Adam/add candles hloc #2047
Adam/add candles hloc #2047
Conversation
WalkthroughThe recent changes enhance the system's ability to manage order book data within the context of financial candle generation. Key additions include new properties for order book mid prices in various data models, updates to workflow triggers for specific branches, and the introduction of new functions and tests to handle these changes effectively. Overall, these modifications improve accuracy and responsiveness to market conditions. Changes
Sequence Diagram(s)sequenceDiagram
participant Client
participant API
participant Redis
participant DB
Client->>API: Request for candle data
API->>Redis: Get order book prices
Redis-->>API: Return mid prices
API->>DB: Fetch candle data
DB-->>API: Return candle data
API-->>Client: Send combined response
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Actionable comments posted: 6
Outside diff range, codebase verification and nitpick comments (6)
indexer/packages/postgres/src/models/candle-model.ts (1)
83-85: Verify the usage of new properties.The new properties
orderbookMidPriceOpenandorderbookMidPriceCloseare not handled in the instances whereCandleModelis used. Please ensure that these properties are appropriately managed whereverCandleModelis utilized in the codebase.
- Files to update:
indexer/packages/postgres/src/stores/candle-table.tsAnalysis chain
Verify the usage of new properties.
Ensure that all instances where
CandleModelis used are updated to handle the new propertiesorderbookMidPriceOpenandorderbookMidPriceClose.Scripts executed
The following scripts were executed for the analysis:
Script:
#!/bin/bash # Description: Verify all instances where `CandleModel` is used to ensure the new properties are handled. # Test: Search for the usage of `CandleModel`. Expect: Instances where the new properties are handled. rg --type typescript -A 5 $'CandleModel'Length of output: 74
Script:
#!/bin/bash # Description: Verify all instances where `CandleModel` is used to ensure the new properties are handled. # Test: Search for the usage of `CandleModel`. Expect: Instances where the new properties are handled. rg -A 5 'CandleModel'Length of output: 3632
Script:
#!/bin/bash # Description: Verify the usage of new properties `orderbookMidPriceOpen` and `orderbookMidPriceClose` in the codebase. # Test: Search for the usage of `orderbookMidPriceOpen` and `orderbookMidPriceClose` in relevant files. rg 'orderbookMidPriceOpen|orderbookMidPriceClose' indexer/packages/postgres/src/stores/candle-table.tsLength of output: 104
Script:
#!/bin/bash # Description: Verify the usage of new properties `orderbookMidPriceOpen` and `orderbookMidPriceClose` in the codebase. # Test: Search for the usage of `orderbookMidPriceOpen` and `orderbookMidPriceClose` in the entire codebase. rg 'orderbookMidPriceOpen|orderbookMidPriceClose'Length of output: 10317
indexer/packages/postgres/src/types/db-model-types.ts (1)
201-202: Add JSDoc comments for new properties.Consider adding JSDoc comments to the new properties
orderbookMidPriceOpenandorderbookMidPriceCloseto maintain consistency and improve code readability./** * Mid price of the order book at the opening of the candle. */ orderbookMidPriceOpen?: string | null; /** * Mid price of the order book at the closing of the candle. */ orderbookMidPriceClose?: string | null;indexer/services/ender/src/lib/candles-generator.ts (4)
46-47: Add JSDoc comment forOrderbookMidPricetype.Consider adding a JSDoc comment to the
OrderbookMidPricetype to clarify its purpose and usage./** * Represents the mid price of the order book, which can be a string or undefined. */ type OrderbookMidPrice = string | undefined;
209-220: Clarify the comment forcreateUpdateOrPassPostgresCandle.The comment explaining the different cases for
createUpdateOrPassPostgresCandleis helpful but could be made clearer by using bullet points or a table format./** * Creates, updates, or does nothing for a ticker and resolution depending on the following cases: * * Cases: * - Candle doesn't exist & there is no block update: do nothing * - Candle doesn't exist & there is a block update: create candle * - Candle exists & !sameStartTime & there is a block update: create candle, * update previous candle orderbookMidPriceClose * - Candle exists & !sameStartTime & there is no block update: create empty candle, * update previous candle orderbookMidPriceClose * - Candle exists & sameStartTime & no block update: do nothing * - Candle exists & sameStartTime & block update: update candle * * The orderbookMidPriceClose/Open are updated for each candle at the start and end of * each resolution period. Whenever we create a new candle we set the orderbookMidPriceClose/Open. * If there is a previous candle & we're creating a new one (this occurs at the * beginning of a resolution period) set the previous candle's orderbookMidPriceClose. */
