Avantis Protocol on Base #7450
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| {{ config( | ||
| schema = 'avantis_perpetual_trades', | ||
| alias = 'perpetual_trades', | ||
| post_hook='{{ expose_spells(\'["base"]\', | ||
| "project", | ||
| "avantis", | ||
| \'["princi"]\') }}' | ||
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| ) | ||
| }} | ||
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| {% set avantis_base_perpetual_trade_models = [ | ||
| ref('avantis_v1_base_perpetual_trades') | ||
| ] %} | ||
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| SELECT * | ||
| FROM | ||
| ( | ||
| {% for avantis_perpetual_trades in avantis_base_perpetual_trade_models %} | ||
| SELECT | ||
| blockchain | ||
| ,block_date | ||
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| ,block_month | ||
| ,block_time | ||
| ,virtual_asset | ||
| ,underlying_asset | ||
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| ,market | ||
| ,market_address | ||
| ,volume_usd | ||
| ,fee_usd | ||
| ,margin_usd | ||
| ,trade | ||
| ,project | ||
| ,version | ||
| ,frontend | ||
| ,trader | ||
| ,volume_raw | ||
| ,tx_hash | ||
| ,tx_from | ||
| ,tx_to | ||
| ,evt_index | ||
| FROM {{ avantis_perpetual_trades }} | ||
| {% if not loop.last %} | ||
| UNION ALL | ||
| {% endif %} | ||
| {% endfor %} | ||
| ) | ||
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| version: 2 | ||
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| models: | ||
| - name: avantis_v1_base_perpetual_trades | ||
| meta: | ||
| blockchain: base | ||
| sector: perpetual | ||
| contributors: princi | ||
| config: | ||
| tags: ['base', 'perpetuals', 'perps', 'avantis','cross-chain'] | ||
| description: > | ||
| Perpetual swaps/trades table on avantis protocol across blockchains | ||
| columns: | ||
| - &blockchain | ||
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| name: blockchain | ||
| description: "Blockchain where the perpetuals market is deployed" | ||
| - &block_date | ||
| name: block_date | ||
| description: "Date of the transaction" | ||
| - &block_time | ||
| name: block_time | ||
| description: "Time of the transaction" | ||
| - &virtual_asset | ||
| name: virtual_asset | ||
| description: "How the protocol represents the underlying asset" | ||
| - &underlying_asset | ||
| name: underlying_asset | ||
| description: "The real underlying asset that is represented in the swap" | ||
| - &market | ||
| name: market | ||
| description: "The futures market involved in the transaction" | ||
| - &market_address | ||
| name: market_address | ||
| description: "Contract address of the market" | ||
| - &volume_usd | ||
| name: volume_usd | ||
| description: "The size of the position taken for the swap in USD; already in absolute value and decimal normalized" | ||
| - &fee_usd | ||
| name: fee_usd | ||
| description: "The fees charged to the user for the swap in USD" | ||
| - &margin_usd | ||
| name: margin_usd | ||
| description: "The amount of collateral/margin used in a trade in USD" | ||
| - &trade | ||
| name: trade | ||
| description: "Indicates the trade's direction whether a short, long, of if a position is being closed" | ||
| - &project | ||
| name: project | ||
| description: "The underlying protocol/project where the swap took place" | ||
| - &version | ||
| name: version | ||
| description: "The version of the protocol/project" | ||
| - &frontend | ||
| name: frontend | ||
| description: "The frontend protocol/project where the specific swap was executed; built on top of the 'project' and defaults to the 'project' if no other frontend is specified" | ||
| - &trader | ||
| name: trader | ||
| description: "The address which made the swap in the protocol" | ||
| - &volume_raw | ||
| name: volume_raw | ||
| description: "The size of the position in raw form" | ||
| - &tx_hash | ||
| name: tx_hash | ||
| description: "The hash of the transaction" | ||
| - &tx_from | ||
| name: tx_from | ||
| description: "The address that originated the transaction; based on the base.transactions table" | ||
| - &tx_to | ||
| name: tx_to | ||
| description: "The address receiving the transaction; based on the base.transactions table" | ||
