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enable day fill for prices #7525

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enable day fill for prices #7525

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5165bd1
enable day fill
0xRobin Jan 23, 2025
9c76022
do 10x data
0xRobin Jan 23, 2025
f17f9a6
do all data
0xRobin Jan 23, 2025
2586b27
Merge branch 'main' into prices-fill
0xRobin Jan 24, 2025
d1dfc20
Merge branch 'main' into prices-fill
0xRobin Feb 5, 2025
3009695
add expiring model (with 30 days)
0xRobin Feb 5, 2025
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134 changes: 67 additions & 67 deletions dbt_subprojects/tokens/models/prices_v2/prices_v2_day.sql
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Original file line number Diff line number Diff line change
@@ -1,7 +1,6 @@
{{ config(
schema='prices_v2',
alias = 'day',
tags = ['prod_exclude'],
materialized = 'incremental',
file_format = 'delta',
partition_by = ['date'],
Expand All @@ -12,70 +11,71 @@
}}


--WITH sparse_prices as (
-- select
-- *
-- , lead(timestamp) over (partition by blockchain, contract_address order by timestamp asc) as next_update
-- from (
-- select
-- blockchain
-- , contract_address
-- , timestamp
-- , price
-- , volume
-- , source
-- , date -- this is redundant here as date = timestamp, but we keep it in to be consistent across intervals
-- , source_timestamp
-- from {{ ref('prices_v2_day_sparse') }}
-- {% if is_incremental() %}
-- where {{ incremental_predicate('timestamp') }}
-- {% endif %}
-- -- If we're running incremental, we also need to add the last known prices from before the incremental window, to forward fill them
-- {% if is_incremental() %}
-- UNION ALL
-- SELECT * FROM (
-- select
-- blockchain
-- , contract_address
-- , max(timestamp) -- we get the last updated price
-- , max_by(price,timestamp) as price
-- , max_by(volume,timestamp) as volume
-- , max_by(source,timestamp) as source
-- , max(date) as date
-- , max_by(source_timestamp,timestamp) as source_timestamp
-- from {{ ref('prices_v2_day_sparse') }}
-- where not {{ incremental_predicate('timestamp') }} -- not in the current incremental window (so before that)
-- group by blockchain, contract_address
-- )
-- {% endif %}
-- )
--)
--
---- construct the time spline we want to fill
--, timeseries as (
-- select timestamp
-- from unnest(
-- sequence(cast((select date_trunc('day', min(timestamp)) from sparse_prices) as timestamp)
-- , cast(date_trunc('day', now()) as timestamp)
-- , interval '1' day
-- )
-- ) as foo(timestamp)
-- {% if is_incremental() %}
-- where {{ incremental_predicate('timestamp') }} -- reduce to the incremental window if running incrementally
-- {% endif %}
--)
--
--SELECT
-- p.blockchain
-- , p.contract_address
-- , t.timestamp
-- , p.price
-- , p.volume
-- , p.source
-- , t.timestamp as date
-- , p.source_timestamp
--FROM timeseries t
--INNER JOIN sparse_prices p
-- on p.timestamp <= t.timestamp
-- and (p.next_update is null or p.next_update > t.timestamp)
WITH sparse_prices as (
select
*
, lead(timestamp) over (partition by blockchain, contract_address order by timestamp asc) as next_update
from (
select
blockchain
, contract_address
, timestamp
, price
, volume
, source
, date -- this is redundant here as date = timestamp, but we keep it in to be consistent across intervals
, source_timestamp
from {{ ref('prices_v2_day_sparse') }}
where 1=1
{% if is_incremental() %}
and {{ incremental_predicate('timestamp') }}
{% endif %}
-- If we're running incremental, we also need to add the last known prices from before the incremental window, to forward fill them
{% if is_incremental() %}
UNION ALL
SELECT * FROM (
select
blockchain
, contract_address
, max(timestamp) -- we get the last updated price
, max_by(price,timestamp) as price
, max_by(volume,timestamp) as volume
, max_by(source,timestamp) as source
, max(date) as date
, max_by(source_timestamp,timestamp) as source_timestamp
from {{ ref('prices_v2_day_sparse') }}
where not {{ incremental_predicate('timestamp') }} -- not in the current incremental window (so before that)
group by blockchain, contract_address
)
{% endif %}
)
)

-- construct the time spline we want to fill
, timeseries as (
select timestamp
from unnest(
sequence(cast((select date_trunc('day', min(timestamp)) from sparse_prices) as timestamp)
, cast(date_trunc('day', now()) as timestamp)
, interval '1' day
)
) as foo(timestamp)
{% if is_incremental() %}
where {{ incremental_predicate('timestamp') }} -- reduce to the incremental window if running incrementally
{% endif %}
)

SELECT
p.blockchain
, p.contract_address
, t.timestamp
, p.price
, p.volume
, p.source
, t.timestamp as date
, p.source_timestamp
FROM timeseries t
INNER JOIN sparse_prices p
on p.timestamp <= t.timestamp
and (p.next_update is null or p.next_update > t.timestamp)

85 changes: 85 additions & 0 deletions dbt_subprojects/tokens/models/prices_v2/prices_v2_day_expiring.sql
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Original file line number Diff line number Diff line change
@@ -0,0 +1,85 @@
{{ config(
schema='prices_v2',
alias = 'day_expiring',
materialized = 'incremental',
file_format = 'delta',
partition_by = ['date'],
incremental_strategy = 'merge',
unique_key = ['blockchain', 'contract_address', 'timestamp'],
incremental_predicates = [incremental_predicate('DBT_INTERNAL_DEST.timestamp')]
)
}}

{% set expiration_days = '30' %}


WITH sparse_prices as (
select
*
, lead(timestamp) over (partition by blockchain, contract_address order by timestamp asc) as next_update
from (
select
blockchain
, contract_address
, timestamp
, price
, volume
, source
, date -- this is redundant here as date = timestamp, but we keep it in to be consistent across intervals
, source_timestamp
from {{ ref('prices_v2_day_sparse') }}
where 1=1
{% if is_incremental() %}
and {{ incremental_predicate('timestamp') }}
{% endif %}
-- If we're running incremental, we also need to add the last known prices from before the incremental window, to forward fill them
{% if is_incremental() %}
UNION ALL
SELECT * FROM (
select
blockchain
, contract_address
, max(timestamp) -- we get the last updated price
, max_by(price,timestamp) as price
, max_by(volume,timestamp) as volume
, max_by(source,timestamp) as source
, max(date) as date
, max_by(source_timestamp,timestamp) as source_timestamp
from {{ ref('prices_v2_day_sparse') }}
where not {{ incremental_predicate('timestamp') }} -- not in the current incremental window (so before that)
and timestamp > now() - interval '{{expiration_days}}' day
group by blockchain, contract_address
)
{% endif %}
)
)

-- construct the time spline we want to fill
, timeseries as (
select timestamp
from unnest(
sequence(cast((select date_trunc('day', min(timestamp)) from sparse_prices) as timestamp)
, cast(date_trunc('day', now()) as timestamp)
, interval '1' day
)
) as foo(timestamp)
{% if is_incremental() %}
where {{ incremental_predicate('timestamp') }} -- reduce to the incremental window if running incrementally
{% endif %}
)

SELECT
p.blockchain
, p.contract_address
, t.timestamp
, p.price
, p.volume
, p.source
, t.timestamp as date
, p.source_timestamp
FROM timeseries t
INNER JOIN sparse_prices p
on p.timestamp <= t.timestamp
and p.timestamp + interval '{{expiration_days}}' day > t.timestamp
and (p.next_update is null or p.next_update > t.timestamp)