feat: add camelot pair fee rates spellbook

models/camelot/arbitrum/camelot_arbitrum_pair_fee_rates.sql

@@ -0,0 +1,157 @@
+{{
+    config(
+        schema="camelot_arbitrum",
+        alias="pair_fee_rates",
+        materialized="incremental",
+        file_format="delta",
+        incremental_strategy="merge",
+        unique_key=["minute", "blockchain", "pair", "version"],
+    )
+}}
+
+{% set blockchain = "arbitrum" %}
+{% set project_start_date = "2022-06-14" %}
+{% set v2_fee_precision = "1e5" %}
+{% set v2_default_fee = "300" %}  -- 0.3%
+{% set v3_fee_precision = "1e6" %}
+{% set v3_default_fee = "100" %}  -- 0.01%
+
+with
+    v2_pairs_with_initial_fee_rates as (
+        select
+            date_trunc('minute', evt_block_time) as minute,
+            pair,
+            '2' as version,
+            token0,
+            {{ v2_default_fee }} / {{ v2_fee_precision }} as token0_fee_rate,
+            token1,
+            {{ v2_default_fee }} / {{ v2_fee_precision }} as token1_fee_rate
+        from {{ source("camelot_arbitrum", "CamelotFactory_evt_PairCreated") }}
+    ),
+    v2_directional_fee_rate_updates as (
+        select
+            date_trunc('minute', evt_block_time) as minute,
+            pair,
+            version,
+            token0,
+            token0feepercent / {{ v2_fee_precision }} as token0_fee_rate,
+            token1,
+            token1feepercent / {{ v2_fee_precision }} as token1_fee_rate
+        from
+            {{ source("camelot_arbitrum", "CamelotPair_evt_FeePercentUpdated") }}
+            as fee_updates
+        join
+            v2_pairs_with_initial_fee_rates as pairs
+            on fee_updates.contract_address = pairs.pair
+    ),
+    v3_pairs_with_initial_fee_rates as (
+        select
+            date_trunc('minute', evt_block_time) as minute,
+            pool as pair,
+            '3' as version,
+            token0,
+            {{ v3_default_fee }} / {{ v3_fee_precision }} as token0_fee_rate,
+            token1,
+            {{ v3_default_fee }} / {{ v3_fee_precision }} as token1_fee_rate
+        from {{ source("camelot_v3_arbitrum", "AlgebraFactory_evt_Pool") }}
+    ),
+    v3_directional_fee_rate_updates as (
+        select
+            date_trunc('minute', evt_block_time) as minute,
+            pair,
+            version,
+            token0,
+            feezto / {{ v3_fee_precision }} as token0_fee_rate,
+            token1,
+            feeotz / {{ v3_fee_precision }} as token1_fee_rate
+        from {{ source("camelot_v3_arbitrum", "AlgebraPool_evt_Fee") }} as fee_updates
+        join
+            v3_pairs_with_initial_fee_rates as pairs
+            on fee_updates.contract_address = pairs.pair
+    ),
+    pairs as (
+        select *
+        from v2_pairs_with_initial_fee_rates
+        union all
+        select *
+        from v3_pairs_with_initial_fee_rates
+    ),
+    fee_rate_updates as (
+        select
+            minute,
+            pair,
+            version,
+            token0,
+            avg(token0_fee_rate) as token0_fee_rate,  -- Handle edge case where pair fees gets changed multiple times per minute
+            token1,
+            avg(token1_fee_rate) as token1_fee_rate  -- Handle edge case where pair fees gets changed multiple times per minute
+        from
+            (
+                select *
+                from pairs
+                union all
+                select *
+                from v2_directional_fee_rate_updates
+                union all
+                select *
+                from v3_directional_fee_rate_updates
+            )
+        group by minute, pair, version, token0, token1
+    ),
+    camelot_pair_trades_by_minute as (
+        select distinct
+            date_trunc('minute', block_time) as minute, project_contract_address as pair
+        from {{ ref("dex_trades") }}
+        where
+            blockchain = '{{blockchain}}' and project = 'camelot'
+            {% if not is_incremental() %}
+                and block_time >= timestamp '{{project_start_date}}'
+            {% endif %}
+            {% if is_incremental() %}
+                and {{ incremental_predicate("block_time") }}
+            {% endif %}
+    ),
+    -- Prepare data structure (1 row for every minute where pair trades happened
+    -- and/or fee rates got updated)
+    pairs_by_minute as (
+        select minute, pair
+        from camelot_pair_trades_by_minute
+        union distinct
+        select minute, pair
+        from fee_rate_updates
+    ),
+    -- Add version, token0, token1 columns
+    pairs_by_minute_with_metadata as (
+        select pairs_by_minute.minute, pairs_by_minute.pair, version, token0, token1
+        from pairs_by_minute
+        left join pairs on pairs_by_minute.pair = pairs.pair
+    )
+
+select
+    '{{blockchain}}' as blockchain,
+    pairs.minute,
+    pairs.pair,
+    pairs.version,
+    pairs.token0,
+    coalesce(
+        token0_fee_rate,
+        last_value(token0_fee_rate) ignore nulls over (
+            partition by pairs.pair
+            order by pairs.minute
+            rows between unbounded preceding and current row
+        )
+    ) as token0_fee_rate,
+    pairs.token1,
+    coalesce(
+        token1_fee_rate,
+        last_value(token1_fee_rate) ignore nulls over (
+            partition by pairs.pair
+            order by pairs.minute
+            rows between unbounded preceding and current row
+        )
+    ) as token1_fee_rate
+from pairs_by_minute_with_metadata as pairs
+left join
+    fee_rate_updates
+    on (pairs.minute = fee_rate_updates.minute and pairs.pair = fee_rate_updates.pair)
+order by minute desc, pair asc

