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prod migration push
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@naik-ai
naik-ai committed Sep 26, 2024
1 parent 8ea911a commit 3196f9a
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315 changes: 315 additions & 0 deletions src/sql/everclear/prod_deployment/20240926150306_daily_metrics_materialized.sql
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-- migrate:up
-- Create the materialized view `daily_metrics`
CREATE MATERIALIZED VIEW daily_metrics AS WITH metadata AS (
SELECT Symbol AS symbol,
CAST(Decimals AS INTEGER) AS decimal,
CAST(DomainID AS INTEGER) AS domain_id,
LOWER(Address) AS address,
LOWER(
CONCAT(
'0x',
LPAD(
SUBSTRING(
Address
FROM 3
),
64,
'0'
)
)
) AS adopted_address
FROM (
VALUES (
'Wrapped Ether',
'WETH',
18,
1,
'0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2'
),
(
'Wrapped Ether',
'WETH',
18,
10,
'0x4200000000000000000000000000000000000006'
),
(
'Wrapped Ether',
'WETH',
18,
56,
'0x2170Ed0880ac9A755fd29B2688956BD959F933F8'
),
(
'Wrapped Ether',
'WETH',
18,
8453,
'0x4200000000000000000000000000000000000006'
),
(
'Wrapped Ether',
'WETH',
18,
42161,
'0x82aF49447D8a07e3bd95BD0d56f35241523fBab1'
),
(
'USD Coin',
'USDC',
6,
1,
'0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48'
),
(
'USD Coin',
'USDC',
6,
10,
'0x0b2C639c533813f4Aa9D7837CAf62653d097Ff85'
),
(
'USD Coin',
'USDC',
18,
56,
'0x8AC76a51cc950d9822D68b83fE1Ad97B32Cd580d'
),
(
'USD Coin',
'USDC',
6,
8453,
'0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913'
),
(
'USD Coin',
'USDC',
6,
42161,
'0xaf88d065e77c8cC2239327C5EDb3A432268e5831'
),
(
'Tether USD',
'USDT',
6,
1,
'0xdAC17F958D2ee523a2206206994597C13D831ec7'
),
(
'Tether USD',
'USDT',
6,
10,
'0x94b008aA00579c1307B0EF2c499aD98a8ce58e58'
),
(
'Tether USD',
'USDT',
18,
56,
'0x55d398326f99059fF775485246999027B3197955'
),
(
'Tether USD',
'USDT',
6,
42161,
'0x3f3f5dF88dC9F13eac63DF89EC16ef6e7E25DdE7'
),
(
'Tether USD',
'USDT',
6,
42161,
'0xfd086bc7cd5c481dcc9c85ebe478a1c0b69fcbb9'
)
) AS asset_data (AssetName, Symbol, Decimals, DomainID, Address)
),
netted_raw AS (
SELECT DATE_TRUNC('day', to_timestamp(i.origin_timestamp)) AS day,
CAST(i.origin_origin AS INTEGER) AS from_chain_id,
i.origin_input_asset AS from_asset_address,
fm.symbol AS from_asset_symbol,
CAST(i.settlement_domain AS INTEGER) AS to_chain_id,
i.settlement_asset AS to_asset_address,
tm.symbol AS to_asset_symbol,
SUM(i.origin_amount::float / (10 ^ 18)) AS netting_volume,
AVG(
(
i.settlement_timestamp::FLOAT - i.origin_timestamp::FLOAT
) / 3600
) AS netting_avg_time_in_hrs,
SUM(0.0001 * i.origin_amount::FLOAT / (10 ^ 18)) AS netting_protocol_revenue,
COUNT(i.id) AS netting_total_intents,
AVG(i.origin_amount::float / (10 ^ 18)) AS netting_avg_intent_size
FROM public.intents i
LEFT JOIN public.invoices inv ON i.id = inv.id
LEFT JOIN metadata fm ON (
i.origin_input_asset = fm.adopted_address
AND CAST(i.origin_origin AS INTEGER) = fm.domain_id
)
LEFT JOIN metadata tm ON (
LOWER(i.settlement_asset) = tm.address
AND CAST(i.settlement_domain AS INTEGER) = tm.domain_id
)
WHERE inv.id IS NULL
AND i.status = 'SETTLED_AND_COMPLETED'
AND i.hub_status != 'DISPATCHED_UNSUPPORTED'
GROUP BY 1,
2,
3,
4,
5,
6,
7
),
netted_final AS (
SELECT day,
from_chain_id,
from_asset_address,
from_asset_symbol,
to_chain_id,
to_asset_address,
to_asset_symbol,
netting_volume,
netting_avg_intent_size,
netting_protocol_revenue,
netting_total_intents,
netting_avg_time_in_hrs
FROM netted_raw
),
settled_raw AS (
SELECT DATE_TRUNC('day', to_timestamp(i.origin_timestamp)) AS day,
CAST(i.origin_origin AS INTEGER) AS from_chain_id,
i.origin_input_asset AS from_asset_address,
fm.symbol AS from_asset_symbol,
CAST(i.settlement_domain AS INTEGER) AS to_chain_id,
i.settlement_asset AS to_asset_address,
tm.symbol AS to_asset_symbol,
AVG(
(CAST(inv.hub_invoice_amount AS FLOAT) / (10 ^ 18)) - (
CAST(i.settlement_amount AS FLOAT) / 10 ^ tm.decimal
