Updated 2024-11-19
    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    QueryRunArchived: QueryRun has been archived