datavortexVwap Daily
Updated 2024-10-18
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WITH SwapData AS (
SELECT
COALESCE(s.symbol_in, s.symbol_out) AS TokenSymbol,
COALESCE(s.amount_in_usd, 0) AS SwapVolume,
COALESCE(p.price, 0) AS SwapPrice,
DATE_TRUNC('day', s.block_timestamp) AS TimeStamp
FROM
polygon.defi.ez_dex_swaps s
JOIN
polygon.price.ez_prices_hourly p
ON
(s.symbol_in = p.symbol OR s.symbol_out = p.symbol)
AND DATE_TRUNC('hour', s.block_timestamp) = DATE_TRUNC('hour', p.hour)
WHERE
s.platform = 'quickswap-v3'
AND s.block_timestamp >= DATEADD(month, -3, CURRENT_TIMESTAMP())
),
vwap_data AS (
SELECT
TimeStamp,
SUM(SwapPrice * SwapVolume) / NULLIF(SUM(SwapVolume), 0) AS Daily_VWAP
FROM
SwapData
GROUP BY
TimeStamp
)
SELECT
TimeStamp,
Daily_VWAP
FROM
vwap_data
ORDER BY
TimeStamp;
QueryRunArchived: QueryRun has been archived