mlhDaily Openbook's liquidity flow before and after FTX crisis
Updated 2022-11-22Copy Reference Fork
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with price as (select block_timestamp::date as day,
swap_from_mint as token,
median (swap_to_amount/swap_from_amount) as price
from solana.fact_swaps
where swap_to_mint in ('EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v',
'Es9vMFrzaCERmJfrF4H2FYD4KCoNkY11McCe8BenwNYB')
and swap_to_amount > 0
and swap_from_amount > 0
and succeeded = 'TRUE'
and block_timestamp >= CURRENT_DATE -24
group by 1,2
)
select trunc(block_timestamp,'day') as date,
case when date >= '2022-11-08' then 'After FTX Crisis'
else 'Before FTX crisis' end as period,
sum(amount*price) as volume,
sum(volume) over (order by date) as cum_volume
from solana.core.fact_transfers x
join price y on x.block_timestamp::date = y.day and x.mint = y.token
where tx_id in (select tx_id
from (select tx_id
from solana.core.fact_transactions
where instructions[0]:programId = 'srmqPvymJeFKQ4zGQed1GFppgkRHL9kaELCbyksJtPX'
and succeeded = 'TRUE'
and block_timestamp >= CURRENT_DATE -24
)
)
and block_timestamp >= CURRENT_DATE -24
group by 1, 2
order by 1
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