From 9dd1c05ab9b86a15f45b6a5f08310f8c75215ae2 Mon Sep 17 00:00:00 2001
From: Scott Simpson <83217474+scottincrypto@users.noreply.github.com>
Date: Tue, 8 Aug 2023 19:29:08 +1000
Subject: [PATCH] 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
---
 .../datamart/reserve_factor_income_by_day.sql | 37 +++++++++++++++++++
 .../reserve_factor_income_by_hour.sql         | 37 +++++++++++++++++++
 2 files changed, 74 insertions(+)
 create mode 100644 aave_dbt/models/datamart/reserve_factor_income_by_day.sql
 create mode 100644 aave_dbt/models/datamart/reserve_factor_income_by_hour.sql

diff --git a/aave_dbt/models/datamart/reserve_factor_income_by_day.sql b/aave_dbt/models/datamart/reserve_factor_income_by_day.sql
new file mode 100644
index 0000000..6f75a24
--- /dev/null
+++ b/aave_dbt/models/datamart/reserve_factor_income_by_day.sql
@@ -0,0 +1,37 @@
+{{ 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
\ No newline at end of file
diff --git a/aave_dbt/models/datamart/reserve_factor_income_by_hour.sql b/aave_dbt/models/datamart/reserve_factor_income_by_hour.sql
new file mode 100644
index 0000000..7d0c0eb
--- /dev/null
+++ b/aave_dbt/models/datamart/reserve_factor_income_by_hour.sql
@@ -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
\ No newline at end of file