Aave first release

.gitignore

@@ -2,3 +2,5 @@
 target/
 dbt_modules/
 logs/
+
+.venv/

models/ethereum/aave/aave__borrows.sql

@@ -0,0 +1,220 @@
+{{
+  config(
+    materialized='table',
+    unique_key='tx_id || event_index',
+    incremental_strategy='delete+insert',
+    tags=['snowflake', 'ethereum', 'aave', 'aave_borrows']
+  )
+}}
+
+
+WITH
+atokens AS(
+    SELECT
+        inputs:_reserve::string AS reserve_token,
+        a.value::string AS balances,
+        CASE
+            WHEN contract_address IN(
+                LOWER('0x7d2768dE32b0b80b7a3454c06BdAc94A69DDc7A9'),
+                LOWER('0x057835Ad21a177dbdd3090bB1CAE03EaCF78Fc6d')) THEN 'Aave V2'
+            WHEN contract_address IN(
+                LOWER('0x7937d4799803fbbe595ed57278bc4ca21f3bffcb'),
+                LOWER('0xc443AD9DDE3cecfB9dfC5736578f447aFE3590ba')) THEN 'Aave AMM'
+            ELSE 'Aave V1'
+          END AS aave_version
+    FROM
+        {{ref('ethereum__reads')}}
+       ,lateral flatten(input => SPLIT(value_string,'^')) a
+    WHERE 1=1
+        AND block_timestamp::date >= '2021-06-01'
+        AND contract_address  IN (
+            LOWER('0x057835Ad21a177dbdd3090bB1CAE03EaCF78Fc6d'), -- AAVE V2 Data Provider (per docs)
+            LOWER('0x7937d4799803fbbe595ed57278bc4ca21f3bffcb'), -- AAVE AMM Lending Pool (per docs)
+            LOWER('0x7d2768dE32b0b80b7a3454c06BdAc94A69DDc7A9'), -- AAVE V2 Lending Pool (per docs)
+            LOWER('0xc443AD9DDE3cecfB9dfC5736578f447aFE3590ba'),  -- AAVE AMM Data Provider (per docs)
+            LOWER('0x398eC7346DcD622eDc5ae82352F02bE94C62d119')) -- AAVE V1
+),
+
+
+underlying AS(
+    SELECT
+        CASE
+            WHEN reserve_token = '0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee'
+                THEN '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'
+              ELSE reserve_token END AS token_contract,
+        aave_version,
+        MAX(
+          CASE
+            WHEN SPLIT(balances,':')[0]::string = 'aTokenAddress' THEN SPLIT(balances,':')[1]
+          ELSE '' END) AS aave_token
+    FROM
+        atokens
+    WHERE 1=1
+    GROUP BY 1,2
+),
+
+
+-- implementing aave oracle prices denominated in wei
+oracle AS(
+    SELECT
+        --block_timestamp,
+        date_trunc('hour',block_timestamp) AS block_hour,
+        inputs:address::string AS token_address,
+        AVG(value_numeric) AS value_ethereum -- values are given in wei and need to be converted to ethereum
+    FROM
+        {{ref('ethereum__reads')}}
+    WHERE 1=1
+        AND contract_address = '0xa50ba011c48153de246e5192c8f9258a2ba79ca9' -- check if there is only one oracle
+        AND block_timestamp::date >= '2021-01-01'
+    GROUP BY 1,2
+),
+
+-- wen we don't have oracle pricces we use ethereum__token_prices_hourly as a backup
+backup_prices AS(
+    SELECT
+        token_address,
+        hour,
+        decimals,
+        CASE WHEN symbol = 'KNCL' THEN 'KNC' ELSE symbol END AS symbol,
+        AVG(price) AS price -- table has duplicated rows for KNC / KNCL so we need to do a trick
+    FROM
+        {{ref('ethereum__token_prices_hourly')}}
+    WHERE 1=1
+        AND hour::date >= '2021-01-01'
+    GROUP BY 1,2,3,4
+),
+
+
+prices_hourly AS(
+    SELECT
+        underlying.aave_token,
+        underlying.token_contract,
+        underlying.aave_version,
+        (oracle.value_ethereum / POW(10,(18 - backup_prices.decimals))) * eth_prices.price AS oracle_price,
+        backup_prices.price AS backup_price,
+        oracle.block_hour AS oracle_hour,
+        backup_prices.hour AS backup_prices_hour,
+        eth_prices.price AS eth_price,
+        backup_prices.decimals AS decimals,
+        backup_prices.symbol
+    FROM
+        underlying
+        LEFT JOIN oracle
+            ON LOWER(underlying.token_contract) = LOWER(oracle.token_address)
+        LEFT JOIN backup_prices
+            ON underlying.token_contract = backup_prices.token_address
+            AND oracle.block_hour = backup_prices.hour
+        LEFT JOIN {{ref('ethereum__token_prices_hourly')}} eth_prices
+            ON oracle.block_hour = eth_prices.hour
+            AND eth_prices.hour::date >= '2021-01-01'
+            AND eth_prices.symbol = 'ETH'
+),
+
+
+coalesced_prices AS(
+    SELECT
+        prices_hourly.decimals AS decimals,
+        prices_hourly.symbol AS symbol,
+        prices_hourly.aave_token AS aave_token,
+        prices_hourly.token_contract AS token_contract,
+        prices_hourly.aave_version AS aave_version,
+        COALESCE(prices_hourly.oracle_price,prices_hourly.backup_price) AS coalesced_price,
