Candles HLOC Data

[adamfraser]

Changelist

• Add two fields to the to Candles DB object (orderbookMidPriceOpen & orderbookMidPriceClose)
• Add function to get the mid price from the orderbook cache
• Track the orderbookMidPriceOpen & Close at the start and end of each candle period
• Return the new fields in the API and Websocket responses

Test Plan
Tested manually through WS requests and API

Summary by CodeRabbit

• New Features

  • Introduced properties for orderbookMidPriceOpen and orderbookMidPriceClose in the candle data structure, enhancing market data tracking.
  • Added functionality to the candle generation tests to validate order book mid-price calculations and updates.
  • Implemented a migration script to add mid-price columns to the candles table in the database.
  • Enhanced the testing suite for the orderbookLevelsCache module to include mid-price calculation validation.
  • Introduced a new function to calculate the mid-price of an order book, improving data retrieval for users.

• Bug Fixes

  • Improved test coverage for candle generation logic related to order book interactions, ensuring accurate price handling.

• Documentation

  • Updated API documentation to reflect new mid-price fields in responses, enhancing market condition insights for users.
  • Modified Swagger documentation to include new fields for mid-prices, ensuring clarity for API consumers.

[linear]

CT-973 Add MidBookOpen and MidBookClose values to Candles

[coderabbitai]

Walkthrough

The recent changes significantly enrich the codebase by integrating new properties for order book mid prices and enhancing workflows across various modules. Key updates involve modifications to data structures, the introduction of new API fields, and improvements in candle generation logic. These enhancements provide better financial data insights and ensure the system operates more efficiently and accurately, ultimately benefiting clients seeking comprehensive market information.

Changes

Files	Change Summary
.github/workflows/.../indexer-build-and-push-dev-staging.yml	Removed redundant job definitions for development environments, retaining only the dev2 job; added branch trigger for specific changes.
indexer/packages/postgres/__tests__/helpers/constants.ts, candle-table.test.ts	Enhanced defaultCandle and updatedCandle with orderbookMidPriceOpen and orderbookMidPriceClose properties.
indexer/packages/postgres/src/db/migrations/migration_files/.../candles_add_mid_book_price_open_and_close.ts	Added migration script for new columns in the candles table to accommodate mid price values.
indexer/packages/postgres/src/models/candle-model.ts, candle-types.ts, db-model-types.ts	Updated models and types to include new mid price properties, enhancing data structure.
indexer/packages/redis/.../caches/orderbook-levels-cache.test.ts, orderbook-levels-cache.ts	Enhanced testing suite for getOrderBookMidPrice; implemented the function for calculating mid prices.
indexer/services/comlink/public/api-documentation.md, swagger.json	Updated API documentation and Swagger schema to include new mid price fields, improving data returned to clients.
indexer/services/ender/.../helpers/redis-helpers.ts, candles-generator.test.ts, candles-generator.ts	Added functions for updating price levels and improved candle generation tests with mid price calculations, enhancing accuracy.
indexer/services/roundtable/src/lib/athena-ddl-tables/candles.ts	Introduced new columns for order book mid prices in table constants, expanding the data model for processing.

Sequence Diagram(s)

sequenceDiagram
    participant Client
    participant API
    participant Redis
    participant Database

    Client->>API: Request candle data
    API->>Redis: Fetch order book levels
    Redis-->>API: Return order book levels
    API->>Database: Create or update candle with mid prices
    Database-->>API: Confirm candle creation
    API-->>Client: Return candle data with mid prices

Loading

🐇 In fields where prices dance and sway,
A rabbit hops, "Oh, what a day!
With mid prices added, we leap with glee,
Data's richer, come join and see!
Candles aglow in the market's cheer,
Let’s celebrate, for profits are near!"
🌟

---

Thank you for using CodeRabbit. We offer it for free to the OSS community and would appreciate your support in helping us grow. If you find it useful, would you consider giving us a shout-out on your favorite social media?

