Calculate Gini coefficient for ERC-20 balances.

gini-balance-erc20.sql

with 
double_entry_book as (
    -- debits
    select to_address as address, CAST(value AS NUMERIC) as value, block_timestamp
    from `bigquery-public-data.crypto_ethereum.token_transfers`
    where from_address is not null and to_address is not null
    and token_address = LOWER('0x408e41876cccdc0f92210600ef50372656052a38') --OMG
    union all
    -- credits
    select from_address as address, -CAST(value AS NUMERIC) as value, block_timestamp
    from `bigquery-public-data.crypto_ethereum.token_transfers`
    where from_address is not null and to_address is not null
    and token_address = LOWER('0x408e41876cccdc0f92210600ef50372656052a38') --OMG
)
,double_entry_book_by_date as (
    select 
        date(block_timestamp) as date, 
        address, 
        sum(value / POWER(10,18)) as value
    from double_entry_book
    group by address, date
)
,daily_balances_with_gaps as (
    select 
        address, 
        date,
        sum(value) over (partition by address order by date) as balance,
        lead(date, 1, current_date()) over (partition by address order by date) as next_date
        from double_entry_book_by_date
)
,calendar as (
    select date from unnest(generate_date_array('2015-07-30', current_date())) as date
)
,daily_balances as (
    select address, calendar.date, balance
    from daily_balances_with_gaps
    join calendar on daily_balances_with_gaps.date <= calendar.date and calendar.date < daily_balances_with_gaps.next_date
    where balance >= 0
)
,supply as (
    select
        date,
        sum(balance) as daily_supply
    from daily_balances
    group by date
)
,ranked_daily_balances as (
    select 
        daily_balances.date,
        balance,
        row_number() over (partition by daily_balances.date order by balance desc) as rank
    from daily_balances
    join supply on daily_balances.date = supply.date
    where safe_divide(balance, daily_supply) >= 0.0001
)

select 
    date, 
    -- (1 − 2B) https://en.wikipedia.org/wiki/Gini_coefficient
    1 - 2 * sum((balance * (rank - 1) + balance / 2)) / count(*) / sum(balance) as gini
from ranked_daily_balances
group by date
order by date asc