Updated 2024-11-19
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WITH daily_liquidity_metrics AS (
SELECT
DATE_TRUNC('day', BLOCK_TIMESTAMP) AS trading_day,
PLATFORM,
SYMBOL_IN,
COUNT(DISTINCT TX_HASH) AS trade_count,
SUM(AMOUNT_IN_USD) AS total_input_volume,
SUM(AMOUNT_OUT_USD) AS total_output_volume,
AVG(AMOUNT_IN_USD) AS avg_trade_size,
-- Safe liquidity velocity calculation
COALESCE(
NULLIF(SUM(AMOUNT_IN_USD), 0) /
NULLIF(COUNT(DISTINCT TRADER), 0),
0
) AS liquidity_velocity,
-- Robust price volatility calculation
COALESCE(
STDDEV(
CASE
WHEN AMOUNT_OUT_RAW > 0
THEN AMOUNT_IN_USD / AMOUNT_OUT_RAW
ELSE NULL
END
),
0
) AS price_volatility,
-- Trader diversity
COUNT(DISTINCT TRADER) AS unique_traders
FROM near.defi.ez_dex_swaps
WHERE
BLOCK_TIMESTAMP >= DATEADD(day, -90, CURRENT_DATE())
-- Optional: Filter out potential noise
AND AMOUNT_IN_USD > 0
QueryRunArchived: QueryRun has been archived