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@@ -0,0 +1,30 @@ |
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SELECT hr, |
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bmex / gdax AS ratio |
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FROM |
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(SELECT hr, |
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max(gdax) "gdax", -- max(..) necessary to grab the non-NULL row from two returned |
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max(bmex) "bmex" -- rows for each hr |
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FROM |
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(SELECT hr, |
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(CASE |
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WHEN exch=3 THEN wt_avg |
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END) "gdax", |
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(CASE |
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WHEN exch=6 THEN wt_avg |
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END) "bmex" |
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FROM |
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(SELECT hr, |
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exch, |
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w_sum / sum_w AS wt_avg |
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FROM |
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(SELECT date_trunc('hour', "time") AS hr, |
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exch, |
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sum(price * amount) AS w_sum, |
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sum(amount) AS sum_w |
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FROM trades |
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WHERE base=1 -- btc=1 usd=100 |
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AND quote=100 |
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AND (exch=3 OR exch=6) -- gdax=3, bmex=6 |
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GROUP BY 1, 2 |
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ORDER BY 1, 2) a) b) c |
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GROUP BY hr) d; |