
FROM {{ source(project_decoded_as + '_' + blockchain, 'Vault_evt_Swap') }}

UNION ALL

SELECT
date_trunc('day', evt_block_time) AS day,
pool AS pool_id,
tokenOut AS token,
-CAST(amountOut AS INT256) AS delta
FROM {{ source(project_decoded_as + '_' + blockchain, 'Vault_evt_Swap') }}
) swaps
GROUP BY 1, 2, 3
),

balance_changes AS(
SELECT
evt_block_time,
pool_id,
category,
deltas,
swapFeeAmountsRaw
FROM
(
SELECT
evt_block_time,
pool AS pool_id,
'add' AS category,
amountsAddedRaw AS deltas,
swapFeeAmountsRaw
FROM {{ source(project_decoded_as + '_' + blockchain, 'Vault_evt_LiquidityAdded') }}

UNION ALL

SELECT
evt_block_time,
pool AS pool_id,
'remove' AS category,
amountsRemovedRaw AS deltas,
swapFeeAmountsRaw
FROM {{ source(project_decoded_as + '_' + blockchain, 'Vault_evt_LiquidityRemoved') }}
) adds_and_removes
),

zipped_balance_changes AS (
SELECT
date_trunc('day', evt_block_time) AS day,
pool_id,
t.tokens,
CASE WHEN b.category = 'add'
THEN d.deltas
WHEN b.category = 'remove'
THEN -d.deltas
END AS deltas,
p.swapFeeAmountsRaw
FROM balance_changes b
JOIN token_data td ON b.pool_id = td.pool
CROSS JOIN UNNEST (td.tokens) WITH ORDINALITY as t(tokens,i)
CROSS JOIN UNNEST (b.deltas) WITH ORDINALITY as d(deltas,i)
CROSS JOIN UNNEST (b.swapFeeAmountsRaw) WITH ORDINALITY as p(swapFeeAmountsRaw,i)
WHERE t.i = d.i
AND d.i = p.i
ORDER BY 1,2,3
),

balances_changes AS (
SELECT
day,
pool_id,
tokens AS token,
deltas - CAST(swapFeeAmountsRaw as int256) AS delta
FROM zipped_balance_changes
ORDER BY 1, 2, 3
),

daily_delta_balance AS (
SELECT
day,
pool_id,
token,
SUM(COALESCE(amount, INT256 '0')) AS amount
FROM
(
SELECT
day,
pool_id,
token,
SUM(COALESCE(delta, INT256 '0')) AS amount
FROM balances_changes
GROUP BY 1, 2, 3

UNION ALL

SELECT
day,
pool_id,
token,
delta AS amount
FROM
swaps_changes
) balance
GROUP BY 1, 2, 3
),


cumulative_balance AS (
SELECT
DAY,
pool_id,
token,
LEAD(DAY, 1, NOW()) OVER (PARTITION BY token, pool_id ORDER BY DAY) AS day_of_next_change,
SUM(amount) OVER (PARTITION BY pool_id, token ORDER BY DAY ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS cumulative_amount
FROM daily_delta_balance
),

calendar AS (
SELECT date_sequence AS day
FROM unnest(sequence(date('2024-12-01'), date(now()), interval '1' day)) as t(date_sequence)
),

cumulative_usd_balance AS (
SELECT
c.day,
'{{blockchain}}' as blockchain,
b.pool_id,
b.token,
cumulative_amount / POWER(10, COALESCE(t.decimals, p1.decimals, p4.decimals)) * COALESCE(p1.price, p4.price, 0) AS protocol_liquidity_usd
FROM calendar c
LEFT JOIN cumulative_balance b ON b.day <= c.day
AND c.day < b.day_of_next_change
LEFT JOIN {{ source('tokens', 'erc20') }} t ON t.contract_address = b.token
AND blockchain = '{{blockchain}}'
LEFT JOIN prices p1 ON p1.day = b.day
AND p1.token = b.token
LEFT JOIN erc4626_prices p4 ON p4.day <= c.day
AND c.day < p4.next_change
AND p4.token = b.token
WHERE b.token != BYTEARRAY_SUBSTRING(b.pool_id, 1, 20)
),

weighted_pool_liquidity_estimates AS (
SELECT
b.day,
b.pool_id,
q.name,
pool_type,
ROW_NUMBER() OVER (partition by b.day, b.pool_id ORDER BY SUM(b.protocol_liquidity_usd) ASC) AS pricing_count, --to avoid double count in pools with multiple pricing assets
SUM(b.protocol_liquidity_usd) / COALESCE(SUM(w.normalized_weight), 1) AS protocol_liquidity
FROM cumulative_usd_balance b
LEFT JOIN {{ ref(base_spells_namespace + '_pools_tokens_weights') }} w ON b.pool_id = w.pool_id
AND b.token = w.token_address
AND b.protocol_liquidity_usd > 0
LEFT JOIN {{ source('balancer','token_whitelist') }} q ON b.token = q.address
AND b.blockchain = q.chain
LEFT JOIN pool_labels p ON p.pool_id = BYTEARRAY_SUBSTRING(b.pool_id, 1, 20)
WHERE q.name IS NOT NULL
AND p.pool_type IN ('weighted') -- filters for weighted pools with pricing assets
AND w.blockchain = '{{blockchain}}'
AND w.version = '{{version}}'
GROUP BY 1, 2, 3, 4
),

weighted_pool_liquidity_estimates_2 AS(
SELECT e.day,
e.pool_id,
SUM(e.protocol_liquidity) / MAX(e.pricing_count) AS protocol_liquidity
FROM weighted_pool_liquidity_estimates e
GROUP BY 1,2
),

tvl AS(
SELECT
c.day,
BYTEARRAY_SUBSTRING(c.pool_id, 1, 20) AS pool_address,
'{{version}}' AS version,
'{{blockchain}}' AS blockchain,
SUM(COALESCE(b.protocol_liquidity * w.normalized_weight, c.protocol_liquidity_usd)) AS liquidity
FROM cumulative_usd_balance c
FULL OUTER JOIN weighted_pool_liquidity_estimates_2 b ON c.day = b.day
AND c.pool_id = b.pool_id
LEFT JOIN {{ ref(base_spells_namespace + '_pools_tokens_weights') }} w ON b.pool_id = w.pool_id
AND w.blockchain = '{{blockchain}}'
AND w.version = '{{version}}'
AND w.token_address = c.token
LEFT JOIN pool_labels p ON p.pool_id = BYTEARRAY_SUBSTRING(c.pool_id, 1, 20)
GROUP BY 1, 2, 3, 4
)

SELECT
l.day,
l.blockchain,
l.version,
18 AS decimals,
l.pool_address AS contract_address,
pl.pool_type,
l.liquidity / s.supply AS bpt_price
FROM tvl l
LEFT JOIN {{ ref(base_spells_namespace + '_bpt_supply') }} s ON l.pool_address = s.token_address
AND l.blockchain = s.blockchain
AND l.version = s.version
AND l.day = s.day
LEFT JOIN pool_labels pl ON pl.pool_id = l.pool_address
WHERE supply > 0

{% endmacro %}
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