Merge branch 'main' into daily-spellbook-op

dbt_project.yml

@@ -71,19 +71,6 @@ models:
       optimism:
         +schema: aave_optimism
 
-    balancer:
-      +schema: balancer
-      arbitrum:
-        +schema: balancer_arbitrum
-      ethereum:
-        +schema: balancer_ethereum
-      polygon:
-        +schema: balancer_polygon
-      optimism:
-        +schema: balancer_optimism
-      gnosis:
-        +schema: balancer_gnosis
-
     ens:
       +schema: ens
       ethereum:
@@ -448,8 +435,6 @@ models:
         +schema: transfers_arbitrum
       polygon:
         +schema: transfers_polygon
-      fantom:
-        +schema: transfers_fantom
       base:
         +schema: transfers_base
       celo:

macros/models/_project/balancer/balancer_bpt_supply_macro.sql

@@ -79,12 +79,12 @@ WITH pool_labels AS (
     joins AS (
         SELECT 
             DATE_TRUNC('day', evt_block_time) AS block_date, 
-            tokenOut AS token,
+            tokenOut,
             pool_type,
             CASE WHEN pool_type IN ('weighted') 
             THEN 0
             ELSE SUM(amountOut / POWER(10, 18)) 
-            END AS amount
+            END AS ajoins
         FROM {{ source('balancer_v2_' + blockchain, 'Vault_evt_Swap') }} 
         LEFT JOIN pool_labels ON BYTEARRAY_SUBSTRING(poolId, 1, 20) = address
         WHERE tokenOut = BYTEARRAY_SUBSTRING(poolId, 1, 20)       
@@ -94,37 +94,25 @@ WITH pool_labels AS (
     exits AS (
         SELECT 
             DATE_TRUNC('day', evt_block_time) AS block_date, 
-            tokenIn AS token,
+            tokenIn,
             pool_type,
             CASE WHEN pool_type IN ('weighted') 
             THEN 0
-            ELSE SUM( -amountIn / POWER(10, 18)) 
-            END AS amount
+            ELSE SUM(amountIn / POWER(10, 18)) 
+            END AS aexits
         FROM {{ source('balancer_v2_' + blockchain, 'Vault_evt_Swap') }} 
         LEFT JOIN pool_labels ON BYTEARRAY_SUBSTRING(poolId, 1, 20) = address
         WHERE tokenIn = BYTEARRAY_SUBSTRING(poolId, 1, 20)        
         GROUP BY 1, 2, 3
     ),
 
-    joins_and_exits_1 AS (
-        SELECT 
-            *
-        FROM joins 
-
-        UNION ALL
-
-        SELECT 
-            *
-        FROM exits
-            ),
-
     joins_and_exits AS (
         SELECT 
-            block_date, 
-            token AS bpt, 
-            LEAD(block_date, 1, NOW()) OVER (PARTITION BY token ORDER BY block_date) AS day_of_next_change,
-            SUM(amount) OVER (PARTITION BY token ORDER BY block_date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS adelta
-        FROM joins_and_exits_1
+            j.block_date, 
+            j.tokenOut AS bpt, 
+            SUM(COALESCE(ajoins, 0) - COALESCE(aexits, 0)) OVER (PARTITION BY j.tokenOut ORDER BY j.block_date ASC) AS adelta
+        FROM joins j
+        FULL OUTER JOIN exits e ON j.block_date = e.block_date AND e.tokenIn = j.tokenOut
     ),
 
     calendar AS (
@@ -142,7 +130,7 @@ WITH pool_labels AS (
         COALESCE(SUM(b.supply - COALESCE(preminted_bpts, 0) + COALESCE(adelta, 0)),0) AS supply
     FROM calendar c 
     LEFT JOIN balances b ON b.day <= c.day AND c.day < b.day_of_next_change
-    LEFT JOIN joins_and_exits j ON j.block_date <= c.day AND c.day < j.day_of_next_change AND b.token = j.bpt
+    LEFT JOIN joins_and_exits j ON c.day = j.block_date AND b.token = j.bpt
     LEFT JOIN premints p ON b.token = p.bpt
     LEFT JOIN pool_labels l ON b.token = l.address
     WHERE l.pool_type IN ('weighted', 'LBP', 'investment', 'stable', 'linear', 'ECLP', 'managed', 'FX')

macros/models/_project/balancer/balancer_pool_token_supply_changes_daily_agg_macro.sql

