datavortexperp trades last 24hrs
Updated 2024-12-17
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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QueryRunArchived: QueryRun has been archived