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168 changes: 168 additions & 0 deletions
168
macros/models/_project/balancer/balancer_protocol_fee_macro.sql
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,168 @@ | ||
| {% macro | ||
| balancer_protocol_fee_macro( | ||
| blockchain, version | ||
| ) | ||
| %} | ||
|
|
||
| WITH pool_labels AS ( | ||
| SELECT * FROM ( | ||
| SELECT | ||
| address, | ||
| name, | ||
| ROW_NUMBER() OVER (PARTITION BY address ORDER BY MAX(updated_at) DESC) AS num | ||
| FROM {{ ref('labels_balancer_v2_pools') }} | ||
| WHERE blockchain = '{{blockchain}}' | ||
| GROUP BY 1, 2) | ||
| WHERE num = 1 | ||
| ), | ||
|
|
||
| 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}}' | ||
| {% if is_incremental() %} | ||
| AND {{ incremental_predicate('minute') }} | ||
| {% endif %} | ||
| GROUP BY 1, 2, 3 | ||
|
|
||
| ), | ||
|
|
||
| dex_prices_1 AS ( | ||
| SELECT | ||
| date_trunc('day', hour) AS DAY, | ||
| contract_address AS token, | ||
| approx_percentile(median_price, 0.5) AS price, | ||
| sum(sample_size) AS sample_size | ||
| FROM {{ ref('dex_prices') }} | ||
| {% if is_incremental() %} | ||
| WHERE {{ incremental_predicate('hour') }} | ||
| {% endif %} | ||
| GROUP BY 1, 2 | ||
| HAVING sum(sample_size) > 3 | ||
| ), | ||
|
|
||
| dex_prices AS ( | ||
| SELECT | ||
| *, | ||
| LEAD(DAY, 1, NOW()) OVER ( | ||
| PARTITION BY token | ||
| ORDER BY | ||
| DAY | ||
| ) AS day_of_next_change | ||
| FROM dex_prices_1 | ||
| ), | ||
|
|
||
| bpt_prices AS( | ||
| SELECT | ||
| date_trunc('day', hour) AS day, | ||
| contract_address AS token, | ||
| approx_percentile(median_price, 0.5) AS price | ||
| FROM {{ ref('balancer_bpt_prices') }} | ||
| WHERE blockchain = '{{blockchain}}' | ||
| {% if is_incremental() %} | ||
| AND {{ incremental_predicate('hour') }} | ||
| {% endif %} | ||
| GROUP BY 1, 2 | ||
| ), | ||
|
|
||
| daily_protocol_fee_collected AS ( | ||
| SELECT | ||
| date_trunc('day', evt_block_time) AS day, | ||
| poolId AS pool_id, | ||
| token AS token_address, | ||
| SUM(protocol_fees) AS protocol_fee_amount_raw | ||
| FROM {{ source('balancer_v2_' + blockchain, 'Vault_evt_PoolBalanceChanged') }} b | ||
| CROSS JOIN unnest("protocolFeeAmounts", "tokens") AS t(protocol_fees, token) | ||
| {% if is_incremental() %} | ||
| WHERE {{ incremental_predicate('b.evt_block_time') }} | ||
| {% endif %} | ||
| GROUP BY 1, 2, 3 | ||
|
|
||
| UNION ALL | ||
|
|
||
| SELECT | ||
| date_trunc('day', t.evt_block_time) AS day, | ||
| poolId AS pool_id, | ||
| b.poolAddress AS token_address, | ||
| sum(value) AS protocol_fee_amount_raw | ||
| FROM {{ source('balancer_v2_' + blockchain, 'Vault_evt_PoolRegistered') }} b | ||
| INNER JOIN {{ source('erc20_' + blockchain, 'evt_transfer') }} t | ||
| ON t.contract_address = b.poolAddress | ||
