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openbook-candles
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blockworks-foundation:remove-scraper
blockworks-foundation:pan/metrics
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blockworks-foundation:pan/metrics

3 Commits
9b69e380c3 ... 93d95005f5

Author SHA1 Message Date
dboures 93d95005f5
chore: remove stale sqlx file + update markets.json 2023-05-29 23:35:47 -05:00
dboures 9c7a42f83e
refactor: don't use prepared statements 2023-05-29 23:35:06 -05:00
dboures b1999c0061
fix: /tickers returns last prices if stale 2023-05-29 23:31:57 -05:00
4 changed files with 85 additions and 619 deletions
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8
markets.json
View File

@ -15,6 +15,10 @@
"name" : "BONK/SOL", "name" : "BONK/SOL",
"address" : "Hs97TCZeuYiJxooo3U73qEHXg3dKpRL4uYKYRryEK9CF" "address" : "Hs97TCZeuYiJxooo3U73qEHXg3dKpRL4uYKYRryEK9CF"
}, },
{
"name" : "BONK/USDC",
"address" : "8PhnCfgqpgFM7ZJvttGdBVMXHuU4Q23ACxCvWkbs1M71"
},
{ {
"name" : "WBTC/USDC", "name" : "WBTC/USDC",
"address" : "3BAKsQd3RuhZKES2DGysMhjBdwjZYKYmxRqnSMtZ4KSN" "address" : "3BAKsQd3RuhZKES2DGysMhjBdwjZYKYmxRqnSMtZ4KSN"
@ -40,7 +44,7 @@
"address": "DZjbn4XC8qoHKikZqzmhemykVzmossoayV9ffbsUqxVj" "address": "DZjbn4XC8qoHKikZqzmhemykVzmossoayV9ffbsUqxVj"
}, },
{ {
"name": "RAY/USDT", "name": "DUAL/USDC",
"address": "GpHbiJJ9VHiuHVXeoet121Utrbm1CSNNzYrBKB8Xz2oz" "address": "H6rrYK3SUHF2eguZCyJxnSBMJqjXhUtuaki6PHiutvum"
} }
] ]

526
sqlx-data.json
View File

@ -1,526 +0,0 @@
{
"db": "PostgreSQL",
"21b633d5aec33394129b051ea1df0ee9ab097626d74d8943f6323f9fb42723b5": {
"describe": {
"columns": [
{
"name": "open_orders_owner",
"ordinal": 0,
"type_info": "Text"
},
{
"name": "raw_ask_size!",
"ordinal": 1,
"type_info": "Numeric"
},
{
"name": "raw_bid_size!",
"ordinal": 2,
"type_info": "Numeric"
}
],
"nullable": [
false,
null,
null
],
"parameters": {
"Left": [
"Text",
"Timestamptz",
"Timestamptz"
]
}
},
"query": "SELECT \n open_orders_owner, \n sum(\n native_qty_received * CASE bid WHEN true THEN 0 WHEN false THEN 1 END\n ) as \"raw_ask_size!\",\n sum(\n native_qty_paid * CASE bid WHEN true THEN 1 WHEN false THEN 0 END\n ) as \"raw_bid_size!\"\n FROM fills\n WHERE market = $1\n AND time >= $2\n AND time < $3\n GROUP BY open_orders_owner\n ORDER BY \n sum(native_qty_received * CASE bid WHEN true THEN 0 WHEN false THEN 1 END) \n + \n sum(native_qty_paid * CASE bid WHEN true THEN 1 WHEN false THEN 0 END) \nDESC \nLIMIT 10000"
},
"35e8220c601aca620da1cfcb978c8b7a64dcbf15550521b418cf509015cd88d8": {
"describe": {
"columns": [],
"nullable": [],
"parameters": {
"Left": []
}
},
"query": "CREATE TABLE IF NOT EXISTS fills (\n id numeric PRIMARY KEY,\n time timestamptz not null,\n market text not null,\n open_orders text not null,\n open_orders_owner text not null,\n bid bool not null,\n maker bool not null,\n native_qty_paid numeric not null,\n native_qty_received numeric not null,\n native_fee_or_rebate numeric not null,\n fee_tier text not null,\n order_id text not null\n )"
},
"409267a0a1c925b3723396b1534b17ccdd7a27aac7bbcfaef159dbc6e3005625": {
"describe": {
"columns": [
{
"name": "address!",
"ordinal": 0,
"type_info": "Text"
},
{
"name": "raw_quote_size!",
"ordinal": 1,
"type_info": "Numeric"
