[TRA-571] Add query to get intervaled PnL ticks. #2247
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WalkthroughThe changes introduce a feature for retrieving profit and loss (PnL) ticks at specified intervals, namely hourly and daily. This includes the addition of an asynchronous function Changes
Sequence Diagram(s)sequenceDiagram
participant Client
participant API
participant Database
Client->>API: Request PnL ticks at intervals
API->>Database: Execute SQL query for PnL ticks
Database-->>API: Return PnL ticks data
API-->>Client: Send PnL ticks response
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Files skipped from review as they are similar to previous changes (1)
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Actionable comments posted: 0
Outside diff range and nitpick comments (1)
indexer/packages/postgres/__tests__/stores/pnl-ticks-table.test.ts (1)
594-594: Nitpick: Remove the empty line.The empty line is unnecessary and can be removed.
Apply this diff to remove the empty line:
- async function setupIntervalPnlTicks(): Promise<PnlTicksFromDatabase[]> {
Review details
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Files selected for processing (3)
- indexer/packages/postgres/tests/stores/pnl-ticks-table.test.ts (3 hunks)
- indexer/packages/postgres/src/stores/pnl-ticks-table.ts (2 hunks)
- indexer/packages/postgres/src/types/pnl-ticks-types.ts (1 hunks)
Additional comments not posted (5)
indexer/packages/postgres/src/types/pnl-ticks-types.ts (1)
25-29: LGTM!The addition of the
PnlTickIntervalenum is a clean and effective way to represent the supported PnL tick intervals. Using string enum members enhances code readability and maintainability. This change aligns well with the PR objective of enabling PnL tick retrieval at specific intervals.indexer/packages/postgres/src/stores/pnl-ticks-table.ts (1)
464-507: LGTM! Verify the function usage.The
getPnlTicksAtIntervalsfunction looks good and effectively retrieves PnL ticks at the specified intervals for the given subaccounts and time range. The SQL query is well-structured and uses a windowing function to efficiently get the first PnL tick of each interval window.To ensure the function is being used correctly, you can run the following script:
Verification successful
Function Usage Verified
The
getPnlTicksAtIntervalsfunction is used in the test fileindexer/packages/postgres/__tests__/stores/pnl-ticks-table.test.ts, indicating that it is being tested. This suggests that the function's behavior is verified, supporting its correctness and integration.Scripts executed
The following scripts were executed for the analysis:
Script:
#!/bin/bash # Description: Verify the usage of `getPnlTicksAtIntervals` function. # Test: Search for the function usage. Expect: Occurrences with correct arguments. ast-grep --lang typescript --pattern $'getPnlTicksAtIntervals($_, $_, $_)'Length of output: 75
Script:
#!/bin/bash # Description: Search for the usage of `getPnlTicksAtIntervals` function using ripgrep. # Test: Search for the function name in the codebase. Expect: Occurrences of the function name. rg 'getPnlTicksAtIntervals' --type=ts --type=tsx --type=js --type=jsx -A 2Length of output: 102
Script:
#!/bin/bash # Description: Search for the usage of `getPnlTicksAtIntervals` function using ripgrep. # Test: Search for the function name in the codebase. Expect: Occurrences of the function name. rg 'getPnlTicksAtIntervals' --type=ts --type=js --type=jsx -A 2Length of output: 91
Script:
#!/bin/bash # Description: Search for the usage of `getPnlTicksAtIntervals` function using ripgrep. # Test: Search for the function name in the codebase. Expect: Occurrences of the function name. rg 'getPnlTicksAtIntervals' --type=ts --type=js -A 2Length of output: 647
indexer/packages/postgres/__tests__/stores/pnl-ticks-table.test.ts (3)
5-5: LGTM!The imports are necessary for the new test cases.
Also applies to: 8-8
444-487: Excellent test case!The test case is well-structured and covers the important scenarios for the
getPnlTicksAtIntervalsfunction. It uses theit.eachfunction to avoid code duplication for hourly and daily intervals, and a setup function to create test data. The test case also compares the result with the expected results, which is a good practice.
595-708: Great setup function!The setup function is well-structured and creates test data at different time intervals, which is necessary for testing the
getPnlTicksAtIntervalsfunction. It uses theDateTimeclass from theluxonlibrary to create time intervals, which is a good practice. The setup function also returns the created PnL ticks, which can be used in the test case to compare with the expected results.
| * @param subaccountIds Set of subaccounts to get pnl ticks for. | ||
| * @returns | ||
| */ | ||
| export async function getPnlTicksAtIntervals( |
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In the vault controller.
Changelist
Add new query function to pnl ticks table to get pnl ticks with specific interval / timeframe to support vault pnl queries (need coarser interval than hourly).
Test Plan
Unit tests.
Author/Reviewer Checklist
state-breakinglabel.indexer-postgres-breakinglabel.PrepareProposalorProcessProposal, manually add the labelproposal-breaking.feature:[feature-name].backport/[branch-name].refactor,chore,bug.Summary by CodeRabbit
New Features
Bug Fixes