Line range hint
373-388:
Ensure proper error handling increateCandleInPostgres.The function
createCandleInPostgresdoes not handle potential errors fromCandleTable.create. Consider adding error handling to improve robustness.return CandleTable.create(candle, this.writeOptions);
Line range hint
405-420:
Ensure proper error handling increateEmptyCandleInPostgres.The function
createEmptyCandleInPostgresdoes not handle potential errors fromCandleTable.create. Consider adding error handling to improve robustness.return CandleTable.create(candle, this.writeOptions);
Review details
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Files selected for processing (17)
- .github/workflows/indexer-build-and-push-dev-staging.yml (1 hunks)
- .github/workflows/indexer-build-and-push-mainnet.yml (1 hunks)
- .github/workflows/indexer-build-and-push-testnet.yml (1 hunks)
- indexer/packages/postgres/tests/helpers/constants.ts (1 hunks)
- indexer/packages/postgres/tests/stores/candle-table.test.ts (1 hunks)
- indexer/packages/postgres/src/db/migrations/migration_files/20240627152937_candles_add_mid_book_price_open_and_close.ts (1 hunks)
- indexer/packages/postgres/src/models/candle-model.ts (2 hunks)
- indexer/packages/postgres/src/types/candle-types.ts (2 hunks)
- indexer/packages/postgres/src/types/db-model-types.ts (1 hunks)
- indexer/packages/redis/tests/caches/orderbook-levels-cache.test.ts (2 hunks)
- indexer/packages/redis/src/caches/orderbook-levels-cache.ts (1 hunks)
- indexer/services/comlink/public/api-documentation.md (4 hunks)
- indexer/services/comlink/public/swagger.json (1 hunks)
- indexer/services/ender/tests/helpers/redis-helpers.ts (2 hunks)
- indexer/services/ender/tests/lib/candles-generator.test.ts (22 hunks)
- indexer/services/ender/src/lib/candles-generator.ts (14 hunks)
- indexer/services/roundtable/src/lib/athena-ddl-tables/candles.ts (2 hunks)
Additional comments not posted (36)
indexer/packages/postgres/src/db/migrations/migration_files/20240627152937_candles_add_mid_book_price_open_and_close.ts (2)
3-10: LGTM! The migration to add new columns is correctly structured.The
upfunction correctly alters thecandlestable to addorderbookMidPriceOpenandorderbookMidPriceClosecolumns as nullable decimals.
12-19: LGTM! The rollback migration is correctly structured.The
downfunction correctly alters thecandlestable to droporderbookMidPriceOpenandorderbookMidPriceClosecolumns, ensuring reversibility..github/workflows/indexer-build-and-push-mainnet.yml (1)
9-9: LGTM! The new branch pattern is correctly added.The
onsection now includes the new branch pattern'adam/add-candles-hloc', which will trigger the workflow for changes in this branch..github/workflows/indexer-build-and-push-testnet.yml (1)
9-9: LGTM! The new branch pattern is correctly added.The
onsection now includes the new branch pattern'adam/add-candles-hloc', which will trigger the workflow for changes in this branch.indexer/packages/postgres/src/types/candle-types.ts (2)
15-16: LGTM! The new properties are correctly defined.The additions of
orderbookMidPriceOpenandorderbookMidPriceCloseas optional properties inCandleCreateObjectare appropriate and align with the intended enhancements.
29-30: LGTM! The new properties are correctly defined.The additions of
orderbookMidPriceOpenandorderbookMidPriceCloseas optional properties inCandleUpdateObjectare appropriate and align with the intended enhancements.indexer/services/ender/__tests__/helpers/redis-helpers.ts (1)
35-49: LGTM! The new function is correctly defined.The addition of
updatePriceLevelenhances the module's functionality related to order book management. The function is well-defined and integrates correctly with theOrderbookLevelsCache.indexer/services/roundtable/src/lib/athena-ddl-tables/candles.ts (2)
22-23: LGTM! The new columns are correctly defined.The additions of
orderbookMidPriceOpenandorderbookMidPriceClosetoRAW_TABLE_COLUMNSare appropriate and align with the intended enhancements.