},
{
"name": "raw_base_size!",
"ordinal": 2,
"type_info": "Numeric"
}
],
"nullable": [
false,
null,
null
],
"parameters": {
"Left": []
}
},
"query": "select market as \"address!\",\n sum(native_qty_paid) as \"raw_quote_size!\",\n sum(native_qty_received) as \"raw_base_size!\"\n from fills \n where \"time\" >= current_timestamp - interval '1 day' \n and bid = true\n group by market"
},
"4bab7d4329b2969b2ba610546c660207740c9bafe644df55fa57101df30e4899": {
"describe": {
"columns": [],
"nullable": [],
"parameters": {
"Left": []
}
},
"query": "CREATE INDEX IF NOT EXISTS idx_id_market ON fills (id, market)"
},
"6658c0121e5a7defbd1fe7c549ca0a957b188b9eb1837573a05d0e6476ef945a": {
"describe": {
"columns": [],
"nullable": [],
"parameters": {
"Left": []
}
},
"query": "CREATE TABLE IF NOT EXISTS candles (\n id serial,\n market_name text,\n start_time timestamptz,\n end_time timestamptz,\n resolution text,\n open numeric,\n close numeric,\n high numeric,\n low numeric,\n volume numeric,\n complete bool\n )"
},
"817ee7903cb5095f85fb787beff04ace3a452cf8749205bb230e41d8c9e03c4a": {
"describe": {
"columns": [],
"nullable": [],
"parameters": {
"Left": []
}
},
"query": "CREATE INDEX IF NOT EXISTS idx_market_time ON fills (market, time)"
},
"81d619e2680874afff756031aa4fef16678a7ea226a259e1bdb316bf52478939": {
"describe": {
"columns": [
{
"name": "market_name!",
"ordinal": 0,
"type_info": "Text"
},
{
"name": "high!",
"ordinal": 1,
"type_info": "Numeric"
},
{
"name": "low!",
"ordinal": 2,
"type_info": "Numeric"
},
{
"name": "close!",
"ordinal": 3,
"type_info": "Numeric"
}
],
"nullable": [
true,
null,
null,
true
],
"parameters": {
"Left": []
}
},
"query": "select \n g.market_name as \"market_name!\", \n g.high as \"high!\", \n g.low as \"low!\", \n c.\"close\" as \"close!\"\n from \n (\n SELECT \n market_name, \n max(start_time) as \"start_time\", \n max(high) as \"high\", \n min(low) as \"low\" \n from \n candles \n where \n \"resolution\" = '1M' \n and \"start_time\" >= current_timestamp - interval '1 day' \n group by \n market_name\n ) as g \n join candles c on g.market_name = c.market_name \n and g.start_time = c.start_time \n where \n c.resolution = '1M'"
},
"866773102b03b002e9d0535d3173f36264e1d30a46a5ec8240b0ea8076d6d1c5": {
"describe": {
"columns": [
{
"name": "start_time!",
"ordinal": 0,
"type_info": "Timestamptz"
},
{
"name": "end_time!",
"ordinal": 1,
"type_info": "Timestamptz"
},
{
"name": "resolution!",
"ordinal": 2,
"type_info": "Text"
},
{
"name": "market_name!",
"ordinal": 3,
"type_info": "Text"
},
{
"name": "open!",
"ordinal": 4,
"type_info": "Numeric"
},
{
"name": "close!",
"ordinal": 5,
"type_info": "Numeric"
},
{
"name": "high!",
"ordinal": 6,
"type_info": "Numeric"
},
{
"name": "low!",
"ordinal": 7,
"type_info": "Numeric"
},
{
"name": "volume!",
"ordinal": 8,
"type_info": "Numeric"
},
{
"name": "complete!",
"ordinal": 9,
"type_info": "Bool"
}
],
"nullable": [
true,
true,
true,
true,
true,
true,
true,
true,
true,
true
],
"parameters": {
"Left": [
"Text",
"Text",
"Timestamptz",
"Timestamptz"
]
}
},
"query": "SELECT \n start_time as \"start_time!\",\n end_time as \"end_time!\",\n resolution as \"resolution!\",\n market_name as \"market_name!\",\n open as \"open!\",\n close as \"close!\",\n high as \"high!\",\n low as \"low!\",\n volume as \"volume!\",\n complete as \"complete!\"\n from candles\n where market_name = $1\n and resolution = $2\n and start_time >= $3\n and end_time <= $4\n ORDER BY start_time asc"
