Competitor AMMs KPIs

cowamm/.sqlfluff

@@ -8,3 +8,5 @@ start_time='2024-08-20 00:00:00'
 end_time='2024-08-27 00:00:00'
 results=final_results_per_solver,cow_surplus_per_batch
 cow_budget=30000
+number_of_pools=500
+competitor_end_time = 2100-01-01

cowamm/kpi/competitors/all_competitors_4335231.sql

@@ -0,0 +1,37 @@
+--Groups all competitors in one query
+-- Parameters:
+-- {{blockchain}}: The blockchain to query
+
+-- Uniswap, PancakeSwap, Sushiwap
+select
+    contract_address,
+    tvl,
+    fee,
+    volume,
+    apr,
+    project,
+    case
+        when '{{blockchain}}' = 'ethereum' then 1
+        when '{{blockchain}}' = 'gnosis' then 100
+        when '{{blockchain}}' = 'arbitrum' then 8453
+        when '{{blockchain}}' = 'arbitrum' then 42161
+    end as chain_id
+from "query_4304295(blockchain='{{blockchain}}')"
+
+union distinct
+
+--Curve
+select
+    contract_address,
+    tvl,
+    fee,
+    volume,
+    apr,
+    'curve' as project,
+    case
+        when '{{blockchain}}' = 'ethereum' then 1
+        when '{{blockchain}}' = 'gnosis' then 100
+        when '{{blockchain}}' = 'arbitrum' then 8453
+        when '{{blockchain}}' = 'arbitrum' then 42161
+    end as chain_id
+from "query_4232873(blockchain='{{blockchain}}')"

cowamm/kpi/competitors/curve/curve_kpis_4232873.sql

@@ -0,0 +1,27 @@
+-- Computes volume, tvl and APR for Curve pools
+-- APR is measured as the fees earned per $ invested, over the last 24 hours, projected over 1 year
+-- Parameters:
+-- {{blockchain}}: The blockchain to query
+-- {{competitor_end_time}}: The end time of the time window (end_time - 1 day; end_time), defaults to now()
+select
+    contract_address,
+    fee,
+    tvl,
+    sum(amount_usd) over (partition by contract_address order by latest_per_pool) as volume,
+    365 * sum(amount_usd * fee / tvl) over (partition by contract_address order by latest_per_pool) as apr
+-- The first call to 4232976 gets the tvl after each tx to compute volume/tvl
+from "query_4232976(blockchain='{{blockchain}}')" as r
+left join
+    ( --noqa: ST05
+        select *
+        from curve.trades
+        where
+            block_time >= date_add('day', -1, (case when '{{competitor_end_time}}' = '2100-01-01' then now() else timestamp '{{competitor_end_time}}' end))
+    ) as t
+    on
+        r.contract_address = t.project_contract_address
+        and r.tx_hash = t.tx_hash
+where
+    latest_per_pool = 1
+    -- This test avoids any possible issue with reconstructing the reserves of the pool
+    and tvl > 0

