Change prices.usd to prices.minute (#76)

* Change prices.usd to prices.minute * nitpick on added lines only * test nitpick * adjust message * more nitpicking testing * fixes * minute/day -> timestamp
cowprotocol · Dec 2, 2024 · d225086 · d225086
1 parent 3f95dbd
commit d225086
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Showing 23 changed files with 95 additions and 75 deletions.
diff --git a/.github/nitpicks.yml b/.github/nitpicks.yml
@@ -0,0 +1,6 @@
+- markdown: |
+    Are you _sure_ you want to use the legacy `prices.usd` table? Consider using `prices.minute` (https://docs.dune.com/data-catalog/curated/prices/overview)
+  pathFilter:
+    - "**/*.sql"
+  contentFilter: # \+ filters for added lines only
+    - '(\+.*prices\.usd)'
diff --git a/.github/workflows/pull-request.yaml b/.github/workflows/pull-request.yaml
@@ -16,3 +16,13 @@ jobs:
         run: pip install sqlfluff
       - name: Run SQLFluff
         run: sqlfluff lint .
+  nitpicker:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+        with:
+          ref: ${{ github.event.pull_request.head.sha }}
+      - uses: ethanis/nitpicker@v1
+        with:
+          nitpicks: ".github/nitpicks.yml"
+          token: "${{ secrets.GITHUB_TOKEN }}"
diff --git a/cowamm/kpi/competitors/curve/curve_largest_2token_pools_4232976.sql b/cowamm/kpi/competitors/curve/curve_largest_2token_pools_4232976.sql
@@ -47,7 +47,7 @@ transfers as (
 ),
 
 -- rebuilds the reserves from the transfers
--- ETH transfers are not considered  
+-- ETH transfers are not considered 
 reserves as (
     select
         contract_address,
@@ -77,13 +77,13 @@ recent_tvl as (
         latest_per_pool,
         (reserve0 * p0.price / pow(10, p0.decimals)) + (reserve1 * p1.price / pow(10, p1.decimals)) as tvl
     from reserves as r
-    inner join prices.usd as p0
+    inner join prices.minute as p0
         on
-            date_trunc('minute', block_time) = p0.minute
+            date_trunc('minute', block_time) = p0.timestamp
             and token0 = p0.contract_address
-    inner join prices.usd as p1
+    inner join prices.minute as p1
         on
-            date_trunc('minute', block_time) = p1.minute
+            date_trunc('minute', block_time) = p1.timestamp
             and token1 = p1.contract_address
     where latest_per_tx = 1
 )

diff --git a/cowamm/kpi/competitors/uni_swap_style/largest_uni_style_kpis_4304295.sql b/cowamm/kpi/competitors/uni_swap_style/largest_uni_style_kpis_4304295.sql
@@ -69,13 +69,13 @@ tvl_volume_per_swap as (
             and syncs.evt_index + 1 = swaps.evt_index
     inner join pool
         on syncs.contract_address = pool.contract_address
-    inner join prices.usd as p0
+    inner join prices.minute as p0
         on
-            date_trunc('minute', syncs.evt_block_time) = p0.minute
+            date_trunc('minute', syncs.evt_block_time) = p0.timestamp
             and syncs.token0 = p0.contract_address
-    inner join prices.usd as p1
+    inner join prices.minute as p1
         on
-            date_trunc('minute', syncs.evt_block_time) = p1.minute
+            date_trunc('minute', syncs.evt_block_time) = p1.timestamp
             and syncs.token1 = p1.contract_address
 )
 

diff --git a/cowamm/kpi/competitors/uni_swap_style/largest_uni_style_pools_4303563.sql b/cowamm/kpi/competitors/uni_swap_style/largest_uni_style_pools_4303563.sql
@@ -72,14 +72,14 @@ select distinct
     evt_block_time,
     reserve0 * p0.price * power(10, -p0.decimals) + reserve1 * p1.price * power(10, -p1.decimals) as tvl
 from syncs as s
-inner join prices.usd as p0
+inner join prices.minute as p0
     on
         token0 = p0.contract_address
-        and p0.minute = evt_block_time
-inner join prices.usd as p1
+        and p0.timestamp = evt_block_time
+inner join prices.minute as p1
     on
         token1 = p1.contract_address
-        and p1.minute = evt_block_time
+        and p1.timestamp = evt_block_time
 where latest = 1
 order by tvl desc
 limit {{number_of_pools}}
diff --git a/cowamm/kpi/tvl_by_chain_4096107.sql b/cowamm/kpi/tvl_by_chain_4096107.sql
@@ -71,9 +71,9 @@ tvl as (
         balance,
         (balance * p.price_close) / pow(10, decimals) as tvl
     from reserves_by_day as r
-    inner join prices.usd_daily as p
+    inner join prices.day as p
         on
-            r.day = p.day
+            r.day = p.timestamp
             and p.contract_address = token
     where latest = 1
 )