)
) AS avg_discounts_by_mm,
SUM(
(CAST(inv.hub_invoice_amount AS FLOAT) / (10 ^ 18)) - (
CAST(i.settlement_amount AS FLOAT) / 10 ^ tm.decimal
)
) AS discounts_by_mm,
-- rewards
AVG(
CAST(inv.hub_invoice_amount AS FLOAT) / (10 ^ 18) - CAST(i.origin_amount AS FLOAT) / (10 ^ 18)
) AS avg_rewards_by_invoice,
-- when calculating rewards, we take fee that out the baked in protocol_fee: SUM(fee_value * origin_amount)
SUM(
CAST(inv.hub_invoice_amount AS FLOAT) / (10 ^ 18) - CAST(i.origin_amount AS FLOAT) / (10 ^ 18) - (0.0001 * CAST(i.origin_amount AS FLOAT)) / (10 ^ 18)
) AS rewards_for_invoices,
SUM(i.origin_amount::float / (10 ^ 18)) AS volume_settled_by_mm,
COUNT(i.id) AS total_intents_by_mm,
-- proxy for system to settle invoices
AVG(
(
i.hub_settlement_enqueued_timestamp::FLOAT - i.hub_added_timestamp::FLOAT
) / 3600
) AS avg_time_in_hrs,
ROUND(
AVG(
inv.hub_settlement_epoch - inv.hub_invoice_entry_epoch
),
0
) AS avg_discount_epoch,
SUM(0.0001 * i.origin_amount::FLOAT / (10 ^ 18)) AS protocol_revenue_mm
FROM public.intents i
INNER JOIN public.invoices inv ON i.id = inv.id
LEFT JOIN metadata fm ON (
i.origin_input_asset = fm.adopted_address
AND CAST(i.origin_origin AS INTEGER) = fm.domain_id
)
LEFT JOIN metadata tm ON (
LOWER(i.settlement_asset) = tm.address
AND CAST(i.settlement_domain AS INTEGER) = tm.domain_id
)
WHERE i.status = 'SETTLED_AND_COMPLETED'
AND i.hub_status IN ('DISPATCHED', 'SETTLED')
GROUP BY 1,
2,
3,
4,
5,
6,
7
),
settled_final AS (
SELECT day,
from_chain_id,
from_asset_address,
from_asset_symbol,
to_chain_id,
to_asset_address,
to_asset_symbol,
volume_settled_by_mm,
protocol_revenue_mm,
total_intents_by_mm,
discounts_by_mm,
avg_discounts_by_mm,
rewards_for_invoices,
avg_rewards_by_invoice,
avg_time_in_hrs AS avg_settlement_time_in_hrs_by_mm,
((discounts_by_mm) / volume_settled_by_mm) * 365 * 100 AS apy,
avg_discount_epoch AS avg_discount_epoch_by_mm
FROM settled_raw
)
SELECT -- groups
COALESCE(n.day, s.day) AS day,
COALESCE(n.from_chain_id, s.from_chain_id) AS from_chain_id,
COALESCE(n.from_asset_address, s.from_asset_address) AS from_asset_address,
COALESCE(n.from_asset_symbol, s.from_asset_symbol) AS from_asset_symbol,
COALESCE(n.to_chain_id, s.to_chain_id) AS to_chain_id,
COALESCE(n.to_asset_address, s.to_asset_address) AS to_asset_address,
COALESCE(n.to_asset_symbol, s.to_asset_symbol) AS to_asset_symbol,
-- metrics
n.netting_volume,
n.netting_avg_intent_size,
n.netting_protocol_revenue,
n.netting_total_intents,
n.netting_avg_time_in_hrs,
s.volume_settled_by_mm,
s.total_intents_by_mm,
s.discounts_by_mm,
s.avg_discounts_by_mm,
s.rewards_for_invoices,
s.avg_rewards_by_invoice,
s.avg_settlement_time_in_hrs_by_mm,
s.apy,
s.avg_discount_epoch_by_mm,
-- add the combinations of metrics here
-- clearing volume
n.netting_volume + s.volume_settled_by_mm AS total_volume,
-- intents
n.netting_total_intents + s.total_intents_by_mm AS total_intents,
-- revenue
n.netting_protocol_revenue + s.protocol_revenue_mm AS total_protocol_revenue,
-- rebalancing fee
n.netting_protocol_revenue + s.protocol_revenue_mm + s.discounts_by_mm AS total_rebalancing_fee
FROM netted_final n
FULL OUTER JOIN settled_final s ON n.day = s.day
AND n.from_chain_id = s.from_chain_id
AND n.to_chain_id = s.to_chain_id
AND n.from_asset_address = s.from_asset_address
AND n.to_asset_address = s.to_asset_address;


GRANT SELECT ON public.daily_metrics TO reader;
GRANT SELECT ON public.daily_metrics TO query;

-- Schedule a pg_cron job to refresh the materialized view daily at 00:00 UTC
REFRESH MATERIALIZED VIEW daily_metrics;
CREATE EXTENSION IF NOT EXISTS pg_cron;
SELECT cron.schedule('0 0 * * *', $$REFRESH MATERIALIZED VIEW daily_metrics;$$);

-- migrate:down
SELECT cron.unschedule(jobid)
FROM cron.job
WHERE command = 'REFRESH MATERIALIZED VIEW daily_metrics;';
DROP MATERIALIZED VIEW IF EXISTS daily_metrics;
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