cowamm/kpi/competitors/curve/curve_largest_2token_pools_4232976.sql

@@ -0,0 +1,99 @@
+-- Finds all the curve pools with 2 tokens and their TVLs at every moment in time
+-- For every pool that is currently one of the {{number_of_pools}} largest by TVL:
+-- It returns their TVL at every moment in time
+-- Parameters:
+--  {{blockchain}}: The blockchain to query
+--  {{number_of_pools}}: The number of largest pools to return
+
+with
+-- filters pools with 2 tokens
+pools as (
+    select
+        pool_address as contract_address,
+        coin0 as token0,
+        coin1 as token1,
+        mid_fee * power(10, -10) as fee
+    from curvefi_{{blockchain}}.view_pools
+    -- Curve pools can have more than 2 token, if coin2 = 0x00 it means there are 2 tokens at most
+    where coin2 = 0x0000000000000000000000000000000000000000
+),
+
+-- finds all transfers in and out of the pools to rebuild the reserves
+transfers as (
+    select
+        p.contract_address,
+        token0,
+        token1,
+        evt_block_time as block_time,
+        evt_index,
+        evt_tx_hash as tx_hash,
+        fee,
+        case
+            when t.contract_address = token0 and "from" = p.contract_address then -value
+            when t.contract_address = token0 and to = p.contract_address then value else 0
+        end as transfer0,
+        case
+            when t.contract_address = token1 and "from" = p.contract_address then -value
+            when t.contract_address = token1 and to = p.contract_address then value else 0
+        end as transfer1
+    from erc20_{{blockchain}}.evt_transfer as t
+    inner join pools as p
+        on
+            (
+                t."from" = p.contract_address
+                or t.to = p.contract_address
+            )
+            and (token0 = t.contract_address or token1 = t.contract_address)
+),
+
+-- rebuilds the reserves from the transfers
+-- ETH transfers are not considered  
+reserves as (
+    select
+        contract_address,
+        token0,
+        token1,
+        tx_hash,
+        block_time,
+        fee,
+        sum(transfer0) over (partition by contract_address order by block_time, evt_index) as reserve0,
+        sum(transfer1) over (partition by contract_address order by block_time, evt_index) as reserve1,
+        row_number() over (partition by tx_hash, contract_address order by evt_index desc) as latest_per_tx,
+        row_number() over (partition by contract_address order by block_time desc) as latest_per_pool
+    from transfers
+),
+
+-- finds the TVL of the pools
+recent_tvl as (
+    select
+        r.contract_address,
+        token0,
+        token1,
+        block_time,
+        tx_hash,
+        reserve0,
+        reserve1,
+        fee,
+        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
+        on
+            date_trunc('minute', block_time) = p0.minute
+            and token0 = p0.contract_address
+    inner join prices.usd as p1
+        on
+            date_trunc('minute', block_time) = p1.minute
+            and token1 = p1.contract_address
+    where latest_per_tx = 1
+)
+
+
+select * from recent_tvl
+where contract_address in (
+    select contract_address
+    from recent_tvl
+    where latest_per_pool = 1
+    order by tvl desc
+    limit {{number_of_pools}}
+)

cowamm/kpi/competitors/uni_swap_style/largest_uni_style_kpis_4304295.sql

@@ -0,0 +1,100 @@
+-- Computes volume, tvl and APR for Uni Swap style pools (Uni, Pancake, Sushi)
+-- APR is measured as the fees earned per $ invested, over the last 24 hours, projected over 1 year
+-- Parameters:
+-- {{blockchain}}: The blockchain to query
+-- {{number_of_pools}}: The number of largest pools to return
+-- {{competitor_end_time}}: The end time of the time window (end_time - 1 day; end_time), defaults to now()
+
+-- select the pool with the largest latest k
+with pool as (
+    select
+        pool_address as contract_address,
+        project,
+        token0,
+        token1,
+        tvl
+    from "query_4303563(blockchain='{{blockchain}}', number_of_pools = '{{number_of_pools}}')"
+),
+
+syncs as (
+    select
+        pool.*,
+        tx_hash as evt_tx_hash,
+        index as evt_index,
+        block_time as evt_block_time,
+        block_number as evt_block_number,
+        varbinary_to_uint256(substr(data, 1, 32)) as reserve0,
+        varbinary_to_uint256(substr(data, 33, 32)) as reserve1,
+        rank() over (partition by (logs.contract_address) order by block_time desc) as latest
+    from {{blockchain}}.logs
+    inner join pool
+        on logs.contract_address = pool.contract_address
+    where
+        block_time >= date_add('day', -1, (case when '{{competitor_end_time}}' = '2100-01-01' then now() else timestamp '{{competitor_end_time}}' end))
+        and topic0 = 0x1c411e9a96e071241c2f21f7726b17ae89e3cab4c78be50e062b03a9fffbbad1 -- Sync        
+),
+
+swaps as (
+    select
+        tx_hash as evt_tx_hash,
+        index as evt_index,
+        block_time as evt_block_time,
+        block_number as evt_block_number,
+        contract_address,
+        varbinary_to_uint256(substr(data, 1, 32)) as amount0In,
+        varbinary_to_uint256(substr(data, 33, 32)) as amount1In,
+        varbinary_to_uint256(substr(data, 65, 32)) as amount0Out,
+        varbinary_to_uint256(substr(data, 97, 32)) as amount1Out
+    from {{blockchain}}.logs
+    where
+        block_time >= date(date_add('day', -1, now()))
+        and topic0 = 0xd78ad95fa46c994b6551d0da85fc275fe613ce37657fb8d5e3d130840159d822 -- Swap
+        and contract_address in (select contract_address from pool)
+),
+
+-- gets the swapped volume and tvl at the time of the swap for each swap
+tvl_volume_per_swap as (
+    select
+        syncs.contract_address,
+        syncs.evt_block_time,
+        syncs.evt_tx_hash,
+        (amount0In * p0.price / pow(10, p0.decimals)) + (amount1In * p1.price / pow(10, p1.decimals)) as volume_in,
+        (amount0Out * p0.price / pow(10, p0.decimals)) + (amount1Out * p1.price / pow(10, p1.decimals)) as volume_out,
+        (reserve0 * p0.price / pow(10, p0.decimals)) + (reserve1 * p1.price / pow(10, p1.decimals)) as tvl
+    from syncs
+    inner join swaps
+        on
+            syncs.evt_tx_hash = swaps.evt_tx_hash
+            and syncs.contract_address = swaps.contract_address
+            and syncs.evt_index + 1 = swaps.evt_index
+    inner join pool
+        on syncs.contract_address = pool.contract_address
+    inner join prices.usd as p0
+        on
+            date_trunc('minute', syncs.evt_block_time) = p0.minute
+            and syncs.token0 = p0.contract_address
+    inner join prices.usd as p1
+        on
+            date_trunc('minute', syncs.evt_block_time) = p1.minute
+            and syncs.token1 = p1.contract_address
+)
+
+select
+    pool.contract_address,
+    project,
+    case
+        when project = 'pancakeswap' then 0.0025
+        else .003
+    end as fee,
+    coalesce(sum((volume_in + volume_out) / 2), 0) as volume,
+    -- the average pool is conceptually unnecessary because the table pool has only one tvl per pool
+    -- but it is necessary for the group by statement 
+    avg(pool.tvl) as tvl,
+    case
+        when project = 'pancakeswap' then coalesce(365 * sum((volume_in + volume_out) / 2 / t.tvl) * 0.0025, 0)
+        else coalesce(365 * sum((volume_in + volume_out) / 2 / t.tvl) * 0.003, 0)
+    end as apr
+from pool
+left join tvl_volume_per_swap as t
+    on pool.contract_address = t.contract_address
+group by pool.contract_address, project