38-39: LGTM! The new columns are correctly defined.The additions of
orderbookMidPriceOpenandorderbookMidPriceClosetoTABLE_COLUMNSare appropriate and align with the intended enhancements..github/workflows/indexer-build-and-push-dev-staging.yml (1)
9-9: LGTM!The addition of the new branch pattern
'adam/add-candles-hloc'to the list of branches that trigger the workflow is appropriate and aligns with the PR objectives.indexer/packages/postgres/src/models/candle-model.ts (1)
53-54: LGTM!The addition of
orderbookMidPriceOpenandorderbookMidPriceCloseproperties to theCandleModelclass is well-implemented and aligns with the PR objectives. The properties are correctly defined with appropriate types and validation patterns.indexer/packages/postgres/__tests__/stores/candle-table.test.ts (1)
68-69: LGTM!The addition of
orderbookMidPriceCloseandorderbookMidPriceOpenproperties to theCandleUpdateObjectin theCandleTabletest suite is well-implemented and aligns with the PR objectives. The changes enhance the test suite to handle the new properties effectively.Also applies to: 72-72
indexer/services/ender/src/lib/candles-generator.ts (1)
446-447: EnsureorderbookMidPriceOpenandorderbookMidPriceCloseare not undefined.Before using
orderbookMidPriceOpenandorderbookMidPriceClose, ensure they are not undefined to avoid potential issues.orderbookMidPriceOpen: existingCandle.orderbookMidPriceOpen ?? undefined, orderbookMidPriceClose: existingCandle.orderbookMidPriceClose ?? undefined,Likely invalid or redundant comment.
indexer/packages/redis/__tests__/caches/orderbook-levels-cache.test.ts (5)
700-748: LGTM! The test case comprehensively covers the mid price calculation.The test case sets up price levels and verifies the mid price calculation for various scenarios.
751-771: LGTM! The test case comprehensively covers the mid price calculation for very small numbers.The test case sets up very small price levels and verifies the mid price calculation.
773-793: LGTM! The test case comprehensively covers the mid price calculation with varying decimal precision.The test case sets up price levels with different decimal precision and verifies the mid price calculation.
795-806: LGTM! The test case comprehensively covers the scenario with no bids or asks.The test case sets up a scenario with no bids or asks and verifies the mid price calculation.
808-820: LGTM! The test case comprehensively covers the scenario with NaN as humanPrice.The test case sets up a scenario with NaN as the humanPrice and verifies the mid price calculation.
indexer/packages/postgres/__tests__/helpers/constants.ts (1)
728-729: LGTM! The addition oforderbookMidPriceOpenandorderbookMidPriceCloseenhances thedefaultCandleconstant.These new properties improve the representation of market data.
indexer/services/ender/__tests__/lib/candles-generator.test.ts (12)
Line range hint
21-37:
LGTM! The new import statements are consistent with the changes in the test cases.The imports include
OrderSideandgetOrderbookMidPriceMap.
Line range hint
116-137:
LGTM! The test case comprehensively covers the creation of candles with no open positions.The test case sets up order book levels and verifies the creation of candles with
orderbookMidPriceOpenandorderbookMidPriceClose.
Line range hint
158-183:
LGTM! The test case comprehensively covers the creation of candles with open interest.The test case sets up order book levels and verifies the creation of candles with open interest.
Line range hint
201-260:
LGTM! The test case comprehensively covers the update of existing candles.The test case sets up existing candles and verifies their update with new order book levels.
Line range hint
275-310:
LGTM! The test case comprehensively covers the creation of an empty candle.The test case sets up an empty candle and verifies its creation with order book levels.
Line range hint
326-341:
LGTM! The test case comprehensively covers the creation of a new candle if the existing candle is from a past normalized start time.The test case sets up an existing candle from a past normalized start time and verifies the creation of a new candle.
Line range hint
357-372:
LGTM! The test case comprehensively covers the update of an empty candle.The test case sets up an empty candle and verifies its update with order book levels.
376-381: LGTM! The test case comprehensively covers the scenario with no trades and no existing candle.The test case sets up a scenario with no trades and no existing candle and verifies that no new candle is created.
Line range hint
397-419:
LGTM! The test case comprehensively covers the scenario with no trades and an existing candle.The test case sets up a scenario with no trades and an existing candle and verifies that the existing candle is not updated.
468-565: LGTM! The test case comprehensively covers the update oforderbookMidPriceCloseif the start time is past the candle resolution.The test case sets up existing candles and verifies that the
orderbookMidPriceCloseis updated if the start time is past the candle resolution.
567-659: LGTM! The test case comprehensively covers the creation of an empty candle and the update oforderbookMidPriceCloseif the start time is past the candle resolution.The test case sets up existing candles and verifies the creation of an empty candle and the update of
orderbookMidPriceCloseif the start time is past the candle resolution.
