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feat: reserve factor income tables (#9)
**Motivation:** Add datamart tables for approximate treasury income from reserve factor cut of interest accrued. Does not include **Modifications:** 2x tables in datamart, daily and hourly
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{{ config(materialized='table') }} | ||
|
||
select | ||
c.block_day | ||
, c.market | ||
, m.chain | ||
, m.display_chain | ||
, m.display_market | ||
, c.atoken_symbol | ||
, c.reserve_factor | ||
, s.variable_borrow_rate | ||
, s.variable_debt | ||
, s.stable_borrow_rate | ||
, s.stable_debt | ||
, s.variable_debt * s.variable_borrow_rate / 365 * c.reserve_factor as variable_debt_protocol_income | ||
, s.stable_debt * s.stable_borrow_rate / 365 * c.reserve_factor as stable_debt_protocol_income | ||
, p.usd_price | ||
, (s.variable_debt * s.variable_borrow_rate + s.stable_debt * s.stable_borrow_rate) / 365 * c.reserve_factor * p.usd_price as daily_income_usd | ||
-- from datamart.market_config_by_day c | ||
from {{ ref('market_config_by_day') }} c | ||
-- left join datamart.market_state_by_day s on ( | ||
left join {{ ref('market_state_by_day') }} s on ( | ||
c.block_day = s.block_day and | ||
c.reserve = s.reserve and | ||
c.market = s.market | ||
) | ||
-- left join datamart.chains_markets m on ( | ||
left join {{ ref('chains_markets') }} m on ( | ||
c.market = m.market | ||
) | ||
-- left join warehouse.token_prices_by_day p on ( | ||
left join {{ source('warehouse','token_prices_by_day') }} p on ( | ||
c.block_day = p.block_day and | ||
c.reserve = p.reserve and | ||
m.chain = p.chain | ||
) | ||
order by c.block_day, c.market |
37 changes: 37 additions & 0 deletions
37
aave_dbt/models/datamart/reserve_factor_income_by_hour.sql
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Original file line number | Diff line number | Diff line change |
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@@ -0,0 +1,37 @@ | ||
{{ config(materialized='table') }} | ||
|
||
select | ||
c.block_hour | ||
, c.market | ||
, m.chain | ||
, m.display_chain | ||
, m.display_market | ||
, c.atoken_symbol | ||
, c.reserve_factor | ||
, s.variable_borrow_rate | ||
, s.variable_debt | ||
, s.stable_borrow_rate | ||
, s.stable_debt | ||
, s.variable_debt * s.variable_borrow_rate / 365 * c.reserve_factor as variable_debt_protocol_income | ||
, s.stable_debt * s.stable_borrow_rate / 365 * c.reserve_factor as stable_debt_protocol_income | ||
, p.usd_price | ||
, (s.variable_debt * s.variable_borrow_rate + s.stable_debt * s.stable_borrow_rate) / 365 * c.reserve_factor * p.usd_price as daily_income_usd | ||
-- from datamart.market_config_by_hour c | ||
from {{ ref('market_config_by_hour') }} c | ||
-- left join datamart.market_state_by_hour s on ( | ||
left join {{ ref('market_state_by_hour') }} s on ( | ||
c.block_hour = s.block_hour and | ||
c.reserve = s.reserve and | ||
c.market = s.market | ||
) | ||
-- left join datamart.chains_markets m on ( | ||
left join {{ ref('chains_markets') }} m on ( | ||
c.market = m.market | ||
) | ||
-- left join warehouse.token_prices_by_day p on ( | ||
left join {{ source('warehouse','token_prices_by_day') }} p on ( | ||
date_trunc(c.block_hour, day) = p.block_day and | ||
c.reserve = p.reserve and | ||
m.chain = p.chain | ||
) | ||
order by c.block_hour, c.market |