},
"aee3a3e04f837bd62e263452bfbaf5d7dff271799c80d5efd22a54954ac212c4": {
"describe": {
"columns": [
{
"name": "open_orders_owner",
"ordinal": 0,
"type_info": "Text"
},
{
"name": "raw_ask_size!",
"ordinal": 1,
"type_info": "Numeric"
},
{
"name": "raw_bid_size!",
"ordinal": 2,
"type_info": "Numeric"
}
],
"nullable": [
false,
null,
null
],
"parameters": {
"Left": [
"Text",
"Timestamptz",
"Timestamptz"
]
}
},
"query": "SELECT \n open_orders_owner, \n sum(\n native_qty_paid * CASE bid WHEN true THEN 0 WHEN false THEN 1 END\n ) as \"raw_ask_size!\",\n sum(\n native_qty_received * CASE bid WHEN true THEN 1 WHEN false THEN 0 END\n ) as \"raw_bid_size!\"\n FROM fills\n WHERE market = $1\n AND time >= $2\n AND time < $3\n GROUP BY open_orders_owner\n ORDER BY \n sum(native_qty_paid * CASE bid WHEN true THEN 0 WHEN false THEN 1 END) \n + \n sum(native_qty_received * CASE bid WHEN true THEN 1 WHEN false THEN 0 END) \nDESC \nLIMIT 10000"
},
"b259d64b388eb675b727ee511529472177b59ea616041360217afc2d928f33ed": {
"describe": {
"columns": [],
"nullable": [],
"parameters": {
"Left": []
}
},
"query": "CREATE INDEX IF NOT EXISTS idx_market_time_resolution ON candles (market_name, start_time, resolution)"
},
"b71ec8e5c041cec2c83778f31f7dc723cc1b5a8b6bb0e2c7f8ba7ef31f117965": {
"describe": {
"columns": [
{
"name": "time!",
"ordinal": 0,
"type_info": "Timestamptz"
},
{
"name": "bid!",
"ordinal": 1,
"type_info": "Bool"
},
{
"name": "maker!",
"ordinal": 2,
"type_info": "Bool"
},
{
"name": "native_qty_paid!",
"ordinal": 3,
"type_info": "Numeric"
},
{
"name": "native_qty_received!",
"ordinal": 4,
"type_info": "Numeric"
},
{
"name": "native_fee_or_rebate!",
"ordinal": 5,
"type_info": "Numeric"
}
],
"nullable": [
false,
false,
false,
false,
false,
false
],
"parameters": {
"Left": [
"Text",
"Timestamptz",
"Timestamptz"
]
}
},
"query": "SELECT \n time as \"time!\",\n bid as \"bid!\",\n maker as \"maker!\",\n native_qty_paid as \"native_qty_paid!\",\n native_qty_received as \"native_qty_received!\",\n native_fee_or_rebate as \"native_fee_or_rebate!\" \n from fills \n where market = $1\n and time >= $2\n and time < $3 \n and maker = true\n ORDER BY time asc"
},
"dc7c7c04b6870b9617e1e869aa4b7027baddaeeb22f2792f2e9c40f643f863c7": {
"describe": {
"columns": [
{
"name": "time!",
"ordinal": 0,
"type_info": "Timestamptz"
},
{
"name": "bid!",
"ordinal": 1,
"type_info": "Bool"
},
{
"name": "maker!",
"ordinal": 2,
"type_info": "Bool"
},
{
"name": "native_qty_paid!",
"ordinal": 3,
"type_info": "Numeric"
},
{
"name": "native_qty_received!",
"ordinal": 4,
"type_info": "Numeric"
},
{
"name": "native_fee_or_rebate!",
"ordinal": 5,
"type_info": "Numeric"
}
],
"nullable": [
false,
false,
false,
false,
false,
false
],
"parameters": {
"Left": [
"Text"
]
}
},
"query": "SELECT \n time as \"time!\",\n bid as \"bid!\",\n maker as \"maker!\",\n native_qty_paid as \"native_qty_paid!\",\n native_qty_received as \"native_qty_received!\",\n native_fee_or_rebate as \"native_fee_or_rebate!\" \n from fills \n where market = $1 \n and maker = true\n ORDER BY time asc LIMIT 1"
},