662-680: LGTM! The test case comprehensively covers the creation of an order book price map for each market.The test case sets up order book levels for different markets and verifies the creation of an order book price map.
indexer/services/comlink/public/swagger.json (2)
306-309: Addition oforderbookMidPriceOpenproperty looks good.The property is correctly defined as a nullable string, consistent with the existing schema.
310-313: Addition oforderbookMidPriceCloseproperty looks good.The property is correctly defined as a nullable string, consistent with the existing schema.
indexer/services/comlink/public/api-documentation.md (3)
695-695: Verify the addition oforderbookMidPriceOpenfield.Ensure that the
orderbookMidPriceOpenfield is correctly documented and integrated into the response schema.
696-696: Verify the addition oforderbookMidPriceClosefield.Ensure that the
orderbookMidPriceClosefield is correctly documented and integrated into the response schema.
3708-3709: Verify the addition oforderbookMidPriceOpenandorderbookMidPriceClosefields.Ensure that the
orderbookMidPriceOpenandorderbookMidPriceClosefields are correctly documented and integrated into the response schema.
| export async function getOrderBookMidPrice( | ||
| ticker: string, | ||
| client: RedisClient, | ||
| ): Promise<string | undefined> { | ||
| const levels = await getOrderBookLevels(ticker, client, { | ||
| removeZeros: true, | ||
| sortSides: true, | ||
| uncrossBook: true, | ||
| limitPerSide: 1, | ||
| }); | ||
|
|
||
| if (levels.bids.length === 0 || levels.asks.length === 0) { | ||
| return undefined; | ||
| } | ||
|
|
||
| const bestAsk = Big(levels.asks[0].humanPrice); | ||
| const bestBid = Big(levels.bids[0].humanPrice); | ||
|
|
||
| if (bestAsk === undefined || bestBid === undefined) { | ||
| return undefined; | ||
| } | ||
| return bestBid.plus(bestAsk).div(2).toFixed(); | ||
| } |
There was a problem hiding this comment.
Ensure proper error handling in getOrderBookMidPrice.
The function getOrderBookMidPrice does not handle potential errors from getOrderBookLevels. Consider adding error handling to improve robustness.
export async function getOrderBookMidPrice(
ticker: string,
client: RedisClient,
): Promise<string | undefined> {
try {
const levels = await getOrderBookLevels(ticker, client, {
removeZeros: true,
sortSides: true,
uncrossBook: true,
limitPerSide: 1,
});
if (levels.bids.length === 0 || levels.asks.length === 0) {
return undefined;
}
const bestAsk = Big(levels.asks[0].humanPrice);
const bestBid = Big(levels.bids[0].humanPrice);
if (bestAsk === undefined || bestBid === undefined) {
return undefined;
}
return bestBid.plus(bestAsk).div(2).toFixed();
} catch (error) {
logger.error({ at: 'getOrderBookMidPrice', ticker, error });
return undefined;
}
}Committable suggestion
‼️ IMPORTANT
Carefully review the code before committing. Ensure that it accurately replaces the highlighted code, contains no missing lines, and has no issues with indentation. Thoroughly test & benchmark the code to ensure it meets the requirements.
| export async function getOrderBookMidPrice( | |
| ticker: string, | |
| client: RedisClient, | |
| ): Promise<string | undefined> { | |
| const levels = await getOrderBookLevels(ticker, client, { | |
| removeZeros: true, | |
| sortSides: true, | |
| uncrossBook: true, | |
| limitPerSide: 1, | |
| }); | |
| if (levels.bids.length === 0 || levels.asks.length === 0) { | |
| return undefined; | |
| } | |
| const bestAsk = Big(levels.asks[0].humanPrice); | |
| const bestBid = Big(levels.bids[0].humanPrice); | |
| if (bestAsk === undefined || bestBid === undefined) { | |
| return undefined; | |
| } | |
| return bestBid.plus(bestAsk).div(2).toFixed(); | |
| } | |
| export async function getOrderBookMidPrice( | |
| ticker: string, | |
| client: RedisClient, | |
| ): Promise<string | undefined> { | |
| try { | |
| const levels = await getOrderBookLevels(ticker, client, { | |
| removeZeros: true, | |
| sortSides: true, | |
| uncrossBook: true, | |
| limitPerSide: 1, | |
| }); | |
| if (levels.bids.length === 0 || levels.asks.length === 0) { | |
| return undefined; | |
| } | |
| const bestAsk = Big(levels.asks[0].humanPrice); | |
| const bestBid = Big(levels.bids[0].humanPrice); | |
| if (bestAsk === undefined || bestBid === undefined) { | |
| return undefined; | |
| } | |
| return bestBid.plus(bestAsk).div(2).toFixed(); | |
| } catch (error) { | |
| logger.error({ at: 'getOrderBookMidPrice', ticker, error }); | |
| return undefined; | |
| } | |
| } |
| orderbookMidPrice: OrderbookMidPrice, | ||
| ): Promise<CandleFromDatabase | undefined>[] { |
There was a problem hiding this comment.