@@ -0,0 +1,37 @@
+{% macro 
+    bpt_supply_changes_daily_agg_macro(
+        blockchain, version
+    ) 
+%}
+WITH
+    daily_balance AS (
+        SELECT
+            block_date,
+            blockchain,
+            pool_type,
+            pool_symbol,
+            token_address,
+            LEAD(block_date, 1, NOW()) OVER (PARTITION BY token_address ORDER BY block_date) AS day_of_next_change,
+            SUM(delta_amount) AS daily_amount
+        FROM {{ ref('balancer_bpt_supply_changes') }}
+        WHERE blockchain = '{{blockchain}}'
+        GROUP BY 1, 2, 3, 4, 5
+    ),
+
+    calendar AS (
+        SELECT date_sequence AS day
+        FROM unnest(sequence(date('2021-04-21'), date(now()), interval '1' day)) as t(date_sequence)
+    )
+
+        SELECT
+            c.day AS block_date,
+            '{{blockchain}}' as blockchain,
+            '{{version}}' AS version,
+            b.pool_type,
+            b.pool_symbol,
+            b.token_address,
+            b.daily_amount AS daily_delta
+        FROM calendar c
+        LEFT JOIN daily_balance b ON b.block_date = c.day
+        WHERE b.token_address IS NOT NULL
+    {% endmacro %}

macros/models/_project/balancer/balancer_pool_token_supply_changes_macro.sql

@@ -0,0 +1,130 @@
+{% macro 
+    bpt_supply_changes_macro(
+        blockchain, version
+    ) 
+%}
+WITH pool_labels AS (
+        SELECT
+            address,
+            name,
+            pool_type
+        FROM {{ ref('labels_balancer_v2_pools') }}
+        WHERE blockchain = '{{blockchain}}'
+    ),
+
+      -- Extract mints and burns from transfers
+    transfers AS (
+        SELECT
+            t.evt_block_time,
+            t.evt_block_number,
+            t.evt_tx_hash,
+            t.evt_index,
+            t.contract_address AS token,
+            CASE 
+                WHEN t."from" = 0x0000000000000000000000000000000000000000 
+                THEN 'mint' 
+                WHEN t.to = 0x0000000000000000000000000000000000000000 
+                THEN 'burn'
+                END AS label,
+            l.pool_type,
+            l.name,
+            CASE 
+                WHEN t."from" = 0x0000000000000000000000000000000000000000 
+                THEN value 
+                WHEN t.to = 0x0000000000000000000000000000000000000000 
+                THEN - value
+                ELSE 0
+                END AS amount
+        FROM {{ ref('balancer_transfers_bpt') }} t
+        LEFT JOIN pool_labels l ON t.contract_address = l.address
+        WHERE t.blockchain = '{{blockchain}}'
+        AND t.version = '{{version}}'
+        {% if is_incremental() %}
+        AND {{ incremental_predicate('t.evt_block_time') }}
+        {% endif %}
+    ),
+
+    -- Calculating Joins(mint) and Exits(burn) via Swap
+    joins AS (
+        SELECT 
+            s.evt_block_time,
+            s.evt_block_number,
+            s.evt_tx_hash, 
+            s.evt_index,
+            s.tokenOut AS token,
+            'join' AS label,
+            l.pool_type,
+            l.name,
+            CASE WHEN l.pool_type IN ('weighted') 
+            THEN 0
+            ELSE s.amountOut 
+            END AS amount
+        FROM {{ source('balancer_v2_' + blockchain, 'Vault_evt_Swap') }} s
+        LEFT JOIN pool_labels l ON BYTEARRAY_SUBSTRING(s.poolId, 1, 20) = l.address
+        WHERE tokenOut = BYTEARRAY_SUBSTRING(s.poolId, 1, 20)
+        {% if is_incremental() %}
+        AND {{ incremental_predicate('s. evt_block_time') }}
+        {% endif %} 
+
+    ),
+
+    exits AS (
+        SELECT 
+            s.evt_block_time,
+            s.evt_block_number,
+            s.evt_tx_hash, 
+            s.evt_index,
+            s.tokenIn AS token,
+            'exit' AS label,
+            l.pool_type,
+            l.name,
+            CASE WHEN l.pool_type IN ('weighted') 
+            THEN 0
+            ELSE - s.amountIn
+            END AS amount
+        FROM {{ source('balancer_v2_' + blockchain, 'Vault_evt_Swap') }} s
+        LEFT JOIN pool_labels l ON BYTEARRAY_SUBSTRING(s.poolId, 1, 20) = l.address
+        WHERE tokenIn = BYTEARRAY_SUBSTRING(s.poolId, 1, 20)
+        {% if is_incremental() %}
+        AND {{ incremental_predicate('s. evt_block_time') }}
+        {% endif %}      
+    )
+
+            SELECT
+            date_trunc('day', evt_block_time) AS block_date,
+            evt_block_time,
+            evt_block_number,
+            '{{blockchain}}' AS blockchain,
+            evt_tx_hash,
+            evt_index,
+            pool_type,
+            name AS pool_symbol,
+            '{{version}}' AS version,
+            label,
+            token AS token_address,
+            amount AS delta_amount_raw,
+            amount / POWER (10, 18) AS delta_amount --18 decimals standard for BPTs
+    FROM 
+    (
+        SELECT 
+            *
+        FROM joins 
+
+        UNION ALL
+
+        SELECT 
+            *
+        FROM exits
+
+        UNION ALL
+
+        SELECT 
+            *
+        FROM transfers        
+        WHERE label IS NOT NULL
+            )
+    {% if is_incremental() %}
+    WHERE {{ incremental_predicate('evt_block_time') }}
+    {% endif %}    
+
+    {% endmacro %}