diff --git a/cowamm/profitability/10k_growth/balancer_4106553.sql b/cowamm/profitability/10k_growth/balancer_4106553.sql
@@ -102,11 +102,11 @@ tvl as (
         on
             l.pool_address = pool.pool_address
             and l.blockchain = pool.blockchain
-    left join prices.usd_daily as p1
+    left join prices.day as p1
         on
             l.blockchain = p1.blockchain
             and l.token_address = p1.contract_address
-            and l.day = p1.day
+            and l.day = p1.timestamp
     group by 1
 ),
 

diff --git a/cowamm/profitability/10k_growth/cow_4047078.sql b/cowamm/profitability/10k_growth/cow_4047078.sql
@@ -107,14 +107,14 @@ tvl as (
             -- performance optimisation: only look at the last update of the day
             and tvl.latest = 1
     ) as tvl_complete
-    inner join prices.usd_daily as p1
+    inner join prices.day as p1
         on
-            tvl_complete.day = p1.day
+            tvl_complete.day = p1.timestamp
             and p1.contract_address = token1
             and p1.blockchain = '{{blockchain}}'
-    inner join prices.usd_daily as p2
+    inner join prices.day as p2
         on
-            tvl_complete.day = p2.day
+            tvl_complete.day = p2.timestamp
             and p2.contract_address = token2
             and p2.blockchain = '{{blockchain}}'
     where latest = 1

diff --git a/cowamm/profitability/10k_growth/daily_rebalancing_4055484.sql b/cowamm/profitability/10k_growth/daily_rebalancing_4055484.sql
@@ -27,25 +27,25 @@ daily_price_change as (
         p1.price_close / previous_p1.price_close as p1,
         p2.price_close / previous_p2.price_close as p2
     from date_series as ds
-    inner join prices.usd_daily as p1
+    inner join prices.day as p1
         on
-            p1.day = ds.day
+            p1.timestamp = ds.day
             and p1.contract_address = {{token_a}}
-    left join prices.usd_daily as previous_p1
+    left join prices.day as previous_p1
         on
-            previous_p1.day = ds.day - interval '1' day
+            previous_p1.timestamp = ds.day - interval '1' day
             -- avoid computing price change on first day
-            and previous_p1.day >= date(timestamp '{{start}}')
+            and previous_p1.timestamp >= date(timestamp '{{start}}')
             and previous_p1.contract_address = {{token_a}}
-    inner join prices.usd_daily as p2
+    inner join prices.day as p2
         on
-            p2.day = ds.day
+            p2.timestamp = ds.day
             and p2.contract_address = {{token_b}}
-    left join prices.usd_daily as previous_p2
+    left join prices.day as previous_p2
         on
-            previous_p2.day = ds.day - interval '1' day
+            previous_p2.timestamp = ds.day - interval '1' day
             -- avoid computing price change on first day
-            and previous_p2.day >= date(timestamp '{{start}}')
+            and previous_p2.timestamp >= date(timestamp '{{start}}')
             and previous_p2.contract_address = {{token_b}}
 )
 

diff --git a/cowamm/profitability/10k_growth/hodl_4086902.sql b/cowamm/profitability/10k_growth/hodl_4086902.sql
@@ -18,11 +18,11 @@ starting_balance as (
     select
         5000 / p1.price_close as token_a_start,
         5000 / p2.price_close as token_b_start
-    from prices.usd_daily as p1
-    inner join prices.usd_daily as p2
+    from prices.day as p1
+    inner join prices.day as p2
         on
-            p1.day = p2.day
-            and p1.day = date(timestamp '{{start}}')
+            p1.timestamp = p2.timestamp
+            and p1.timestamp = date(timestamp '{{start}}')
             and p1.contract_address = {{token_a}}
             and p2.contract_address = {{token_b}}
 )
@@ -32,12 +32,12 @@ select
     token_a_start * p1.price_close + token_b_start * p2.price_close as current_value_of_investment
 from starting_balance
 cross join date_series as ds
-inner join prices.usd_daily as p1
+inner join prices.day as p1
     on
-        ds.day = p1.day
+        ds.day = p1.timestamp
         and p1.contract_address = {{token_a}}
-inner join prices.usd_daily as p2
+inner join prices.day as p2
     on
-        ds.day = p2.day
+        ds.day = p2.timestamp
         and p2.contract_address = {{token_b}}
 order by 1 desc
diff --git a/cowamm/profitability/10k_growth/uni_v2_4047194.sql b/cowamm/profitability/10k_growth/uni_v2_4047194.sql
@@ -133,11 +133,11 @@ tvl as (
             token1 as token
         from reserve_balances
     ) as balances
-    left join prices.usd_daily as prices
+    left join prices.day as prices
         on
             blockchain = '{{blockchain}}'
             and balances.token = prices.contract_address
-            and balances.day = prices.day
+            and balances.day = prices.timestamp
     group by balances.day, balances.contract_address
 ),
 

