SocioAnalyticaBlitz (price level)
Updated 2024-04-20
99
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
›
⌄
with price_base as (
SELECT
date_trunc('hour',block_timestamp) as hour,
symbol,
median(PRICE_AMOUNT) as price_base
FROM blast.blitz.ez_perp_trades
WHERE is_taker = 'TRUE'
AND block_timestamp::date >= dateadd(day, -7, current_date)
GROUP by 1 , 2
)
, pric_delta as (
SELECT
a.*,
100*(price_base-PRICE_AMOUNT)/price_base as price_delta_pcnt
FROM blast.blitz.ez_perp_trades a
LEFT JOIN price_base b
ON date_trunc('hour',block_timestamp) = b.hour
and a.symbol = b.symbol
where block_timestamp::date >= dateadd(day, -7, current_date)
and is_taker = 'FALSE'
)
SELECT
ceil(price_delta_pcnt,0) as price_level,
symbol,
sum(amount_usd) as volume_of_orders
FROM pric_delta
GROUP BY 1 , 2
QueryRunArchived: QueryRun has been archived