| - &evt_index | ||
| name: evt_index | ||
| description: "Event index number" | ||
| - &block_month | ||
| name: block_month | ||
| description: "Month of the transaction" | ||
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| @@ -0,0 +1,208 @@ | ||||||
| {{ config( | ||||||
| schema = 'avantis_base', | ||||||
|
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| alias = 'perpetual_trades', | ||||||
| partition_by = ['block_month'], | ||||||
| materialized = 'incremental', | ||||||
| file_format = 'delta', | ||||||
| incremental_strategy = 'merge', | ||||||
| unique_key = ['block_date', 'blockchain', 'project', 'version', 'tx_hash', 'evt_index'], | ||||||
| post_hook='{{ expose_spells(\'["base"]\', | ||||||
| spell_type = "project", | ||||||
| spell_name = "avantis", | ||||||
| contributors = \'["princi"]\') }}' | ||||||
| ) | ||||||
| }} | ||||||
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| -- {% set project_start_date = '2024-01-01' %} | ||||||
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| WITH trading_events AS ( | ||||||
| -- OpenLimitPlaced events | ||||||
| SELECT | ||||||
| evt_block_time, | ||||||
| evt_block_number, | ||||||
| evt_tx_hash, | ||||||
| evt_tx_from, | ||||||
| evt_tx_to, | ||||||
| evt_index, | ||||||
| contract_address, | ||||||
| trader, | ||||||
| pairIndex, | ||||||
| index as position_size, | ||||||
| openPrice / 1e8 as price_usd, | ||||||
| executionFee / 1e18 as fee_usd, | ||||||
| isBuy, | ||||||
| 'limit_order' as event_type | ||||||
| FROM {{ source('avantis_base', 'Trading_evt_OpenLimitPlaced') }} | ||||||
| {% if is_incremental() %} | ||||||
| WHERE {{ incremental_predicate('evt_block_time') }} | ||||||
| {% endif %} | ||||||
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| UNION ALL | ||||||
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| -- MarginUpdated events | ||||||
| SELECT | ||||||
| evt_block_time, | ||||||
| evt_block_number, | ||||||
| evt_tx_hash, | ||||||
| evt_tx_from, | ||||||
| evt_tx_to, | ||||||
| evt_index, | ||||||
| contract_address, | ||||||
| trader, | ||||||
| pairIndex, | ||||||
| index as position_size, | ||||||
| NULL as price_usd, -- No direct price equivalent | ||||||
| marginFees / 1e18 as fee_usd, | ||||||
| CASE | ||||||
| WHEN newTrade = 'Long' THEN true | ||||||
| WHEN newTrade = 'Short' THEN false | ||||||
| ELSE NULL | ||||||
| END as isBuy, | ||||||
| 'margin_update' as event_type | ||||||
| FROM {{ source('avantis_base', 'Trading_evt_MarginUpdated') }} | ||||||
| {% if is_incremental() %} | ||||||
| WHERE {{ incremental_predicate('evt_block_time') }} | ||||||
| {% endif %} | ||||||
| ), | ||||||
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| perps AS ( | ||||||
| SELECT | ||||||
| evt_block_time AS block_time, | ||||||
| evt_block_number AS block_number, | ||||||
| CASE pairIndex | ||||||
| WHEN 0 THEN 'BTC-USD' | ||||||
| WHEN 1 THEN 'ETH-USD' | ||||||
| WHEN 2 THEN 'LINK-USD' | ||||||
| WHEN 3 THEN 'DOGE-USD' | ||||||
| WHEN 4 THEN 'MATIC-USD' | ||||||
| WHEN 5 THEN 'ADA-USD' | ||||||
| WHEN 6 THEN 'SUSHI-USD' | ||||||
| WHEN 7 THEN 'AAVE-USD' | ||||||
| WHEN 8 THEN 'ALGO-USD' | ||||||
| WHEN 9 THEN 'BAT-USD' | ||||||
| WHEN 10 THEN 'COMP-USD' | ||||||
| WHEN 11 THEN 'DOT-USD' | ||||||
| WHEN 12 THEN 'EOS-USD' | ||||||
| WHEN 13 THEN 'LTC-USD' | ||||||
| WHEN 14 THEN 'MANA-USD' | ||||||
| WHEN 15 THEN 'OMG-USD' | ||||||
| WHEN 16 THEN 'SNX-USD' | ||||||
| WHEN 17 THEN 'UNI-USD' | ||||||
| WHEN 18 THEN 'XLM-USD' | ||||||
| WHEN 19 THEN 'XRP-USD' | ||||||
| WHEN 20 THEN 'ZEC-USD' | ||||||
| WHEN 31 THEN 'LUNA-USD' | ||||||
| WHEN 32 THEN 'YFI-USD' | ||||||
| WHEN 33 THEN 'SOL-USD' | ||||||
| -- Add more trading pairs as needed | ||||||
| ELSE CONCAT('pair_index_', CAST(pairIndex as VARCHAR)) | ||||||
| END AS virtual_asset, | ||||||
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| CASE pairIndex | ||||||
| WHEN 0 THEN 'BTC-USD' | ||||||
| WHEN 1 THEN 'ETH-USD' | ||||||
| WHEN 2 THEN 'LINK-USD' | ||||||
| WHEN 3 THEN 'DOGE-USD' | ||||||
| WHEN 4 THEN 'MATIC-USD' | ||||||
| WHEN 5 THEN 'ADA-USD' | ||||||
| WHEN 6 THEN 'SUSHI-USD' | ||||||
| WHEN 7 THEN 'AAVE-USD' | ||||||
| WHEN 8 THEN 'ALGO-USD' | ||||||