cowamm/kpi/competitors/uni_swap_style/largest_uni_style_pools_4303563.sql

@@ -0,0 +1,64 @@
+-- Finds the largest Uni Style pools (Pancake, Sushi, Uni) and their TVLs
+-- Parameters:
+--  {{blockchain}}: The blockchain to query
+--  {{number_of_pools}}: The number of largest pools to return
+
+with pools as (
+    select
+        substr(data, 13, 20) as contract_address,
+        substr(topic1, 13, 20) as token0,
+        substr(topic2, 13, 20) as token1,
+        case
+            when contract_address = 0x1097053Fd2ea711dad45caCcc45EfF7548fCB362 then 'pancakeswap'
+            when contract_address = 0x5c69bee701ef814a2b6a3edd4b1652cb9cc5aa6f then 'uniswap'
+            when contract_address = 0xC0AEe478e3658e2610c5F7A4A2E1777cE9e4f2Ac then 'sushiswap'
+        end as project
+    from {{blockchain}}.logs
+    where
+        topic0 = 0x0d3648bd0f6ba80134a33ba9275ac585d9d315f0ad8355cddefde31afa28d0e9
+        and contract_address in
+        (
+            0x1097053Fd2ea711dad45caCcc45EfF7548fCB362,
+            0x5c69bee701ef814a2b6a3edd4b1652cb9cc5aa6f,
+            0xC0AEe478e3658e2610c5F7A4A2E1777cE9e4f2Ac
+        )
+),
+
+syncs as (
+    select
+        pools.*,
+        tx_hash as evt_tx_hash,
+        index as evt_index,
+        block_number as evt_block_number,
+        date_trunc('minute', block_time) as evt_block_time,
+        varbinary_to_uint256(substr(data, 1, 32)) as reserve0,
+        varbinary_to_uint256(substr(data, 33, 32)) as reserve1,
+        rank() over (partition by (logs.contract_address) order by block_time desc, index asc) as latest
+    from {{blockchain}}.logs
+    inner join pools
+        on logs.contract_address = pools.contract_address
+    where
+        topic0 = 0x1c411e9a96e071241c2f21f7726b17ae89e3cab4c78be50e062b03a9fffbbad1 -- Sync
+)
+
+select distinct
+    s.contract_address as pool_address,
+    project,
+    token0,
+    token1,
+    reserve0,
+    reserve1,
+    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
+    on
+        token0 = p0.contract_address
+        and p0.minute = evt_block_time
+inner join prices.usd as p1
+    on
+        token1 = p1.contract_address
+        and p1.minute = evt_block_time
+where latest = 1
+order by tvl desc
+limit {{number_of_pools}}