Alw pendle (#424)

databases.csv

@@ -65,6 +65,7 @@ OPTIMISM_FLIPSIDE
 OSMOSIS
 OSMOSIS_FLIPSIDE
 PC_DBT_DB
+PENDLE
 POLKADOT
 POLYGON
 POLYGON_FLIPSIDE

dbt_project.yml

@@ -117,6 +117,8 @@ models:
         +snowflake_warehouse: "OSMOSIS"
       pancakeswap:
         +snowflake_warehouse: "PANCAKESWAP_SM"
+      pendle:
+        +snowflake_warehouse: "PENDLE"
       polkadot:
         +snowflake_warehouse: "POLKADOT"
       polygon:

macros/get_treasury_balance.sql

@@ -148,7 +148,7 @@ SELECT
 FROM
     full_table
 WHERE
-    USD_BALANCE > 1
+    USD_BALANCE > 100
 GROUP BY
     1
     , 2

macros/pendle/get_pendle_daus_txns_for_chain.sql

@@ -0,0 +1,32 @@
+{% macro get_pendle_daus_txns_for_chain(chain)%}
+
+    with
+        swap_logs as (
+            SELECT
+                block_timestamp,
+                tx_hash,
+                DECODED_LOG:caller::STRING AS caller,
+                TRY_TO_NUMBER(DECODED_LOG:netPtOut::STRING) / 1e18 AS netPtOut,
+                TRY_TO_NUMBER(DECODED_LOG:netSyFee::STRING) / 1e18 AS netSyFee,
+                TRY_TO_NUMBER(DECODED_LOG:netSyOut::STRING) / 1e18 AS netSyOut,
+                TRY_TO_NUMBER(DECODED_LOG:netSyToReserve::STRING) / 1e18 AS netSyToReserve,
+                DECODED_LOG:receiver::STRING AS receiver
+                , contract_address as market_address
+                , origin_from_address as user
+            FROM {{ chain }}_flipside.core.ez_decoded_event_logs
+            WHERE event_name = 'Swap'
+            {% if is_incremental() %}
+                AND block_timestamp > (select max(date) from {{ this }})
+            {% endif %}
+            AND DECODED_LOG:netSyFee IS NOT NULL
+            AND DECODED_LOG:netSyToReserve IS NOT NULL
+        )
+    SELECT
+        date(block_timestamp) as date
+        , '{{ chain }}' as chain
+        , count(distinct user) as DAU
+        , count(distinct tx_hash) as daily_txns
+    FROM swap_logs
+    GROUP BY 1
+
+{% endmacro %}

macros/pendle/get_pendle_deposit_redeem_txns.sql

@@ -0,0 +1,34 @@
+{% macro get_pendle_deposit_redeem_txns(chain) %}
+
+    WITH sy_addresses AS (
+        SELECT sy_address
+        FROM {{ref('dim_pendle_' ~ chain ~ '_market_metadata')}}
+    )
+    , decoded_events as (
+        SELECT
+            *
+        FROM ethereum_flipside.core.ez_decoded_event_logs
+        WHERE contract_address IN (SELECT DISTINCT(sy_address) FROM sy_addresses)
+        AND event_name IN ('Deposit', 'Redeem')
+        {% if is_incremental() %}
+            AND block_timestamp > (SELECT DATEADD(day, -1, MAX(block_timestamp)) FROM {{this}})
+        {% endif %}
+    )
+    SELECT
+        DECODED_LOG:tokenIn::STRING as token_address,
+        DECODED_LOG:amountDeposited::number as amount,
+        contract_address as sy_address,
+        *
+    FROM decoded_events
+    WHERE event_name = 'Deposit'
+    UNION ALL
+    SELECT
+        DECODED_LOG:tokenOut::STRING as token_address,
+        - DECODED_LOG:amountTokenOut::number as amount,
+        contract_address as sy_address,
+        *
+    FROM decoded_events
+    WHERE event_name = 'Redeem'
+
+
+{% endmacro %}

