Uniswap V4 dex liquidity (ethereum)

dbt_subprojects/dex/macros/models/_project/uniswap_compatible_liquidity.sql

@@ -0,0 +1,96 @@
+{% macro uniswap_compatible_v4_liquidity(
+    blockchain = null
+    , project = 'uniswap'
+    , version = '4'
+    , PoolManager_evt_ModifyLiquidity = null
+    , PoolManager_evt_Swap = null
+    , PoolManager_evt_Initialize = null
+    , pair_column_name = 'id'
+    )
+%}
+WITH get_recent_sqrtPriceX96 AS
+(
+    SELECT *
+      FROM (
+                SELECT 
+                        ml.*
+                        ,i.currency0 as token0
+                        , i.currency1 as token1
+                        , COALESCE(s.evt_block_time, i.evt_block_time) as most_recent_time
+                        , COALESCE(s.sqrtPriceX96, i.sqrtPriceX96) AS sqrtPriceX96
+                        , ROW_NUMBER() OVER (
+                            PARTITION BY ml.id, ml.evt_block_time
+                            ORDER BY 
+                                CASE WHEN s.sqrtPriceX96 IS NOT NULL THEN s.evt_block_time ELSE i.evt_block_time END DESC
+                        ) AS rn
+                    FROM 
+                        {{ PoolManager_evt_ModifyLiquidity }} ml
+                    LEFT JOIN 
+                        {{ PoolManager_evt_Swap }} s ON ml.evt_block_time > s.evt_block_time AND ml.id = s.id
+                    LEFT JOIN 
+                        {{ PoolManager_evt_Initialize }} i ON ml.evt_block_time >= i.evt_block_time AND i.{{pair_column_name}} = ml.id
+                    {%- if is_incremental() %}
+                        WHERE
+                            {{ incremental_predicate('ml.evt_block_time') }}
+                    {%- endif %}
+            )tbl
+        WHERE rn = 1
+),
+prep_for_calculations AS (
+    SELECT  evt_block_time as block_time
+          , evt_block_number as block_number
+          , id 
+          , evt_tx_hash as tx_hash
+          , evt_index
+          , salt
+          , token0
+          , token1
+          , LOG(sqrtPriceX96/POWER(2, 96), 10)/LOG(1.0001, 10) as tickCurrent
+          , tickLower
+          , tickUpper
+          , SQRT(POWER(1.0001, tickLower)) as sqrtRatioL
+          , SQRT(POWER(1.0001, tickUpper)) sqrtRatioU
+          , sqrtPriceX96/ POWER(2, 96) sqrtPrice
+          , sqrtPriceX96
+          , liquidityDelta
+    FROM get_recent_sqrtPriceX96
+),
+base_amounts AS (
+    SELECT
+          block_time
+        , block_number
+        , id 
+        , tx_hash
+        , evt_index
+        , salt
+        , token0
+        , token1
+        , CASE WHEN sqrtPrice <= sqrtRatioL THEN liquidityDelta * ((sqrtRatioU - sqrtRatioL)/(sqrtRatioL*sqrtRatioU))
+               WHEN sqrtPrice >= sqrtRatioU THEN 0
+               ELSE liquidityDelta * ((sqrtRatioU - sqrtPrice)/(sqrtPrice*sqrtRatioU))
+           END as amount0
+        , CASE WHEN sqrtPrice <= sqrtRatioL THEN 0
+               WHEN sqrtPrice >= sqrtRatioU THEN liquidityDelta*(sqrtRatioU - sqrtRatioL)
+               ELSE liquidityDelta*(sqrtPrice - sqrtRatioL)
+           END as amount1
+    FROM prep_for_calculations pc
+)
+SELECT 
+          '{{blockchain}}' AS blockchain
+        , '{{project}}'  AS project
+        , '{{version}}' AS version
+        , CAST(date_trunc('month', base.block_time) AS date) AS block_month
+        , CAST(date_trunc('day', base.block_time) AS date) AS block_date
+        , block_time
+        , block_number
+        , id
+        , tx_hash
+        , evt_index
+        , salt
+        , token0
+        , token1
+        , CAST(amount0 AS double) as amount0_raw
+        , CAST(amount1 AS double) as amount1_raw
+  FROM  base_amounts base
+
+{% endmacro %}

