add columns to polymarket models

dbt_subprojects/daily_spellbook/models/_projects/polymarket/polygon/_schema.yml

@@ -160,6 +160,8 @@ models:
         description: "Concrete outcome being bet on (e.g., Trump wins 2024 election?)"
       - name: polymarket_link
         description: "Link to the Polymarket site (may be broken for archived markets)"
+      - name: polymarket_link_slug
+        description: "Slug for the Polymarket link"
       - name: token_outcome
         description: "YES or NO token outcome"
       - name: neg_risk
@@ -182,6 +184,10 @@ models:
         description: "Unique key of the event or market"
       - name: token_outcome_name
         description: "Combination of token outcome and question"
+      - name: maker_asset_id
+        description: "Maker asset ID"
+      - name: taker_asset_id
+        description: "Taker asset ID"
 
   - name: polymarket_polygon_users_capital_actions
     meta:
@@ -301,6 +307,8 @@ models:
         description: "Negative risk market name from on-chain data"
       - name: polymarket_link
         description: "Link to the Polymarket event page"
+      - name: polymarket_link_slug
+        description: "Slug for the Polymarket link"
       - name: market_start_time
         description: "Start time of the market"
       - name: market_end_time
@@ -309,7 +317,13 @@ models:
         description: "Outcome of the market"
       - name: resolved_on_timestamp
         description: "Timestamp when the market was resolved"
-
+      - name: market_start_time_parsed
+        description: "Start time of the market parsed as a timestamp"
+      - name: market_end_time_parsed
+        description: "End time of the market parsed as a timestamp"
+      - name: final_price
+        description: "Final price of the market"
+
   - name: polymarket_polygon_positions_raw
     meta:
       blockchain: polygon
@@ -486,4 +500,134 @@ models:
       - name: tx_hash
         description: "Transaction hash of the wallet creation"
 
+  - name: polymarket_polygon_open_positions
+    meta:
+      blockchain: polygon
+      sector: prediction_markets
+      project: polymarket
+      contributors: hildobby
+    config:
+      tags: ['polygon','prediction_markets','polymarket','positions']
+    description: "Polymarket: open positions in markets"
+    data_tests:
+      - dbt_utils.unique_combination_of_columns:
+          combination_of_columns:
+            - address
+            - token_id
+    columns:
+      - name: address
+        description: "The address holding the position"
+      - name: unique_key
+        description: "Unique identifier for the market"
+      - name: token_id
+        description: "Token ID of the position"
+      - name: token_outcome
+        description: "Outcome represented by the token"
+      - name: token_outcome_name
+        description: "Name of the outcome represented by the token"
+      - name: balance
+        description: "Balance of the position"
+      - name: question_id
+        description: "Question ID for the market"
+      - name: market_question
+        description: "Question of the market"
+      - name: market_description
+        description: "Description of the market"
+      - name: event_market_name
+        description: "Name of the event market"
+      - name: event_market_description
+        description: "Description of the event market"
+      - name: active
+        description: "Whether the market is active"
+      - name: closed
+        description: "Whether the market is closed"
+      - name: accepting_orders
+        description: "Whether the market is accepting orders"
+      - name: latest_price
+        description: "The price of the outcome token at the end of the day"
+      - name: open_interest
+        description: "The open interest of the position"
+      - name: market_outcome
+        description: "The outcome of the market"
+      - name: resolved_on_timestamp
+        description: "Timestamp when the market was resolved"
+      - name: polymarket_link
+        description: "Link to the Polymarket event page"
+      - name: polymarket_link_slug
+        description: "Slug for the Polymarket link"
+      - name: market_start_time
+        description: "Start time of the market"
+      - name: market_start_time_parsed
+        description: "Start time of the market parsed as a timestamp"
+      - name: market_end_time
+        description: "End time of the market"
+      - name: market_end_time_parsed
+        description: "End time of the market parsed as a timestamp"
+  - name: polymarket_polygon_protocol_tvl
+    meta:
+      blockchain: polygon
+      sector: prediction_markets
+      project: polymarket
+      contributors: hildobby
+    config:
+      tags: ['polygon','prediction_markets','polymarket','tvl']
+    description: "Polymarket: protocol TVL"
+    data_tests:
+      - dbt_utils.unique_combination_of_columns:
+          combination_of_columns:
+            - hour
+    columns:
+      - name: hour
+        description: "The hour for which the TVL is valid"
+      - name: tvl
+        description: "The TVL of the protocol"
+      - name: net_flow
+        description: "The net flow of the protocol"
 