diff --git a/cowamm/profitability/invariant_growth/balancer_4106329.sql b/cowamm/profitability/invariant_growth/balancer_4106329.sql
@@ -55,11 +55,11 @@ tvl as (
         on
             l.pool_address = pool.pool_address
             and l.blockchain = pool.blockchain
-    left join prices.usd_daily as p1
+    left join prices.day as p1
         on
             l.blockchain = p1.blockchain
             and l.token_address = p1.contract_address
-            and l.day = p1.day
+            and l.day = p1.timestamp
     group by l.day, l.pool_address, l.blockchain
 )
 

diff --git a/cowamm/profitability/invariant_growth/uni_v2_4060136.sql b/cowamm/profitability/invariant_growth/uni_v2_4060136.sql
@@ -59,13 +59,13 @@ tvl_volume_per_swap as (
             and syncs.evt_index + 1 = swaps.evt_index
     inner join pool
         on syncs.contract_address = pool.contract_address
-    inner join prices.usd as p0
+    inner join prices.minute as p0
         on
-            date_trunc('minute', syncs.evt_block_time) = p0.minute
+            date_trunc('minute', syncs.evt_block_time) = p0.timestamp
             and syncs.token0 = p0.contract_address
-    inner join prices.usd as p1
+    inner join prices.minute as p1
         on
-            date_trunc('minute', syncs.evt_block_time) = p1.minute
+            date_trunc('minute', syncs.evt_block_time) = p1.timestamp
             and syncs.token1 = p1.contract_address
     where syncs.evt_block_time >= date(timestamp '{{start}}')
 )

diff --git a/cowamm/tvl_by_tx_4059700.sql b/cowamm/tvl_by_tx_4059700.sql
@@ -54,9 +54,9 @@ tvl as (
         price,
         balance * price / POW(10, decimals) as tvl
     from balances_by_tx as b
-    inner join prices.usd as p
+    inner join prices.minute as p
         on
-            p.minute = DATE_TRUNC('minute', evt_block_time)
+            p.timestamp = DATE_TRUNC('minute', evt_block_time)
             and b.token = p.contract_address
 )
 

diff --git a/cowprotocol/accounting/cost_coverage/cost_coverage_2601653.sql b/cowprotocol/accounting/cost_coverage/cost_coverage_2601653.sql
@@ -76,18 +76,18 @@ outgoing_cow as (
 conversion_prices as (
     select
         (
-            select avg(price) from prices.usd
+            select avg(price) from prices.minute
             where
                 blockchain = 'ethereum'
                 and contract_address = 0xdef1ca1fb7fbcdc777520aa7f396b4e015f497ab
-                and date(minute) = cast('{{end_time}}' as timestamp) - interval '1' day
+                and date(timestamp) = cast('{{end_time}}' as timestamp) - interval '1' day
         ) as cow_price,
         (
-            select avg(price) from prices.usd
+            select avg(price) from prices.minute
             where
                 blockchain = 'ethereum'
                 and contract_address = 0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2
-                and date(minute) = cast('{{end_time}}' as timestamp) - interval '1' day
+                and date(timestamp) = cast('{{end_time}}' as timestamp) - interval '1' day
         ) as eth_price
 ),
 

diff --git a/cowprotocol/accounting/price_feed/raw_price_feed_query_4252674.sql b/cowprotocol/accounting/price_feed/raw_price_feed_query_4252674.sql
@@ -26,7 +26,7 @@ with imported_prices as (
 imported_prices_per_minute as (
     select -- noqa: ST06
         token_address,
-        date_trunc('minute', time) as minute, --noqa: RF04
+        date_trunc('minute', time) as timestamp, --noqa: RF04
         decimals,
         source,
         avg(price_unit_eth) as price_unit_eth
@@ -42,13 +42,13 @@ imported_prices_per_minute_with_usd_prices as (
         ippm.price_unit_eth * p.price as price_unit,
         ippm.price_unit_eth * p.price / pow(10, ippm.decimals) as price_atom,
         source
-    from imported_prices_per_minute as ippm inner join prices.usd as p on ippm.minute = p.minute
+    from imported_prices_per_minute as ippm inner join prices.minute as p on ippm.timestamp = p.timestamp
     where p.contract_address = 0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2 and blockchain = 'ethereum'
 )
 