| WHEN 9 THEN 'BAT-USD' | ||||||
| WHEN 10 THEN 'COMP-USD' | ||||||
| WHEN 11 THEN 'DOT-USD' | ||||||
| WHEN 12 THEN 'EOS-USD' | ||||||
| WHEN 13 THEN 'LTC-USD' | ||||||
| WHEN 14 THEN 'MANA-USD' | ||||||
| WHEN 15 THEN 'OMG-USD' | ||||||
| WHEN 16 THEN 'SNX-USD' | ||||||
| WHEN 17 THEN 'UNI-USD' | ||||||
| WHEN 18 THEN 'XLM-USD' | ||||||
| WHEN 19 THEN 'XRP-USD' | ||||||
| WHEN 20 THEN 'ZEC-USD' | ||||||
| WHEN 31 THEN 'LUNA-USD' | ||||||
| WHEN 32 THEN 'YFI-USD' | ||||||
| WHEN 33 THEN 'SOL-USD' | ||||||
| -- Add more trading pairs as needed | ||||||
| ELSE CONCAT('pair_index_', CAST(pairIndex as VARCHAR)) | ||||||
| END AS underlying_asset, | ||||||
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| CASE pairIndex | ||||||
| WHEN 0 THEN 'BTC-USD' | ||||||
| WHEN 1 THEN 'ETH-USD' | ||||||
| WHEN 2 THEN 'LINK-USD' | ||||||
| WHEN 3 THEN 'DOGE-USD' | ||||||
| WHEN 4 THEN 'MATIC-USD' | ||||||
| WHEN 5 THEN 'ADA-USD' | ||||||
| WHEN 6 THEN 'SUSHI-USD' | ||||||
| WHEN 7 THEN 'AAVE-USD' | ||||||
| WHEN 8 THEN 'ALGO-USD' | ||||||
| WHEN 9 THEN 'BAT-USD' | ||||||
| WHEN 10 THEN 'COMP-USD' | ||||||
| WHEN 11 THEN 'DOT-USD' | ||||||
| WHEN 12 THEN 'EOS-USD' | ||||||
| WHEN 13 THEN 'LTC-USD' | ||||||
| WHEN 14 THEN 'MANA-USD' | ||||||
| WHEN 15 THEN 'OMG-USD' | ||||||
| WHEN 16 THEN 'SNX-USD' | ||||||
| WHEN 17 THEN 'UNI-USD' | ||||||
| WHEN 18 THEN 'XLM-USD' | ||||||
| WHEN 19 THEN 'XRP-USD' | ||||||
| WHEN 20 THEN 'ZEC-USD' | ||||||
| WHEN 31 THEN 'LUNA-USD' | ||||||
| WHEN 32 THEN 'YFI-USD' | ||||||
| WHEN 33 THEN 'SOL-USD' | ||||||
| -- Add more trading pairs as needed | ||||||
| ELSE CONCAT('pair_index_', CAST(pairIndex as VARCHAR)) | ||||||
| END AS market, | ||||||
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| contract_address AS market_address, | ||||||
| COALESCE(price_usd * position_size, position_size) AS volume_usd, | ||||||
| fee_usd, | ||||||
| position_size AS margin_usd, | ||||||
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| CASE | ||||||
| WHEN event_type = 'limit_order' THEN | ||||||
| CASE WHEN isBuy THEN 'long' ELSE 'short' END | ||||||
| WHEN event_type = 'margin_update' THEN | ||||||
| CASE WHEN isBuy THEN 'update_long' ELSE 'update_short' END | ||||||
| END AS trade, | ||||||
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| 'avantis' AS project, | ||||||
| '1' AS version, | ||||||
| 'avantis' AS frontend, | ||||||
| trader, | ||||||
| COALESCE(price_usd * position_size, position_size) AS volume_raw, | ||||||
| evt_tx_hash AS tx_hash, | ||||||
| evt_index | ||||||
| FROM trading_events | ||||||
| ) | ||||||
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| SELECT | ||||||
| 'base' AS blockchain, | ||||||
| CAST(date_trunc('DAY', perps.block_time) AS date) AS block_date, | ||||||
| CAST(date_trunc('MONTH', perps.block_time) AS date) AS block_month, | ||||||
| perps.block_time, | ||||||
| perps.virtual_asset, | ||||||
| perps.underlying_asset, | ||||||
| perps.market, | ||||||
| perps.market_address, | ||||||
| perps.volume_usd, | ||||||
| perps.fee_usd, | ||||||
| perps.margin_usd, | ||||||
| perps.trade, | ||||||
| perps.project, | ||||||
| perps.version, | ||||||
| perps.frontend, | ||||||
| perps.trader, | ||||||
| CAST(perps.volume_raw as UINT256) as volume_raw, | ||||||
| perps.tx_hash, | ||||||
| tx."from" AS tx_from, | ||||||
| tx."to" AS tx_to, | ||||||
| perps.evt_index | ||||||
| FROM perps | ||||||
| INNER JOIN {{ source('base', 'transactions') }} AS tx | ||||||
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| ON perps.tx_hash = tx.hash | ||||||
| AND perps.block_number = tx.block_number | ||||||
| AND tx.block_time >= DATE '2024-01-01' | ||||||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,10 @@ | ||
| version: 2 | ||
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| sources: | ||
| - name: avantis_base | ||
| description: base decoded tables related to Avantis | ||
| tables: | ||
| - name: Trading_evt_OpenLimitPlaced | ||
| description: "Details the new positions opened" | ||
| - name: Trading_evt_MarginUpdated | ||
| description: "Details the swaps to close existing positions" |
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