+  - name: polymarket_polygon_users_balance_changes
+    meta:
+      blockchain: polygon
+      sector: prediction_markets
+      project: polymarket
+      contributors: hildobby
+    config:
+      tags: ['polygon','prediction_markets','polymarket','users']
+    description: "Polymarket: user balance changes"
+    data_tests:
+      - dbt_utils.unique_combination_of_columns:
+          combination_of_columns:
+            - block_number
+            - tx_index
+            - evt_index
+            - direction
+    columns:
+      - name: block_time
+        description: "The time of the balance change"
+      - name: block_date
+        description: "The date of the balance change"
+      - name: block_month
+        description: "The month of the balance change"
+      - name: block_number
+        description: "The block number of the balance change"
+      - name: tx_hash
+        description: "The transaction hash of the balance change"
+      - name: tx_from
+        description: "The address that initiated the transaction"
+      - name: tx_to
+        description: "The address that received the transaction"
+      - name: tx_index
+        description: "The transaction index within the block"
+      - name: evt_index
+        description: "The event index of the balance change"
+      - name: direction
+        description: "The direction of the balance change"
+      - name: polymarket_wallet
+        description: "The Polymarket wallet address"
+      - name: amount
+        description: "The amount of the balance change"
+      - name: "from"
+        description: "The address from which the balance change occurred"
+      - name: to
+        description: "The address to which the balance change occurred"
+      - name: unique_key
+        description: "The unique key of the balance change"

dbt_subprojects/daily_spellbook/models/_projects/polymarket/polygon/polymarket_polygon_market_details.sql

@@ -93,8 +93,14 @@ SELECT
     WHEN lower(neg_risk) = 'false' THEN get_href('https://polymarket.com/event/' || market_slug, market_slug)
     WHEN lower(neg_risk) = 'true'  THEN  get_href('https://polymarket.com/event/' || replace(replace(replace(lower(neg_risk_market_name), ' ', '-'), '$', ''), '''',''), neg_risk_market_name)
   END AS polymarket_link,
+  CASE 
+    WHEN lower(neg_risk) = 'false' THEN market_slug
+    WHEN lower(neg_risk) = 'true'  THEN replace(replace(replace(lower(neg_risk_market_name), ' ', '-'), '$', ''), '''','')
+  END AS polymarket_link_slug,
   accepting_order_timestamp as market_start_time,
+  date_parse(SUBSTRING(accepting_order_timestamp FROM 1 FOR 19), '%Y-%m-%dT%H:%i:%s') as market_start_time_parsed,
   end_date_iso as market_end_time,
+  date_parse(SUBSTRING(end_date_iso FROM 1 FOR 19), '%Y-%m-%dT%H:%i:%s') as market_end_time_parsed,
   game_start_time,
   seconds_delay,
   fpmm,
@@ -113,6 +119,10 @@ left join {{ ref('polymarket_polygon_market_outcomes') }} pm
 
 --these nulls get introduced by the polymarket api responses 
 
-SELECT * FROM naming_things
+SELECT *,
+CASE WHEN outcome = '50/50' THEN 0.5
+  WHEN LOWER(token_outcome) = outcome THEN 1
+  WHEN outcome != 'unresolved' THEN 0 END AS final_price
+FROM naming_things
 where token_id is not null
 and condition_id is not null

dbt_subprojects/daily_spellbook/models/_projects/polymarket/polygon/polymarket_polygon_market_prices_daily.sql

@@ -20,30 +20,23 @@ WITH changed_prices AS (
         FROM {{ ref('polymarket_polygon_market_trades_raw') }}
     ) ranked
     WHERE rn = 1
-),
-
---sequences are limited to 10k so just pulling this in from the transactions table, no other relationship
-days AS (
-    SELECT *
-    FROM UNNEST(
-        SEQUENCE(CAST('2015-01-01' AS date), DATE(DATE_TRUNC('day', NOW())), INTERVAL '1' day)
-    ) AS foo(day)
-),
+)
 
-forward_fill AS (
-    SELECT
-        CAST(d.day AS timestamp) AS day,
+, forward_fill AS (
+    SELECT d.timestamp AS day,
         lp.condition_id,
         lp.token_id,
         lp.price
-    FROM days d
+    FROM {{ ref('utils_days') }} d
     LEFT JOIN changed_prices lp
-        ON d.day >= lp.day
-        AND (lp.next_update_day IS NULL OR d.day < lp.next_update_day)
-),
+        ON d.timestamp >= lp.day
+        AND (lp.next_update_day IS NULL OR d.timestamp < lp.next_update_day)
+    WHERE d.timestamp >= CAST('2015-01-01' AS date) 
+    AND d.timestamp <= DATE(DATE_TRUNC('day', NOW()))
+    )
 
 -- Join with market details to get market end time and token outcome information
-price_correction AS (
+, price_correction AS (
     SELECT
         ff.day,
         ff.condition_id,

dbt_subprojects/daily_spellbook/models/_projects/polymarket/polygon/polymarket_polygon_market_trades.sql