macros/pendle/get_pendle_market_metadata_for_chain.sql

@@ -0,0 +1,95 @@
+{% macro get_pendle_markets_for_chain(chain) %}
+
+    with
+        -- Filter to get only new 'CreateNewMarket' logs after the last run date
+        pt_addresses as (
+            SELECT
+                DECODED_LOG:PT::STRING as pt_address,
+                DECODED_LOG:market::STRING as market_address,
+                block_timestamp
+            FROM
+                {{ chain }}_flipside.core.ez_decoded_event_logs
+            WHERE
+                event_name = 'CreateNewMarket'
+                {% if is_incremental() %}
+                    AND block_timestamp > dateadd(day, -3, to_date(sysdate()))
+                {% endif %}
+        ),
+
+        -- Filter to get new SY addresses related to new PTs
+        sy_addresses as (
+            SELECT
+                '0x' || SUBSTR(input, 35, 40) as sy_address,
+                '0x' || SUBSTR(OUTPUT, 27, 40) as pt_address
+            FROM
+                {{ chain }}_flipside.core.fact_traces
+            WHERE
+                SUBSTR(input, 0, 10) = '0xe28a68b6'
+                AND SUBSTR(input, 35, 40) is not null
+                AND pt_address IN (SELECT pt_address FROM pt_addresses)
+                {% if is_incremental() %}
+                    AND block_timestamp > dateadd(day, -3, to_date(sysdate()))
+                {% endif %}
+        ),
+
+        -- Identify new underlying addresses based on deposits related to new SYs
+        deposits as (
+            SELECT
+                contract_address as sy_address,
+                DECODED_LOG:tokenIn::STRING as underlying_address,
+                COUNT(*) as deposit_count
+            FROM
+                {{ chain }}_flipside.core.ez_decoded_event_logs
+            WHERE
+                event_name = 'Deposit'
+                AND DECODED_LOG:tokenIn::STRING <> '0x0000000000000000000000000000000000000000'
+                AND contract_address IN (SELECT sy_address FROM sy_addresses)
+                {% if is_incremental() %}
+                    AND block_timestamp > dateadd(day, -3, to_date(sysdate()))
+                {% endif %}
+            GROUP BY
+                contract_address, DECODED_LOG:tokenIn::STRING
+        ),
+
+        -- Rank new underlying addresses by deposit count to get the most frequent one
+        ranked_underlyings as (
+            SELECT
+                sy_address,
+                underlying_address,
+                ROW_NUMBER() OVER (PARTITION BY sy_address ORDER BY deposit_count DESC) as rank
+            FROM
+                deposits
+        ),
+
+        -- Filter to get only the top-ranked underlying address for each SY
+        underlyings as (
+            SELECT
+                sy_address,
+                underlying_address
+            FROM
+                ranked_underlyings
+            WHERE
+                rank = 1
+        )
+
+    -- Final query to combine all the information into the dim_pendle_markets_data table
+    SELECT
+        p.market_address,
+        p.pt_address,
+        s.sy_address,
+        u.underlying_address,
+        MAX(block_timestamp) as block_timestamp
+    FROM
+        pt_addresses p
+    LEFT JOIN
+        sy_addresses s ON p.pt_address = s.pt_address
+    LEFT JOIN
+        underlyings u ON s.sy_address = u.sy_address
+    WHERE
+        u.underlying_address IS NOT NULL
+    GROUP BY
+        p.market_address,
+        p.pt_address,
+        s.sy_address,
+        u.underlying_address
+{% endmacro %}