"e367fec686c10d361f4a5ac014ca34ce68544dfe9cf32b79a6a78790e8c6d5cc": {
"describe": {
"columns": [
{
"name": "start_time!",
"ordinal": 0,
"type_info": "Timestamptz"
},
{
"name": "end_time!",
"ordinal": 1,
"type_info": "Timestamptz"
},
{
"name": "resolution!",
"ordinal": 2,
"type_info": "Text"
},
{
"name": "market_name!",
"ordinal": 3,
"type_info": "Text"
},
{
"name": "open!",
"ordinal": 4,
"type_info": "Numeric"
},
{
"name": "close!",
"ordinal": 5,
"type_info": "Numeric"
},
{
"name": "high!",
"ordinal": 6,
"type_info": "Numeric"
},
{
"name": "low!",
"ordinal": 7,
"type_info": "Numeric"
},
{
"name": "volume!",
"ordinal": 8,
"type_info": "Numeric"
},
{
"name": "complete!",
"ordinal": 9,
"type_info": "Bool"
}
],
"nullable": [
true,
true,
true,
true,
true,
true,
true,
true,
true,
true
],
"parameters": {
"Left": [
"Text",
"Text"
]
}
},
"query": "SELECT \n start_time as \"start_time!\",\n end_time as \"end_time!\",\n resolution as \"resolution!\",\n market_name as \"market_name!\",\n open as \"open!\",\n close as \"close!\",\n high as \"high!\",\n low as \"low!\",\n volume as \"volume!\",\n complete as \"complete!\"\n from candles\n where market_name = $1\n and resolution = $2\n ORDER BY start_time asc"
},
"e94788e9eb04534dc13a73f80255705fb39789caa6dfb43e8417471f8399bb85": {
"describe": {
"columns": [],
"nullable": [],
"parameters": {
"Left": []
}
},
"query": "DO $$\n BEGIN\n IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'unique_candles') THEN\n ALTER TABLE candles ADD CONSTRAINT unique_candles UNIQUE (market_name, start_time, resolution);\n END IF;\n END $$"
},
"fc5b19647fbdffb44ab87517ca2a6787f8eab3cc59a1633551524acab44425b6": {
"describe": {
"columns": [
{
"name": "start_time!",
"ordinal": 0,
"type_info": "Timestamptz"
},
{
"name": "end_time!",
"ordinal": 1,
"type_info": "Timestamptz"
},
{
"name": "resolution!",
"ordinal": 2,
"type_info": "Text"
},
{
"name": "market_name!",
"ordinal": 3,
"type_info": "Text"
},
{
"name": "open!",
"ordinal": 4,
"type_info": "Numeric"
},
{
"name": "close!",
"ordinal": 5,
"type_info": "Numeric"
},
{
"name": "high!",
"ordinal": 6,
"type_info": "Numeric"
},
{
"name": "low!",
"ordinal": 7,
"type_info": "Numeric"
},
{
"name": "volume!",
"ordinal": 8,
"type_info": "Numeric"
},
{
"name": "complete!",
"ordinal": 9,
"type_info": "Bool"
}
],
"nullable": [
true,
true,
true,
true,
true,
true,
true,
true,
true,
true
],
"parameters": {
"Left": [
"Text",
"Text"
]
}
},
"query": "SELECT \n start_time as \"start_time!\",\n end_time as \"end_time!\",\n resolution as \"resolution!\",\n market_name as \"market_name!\",\n open as \"open!\",\n close as \"close!\",\n high as \"high!\",\n low as \"low!\",\n volume as \"volume!\",\n complete as \"complete!\"\n from candles\n where market_name = $1\n and resolution = $2\n and complete = true\n ORDER BY start_time desc LIMIT 1"
}
}

164
src/database/fetch.rs
View File

@ -14,9 +14,7 @@ pub async fn fetch_earliest_fill(
) -> anyhow::Result<Option<PgOpenBookFill>> { ) -> anyhow::Result<Option<PgOpenBookFill>> {
let client = pool.get().await?; let client = pool.get().await?;
let stmt = client let stmt = r#"SELECT
.prepare(
r#"SELECT
time as "time!", time as "time!",
bid as "bid!", bid as "bid!",
maker as "maker!", maker as "maker!",
@ -26,11 +24,9 @@ pub async fn fetch_earliest_fill(