@@ -21,6 +21,7 @@ select
   md.event_market_name,
   md.question,
   md.polymarket_link,
+  md.polymarket_link_slug,
   md.token_outcome,
   md.neg_risk,
   t.asset_id,
@@ -31,6 +32,8 @@ select
   t.maker,
   t.taker,
   md.unique_key,
-  md.token_outcome_name
+  md.token_outcome_name,
+  t.maker_asset_id,
+  t.taker_asset_id
 from {{ ref('polymarket_polygon_market_trades_raw') }} t
 left join {{ ref('polymarket_polygon_market_details') }} md on t.asset_id = md.token_id

dbt_subprojects/daily_spellbook/models/_projects/polymarket/polygon/polymarket_polygon_market_trades_raw.sql

@@ -104,7 +104,9 @@ select
   t.takerAmountFilled as taker_amount_raw,
   t.contract_address,
   t.evt_index,
-  t.evt_tx_hash as tx_hash
+  t.evt_tx_hash as tx_hash,
+  t.makerAssetId AS maker_asset_id,
+  t.takerAssetID AS taker_asset_id
 from {{ source('polymarket_polygon', 'CTFExchange_evt_OrderFilled') }} t
   inner join {{ ref('polymarket_polygon_base_ctf_tokens') }} ctf on coalesce(nullif(t.makerAssetId, 0), nullif(t.takerAssetID, 0)) = ctf.token0
 {% if is_incremental() %}
@@ -135,7 +137,9 @@ select
   t.takerAmountFilled as taker_amount_raw,
   t.contract_address,
   t.evt_index,
-  t.evt_tx_hash as tx_hash
+  t.evt_tx_hash as tx_hash,
+  t.makerAssetId AS maker_asset_id,
+  t.takerAssetID AS taker_asset_id
 from {{ source('polymarket_polygon', 'NegRiskCtfExchange_evt_OrderFilled') }} t
   inner join {{ ref('polymarket_polygon_base_ctf_tokens') }} ctf on coalesce(nullif(t.makerAssetId, 0), nullif(t.takerAssetID, 0)) = ctf.token0
 {% if is_incremental() %}

dbt_subprojects/daily_spellbook/models/_projects/polymarket/polygon/polymarket_polygon_open_positions.sql

@@ -0,0 +1,81 @@
+{{
+  config(
+    schema = 'polymarket_polygon',
+    alias = 'open_positions',
+    materialized = 'view',
+    post_hook = '{{ expose_spells(blockchains = \'["polygon"]\',
+                                  spell_type = "project",
+                                  spell_name = "polymarket",
+                                  contributors = \'["hildobby"]\') }}'
+  )
+}}
+
+WITH latest_day AS (
+  SELECT MAX(day) AS day
+  FROM {{ ref('polymarket_polygon_positions_raw') }}
+  )
+
+, open_positions AS (
+    SELECT 
+    p.address,
+    mm.unique_key,
+    p.token_id,
+    mm.token_outcome,
+    mm.token_outcome_name,
+    p.balance,
+    mm.question_id,
+    mm.question AS market_question,
+    mm.market_description,
+    mm.event_market_name,
+    mm.event_market_description,
+    mm.active,
+    mm.closed,
+    mm.accepting_orders,
+    mm.polymarket_link,
+    mm.polymarket_link_slug,
+    mm.market_start_time,
+    mm.market_start_time_parsed,
+    mm.market_end_time,
+    mm.market_end_time_parsed,
+    mm.outcome AS market_outcome,
+    mm.resolved_on_timestamp,
+    mm.final_price
+    FROM {{ ref('polymarket_polygon_positions_raw') }} p
+    INNER JOIN latest_day ld ON p.day = ld.day
+    INNER JOIN {{ ref('polymarket_polygon_market_details') }} mm ON p.token_id = mm.token_id
+    )
+
+SELECT op.address,
+op.unique_key,
+token_id,
+op.token_outcome,
+op.token_outcome_name,
+op.balance,
+op.balance*(CASE WHEN op.market_end_time_parsed IS NULL
+  OR p.last_updated <= op.market_end_time_parsed
+  THEN p.latest_price
+  ELSE COALESCE(final_price, 0)
+  END) AS open_interest,
+CASE WHEN op.market_end_time_parsed IS NULL
+  OR p.last_updated <=op.market_end_time_parsed
+  THEN p.latest_price
+  ELSE COALESCE(final_price, 0)
+  END AS latest_price,
+op.question_id,
+op.market_question,
+op.market_description,
+op.event_market_name,
+op.event_market_description,
+op.active,
+op.closed,
+op.accepting_orders,
+op.polymarket_link,
+op.polymarket_link_slug,
+op.market_start_time,
+op.market_start_time_parsed,
+op.market_end_time,
+op.market_end_time_parsed,
+op.market_outcome,
+op.resolved_on_timestamp
+FROM open_positions op
+LEFT JOIN {{ ref('polymarket_polygon_market_prices_latest') }} p USING (token_id)