| AND t."from" = 0x0000000000000000000000000000000000000000 | ||
| AND t.to = 0xce88686553686DA562CE7Cea497CE749DA109f9F --ProtocolFeesCollector address, which is the same across all chains | ||
| {% if is_incremental() %} | ||
| WHERE {{ incremental_predicate('t.evt_block_time') }} | ||
| AND {{ incremental_predicate('b.evt_block_time') }} | ||
| {% endif %} | ||
| GROUP BY 1, 2, 3 | ||
| ), | ||
|
|
||
| decorated_protocol_fee AS ( | ||
| SELECT | ||
| d.day, | ||
| d.pool_id, | ||
| d.token_address, | ||
| t.symbol AS token_symbol, | ||
| SUM(d.protocol_fee_amount_raw) AS token_amount_raw, | ||
| SUM(d.protocol_fee_amount_raw / power(10, COALESCE(t.decimals,p1.decimals))) AS token_amount, | ||
| CASE | ||
| WHEN BYTEARRAY_SUBSTRING(d.pool_id, 1, 20) = d.token_address -- fees paid in BPTs | ||
| THEN 0 | ||
| ELSE | ||
| SUM(COALESCE(p1.price, p2.price, p3.price) * protocol_fee_amount_raw / POWER(10, COALESCE(t.decimals,p1.decimals))) | ||
| END AS protocol_fee_collected_usd | ||
| FROM daily_protocol_fee_collected d | ||
| LEFT JOIN prices p1 | ||
| ON p1.token = d.token_address | ||
| AND p1.day = d.day | ||
| LEFT JOIN dex_prices p2 | ||
| ON p2.token = d.token_address | ||
| AND p2.day = d.day | ||
| LEFT JOIN bpt_prices p3 | ||
| ON p3.token = CAST(d.token_address AS VARCHAR) | ||
| AND p3.day = d.day | ||
| LEFT JOIN {{ ref('tokens_erc20') }} t | ||
| ON t.contract_address = d.token_address | ||
| AND t.blockchain = '{{blockchain}}' | ||
| GROUP BY 1, 2, 3, 4 | ||
| ), | ||
|
|
||
| revenue_share as( | ||
| SELECT | ||
| day, | ||
| CASE | ||
| WHEN day < DATE '2022-07-03' THEN 0.25 -- veBAL release | ||
| WHEN day >= DATE '2022-07-03' AND day < DATE '2023-01-23' THEN 0.25 -- BIP 19 | ||
| WHEN day >= DATE '2023-01-23' AND day < DATE '2023-07-24' THEN 0.35 -- BIP 161 | ||
| WHEN day >= DATE '2023-07-24' THEN 0.175 -- BIP 371 | ||
| END AS treasury_share | ||
| FROM UNNEST(SEQUENCE(DATE '2022-03-01', CURRENT_DATE, INTERVAL '1' DAY)) AS date(day) | ||
| ) | ||
|
|
||
|
|
||
| SELECT | ||
| f.day, | ||
| f.pool_id, | ||
| BYTEARRAY_SUBSTRING(f.pool_id,1,20) as pool_address, | ||
| l.name AS pool_symbol, | ||
| '{{version}}' as version, | ||
| '{{blockchain}}' as blockchain, | ||
| f.token_address, | ||
| f.token_symbol, | ||
| SUM(f.token_amount_raw) as token_amount_raw, | ||
| SUM(f.token_amount) as token_amount, | ||
| SUM(f.protocol_fee_collected_usd) as protocol_fee_collected_usd, | ||
| r.treasury_share, | ||
| SUM(f.protocol_fee_collected_usd) * r.treasury_share as treasury_revenue_usd | ||
| FROM decorated_protocol_fee f | ||
| INNER JOIN revenue_share r | ||
| ON r.day = f.day | ||
| LEFT JOIN pool_labels l | ||
| ON BYTEARRAY_SUBSTRING(f.pool_id,1,20) = l.address | ||
| GROUP BY 1, 2, 3, 4, 5, 6, 7, 8, 12 | ||
|
|
||
| {% endmacro %} |
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