from fills from fills
where market = $1 where market = $1
and maker = true and maker = true
ORDER BY time asc LIMIT 1"#, ORDER BY time asc LIMIT 1"#;
)
.await?;
let row = client.query_opt(&stmt, &[&market_address_string]).await?; let row = client.query_opt(stmt, &[&market_address_string]).await?;
match row { match row {
Some(r) => Ok(Some(PgOpenBookFill::from_row(r))), Some(r) => Ok(Some(PgOpenBookFill::from_row(r))),
@ -46,9 +42,7 @@ pub async fn fetch_fills_from(
) -> anyhow::Result<Vec<PgOpenBookFill>> { ) -> anyhow::Result<Vec<PgOpenBookFill>> {
let client = pool.get().await?; let client = pool.get().await?;
let stmt = client let stmt = r#"SELECT
.prepare(
r#"SELECT
time as "time!", time as "time!",
bid as "bid!", bid as "bid!",
maker as "maker!", maker as "maker!",
@ -60,12 +54,10 @@ pub async fn fetch_fills_from(
and time >= $2::timestamptz and time >= $2::timestamptz
and time < $3::timestamptz and time < $3::timestamptz
and maker = true and maker = true
ORDER BY time asc"#, ORDER BY time asc"#;
)
.await?;
let rows = client let rows = client
.query(&stmt, &[&market_address_string, &start_time, &end_time]) .query(stmt, &[&market_address_string, &start_time, &end_time])
.await?; .await?;
Ok(rows Ok(rows
.into_iter() .into_iter()
@ -80,9 +72,7 @@ pub async fn fetch_latest_finished_candle(
) -> anyhow::Result<Option<Candle>> { ) -> anyhow::Result<Option<Candle>> {
let client = pool.get().await?; let client = pool.get().await?;
let stmt = client let stmt = r#"SELECT
.prepare(
r#"SELECT
market_name as "market_name!", market_name as "market_name!",
start_time as "start_time!", start_time as "start_time!",
end_time as "end_time!", end_time as "end_time!",
@ -97,12 +87,10 @@ pub async fn fetch_latest_finished_candle(
where market_name = $1 where market_name = $1
and resolution = $2 and resolution = $2
and complete = true and complete = true
ORDER BY start_time desc LIMIT 1"#, ORDER BY start_time desc LIMIT 1"#;
)
.await?;
let row = client let row = client
.query_opt(&stmt, &[&market_name, &resolution.to_string()]) .query_opt(stmt, &[&market_name, &resolution.to_string()])
.await?; .await?;
match row { match row {
@ -120,9 +108,7 @@ pub async fn fetch_earliest_candles(
) -> anyhow::Result<Vec<Candle>> { ) -> anyhow::Result<Vec<Candle>> {
let client = pool.get().await?; let client = pool.get().await?;
let stmt = client let stmt = r#"SELECT
.prepare(
r#"SELECT
market_name as "market_name!", market_name as "market_name!",
start_time as "start_time!", start_time as "start_time!",
end_time as "end_time!", end_time as "end_time!",
@ -136,12 +122,10 @@ pub async fn fetch_earliest_candles(
from candles from candles
where market_name = $1 where market_name = $1
and resolution = $2 and resolution = $2
ORDER BY start_time asc"#, ORDER BY start_time asc"#;
)
.await?;
let rows = client let rows = client
.query(&stmt, &[&market_name, &resolution.to_string()]) .query(stmt, &[&market_name, &resolution.to_string()])
.await?; .await?;
Ok(rows.into_iter().map(Candle::from_row).collect()) Ok(rows.into_iter().map(Candle::from_row).collect())
@ -156,9 +140,7 @@ pub async fn fetch_candles_from(
) -> anyhow::Result<Vec<Candle>> { ) -> anyhow::Result<Vec<Candle>> {
let client = pool.get().await?; let client = pool.get().await?;
