datavortexWeekly trades by market
    Updated 2024-12-20
    WITH weekly_market_data AS (
    SELECT
    DATE_TRUNC('week', block_timestamp) AS week,
    symbol,
    COUNT(DISTINCT digest) AS weekly_trades,
    SUM(CASE WHEN is_taker = FALSE THEN amount_usd ELSE 0 END) AS weekly_volume
    FROM
    arbitrum.vertex.ez_perp_trades
    WHERE
    trader != '0x0000000000000000000000000000000000000000'
    AND subaccount != '0x0000000000000000000000000000000000000000000000000000000000000001'
    GROUP BY
    week,
    symbol
    )

    SELECT
    week,
    symbol,
    weekly_trades,
    weekly_volume
    FROM
    weekly_market_data
    ORDER BY
    week,
    symbol;
    QueryRunArchived: QueryRun has been archived