dbt_subprojects/dex/macros/models/enrich_dex_liq_with_prices.sql

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+{% macro enrich_dex_liq_with_prices(
+      base_liquidity = null
+    , tokens_erc20_model = null
+    )
+%}
+
+WITH base_liquidity as (
+    SELECT
+        *
+    FROM
+        {{ base_liquidity }}
+    {% if is_incremental() %}
+    WHERE
+        {{ incremental_predicate('block_time') }}
+    {% endif %}
+)
+, tokens_metadata as (
+    --erc20 tokens
+    select
+          blockchain
+        , contract_address
+        , symbol
+        , decimals
+    from
+        {{ tokens_erc20_model }}
+    union all
+    --native tokens
+    select
+        blockchain
+        , {{var('ETH_ERC20_ADDRESS')}} as contract_address -- 0x00..00
+        , native_token_symbol as symbol
+        , 18 as decimals
+    from {{ source('evms','info') }}
+)
+, enrichments AS (
+    SELECT
+          base.blockchain
+        , base.project
+        , base.version
+        , base.block_month
+        , base.block_date
+        , base.block_time
+        , base.block_number
+        , base.id
+        , base.tx_hash
+        , base.evt_index
+        , base.salt
+        , base.token0
+        , base.token1
+        , base.amount0_raw
+        , base.amount1_raw
+        , base.amount0_raw/pow(10,tk0.decimals) as amount0
+        , base.amount1_raw/pow(10,tk1.decimals) as amount1
+    FROM
+        base_liquidity base
+    LEFT JOIN
+        tokens_metadata as tk0 ON tk0.contract_address = base.token0
+                              AND tk0.blockchain = base.blockchain
+    LEFT JOIN
+        tokens_metadata as tk1 ON tk1.contract_address = base.token1
+                              AND tk1.blockchain = base.blockchain
+
+)
+, enrichment_with_prices AS (
+    SELECT
+              en.blockchain
+            , en.project
+            , en.version
+            , en.block_month
+            , en.block_date
+            , en.block_time
+            , en.block_number
+            , en.id
+            , en.tx_hash
+            , en.evt_index
+            , en.salt
+            , en.token0
+            , en.token1
+            , en.amount0_raw
+            , en.amount1_raw
+            , en.amount0
+            , en.amount1
+            , en.amount0 * p0.price AS amount0_usd
+            , en.amount1 * p1.price AS amount1_usd
+    FROM enrichments en    
+    LEFT JOIN {{ source('prices','usd') }} p0
+           ON en.token0 = p0.contract_address
+          AND en.blockchain = p0.blockchain
+          AND p0.minute = date_trunc('minute', en.block_time)
+    LEFT JOIN {{ source('prices','usd') }} p1
+           ON en.token1 = p1.contract_address
+          AND en.blockchain = p1.blockchain
+          AND p1.minute = date_trunc('minute', en.block_time)
+)
+
+
+SELECT
+    blockchain
+    , project
+    , version
+    , block_month
+    , block_date
+    , block_time
+    , block_number
+    , id
+    , tx_hash
+    , evt_index
+    , salt
+    , token0
+    , token1
+    , amount0_raw
+    , amount1_raw  
+    , amount0
+    , amount1
+    , amount0_usd
+    , amount1_usd
+FROM
+    enrichment_with_prices
+
+{% endmacro %}