let stmt = client let stmt = r#"SELECT
.prepare(
r#"SELECT
market_name as "market_name!", market_name as "market_name!",
start_time as "start_time!", start_time as "start_time!",
end_time as "end_time!", end_time as "end_time!",
@ -174,13 +156,11 @@ pub async fn fetch_candles_from(
and resolution = $2 and resolution = $2
and start_time >= $3 and start_time >= $3
and end_time <= $4 and end_time <= $4
ORDER BY start_time asc"#, ORDER BY start_time asc"#;
)
.await?;
let rows = client let rows = client
.query( .query(
&stmt, stmt,
&[ &[
&market_name, &market_name,
&resolution.to_string(), &resolution.to_string(),
@ -201,9 +181,7 @@ pub async fn fetch_top_traders_by_base_volume_from(
) -> anyhow::Result<Vec<PgTrader>> { ) -> anyhow::Result<Vec<PgTrader>> {
let client = pool.get().await?; let client = pool.get().await?;
let stmt = client let stmt = r#"SELECT
.prepare(
r#"SELECT
open_orders_owner, open_orders_owner,
sum( sum(
native_qty_paid * CASE bid WHEN true THEN 0 WHEN false THEN 1 END native_qty_paid * CASE bid WHEN true THEN 0 WHEN false THEN 1 END
@ -221,12 +199,10 @@ pub async fn fetch_top_traders_by_base_volume_from(
+ +
sum(native_qty_received * CASE bid WHEN true THEN 1 WHEN false THEN 0 END) sum(native_qty_received * CASE bid WHEN true THEN 1 WHEN false THEN 0 END)
DESC DESC
LIMIT 10000"#, LIMIT 10000"#;
)
.await?;
let rows = client let rows = client
.query(&stmt, &[&market_address_string, &start_time, &end_time]) .query(stmt, &[&market_address_string, &start_time, &end_time])
.await?; .await?;
Ok(rows.into_iter().map(PgTrader::from_row).collect()) Ok(rows.into_iter().map(PgTrader::from_row).collect())
@ -240,9 +216,7 @@ pub async fn fetch_top_traders_by_quote_volume_from(
) -> anyhow::Result<Vec<PgTrader>> { ) -> anyhow::Result<Vec<PgTrader>> {
let client = pool.get().await?; let client = pool.get().await?;
let stmt = client let stmt = r#"SELECT
.prepare(
r#"SELECT
open_orders_owner, open_orders_owner,
sum( sum(
native_qty_received * CASE bid WHEN true THEN 0 WHEN false THEN 1 END native_qty_received * CASE bid WHEN true THEN 0 WHEN false THEN 1 END
@ -260,12 +234,10 @@ pub async fn fetch_top_traders_by_quote_volume_from(
+ +
sum(native_qty_paid * CASE bid WHEN true THEN 1 WHEN false THEN 0 END) sum(native_qty_paid * CASE bid WHEN true THEN 1 WHEN false THEN 0 END)
DESC DESC
LIMIT 10000"#, LIMIT 10000"#;
)
.await?;
let rows = client let rows = client
.query(&stmt, &[&market_address_string, &start_time, &end_time]) .query(stmt, &[&market_address_string, &start_time, &end_time])
.await?; .await?;
Ok(rows.into_iter().map(PgTrader::from_row).collect()) Ok(rows.into_iter().map(PgTrader::from_row).collect())
@ -273,22 +245,32 @@ pub async fn fetch_top_traders_by_quote_volume_from(
pub async fn fetch_coingecko_24h_volume( pub async fn fetch_coingecko_24h_volume(
pool: &Pool, pool: &Pool,
market_address_strings: &Vec<&str>,
) -> anyhow::Result<Vec<PgCoinGecko24HourVolume>> { ) -> anyhow::Result<Vec<PgCoinGecko24HourVolume>> {
let client = pool.get().await?; let client = pool.get().await?;
let stmt = client let stmt = r#"SELECT
.prepare( t1.market,
r#"select market as "address!", COALESCE(t2.native_qty_received, 0) as "raw_base_size!",
sum(native_qty_received) as "raw_base_size!", COALESCE(t2.native_qty_paid, 0) as "raw_quote_size!"
