thea[Price Run Investigation] Correlation Coefficient - 90D
Updated 2023-01-18
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with luna_price as (
with final as
(
select block_timestamp,
date_trunc('day', block_timestamp) as date,
date_trunc('hour', block_timestamp) as hour,
date_trunc('minute', block_timestamp) as minute,
case
when from_currency = 'uluna' then from_amount / 1e6
when to_currency = 'uluna' then to_amount / 1e6
end as luna_amount,
case
when from_currency = 'ibc/B3504E092456BA618CC28AC671A71FB08C6CA0FD0BE7C8A5B5A3E2DD933CC9E4'
then from_amount / 1e6
when to_currency = 'ibc/B3504E092456BA618CC28AC671A71FB08C6CA0FD0BE7C8A5B5A3E2DD933CC9E4'
then to_amount / 1e6
end as usdc_amount
from terra.core.ez_swaps
where pool_id =
'terra1fd68ah02gr2y8ze7tm9te7m70zlmc7vjyyhs6xlhsdmqqcjud4dql4wpxr' -- axlUSDC - LUNA pool address
and TX_SUCCEEDED = TRUE
)
select date,
coalesce(price, last_price) as price
from (
select *,
lag(price) ignore nulls over (order by date) as last_price
from
(
select date,
sum(usdc_amount) / sum(luna_amount) as price
from final
group by 1
)
)
),
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