From de5d38e2a2581cc623c60410d389038167dadc50 Mon Sep 17 00:00:00 2001
From: Matt <90358481+xbtmatt@users.noreply.github.com>
Date: Tue, 26 Nov 2024 19:28:55 -0800
Subject: [PATCH] [ECO-2498] Drop `price_feed` function and replace it with
 `price_feed` view that returns market data as well (#66)

* Change `price_feed` function to `price_feed` view with all market data

* Change view name in down.sql

* Update down.sql

* Update the price feed query to be correct and use the most performant view
---
 .../down.sql                                  | 51 +++++++++++++++++++
 .../up.sql                                    | 38 ++++++++++++++
 2 files changed, 89 insertions(+)
 create mode 100644 rust/processor/src/db/postgres/migrations/2024-11-26-050428_add_market_data_to_price_feed/down.sql
 create mode 100644 rust/processor/src/db/postgres/migrations/2024-11-26-050428_add_market_data_to_price_feed/up.sql

diff --git a/rust/processor/src/db/postgres/migrations/2024-11-26-050428_add_market_data_to_price_feed/down.sql b/rust/processor/src/db/postgres/migrations/2024-11-26-050428_add_market_data_to_price_feed/down.sql
new file mode 100644
index 000000000..71d40ada5
--- /dev/null
+++ b/rust/processor/src/db/postgres/migrations/2024-11-26-050428_add_market_data_to_price_feed/down.sql
@@ -0,0 +1,51 @@
+-- This file should undo anything in `up.sql`
+DROP VIEW price_feed;
+ALTER INDEX price_feed_idx RENAME TO price_feed;
+
+CREATE OR REPLACE FUNCTION price_feed() RETURNS TABLE(
+  market_id BIGINT,
+  symbol_bytes BYTEA,
+  symbol_emojis TEXT[],
+  market_address VARCHAR(66),
+  open_price_q64 NUMERIC,
+  close_price_q64 NUMERIC
+)
+AS $$
+WITH markets AS (
+    SELECT market_id
+    FROM market_daily_volume
+    ORDER BY daily_volume DESC
+    LIMIT 25
+),
+swap24 AS (
+    SELECT DISTINCT ON (market_id)
+        market_id,
+        avg_execution_price_q64
+    FROM swap_events
+    WHERE transaction_timestamp <= CURRENT_TIMESTAMP - interval '1 day'
+    ORDER BY
+        market_id,
+        transaction_timestamp DESC
+),
+first_swap AS (
+    SELECT DISTINCT ON (market_id)
+        market_id,
+        avg_execution_price_q64
+    FROM swap_events
+    ORDER BY
+        market_id,
+        transaction_timestamp ASC
+)
+SELECT
+    swap_close.market_id,
+    swap_close.symbol_bytes,
+    swap_close.symbol_emojis,
+    swap_close.market_address,
+    COALESCE(swap_open.avg_execution_price_q64, first_swap.avg_execution_price_q64) AS open_price_q64,
+    swap_close.last_swap_avg_execution_price_q64 AS close_price_q64
+FROM markets
+INNER JOIN market_latest_state_event AS swap_close ON markets.market_id = swap_close.market_id
+INNER JOIN first_swap ON markets.market_id = first_swap.market_id
+LEFT JOIN swap24 AS swap_open ON markets.market_id = swap_open.market_id
+WHERE swap_close.transaction_timestamp > CURRENT_TIMESTAMP - interval '1 day'
+$$ LANGUAGE SQL;
diff --git a/rust/processor/src/db/postgres/migrations/2024-11-26-050428_add_market_data_to_price_feed/up.sql b/rust/processor/src/db/postgres/migrations/2024-11-26-050428_add_market_data_to_price_feed/up.sql
new file mode 100644
index 000000000..691b74e53
--- /dev/null
+++ b/rust/processor/src/db/postgres/migrations/2024-11-26-050428_add_market_data_to_price_feed/up.sql
@@ -0,0 +1,38 @@
+-- Your SQL goes here
+DROP FUNCTION price_feed;
+ALTER INDEX price_feed RENAME TO price_feed_idx;
+
+CREATE OR REPLACE VIEW price_feed AS
+WITH markets AS (
+    SELECT market_id
+    FROM market_state
+    ORDER BY daily_volume DESC
+),
+swap24 AS (
+    SELECT DISTINCT ON (market_id)
+        market_id,
+        avg_execution_price_q64
+    FROM swap_events
+    WHERE transaction_timestamp <= CURRENT_TIMESTAMP - interval '1 day'
+    ORDER BY
+        market_id,
+        transaction_timestamp DESC
+),
+first_swap AS (
+    SELECT DISTINCT ON (market_id)
+        market_id,
+        avg_execution_price_q64
+    FROM swap_events
+    ORDER BY
+        market_id,
+        transaction_timestamp ASC
+)
+SELECT 
+    latest_swap.*,
+    COALESCE(swap_open.avg_execution_price_q64, first_swap.avg_execution_price_q64) AS open_price_q64,
+    latest_swap.last_swap_avg_execution_price_q64 AS close_price_q64
+FROM markets
+INNER JOIN market_state AS latest_swap ON markets.market_id = latest_swap.market_id
+INNER JOIN first_swap ON markets.market_id = first_swap.market_id
+LEFT JOIN swap24 AS swap_open ON markets.market_id = swap_open.market_id
+WHERE latest_swap.transaction_timestamp > CURRENT_TIMESTAMP - interval '1 day';