Code

Add weighted averages report#246

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Merged

prdn merged 18 commits intobitfinexcom:betabitfinexcom/bfx-reports-framework:betafrom ZIMkaRU:feature/add-weighted-averages-reportZIMkaRU/bfx-reports-framework:feature/add-weighted-averages-reportCopy head branch name to clipboardJan 6, 2023

+457-5

Commits

Commits on Jan 6, 2023

• Add WeightedAveragesReport service type

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• Make WeightedAveragesReport service

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• Add WeightedAveragesReport service to di

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• Add getWeightedAveragesReport endpoint to main service

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• Add params schema for getWeightedAveragesReport endpoint

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• Add getWeightedAveragesReportCsv endpoint to main service

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• Add params schema for getWeightedAveragesReportCsv endpoint

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• Add csv job data for weighted averages report

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• Add WeightedAveragesReportCsvWriter service type

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• Add WeightedAveragesReportCsvWriter service to di

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• Create weighted averages report csv writer

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• Fix csv job data for weighted averages report

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• Improve csv column order

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• Improve csv key-headers column order

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• Add ability to fetch trades for weighted averages report

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• Implement trades weighted price calc

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• Add test coverage for getWeightedAveragesReport endpoint

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• Add test coverage for getWeightedAveragesReportCsv endpoint

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