Cowamm/univ2 multichain

cowamm/profitability/10k_growth/uni_v2_4047194.sql

@@ -16,16 +16,12 @@ with date_range as (
         )) t (day) --noqa: AL01
 ),
 
--- Finds the uniswap v2 pool address given tokens specified in query parameters (regardless of order)
+-- select the pool with the largest latest k
 pool as (
-    select
-        pool as contract_address,
-        token0,
-        token1
-    from uniswap_ethereum.pools
-    where
-        ((token0 = {{token_a}} and token1 = {{token_b}}) or (token1 = {{token_a}} and token0 = {{token_b}}))
-        and version = 'v2'
+    select contract_address, token0, token1
+    from "query_4117043(blockchain='{{blockchain}}',token_a='{{token_a}}',token_b='{{token_b}}')"
+    where latest = 1
+    order by (reserve0 * reserve1) desc
     limit 1
 ),
 
@@ -34,11 +30,11 @@ lp_supply_delta as (
     select
         date(evt_block_time) as "day",
         sum(case when "from" = 0x0000000000000000000000000000000000000000 then value else -value end) as delta
-    from erc20_ethereum.evt_transfer
+    from erc20_{{blockchain}}.evt_transfer
     where
         contract_address = (select contract_address from pool)
         and ("from" = 0x0000000000000000000000000000000000000000 or "to" = 0x0000000000000000000000000000000000000000)
-    group by 1
+    group by date(evt_block_time)
 ),
 
 -- per day lp token total supply by summing up all deltas (may have missing records for some days)
@@ -84,16 +80,16 @@ latest_syncs_per_day as (
     select
         day,
         pool.contract_address,
-        token0,
+        pool.token0,
         reserve0,
-        token1,
+        pool.token1,
         reserve1,
         rank() over (partition by (date_range.day) order by (evt_block_number, evt_index) desc) as latest
-    from uniswap_v2_ethereum.Pair_evt_Sync as sync
+    from "query_4117043(blockchain='{{blockchain}}',token_a='{{token_a}}',token_b='{{token_b}}')" syncs
     inner join date_range
         on day >= date(evt_block_time)
     inner join pool
-        on sync.contract_address = pool.contract_address
+        on syncs.contract_address = pool.contract_address
 ),
 
 -- Get reserve balances of token_a and token_b per day, by looking at the last `Sync` emitted event for each day
@@ -136,10 +132,10 @@ tvl as (
     ) as balances
     left join prices.usd_daily as prices
         on
-            blockchain = 'ethereum'
+            blockchain = '{{blockchain}}'
             and balances.token = prices.contract_address
             and balances.day = prices.day
-    group by 1, 2
+    group by balances.day, balances.contract_address
 ),
 
 -- With this we can plot the lp token price (tvl/lp total supply) over time
@@ -167,4 +163,4 @@ select
         where day = timestamp '{{start}}'
     ) * lp_token_price as current_value_of_investment
 from lp_token_price
-order by 1 desc
+order by day desc

cowamm/profitability/invariant_growth/uni_v2_4060136.sql

@@ -14,44 +14,57 @@ with date_range as (
         )) t (day) --noqa: AL01
 ),
 
--- Finds the uniswap v2 pool address given tokens specified in query parameters (regardless of order)
+-- select the pool with the largest latest k
 pool as (
+    select contract_address, token0, token1
+    from "query_4117043(blockchain='{{blockchain}}',token_a='{{token_a}}',token_b='{{token_b}}')"
+    where latest = 1
+    order by (reserve0 * reserve1) desc
+    limit 1
+),
+
+swaps as (
     select
-        pool as contract_address,
-        token0,
-        token1
-    from uniswap_ethereum.pools
+        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
-        ((token0 = {{token_a}} and token1 = {{token_b}}) or (token1 = {{token_a}} and token0 = {{token_b}}))
-        and version = 'v2'
-    limit 1
+        topic0 = 0xd78ad95fa46c994b6551d0da85fc275fe613ce37657fb8d5e3d130840159d822 -- Swap
+        and contract_address = (select contract_address from pool)
 ),
 
 -- gets the swapped volume and tvl at the time of the swap for each swap
-swaps as (
+tvl_volume_per_swap as (
     select
-        sync.evt_block_time,
-        sync.evt_tx_hash,
+        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 uniswap_v2_ethereum.Pair_evt_Sync as sync
-    inner join uniswap_v2_ethereum.Pair_evt_Swap as swap
+    from "query_4117043(blockchain='{{blockchain}}',token_a='{{token_a}}',token_b='{{token_b}}')" syncs
+    inner join swaps
         on
-            sync.evt_tx_hash = swap.evt_tx_hash
-            and sync.contract_address = swap.contract_address
-            and sync.evt_index + 1 = swap.evt_index
+            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 sync.contract_address = pool.contract_address
+        on syncs.contract_address = pool.contract_address
     inner join prices.usd as p0
         on
-            date_trunc('minute', sync.evt_block_time) = p0.minute
-            and p0.contract_address = token0
+            date_trunc('minute', syncs.evt_block_time) = p0.minute
+            and p0.contract_address = syncs.token0
     inner join prices.usd as p1
         on
-            date_trunc('minute', sync.evt_block_time) = p1.minute
-            and p1.contract_address = token1
-    where sync.evt_block_time >= date(timestamp '{{start}}')
+            date_trunc('minute', syncs.evt_block_time) = p1.minute
+            and p1.contract_address = syncs.token1
+    where syncs.evt_block_time >= date(timestamp '{{start}}')
 )
 
 select
@@ -61,6 +74,7 @@ select
     avg(tvl) as tvl,
     sum((volume_in + volume_out) / 2 / tvl) * 0.003 as pct_invariant_growth
 from date_range as dr
-left join swaps
+left join tvl_volume_per_swap
     on dr.day = date(evt_block_time)
-group by 1
+group by day
+order by day desc

cowamm/uni_v2_syncs_4117043.sql

@@ -0,0 +1,27 @@
+-- Finds the uniswap v2 pool address given tokens specified in query parameters (regardless of order)
+with pools as (
+    select
+        substr(data, 13, 20) as contract_address,
+        substr(topic1, 13, 20) as token0,
+        substr(topic2, 13, 20) as token1
+    from {{blockchain}}.logs
+    where
+        topic0 = 0x0d3648bd0f6ba80134a33ba9275ac585d9d315f0ad8355cddefde31afa28d0e9 -- PairCreated
+        -- topic1: 0x0...0<token0>, topic2: 0x0...0<token1>
+        and ((substr(topic1, 13, 20) = {{token_a}} and substr(topic2, 13, 20) = {{token_b}}) or (substr(topic2, 13, 20) = {{token_a}} and substr(topic1, 13, 20) = {{token_b}}))
+)
+
+select
+    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,
+    pools.*,
+    rank() over (partition by (logs.contract_address) order by block_time desc) as latest
+from {{blockchain}}.logs
+join pools
+  on logs.contract_address = pools.contract_address
+where
+    topic0 = 0x1c411e9a96e071241c2f21f7726b17ae89e3cab4c78be50e062b03a9fffbbad1 -- Sync