models/camelot/arbitrum/camelot_arbitrum_schema.yml

@@ -8,7 +8,7 @@ models:
       project: camelot_v2
       contributors: ytoast
     config:
-      tags: [ 'arbitrum','dex','trades', 'camelot', 'ytoast']
+      tags: ["arbitrum", "dex", "trades", "camelot", "ytoast"]
     description: >
       Camelot trades on Arbitrum on a specific contract/version.
     tests:
@@ -102,7 +102,7 @@ models:
       project: camelot_v3
       contributors: whale_hunter
     config:
-      tags: [ 'arbitrum','dex','trades', 'camelot', 'whale_hunter']
+      tags: ["arbitrum", "dex", "trades", "camelot", "whale_hunter"]
     description: >
       Camelot V3 trades on Arbitrum
     tests:
@@ -150,9 +150,9 @@ models:
       project: camelot
       contributors: ytoast, whale_hunter
     config:
-      tags: ['arbitrum','camelot','trades','dex','ytoast', 'whale_hunter']
+      tags: ["arbitrum", "camelot", "trades", "dex", "ytoast", "whale_hunter"]
     description: >
-        Camelot trades on Arbitrum
+      Camelot trades on Arbitrum
     columns:
       - *blockchain
       - *project
@@ -176,3 +176,38 @@ models:
       - *tx_from
       - *tx_to
       - *evt_index
+
+  - name: camelot_arbitrum_pair_fee_rates
+    meta:
+      blockchain: arbitrum
+      sector: dex
+      project: camelot
+      contributors: whale_hunter
+    config:
+      tags: ["arbitrum", "camelot", "whale_hunter"]
+    description: >
+      Camelot fee rates over time across all pairs and versions on Arbitrum.
+    tests:
+      - dbt_utils.unique_combination_of_columns:
+          combination_of_columns:
+            - minute
+            - blockchain
+            - pair
+            - version
+    columns:
+      - name: blockchain
+        description: "Blockchain on which the pair is deployed"
+      - name: minute
+        description: "UTC event block time truncated to the minute mark"
+      - name: pair
+        description: "Pair address"
+      - name: version
+        description: "Version of the pair built and deployed by the DEX project"
+      - name: token0
+        description: "Address of token0"
+      - name: token0_fee_rate
+        description: "Fee rate as a fraction of 1, applied if token0 gets swapped to token1"
+      - name: token1
+        description: "Address of token1"
+      - name: token1_fee_rate
+        description: "Fee rate as a fraction of 1, applied if token1 gets swapped to token0"

sources/camelot/arbitrum/camelot_arbitrum_sources.yml

@@ -0,0 +1,9 @@
+version: 2
+
+sources:
+  - name: camelot_arbitrum
+    tables:
+      - name: CamelotPair_evt_FeePercentUpdated
+  - name: camelot_v3_arbitrum
+    tables:
+      - name: AlgebraPool_evt_Fee