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Cross-DEX

Compare minute-by-minute reserves and price across Uniswap-v2 and Sushiswap from the past month

Typical query time: <15 seconds
WITH sushiswap_liquidity AS (
SELECT
AVG(reserve0) AS usdc_reserve,
AVG(reserve1) AS weth_reserve,
AVG(price0) AS usdc_weth_price,
DATE_TRUNC('minute', to_timestamp(block_timestamp_last)) AS "minute"
FROM eth.sushiswap.pool_stats_detailed
WHERE token0_symbol = 'USDC' and token1_symbol = 'WETH'
and block_timestamp_last > UNIX_TIMESTAMP() - 30*24*60*60 -- 30 days
GROUP BY "minute", pool_address, token0_symbol, token1_symbol
ORDER BY "minute" DESC
), uniswap_liquidity AS (
SELECT
AVG(reserve0) AS usdc_reserve,
AVG(reserve1) AS weth_reserve,
AVG(price0) AS usdc_weth_price,
DATE_TRUNC('minute', to_timestamp(block_timestamp_last)) AS "minute"
FROM eth.uniswap_v2.pool_stats_detailed
WHERE token0_symbol = 'USDC' and token1_symbol = 'WETH'
and block_timestamp_last > UNIX_TIMESTAMP() - 30*24*60*60 -- 30 days
GROUP BY "minute", pool_address, token0_symbol, token1_symbol
ORDER BY "minute" DESC
)
​
select 'sushiswap' as "exchange", "minute", usdc_reserve, weth_reserve, usdc_weth_price
from sushiswap_liquidity
UNION ALL
SELECT 'uniswap_v2' as "exchange", "minute", usdc_reserve, weth_reserve, usdc_weth_price
from uniswap_liquidity
order by "minute" desc
Run this query yourself using a Kaggle notebook​