Transformers - Add Underlying Yields per Account models

transformers/synthetix/dbt_project.yml

@@ -278,6 +278,27 @@ models:
 seeds:
   synthetix:
     +schema: seeds
+    tokens:
+      arbitrum_mainnet_tokens:
+        +column_types:
+          token_address: text
+          token_symbol: text
+          yield_token_symbol: text
+      base_mainnet_tokens:
+        +column_types:
+          token_address: text
+          token_symbol: text
+          yield_token_symbol: text
+      eth_mainnet_tokens:
+        +column_types:
+          token_address: text
+          token_symbol: text
+          yield_token_symbol: text
+      optimism_mainnet_tokens:
+        +column_types:
+          token_address: text
+          token_symbol: text
+          yield_token_symbol: text
     reward_distributors:
       eth_mainnet_reward_distributors:
         +column_types:

transformers/synthetix/models/marts/base/mainnet/core/fct_core_account_underlying_yields_base_mainnet.sql

@@ -0,0 +1,111 @@
+{{
+    config(
+        materialized='table',
+        indexes=[
+            {'columns': ['account_id'], 'type': 'hash'}
+        ]
+    )
+}}
+
+with recursive yield_tokens as (
+    select distinct collateral_type
+    from {{ ref('fct_token_yields_base_mainnet') }}
+),
+
+delegations as (
+    select
+        block_timestamp,
+        account_id,
+        pool_id,
+        collateral_type,
+        {{ convert_wei('amount') }} as amount
+    from
+        {{ ref('core_delegation_updated_base_mainnet') }}
+    where lower(collateral_type) in (select lower(collateral_type) from yield_tokens)
+),
+
+hourly_delegation as (
+    select
+        date_trunc('hour', block_timestamp) as block_timestamp,
+        account_id,
+        pool_id,
+        collateral_type,
+        last(amount) over (
+            partition by account_id, pool_id, collateral_type, date_trunc('hour', block_timestamp)
+            order by block_timestamp
+            rows between unbounded preceding and unbounded following
+        ) as amount
+    from delegations
+    order by block_timestamp asc
+),
+
+account_bounds AS (
+    select
+        account_id,
+        pool_id,
+        collateral_type,
+        min(block_timestamp) as min_time,
+        max(block_timestamp) as max_time
+    from hourly_delegation
+    group by account_id, pool_id, collateral_type
+),
+
+hourly_series AS (
+    select
+        ab.account_id,
+        ab.pool_id,
+        ab.collateral_type,
+        ab.min_time as series_time
+    from account_bounds ab
+
+    union all
+
+    select
+        hs.account_id,
+        hs.pool_id,
+        hs.collateral_type,
+        hs.series_time + INTERVAL '1 hour' as series_time
+    from hourly_series hs
+    join account_bounds ab on hs.account_id = ab.account_id
+    where hs.series_time < ab.max_time
+),
+
+last_known_values AS (
+    select
+        hs.account_id,
+        hs.pool_id,
+        hs.collateral_type,
+        hs.series_time,
+        (
+            select t.amount
+            from hourly_delegation as t
+            where t.account_id = hs.account_id
+                and t.block_timestamp <= hs.series_time
+            order by t.block_timestamp desc
+            limit 1
+        ) as amount
+    from hourly_series hs
+),
+
+final_result as (
+    select
+        last_known_values.account_id,
+        last_known_values.pool_id,
+        last_known_values.collateral_type,
+        last_known_values.series_time as block_timestamp,
+        last_known_values.amount,
+        token_yields.hourly_exchange_rate_pnl
+    from last_known_values
+    left join {{ ref('fct_token_yields_base_mainnet') }} as token_yields
+        on last_known_values.series_time = token_yields.ts
+        and last_known_values.pool_id = token_yields.pool_id
+        and lower(last_known_values.collateral_type) = lower(token_yields.collateral_type)
+)
+
+select
+	account_id,
+	pool_id,
+	collateral_type,
+	coalesce(sum(amount * hourly_exchange_rate_pnl), 0) as yield_usd
+from final_result
+group by account_id, pool_id, collateral_type

transformers/synthetix/models/marts/base/mainnet/core/schema.yml

@@ -848,3 +848,29 @@ models:
         data_type: numeric
         tests:
           - not_null
+  - name: fct_core_account_underlying_yields_base_mainnet
+    columns:
+      - name: account_id
+        description: "ID of the account"
+        data_type: numeric
+        tests:
+          - not_null
+      - name: pool_id
+        description: "ID of the pool"
+        data_type: numeric
+        tests:
+          - not_null
+      - name: collateral_type
+        description: "Type of delegated collateral"
+        data_type: text
+        tests:
+          - not_null
+      - name: yield_usd
+        description: "Yield value (USD)"
+        data_type: numeric
+        tests:
+          - not_null
+          - dbt_utils.accepted_range:
+              min_value: 0
+              inclusive: true
+

transformers/synthetix/models/marts/eth/mainnet/core/fct_core_account_underlying_yields_eth_mainnet.sql