Ensure orderbookMidPrice is not undefined.
Before using orderbookMidPrice, ensure it is not undefined to avoid potential issues.
orderbookMidPrice: OrderbookMidPrice,Committable suggestion was skipped due to low confidence.
| orderbookMidPriceClose: existingCandle.orderbookMidPriceClose ?? undefined, | ||
| orderbookMidPriceOpen: existingCandle.orderbookMidPriceOpen ?? undefined, |
There was a problem hiding this comment.
Ensure orderbookMidPriceOpen and orderbookMidPriceClose are not undefined.
Before using orderbookMidPriceOpen and orderbookMidPriceClose, ensure they are not undefined to avoid potential issues.
orderbookMidPriceClose: existingCandle.orderbookMidPriceClose ?? undefined,
orderbookMidPriceOpen: existingCandle.orderbookMidPriceOpen ?? undefined,Committable suggestion was skipped due to low confidence.
| @@ -167,6 +171,7 @@ | |||
| const promises: Promise<CandleFromDatabase | undefined>[] = []; | |||
|
|
|||
| const openInterestMap: OpenInterestMap = await this.getOpenInterestMap(); | |||
| const orderbookMidPriceMap = await getOrderbookMidPriceMap(); | |||
There was a problem hiding this comment.
Ensure proper error handling for getOrderbookMidPriceMap.
The function getOrderbookMidPriceMap does not handle potential errors from OrderbookLevelsCache.getOrderBookMidPrice. Consider adding error handling to improve robustness.
const orderbookMidPriceMap = await getOrderbookMidPriceMap();Committable suggestion was skipped due to low confidence.
| private async updateCandleWithOrderbookMidPriceInPostgres( | ||
| existingCandle: CandleFromDatabase, | ||
| orderbookMidPrice: OrderbookMidPrice, | ||
| ): Promise<CandleFromDatabase> { | ||
|
|
||
| const candle: CandleUpdateObject = { | ||
| id: existingCandle.id, | ||
| low: existingCandle.low, | ||
| high: existingCandle.high, | ||
| close: existingCandle.close, | ||
| baseTokenVolume: existingCandle.baseTokenVolume, | ||
| usdVolume: existingCandle.usdVolume, | ||
| trades: existingCandle.trades, | ||
| orderbookMidPriceOpen: existingCandle.orderbookMidPriceOpen ?? undefined, | ||
| orderbookMidPriceClose: orderbookMidPrice, |
There was a problem hiding this comment.
Ensure proper error handling in updateCandleWithOrderbookMidPriceInPostgres.
The function updateCandleWithOrderbookMidPriceInPostgres does not handle potential errors from CandleTable.update. Consider adding error handling to improve robustness.
return CandleTable.update(candle, this.writeOptions) as Promise<CandleFromDatabase>;Committable suggestion was skipped due to low confidence.
| /** | ||
| * Get the cached orderbook mid price for a given ticker | ||
| */ | ||
| export async function getOrderbookMidPriceMap(): Promise<{ [ticker: string]: OrderbookMidPrice; }> { | ||
| const perpetualMarkets = Object.values(perpetualMarketRefresher.getPerpetualMarketsMap()); | ||
|
|
||
| const promises = perpetualMarkets.map(async (perpetualMarket: PerpetualMarketFromDatabase) => { | ||
| const price = await OrderbookLevelsCache.getOrderBookMidPrice( | ||
| perpetualMarket.ticker, | ||
| redisClient, | ||
| ); | ||
| return { [perpetualMarket.ticker]: price === undefined ? undefined : price }; | ||
| }); | ||
|
|
||
| const pricesArray = await Promise.all(promises); | ||
| const priceMap: { [ticker: string]: OrderbookMidPrice; } = {}; | ||
| pricesArray.forEach((price) => { | ||
| Object.assign(priceMap, price); | ||
| }); | ||
|
|
||
| return priceMap; | ||
| } |
There was a problem hiding this comment.
