datavortexperp trades last 24hrs
    Updated 2024-12-17
    WITH Spot_Trades AS (
    SELECT
    block_timestamp AS trade_time,
    digest,
    trader,
    symbol AS symbol,
    amount AS order_amount,
    base_delta_amount AS base_amount_filled,
    quote_delta_amount AS quote_amount_filled,
    price_amount AS fill_price,
    event_name,
    CASE
    WHEN TRADE_TYPE LIKE 'buy/%' THEN 'buy'
    WHEN TRADE_TYPE LIKE 'sell/%' THEN 'sell'
    ELSE 'unknown'
    END AS trade_type
    FROM
    arbitrum.vertex.ez_perp_trades
    WHERE
    block_timestamp >= CURRENT_TIMESTAMP - INTERVAL '24 HOURS'
    ),
    Aggregated_Spot_Trades AS (
    SELECT
    digest,
    trader,
    trade_time,
    symbol,
    AVG(fill_price) AS avg_fill_price,
    order_amount,
    SUM(base_amount_filled) AS base_amount_filled,
    SUM(quote_amount_filled) AS quote_amount_filled,
    trade_type
    FROM Spot_Trades
    GROUP BY digest, trader, trade_time, symbol, order_amount, trade_type
    )
    SELECT
    QueryRunArchived: QueryRun has been archived