dbt_subprojects/dex/models/liquidity/_schema.yml

@@ -0,0 +1,109 @@
+version: 2
+
+models:
+  - name: dex_liquidity
+    meta:
+      blockchain: ethereum
+      sector: dex
+      short_description: The `dex.liquidity` table captures liquidity data on DEXs. This table contains a detailed breakdown of liquidity pmodified per transaction. 
+      contributors: irishLatte19
+    config:
+      tags: [ 'dex', 'liquidity']
+    data_tests:
+      - dbt_utils.unique_combination_of_columns:
+          combination_of_columns:
+            - blockchain
+            - project
+            - version
+            - tx_hash
+            - evt_index
+    columns:
+      - &blockchain
+        name: blockchain
+        description: "Blockchain on which the liquidity has been provided/ removed"
+      - &project
+        name: project
+        description: "Name of the dex"
+      - &version
+        name: version
+        description: "Version of the DEX protocol/contract"
+      - &block_month
+        name: block_month
+        description: "UTC event block month"
+      - &block_date
+        name: block_date
+        description: "UTC event block date"
+      - &block_time
+        name: block_time
+        description: "UTC event block time"
+      - &block_number
+        name: block_number
+        description: "Block number of the block in which the trade occurred"
+      - &id
+        name: id
+        description: "Pool Address"
+      - &tx_hash
+        name: tx_hash
+        description: "The hash of the transaction"
+      - &evt_index
+        name: evt_index
+        description: "Index of the event in the transaction. Can be used to uniquely identify the order of events within a transaction"        
+      - &salt
+        name: salt
+        description: "Salt is used to distinguish positions of the same range on the same pool/ id"
+      - &token0
+        name: token0
+        description: "Address of token0"
+      - &token1
+        name: token1
+        description: "Address of token1"
+      - &amount0_raw
+        name: amount0_raw
+        description: "Liquidity amount of token0 in units"
+      - &amount1_raw
+        name: amount1_raw
+        description: "Liquidity amount of token1 in units"
+      - &amount0
+        name: amount0
+        description: "Liquidity amount of token0 in units (decimal normalized)"
+      - &amount1
+        name: amount1
+        description: "Liquidity amount of token1 in units(decimal normalized)"
+      - &amount0_usd
+        name: amount0_usd
+        description: "Liquidity amount of token0 in USD"
+      - &amount1_usd
+        name: amount1_usd
+        description: "Liquidity amount of token1 in USD"       
+
+  - name: dex_base_liquidity
+    meta:
+      blockchain: ethereum
+      sector: dex
+      contributors: irishLatte19
+    config:
+      tags: [ 'dex' ]
+    data_tests:
+      - dbt_utils.unique_combination_of_columns:
+          combination_of_columns:
+            - blockchain
+            - project
+            - version
+            - tx_hash
+            - evt_index
+    columns:
+      - *blockchain
+      - *project
+      - *version
+      - *block_month
+      - *block_date
+      - *block_time
+      - *block_number
+      - *id
+      - *tx_hash
+      - *evt_index
+      - *salt
+      - *token0
+      - *token1
+      - *amount0_raw
+      - *amount1_raw

dbt_subprojects/dex/models/liquidity/dex_base_liquidity.sql

@@ -0,0 +1,52 @@
+{{ config(
+    schema = 'dex'
+    , alias = 'base_liquidity'
+    , partition_by = ['block_month', 'blockchain', 'project']
+    , materialized = 'incremental'
+    , file_format = 'delta'
+    , incremental_strategy = 'merge'
+    , unique_key = ['blockchain', 'project', 'version', 'tx_hash', 'evt_index']
+    , incremental_predicates = [incremental_predicate('DBT_INTERNAL_DEST.block_time')]
+    )
+}}
+
+{% set models = [
+    ref('dex_ethereum_base_liquidity')
+] %}
+
+with base_union as (
+    SELECT *
+    FROM
+    (
+        {% for model in models %}
+        SELECT
+                 blockchain
+                , project
+                , version
+                , block_month
+                , block_date
+                , block_time
+                , block_number
+                , id
+                , tx_hash
+                , evt_index
+                , salt
+                , token0
+                , token1
+                , amount0_raw
+                , amount1_raw
+        FROM
+            {{ model }}
+        {% if is_incremental() %}
+        WHERE {{ incremental_predicate('block_time') }}
+        {% endif %}
+        {% if not loop.last %}
+           UNION ALL
+        {% endif %}
+        {% endfor %}
+    )
+)
+select
+    *
+from
+    base_union