Ensure proper error handling in getOrderbookMidPriceMap.
The function getOrderbookMidPriceMap does not handle potential errors from OrderbookLevelsCache.getOrderBookMidPrice. Consider adding error handling to improve robustness.
export async function getOrderbookMidPriceMap(): Promise<{ [ticker: string]: OrderbookMidPrice; }> {
try {
const perpetualMarkets = Object.values(perpetualMarketRefresher.getPerpetualMarketsMap());
const promises = perpetualMarkets.map(async (perpetualMarket: PerpetualMarketFromDatabase) => {
const price = await OrderbookLevelsCache.getOrderBookMidPrice(
perpetualMarket.ticker,
redisClient,
);
return { [perpetualMarket.ticker]: price === undefined ? undefined : price };
});
const pricesArray = await Promise.all(promises);
const priceMap: { [ticker: string]: OrderbookMidPrice; } = {};
pricesArray.forEach((price) => {
Object.assign(priceMap, price);
});
return priceMap;
} catch (error) {
logger.error({ at: 'getOrderbookMidPriceMap', error });
return {};
}
}Committable suggestion
‼️ IMPORTANT
Carefully review the code before committing. Ensure that it accurately replaces the highlighted code, contains no missing lines, and has no issues with indentation. Thoroughly test & benchmark the code to ensure it meets the requirements.
| /** | |
| * Get the cached orderbook mid price for a given ticker | |
| */ | |
| export async function getOrderbookMidPriceMap(): Promise<{ [ticker: string]: OrderbookMidPrice; }> { | |
| const perpetualMarkets = Object.values(perpetualMarketRefresher.getPerpetualMarketsMap()); | |
| const promises = perpetualMarkets.map(async (perpetualMarket: PerpetualMarketFromDatabase) => { | |
| const price = await OrderbookLevelsCache.getOrderBookMidPrice( | |
| perpetualMarket.ticker, | |
| redisClient, | |
| ); | |
| return { [perpetualMarket.ticker]: price === undefined ? undefined : price }; | |
| }); | |
| const pricesArray = await Promise.all(promises); | |
| const priceMap: { [ticker: string]: OrderbookMidPrice; } = {}; | |
| pricesArray.forEach((price) => { | |
| Object.assign(priceMap, price); | |
| }); | |
| return priceMap; | |
| } | |
| export async function getOrderbookMidPriceMap(): Promise<{ [ticker: string]: OrderbookMidPrice; }> { | |
| try { | |
| const perpetualMarkets = Object.values(perpetualMarketRefresher.getPerpetualMarketsMap()); | |
| const promises = perpetualMarkets.map(async (perpetualMarket: PerpetualMarketFromDatabase) => { | |
| const price = await OrderbookLevelsCache.getOrderBookMidPrice( | |
| perpetualMarket.ticker, | |
| redisClient, | |
| ); | |
| return { [perpetualMarket.ticker]: price === undefined ? undefined : price }; | |
| }); | |
| const pricesArray = await Promise.all(promises); | |
| const priceMap: { [ticker: string]: OrderbookMidPrice; } = {}; | |
| pricesArray.forEach((price) => { | |
| Object.assign(priceMap, price); | |
| }); | |
| return priceMap; | |
| } catch (error) { | |
| logger.error({ at: 'getOrderbookMidPriceMap', error }); | |
| return {}; | |
| } | |
| } |
This reverts commit 132629f.
|
@Mergifyio backport release/indexer/v5.x |
✅ Backports have been created
|
(cherry picked from commit 73b04dc)
Co-authored-by: Adam Fraser <[email protected]>
|
@Mergifyio backport release/indexer/v6.x |
✅ Backports have been created
|
(cherry picked from commit 73b04dc) # Conflicts: # indexer/packages/postgres/src/db/migrations/migration_files/20240627152937_candles_add_mid_book_price_open_and_close.ts # indexer/packages/redis/__tests__/caches/orderbook-levels-cache.test.ts # indexer/packages/redis/src/caches/orderbook-levels-cache.ts # indexer/services/ender/src/lib/candles-generator.ts
Co-authored-by: Adam Fraser <[email protected]>
Changelist
Re-add orderbookMidPriceOpen and Close to candles table
Test Plan
Tested manually in Dev environments
Summary by CodeRabbit
New Features
orderbookMidPriceOpenandorderbookMidPriceCloseproperties to various models and API documentation, improving market data representation.Bug Fixes
Tests
getOrderBookMidPrice, validating edge cases and mid-price calculations.Documentation