fix: /tickers returns last prices if stale
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9b69e380c3
commit
b1999c0061
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@ -273,22 +273,36 @@ pub async fn fetch_top_traders_by_quote_volume_from(
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pub async fn fetch_coingecko_24h_volume(
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pool: &Pool,
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market_address_strings: &Vec<&str>,
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) -> anyhow::Result<Vec<PgCoinGecko24HourVolume>> {
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let client = pool.get().await?;
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let stmt = client
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.prepare(
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r#"select market as "address!",
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sum(native_qty_received) as "raw_base_size!",
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sum(native_qty_paid) as "raw_quote_size!"
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from fills
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where "time" >= current_timestamp - interval '1 day'
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and bid = true
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group by market"#,
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r#"SELECT
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t1.market,
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COALESCE(t2.native_qty_received, 0) as "raw_base_size!",
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COALESCE(t2.native_qty_paid, 0) as "raw_quote_size!"
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FROM (
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SELECT distinct on (market) *
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FROM fills f
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where bid = true
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and market = any($1)
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order by market, "time" desc
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) t1
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LEFT JOIN (
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select market,
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sum(native_qty_received) as "native_qty_received",
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sum(native_qty_paid) as "native_qty_paid"
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from fills
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where "time" >= current_timestamp - interval '1 day'
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and bid = true
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group by market
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) t2 ON t1.market = t2.market"#,
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)
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.await?;
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let rows = client.query(&stmt, &[]).await?;
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let rows = client.query(&stmt, &[&market_address_strings]).await?;
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Ok(rows
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.into_iter()
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@ -298,39 +312,47 @@ pub async fn fetch_coingecko_24h_volume(
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pub async fn fetch_coingecko_24h_high_low(
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pool: &Pool,
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market_names: &Vec<&str>,
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) -> anyhow::Result<Vec<PgCoinGecko24HighLow>> {
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let client = pool.get().await?;
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let stmt = client
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.prepare(
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r#"select
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g.market_name as "market_name!",
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g.high as "high!",
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g.low as "low!",
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c."close" as "close!"
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from
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(
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SELECT
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market_name,
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max(start_time) as "start_time",
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max(high) as "high",
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min(low) as "low"
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r.market_name as "market_name!",
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coalesce(c.high, r.high) as "high!",
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coalesce(c.low, r.low) as "low!",
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r."close" as "close!"
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from
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candles
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where
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"resolution" = '1M'
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and "start_time" >= current_timestamp - interval '1 day'
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group by
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market_name
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) as g
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join candles c on g.market_name = c.market_name
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and g.start_time = c.start_time
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where
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c.resolution = '1M'"#,
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(
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SELECT *
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from
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candles
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where (market_name, start_time, resolution) in (
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select market_name, max(start_time), resolution
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from candles
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where "resolution" = '1M'
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and market_name = any($1)
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group by market_name, resolution
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)
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) as r
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left join (
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SELECT
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market_name,
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max(start_time) as "start_time",
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max(high) as "high",
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min(low) as "low"
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from
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candles
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where
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"resolution" = '1M'
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and "start_time" >= current_timestamp - interval '1 day'
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group by market_name
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) c on r.market_name = c.market_name"#,
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)
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.await?;
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let rows = client.query(&stmt, &[]).await?;
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let rows = client.query(&stmt, &[&market_names]).await?;
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Ok(rows
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.into_iter()
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@ -51,10 +51,12 @@ pub async fn pairs(context: web::Data<WebContext>) -> Result<HttpResponse, Serve
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pub async fn tickers(context: web::Data<WebContext>) -> Result<HttpResponse, ServerError> {
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// let client = RpcClient::new(context.rpc_url.clone());
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let markets = &context.markets;
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let market_names = markets.iter().map(|x| x.name.as_str()).collect();
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let market_addresses = markets.iter().map(|x| x.address.as_str()).collect();
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// let bba_fut = get_best_bids_and_asks(client, markets);
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let volume_fut = fetch_coingecko_24h_volume(&context.pool);
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let high_low_fut = fetch_coingecko_24h_high_low(&context.pool);
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let volume_fut = fetch_coingecko_24h_volume(&context.pool, &market_addresses);
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let high_low_fut = fetch_coingecko_24h_high_low(&context.pool, &market_names);
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let (volume_query, high_low_quey) = join!(volume_fut, high_low_fut,);
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