+        COALESCE(prices_hourly.oracle_hour,prices_hourly.backup_prices_hour) AS coalesced_hour
+    FROM
+        prices_hourly
+),
+
+-- daily avg price used when hourly price is missing (it happens a lot)
+prices_daily_backup AS(
+    SELECT
+        token_address,
+        CASE WHEN symbol = 'KNCL' THEN 'KNC' ELSE symbol END AS symbol,
+        date_trunc('day',hour) AS block_date,
+        AVG(price) AS avg_daily_price,
+        MAX(decimals) AS decimals
+    FROM
+        backup_prices
+    WHERE 1=1
+    GROUP BY 1,2,3
+),
+
+-- decimals backup
+decimals_backup AS(
+    SELECT
+        address AS token_address,
+        meta:decimals AS decimals,
+        name
+    FROM
+        {{source('ethereum', 'ethereum_contracts')}}
+    WHERE 1=1
+        AND meta:decimals IS NOT NULL
+),
+
+--borrows from Aave LendingPool contract
+borrow AS(
+    SELECT
+        DISTINCT block_id,
+        block_timestamp,
+        event_index,
+        CASE
+            WHEN COALESCE(event_inputs:reserve::string,event_inputs:_reserve::string) = '0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee'
+                THEN '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'
+                ELSE COALESCE(event_inputs:reserve::string,event_inputs:_reserve::string)
+              END AS aave_market,
+        COALESCE(event_inputs:amount,event_inputs:_amount) AS borrow_quantity, --not adjusted for decimals
+        tx_from_address AS borrower_address,
+        tx_to_address AS lending_pool_contract,
+        tx_id,
+        COALESCE(event_inputs:borrowRateMode,event_inputs:_borrowRateMode) AS borrow_rate_mode,
+        CASE
+            WHEN contract_address = LOWER('0x7d2768de32b0b80b7a3454c06bdac94a69ddc7a9') THEN 'Aave V2'
+            WHEN contract_address = LOWER('0x398eC7346DcD622eDc5ae82352F02bE94C62d119') THEN 'Aave V1'
+            WHEN contract_address = LOWER('0x7937d4799803fbbe595ed57278bc4ca21f3bffcb') THEN 'Aave AMM'
+          ELSE 'ERROR' END AS aave_version
+    FROM
+        {{ref('ethereum__events_emitted')}}
+    WHERE 1=1
+        AND block_timestamp::date >= '2021-01-01'
+        AND contract_address IN(--Aave V2 LendingPool contract address
+            LOWER('0x7d2768de32b0b80b7a3454c06bdac94a69ddc7a9'),--V2
+            LOWER('0x398eC7346DcD622eDc5ae82352F02bE94C62d119'),--V1
+            LOWER('0x7937d4799803fbbe595ed57278bc4ca21f3bffcb'))--AMM
+        AND event_name = 'Borrow' --this is a borrow
+        AND tx_succeeded = TRUE --excludes failed txs
+)
+
+
+SELECT
+    borrow.tx_id,
+    borrow.block_id,
+    borrow.block_timestamp,
+    borrow.event_index,
+    LOWER(borrow.aave_market) AS aave_market,
+    LOWER(underlying.aave_token) AS aave_token,
+    borrow.borrow_quantity /
+        POW(10,COALESCE(coalesced_prices.decimals,backup_prices.decimals,prices_daily_backup.decimals,decimals_backup.decimals,18)) AS borrowed_atokens,
+    borrow.borrow_quantity * COALESCE(coalesced_prices.coalesced_price,backup_prices.price,prices_daily_backup.avg_daily_price) /
+        POW(10,COALESCE(coalesced_prices.decimals,backup_prices.decimals,prices_daily_backup.decimals,decimals_backup.decimals,18)) AS borrowed_usd,
+    LOWER(borrow.borrower_address) AS borrower_address,
+    CASE WHEN borrow_rate_mode = 2 THEN 'Variable Rate' ELSE 'Stable Rate' END AS borrow_rate_mode,
+    LOWER(borrow.lending_pool_contract) AS lending_pool_contract,
+    borrow.aave_version,
+    COALESCE(coalesced_prices.coalesced_price,backup_prices.price,prices_daily_backup.avg_daily_price) AS token_price,
+    COALESCE(coalesced_prices.symbol,backup_prices.symbol,prices_daily_backup.symbol) AS symbol
+FROM
+    borrow
+    LEFT JOIN coalesced_prices
+        ON LOWER(borrow.aave_market) = LOWER(coalesced_prices.token_contract)
+        AND borrow.aave_version = coalesced_prices.aave_version
+        AND date_trunc('hour',borrow.block_timestamp) = coalesced_prices.coalesced_hour
+    LEFT JOIN backup_prices
+        ON LOWER(borrow.aave_market) = LOWER(backup_prices.token_address)
+        AND date_trunc('hour',borrow.block_timestamp) = backup_prices.hour
+    LEFT JOIN prices_daily_backup
+        ON LOWER(borrow.aave_market) = LOWER(prices_daily_backup.token_address)
+        AND date_trunc('day',borrow.block_timestamp) = prices_daily_backup.block_date
+    LEFT JOIN underlying
+        ON LOWER(borrow.aave_market) = LOWER(underlying.token_contract)
+        AND borrow.aave_version = underlying.aave_version
+    LEFT JOIN decimals_backup
+        ON LOWER(borrow.aave_market) = LOWER(decimals_backup.token_address)