 select -- noqa: ST06
     token_address,
-    date_trunc('hour', minute) as hour, --noqa: RF04
+    date_trunc('hour', timestamp) as hour, --noqa: RF04
     decimals,
     source,
     avg(price_unit) as price_unit,

diff --git a/cowprotocol/accounting/rewards/mainnet/mainnet_dashboard_query_2510345.sql b/cowprotocol/accounting/rewards/mainnet/mainnet_dashboard_query_2510345.sql
@@ -50,18 +50,18 @@ fees_and_costs as (
 conversion_prices as (
     select
         (
-            select avg(price) from prices.usd
+            select avg(price) from prices.minute
             where
                 blockchain = 'ethereum'
                 and contract_address = 0xdef1ca1fb7fbcdc777520aa7f396b4e015f497ab
-                and date(minute) = cast('{{end_time}}' as timestamp) - interval '1' day
+                and date(timestamp) = cast('{{end_time}}' as timestamp) - interval '1' day
         ) as cow_price,
         (
-            select avg(price) from prices.usd
+            select avg(price) from prices.minute
             where
                 blockchain = 'ethereum'
                 and contract_address = 0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2
-                and date(minute) = cast('{{end_time}}' as timestamp) - interval '1' day
+                and date(timestamp) = cast('{{end_time}}' as timestamp) - interval '1' day
         ) as eth_price
 ),
 

diff --git a/cowprotocol/accounting/slippage/slippage_prices_4064601.sql b/cowprotocol/accounting/slippage/slippage_prices_4064601.sql
@@ -28,16 +28,16 @@ with token_times as (
 -- Precise prices are prices from the Dune price feed.
 precise_prices as (
     select -- noqa: ST06
-        date_trunc('hour', minute) as hour, --noqa: RF04
+        date_trunc('hour', timestamp) as hour, --noqa: RF04
         token_address,
         decimals,
         avg(price) as price_unit,
         avg(price) / pow(10, decimals) as price_atom
     from
-        prices.usd
+        prices.minute
     inner join token_times
         on
-            date_trunc('hour', minute) = hour
+            date_trunc('hour', timestamp) = hour
             and contract_address = token_address
             and blockchain = '{{blockchain}}'
     group by 1, 2, 3
@@ -121,16 +121,16 @@ wrapped_native_token as (
 -- The price of the native token is reconstructed from it chain-dependent wrapped version.
 native_token_prices as (
     select -- noqa: ST06
-        date_trunc('hour', minute) as hour, --noqa: RF04
+        date_trunc('hour', timestamp) as hour, --noqa: RF04
         0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee as token_address,
         18 as decimals,
         avg(price) as price_unit,
         avg(price) / pow(10, 18) as price_atom
-    from prices.usd
+    from prices.minute
     where
         blockchain = '{{blockchain}}'
         and contract_address = (select native_token_address from wrapped_native_token)
-        and minute >= cast('{{start_time}}' as timestamp) and minute < cast('{{end_time}}' as timestamp)
+        and timestamp >= cast('{{start_time}}' as timestamp) and timestamp < cast('{{end_time}}' as timestamp)
     group by 1, 2, 3
 )
 

diff --git a/cowprotocol/solver_dashboard/cost_coverage_by_solver_environment_1372854.sql b/cowprotocol/solver_dashboard/cost_coverage_by_solver_environment_1372854.sql
@@ -28,7 +28,7 @@ failed_settlements as (
         name as solver_name
     from
         ethereum.transactions
-    inner join prices.usd as p on p.minute = date_trunc('minute', block_time) --noqa: LT02
+    inner join prices.minute as p on p.timestamp = date_trunc('minute', block_time) --noqa: LT02
         and blockchain = 'ethereum'
         and contract_address = 0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2
     inner join cow_protocol_ethereum.solvers on "from" = address --noqa: LT02

diff --git a/cowprotocol/solver_dashboard/cost_coverage_production_solver_1372758.sql b/cowprotocol/solver_dashboard/cost_coverage_production_solver_1372758.sql
@@ -33,7 +33,7 @@ failed_settlements as (
         environment as solver_env,
         name as solver_name
     from ethereum.transactions
-    inner join prices.usd as p on p.minute = date_trunc('minute', block_time) --noqa: LT02
+    inner join prices.minute as p on p.timestamp = date_trunc('minute', block_time) --noqa: LT02
         and blockchain = 'ethereum'
         and contract_address = 0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2
     inner join cow_protocol_ethereum.solvers on "from" = address --noqa: LT02