macros/pendle/get_pendle_swap_fees_for_chain_by_token.sql

@@ -0,0 +1,67 @@
+{% macro get_pendle_swap_fees_for_chain_by_token(chain, blacklist=(''))%}
+
+    with
+        swap_logs as (
+            SELECT
+                block_timestamp,
+                tx_hash,
+                DECODED_LOG:caller::STRING AS caller,
+                TRY_TO_NUMBER(DECODED_LOG:netPtOut::STRING) / 1e18 AS netPtOut,
+                TRY_TO_NUMBER(DECODED_LOG:netSyFee::STRING) / 1e18 AS netSyFee,
+                TRY_TO_NUMBER(DECODED_LOG:netSyOut::STRING) / 1e18 AS netSyOut,
+                TRY_TO_NUMBER(DECODED_LOG:netSyToReserve::STRING) / 1e18 AS netSyToReserve,
+                DECODED_LOG:receiver::STRING AS receiver
+                , contract_address as market_address
+            FROM {{ chain }}_flipside.core.ez_decoded_event_logs
+            WHERE event_name = 'Swap'
+            AND DECODED_LOG:netSyFee IS NOT NULL
+            AND DECODED_LOG:netSyToReserve IS NOT NULL
+            {% if is_incremental() %}
+                AND block_timestamp > (select max(date)-1 from {{ this }})
+            {% endif %}
+            {% if blacklist is string %} AND lower(contract_address) != '{{ blacklist }}'
+            {% elif blacklist | length > 1 %} AND lower(contract_address) not in {{ blacklist }}
+            {% endif %}
+        )
+        , market_metadata as (
+            SELECT
+                market_address,
+                pt_address,
+                sy_address,
+                underlying_address
+            FROM
+                {{ ref("dim_pendle_" ~ chain ~ "_market_metadata") }}
+        )
+        , swaps_with_meta_data as (
+            SELECT
+                l.block_timestamp
+                , p.symbol
+                , p.price
+                , l.netSyFee * p.price as fee_usd
+                , l.netSyFee as fee_native
+                , l.netSyOut * p.price as volume_usd
+                , l.netSyOut as volume_native
+                , l.netSyToReserve * p.price as revenue_usd
+                , l.netSyToReserve as revenue_native
+                , m.market_address
+                , m.underlying_address
+            FROM
+                swap_logs l
+            LEFT JOIN market_metadata m on m.market_address = l.market_address
+            LEFT JOIN {{ chain }}_flipside.price.ez_prices_hourly p on p.hour = date_trunc('hour', l.block_timestamp) AND lower(p.token_address) = lower(m.underlying_address)
+        )
+
+    SELECT
+        date(block_timestamp) as date
+        , '{{ chain }}' as chain
+        , symbol
+        , SUM(fee_usd) as fee_usd
+        , SUM(fee_native) as fee_native
+        , SUM(volume_usd) as volume_usd
+        , SUM(volume_native) as volume_native
+        , SUM(revenue_usd) as revenue_usd
+        , SUM(revenue_native) as revenue_native
+    FROM swaps_with_meta_data
+    GROUP BY 1, 2, 3
+
+{% endmacro %}