Share

• X
• Mastodon
• Reddit
• LinkedIn

Tips

Chat

There are 3 ways to chat with CodeRabbit:

• Review comments: Directly reply to a review comment made by CodeRabbit. Example:
  • I pushed a fix in commit <commit_id>.
  • Generate unit testing code for this file.
  • Open a follow-up GitHub issue for this discussion.
• Files and specific lines of code (under the "Files changed" tab): Tag @coderabbitai in a new review comment at the desired location with your query. Examples:
  • @coderabbitai generate unit testing code for this file.
  • @coderabbitai modularize this function.
• PR comments: Tag @coderabbitai in a new PR comment to ask questions about the PR branch. For the best results, please provide a very specific query, as very limited context is provided in this mode. Examples:
  • @coderabbitai generate interesting stats about this repository and render them as a table.
  • @coderabbitai show all the console.log statements in this repository.
  • @coderabbitai read src/utils.ts and generate unit testing code.
  • @coderabbitai read the files in the src/scheduler package and generate a class diagram using mermaid and a README in the markdown format.
  • @coderabbitai help me debug CodeRabbit configuration file.

Note: Be mindful of the bot's finite context window. It's strongly recommended to break down tasks such as reading entire modules into smaller chunks. For a focused discussion, use review comments to chat about specific files and their changes, instead of using the PR comments.

CodeRabbit Commands (invoked as PR comments)

• @coderabbitai pause to pause the reviews on a PR.
• @coderabbitai resume to resume the paused reviews.
• @coderabbitai review to trigger an incremental review. This is useful when automatic reviews are disabled for the repository.
• @coderabbitai full review to do a full review from scratch and review all the files again.
• @coderabbitai summary to regenerate the summary of the PR.
• @coderabbitai resolve resolve all the CodeRabbit review comments.
• @coderabbitai configuration to show the current CodeRabbit configuration for the repository.
• @coderabbitai help to get help.

Additionally, you can add @coderabbitai ignore anywhere in the PR description to prevent this PR from being reviewed.

CodeRabbit Configuration File (.coderabbit.yaml)

• You can programmatically configure CodeRabbit by adding a .coderabbit.yaml file to the root of your repository.
• Please see the configuration documentation for more information.
• If your editor has YAML language server enabled, you can add the path at the top of this file to enable auto-completion and validation: # yaml-language-server: $schema=https://coderabbit.ai/integrations/schema.v2.json

Documentation and Community

• Visit our Documentation for detailed information on how to use CodeRabbit.
• Join our Discord Community to get help, request features, and share feedback.
• Follow us on X/Twitter for updates and announcements.

[coderabbitai]

Actionable comments posted: 0

Review details

Configuration used: CodeRabbit UI
Review profile: CHILL

Commits

Files that changed from the base of the PR and between e8f3b1a and 5037908.

Files selected for processing (2)

• indexer/packages/postgres/src/models/candle-model.ts (2 hunks)
• indexer/services/ender/tests/lib/candles-generator.test.ts (22 hunks)

Files skipped from review as they are similar to previous changes (2)

• indexer/packages/postgres/src/models/candle-model.ts
• indexer/services/ender/tests/lib/candles-generator.test.ts

[coderabbitai]

Actionable comments posted: 0

Review details

Configuration used: CodeRabbit UI
Review profile: CHILL

Commits

Files that changed from the base of the PR and between 5037908 and 3903935.

Files selected for processing (1)

• indexer/services/ender/tests/lib/candles-generator.test.ts (22 hunks)

Files skipped from review as they are similar to previous changes (1)

• indexer/services/ender/tests/lib/candles-generator.test.ts

[adamfraser]

@Mergifyio backport release/indexer/v5.x

[mergify]

backport release/indexer/v5.x

✅ Backports have been created

• #1990 Candles HLOC Data (backport #1887) has been created for branch release/indexer/v5.x