sum(native_qty_paid) as "raw_quote_size!" FROM (
from fills SELECT distinct on (market) *
where "time" >= current_timestamp - interval '1 day' FROM fills f
and bid = true where bid = true
group by market"#, and market = any($1)
) order by market, "time" desc
.await?; ) t1
LEFT JOIN (
select market,
sum(native_qty_received) as "native_qty_received",
sum(native_qty_paid) as "native_qty_paid"
from fills
where "time" >= current_timestamp - interval '1 day'
and bid = true
group by market
) t2 ON t1.market = t2.market"#;
let rows = client.query(&stmt, &[]).await?; let rows = client.query(stmt, &[&market_address_strings]).await?;
Ok(rows Ok(rows
.into_iter() .into_iter()
@ -298,39 +280,43 @@ pub async fn fetch_coingecko_24h_volume(
pub async fn fetch_coingecko_24h_high_low( pub async fn fetch_coingecko_24h_high_low(
pool: &Pool, pool: &Pool,
market_names: &Vec<&str>,
) -> anyhow::Result<Vec<PgCoinGecko24HighLow>> { ) -> anyhow::Result<Vec<PgCoinGecko24HighLow>> {
let client = pool.get().await?; let client = pool.get().await?;
let stmt = client let stmt = r#"select
.prepare( r.market_name as "market_name!",
r#"select coalesce(c.high, r.high) as "high!",
g.market_name as "market_name!", coalesce(c.low, r.low) as "low!",
g.high as "high!", r."close" as "close!"
g.low as "low!",
c."close" as "close!"
from
(
SELECT
market_name,
max(start_time) as "start_time",
max(high) as "high",
min(low) as "low"
from from
candles (
where SELECT *
"resolution" = '1M' from
and "start_time" >= current_timestamp - interval '1 day' candles
group by where (market_name, start_time, resolution) in (
market_name select market_name, max(start_time), resolution
) as g from candles
join candles c on g.market_name = c.market_name where "resolution" = '1M'
and g.start_time = c.start_time and market_name = any($1)
where group by market_name, resolution
c.resolution = '1M'"#, )
) ) as r
.await?; left join (
SELECT
market_name,
max(start_time) as "start_time",
max(high) as "high",
min(low) as "low"
from
candles
where
"resolution" = '1M'
and "start_time" >= current_timestamp - interval '1 day'
group by market_name
) c on r.market_name = c.market_name"#;
let rows = client.query(&stmt, &[]).await?; let rows = client.query(stmt, &[&market_names]).await?;
Ok(rows Ok(rows
.into_iter() .into_iter()

6
src/server/coingecko.rs
View File

@ -51,10 +51,12 @@ pub async fn pairs(context: web::Data<WebContext>) -> Result<HttpResponse, Serve
pub async fn tickers(context: web::Data<WebContext>) -> Result<HttpResponse, ServerError> { pub async fn tickers(context: web::Data<WebContext>) -> Result<HttpResponse, ServerError> {
// let client = RpcClient::new(context.rpc_url.clone()); // let client = RpcClient::new(context.rpc_url.clone());
let markets = &context.markets; let markets = &context.markets;
let market_names = markets.iter().map(|x| x.name.as_str()).collect();
let market_addresses = markets.iter().map(|x| x.address.as_str()).collect();
// let bba_fut = get_best_bids_and_asks(client, markets); // let bba_fut = get_best_bids_and_asks(client, markets);
let volume_fut = fetch_coingecko_24h_volume(&context.pool); let volume_fut = fetch_coingecko_24h_volume(&context.pool, &market_addresses);
let high_low_fut = fetch_coingecko_24h_high_low(&context.pool); let high_low_fut = fetch_coingecko_24h_high_low(&context.pool, &market_names);
let (volume_query, high_low_quey) = join!(volume_fut, high_low_fut,); let (volume_query, high_low_quey) = join!(volume_fut, high_low_fut,);