macros/pendle/get_pendle_tvl_for_chain_by_token.sql

@@ -0,0 +1,64 @@
+{% macro get_pendle_tvl_for_chain_by_token(chain)%}
+
+with 
+    distinct_sy_underlyings as (
+        SELECT distinct sy_address, underlying_address FROM {{ref('dim_pendle_' ~ chain  ~ '_market_metadata')}}
+        {% if chain == 'arbitrum' %}
+            WHERE sy_address not in ('0xc79d8a2aa6d769138e599d4dbc30569c9870a6ee', '0x318eec91f653ca72fafb038f9ad792a6bc0d644c')
+        {% endif %}
+    )
+, prices as (
+    SELECT
+        date(hour) as date
+        , symbol
+        , token_address
+        , avg(price) as price
+    FROM
+    {{chain}}_flipside.price.ez_prices_hourly
+    where token_address in (select underlying_address from distinct_sy_underlyings)
+    and hour > date('2022-11-23')
+    group by 1, 2, 3
+)
+, all_combinations as (
+        SELECT p.date, u.underlying_address
+        FROM prices p
+        CROSS JOIN distinct_sy_underlyings u
+)
+, cum as (
+    select
+        date(f.block_timestamp) as date
+        , m.underlying_address
+        , sum(f.amount / pow(10, 18)) OVER (PARTITION BY m.underlying_address ORDER BY f.block_timestamp) as cum_sum
+    from
+        {{ref('fact_pendle_' ~ chain ~ '_deposit_redeem_txns')}} f
+    left join distinct_sy_underlyings m on m.sy_address = f.sy_address
+    {% if chain == 'ethereum' %}    
+        where f.sy_address <> lower('0x065347C1Dd7A23Aa043e3844B4D0746ff7715246')
+    {% endif %}
+),
+filled_cum AS (
+        SELECT 
+            ac.date,
+            ac.underlying_address,
+            LAST_VALUE(c.cum_sum IGNORE NULLS) OVER (
+                PARTITION BY ac.underlying_address 
+                ORDER BY ac.date
+                ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW
+            ) AS cum_sum
+        FROM all_combinations ac
+        LEFT JOIN cum c ON ac.date = c.date AND ac.underlying_address = c.underlying_address
+)
+SELECT
+    fc.date as date,
+    '{{chain}}' AS chain,
+    p.symbol as symbol,
+    p.token_address as token_address,
+    AVG(fc.cum_sum) AS amount_native,
+    AVG(fc.cum_sum * p.price) AS amount_usd
+FROM filled_cum fc
+LEFT JOIN prices p ON p.token_address = fc.underlying_address AND fc.date = p.date
+WHERE fc.cum_sum is not null
+GROUP BY 1, 2, 3, 4
+ORDER BY 1, 3
+
+{% endmacro %}

macros/pendle/get_pendle_yield_fees_for_chain_by_token.sql

@@ -0,0 +1,50 @@
+{% macro get_pendle_yield_fees_for_chain_by_token(chain)%}
+
+    with
+        yt_addresses as (
+            SELECT
+                DECODED_LOG:YT::STRING as yt_address
+                , DECODED_LOG:SY::STRING as sy_address
+            FROM
+                {{ chain }}_flipside.core.ez_decoded_event_logs
+            WHERE event_name = 'CreateYieldContract'
+        )
+        , fees as (
+            SELECT
+                block_timestamp
+                , tx_hash
+                , contract_address as yt_address
+                , yt.sy_address
+                , decoded_log:amountInterestFee::number /1e18 as fee_sy_amount
+            FROM
+            {{ chain }}_flipside.core.ez_decoded_event_logs l
+            LEFT JOIN yt_addresses yt ON yt.yt_address = l.contract_address
+            WHERE event_name = 'CollectInterestFee'
+            and contract_address in (SELECT distinct yt_address FROM yt_addresses)
+            {% if is_incremental() %}
+                AND block_timestamp > (select max(date) from {{ this }})
+            {% endif %}
+        )
+        , market_metadata as (
+            SELECT
+                market_address,
+                pt_address,
+                sy_address,
+                underlying_address
+            FROM
+                {{ ref("dim_pendle_" ~ chain ~ "_market_metadata") }}
+        )
+        SELECT
+            distinct
+            date(block_timestamp) as date
+            , tx_hash
+            , underlying_address as token_address
+            , p.symbol as token
+            , fee_sy_amount * p.price as yield_fee_usd
+            , fee_sy_amount as yield_fee_native
+        FROM
+            fees f
+        LEFT JOIN market_metadata m ON f.sy_address = m.sy_address
+        LEFT JOIN {{ chain }}_flipside.price.ez_prices_hourly p ON p.hour = date_trunc('hour', f.block_timestamp) AND lower(p.token_address) = lower(m.underlying_address)
+
+{% endmacro %}