@@ -0,0 +1,111 @@
+{{
+    config(
+        materialized='table',
+        indexes=[
+            {'columns': ['account_id'], 'type': 'hash'}
+        ]
+    )
+}}
+
+with recursive yield_tokens as (
+    select distinct collateral_type
+    from {{ ref('fct_token_yields_eth_mainnet') }}
+),
+
+delegations as (
+    select
+        block_timestamp,
+        account_id,
+        pool_id,
+        collateral_type,
+        {{ convert_wei('amount') }} as amount
+    from
+        {{ ref('core_delegation_updated_eth_mainnet') }}
+    where lower(collateral_type) in (select lower(collateral_type) from yield_tokens)
+),
+
+hourly_delegation as (
+    select
+        date_trunc('hour', block_timestamp) as block_timestamp,
+        account_id,
+        pool_id,
+        collateral_type,
+        last(amount) over (
+            partition by account_id, pool_id, collateral_type, date_trunc('hour', block_timestamp)
+            order by block_timestamp
+            rows between unbounded preceding and unbounded following
+        ) as amount
+    from delegations
+    order by block_timestamp asc
+),
+
+account_bounds AS (
+    select
+        account_id,
+        pool_id,
+        collateral_type,
+        min(block_timestamp) as min_time,
+        max(block_timestamp) as max_time
+    from hourly_delegation
+    group by account_id, pool_id, collateral_type
+),
+
+hourly_series AS (
+    select
+        ab.account_id,
+        ab.pool_id,
+        ab.collateral_type,
+        ab.min_time as series_time
+    from account_bounds ab
+
+    union all
+
+    select
+        hs.account_id,
+        hs.pool_id,
+        hs.collateral_type,
+        hs.series_time + INTERVAL '1 hour' as series_time
+    from hourly_series hs
+    join account_bounds ab on hs.account_id = ab.account_id
+    where hs.series_time < ab.max_time
+),
+
+last_known_values AS (
+    select
+        hs.account_id,
+        hs.pool_id,
+        hs.collateral_type,
+        hs.series_time,
+        (
+            select t.amount
+            from hourly_delegation as t
+            where t.account_id = hs.account_id
+                and t.block_timestamp <= hs.series_time
+            order by t.block_timestamp desc
+            limit 1
+        ) as amount
+    from hourly_series hs
+),
+
+final_result as (
+    select
+        last_known_values.account_id,
+        last_known_values.pool_id,
+        last_known_values.collateral_type,
+        last_known_values.series_time as block_timestamp,
+        last_known_values.amount,
+        token_yields.hourly_exchange_rate_pnl
+    from last_known_values
+    left join {{ ref('fct_token_yields_eth_mainnet') }} as token_yields
+        on last_known_values.series_time = token_yields.ts
+        and last_known_values.pool_id = token_yields.pool_id
+        and lower(last_known_values.collateral_type) = lower(token_yields.collateral_type)
+)
+
+select
+	account_id,
+	pool_id,
+	collateral_type,
+	coalesce(sum(amount * hourly_exchange_rate_pnl), 0) as yield_usd
+from final_result
+group by account_id, pool_id, collateral_type

transformers/synthetix/models/marts/eth/mainnet/core/schema.yml

@@ -864,3 +864,28 @@ models:
         data_type: numeric
         tests:
           - not_null
+  - name: fct_core_account_underlying_yields_eth_mainnet
+    columns:
+      - name: account_id
+        description: "ID of the account"
+        data_type: numeric
+        tests:
+          - not_null
+      - name: pool_id
+        description: "ID of the pool"
+        data_type: numeric
+        tests:
+          - not_null
+      - name: collateral_type
+        description: "Type of delegated collateral"
+        data_type: text
+        tests:
+          - not_null
+      - name: yield_usd
+        description: "Yield value (USD)"
+        data_type: numeric
+        tests:
+          - not_null
+          - dbt_utils.accepted_range:
+              min_value: 0
+              inclusive: true

transformers/synthetix/seeds/tokens/arbitrum_mainnet_tokens.csv

@@ -1,5 +1,5 @@
 token_address,token_symbol,yield_token_symbol
-0x82aF49447D8a07e3bd95BD0d56f35241523fBab1,WETH,WETH
+0x82aF49447D8a07e3bd95BD0d56f35241523fBab1,WETH
 0x912CE59144191C1204E64559FE8253a0e49E6548,ARB
 0xaf88d065e77c8cC2239327C5EDb3A432268e5831,USDC
 0x5d3a1Ff2b6BAb83b63cd9AD0787074081a52ef34,USDe