exp/ticker: add ledgerCloseTime to markets and ticker GraphQL queries (…

…#1235)

* exp/ticker: add ledgerCloseTime to markets and ticker GraphQL queries

* exp/ticker: rename ledgerCloseTime to lastLedgerCloseTime for clarity

exp/ticker/internal/gql/main.go

@@ -59,6 +59,7 @@ type partialMarket struct {
 	Close                float64
 	IntervalStart        graphql.Time
 	FirstLedgerCloseTime graphql.Time
+	LastLedgerCloseTime  graphql.Time
 	OrderbookStats       orderbookStats
 }
 

exp/ticker/internal/gql/resolvers_market.go

@@ -112,6 +112,7 @@ func dbMarketToPartialMarket(dbMarket tickerdb.PartialMarket) *partialMarket {
 		Close:                dbMarket.Close,
 		IntervalStart:        graphql.Time{Time: dbMarket.IntervalStart},
 		FirstLedgerCloseTime: graphql.Time{Time: dbMarket.FirstLedgerCloseTime},
+		LastLedgerCloseTime:  graphql.Time{Time: dbMarket.LastLedgerCloseTime},
 		OrderbookStats:       os,
 	}
 }

exp/ticker/internal/gql/static/schema.gql

@@ -75,6 +75,7 @@ type Market {
 	close: Float!
 	intervalStart: Time!
 	firstLedgerCloseTime: Time!
+	lastLedgerCloseTime: Time!
 	orderbookStats: OrderbookStats!
 }
 
@@ -90,6 +91,7 @@ type AggregatedMarket {
 	close: Float!
 	intervalStart: Time!
 	firstLedgerCloseTime: Time!
+	lastLedgerCloseTime: Time!
 	orderbookStats: OrderbookStats!
 }
 

exp/ticker/internal/tickerdb/main.go

@@ -156,6 +156,7 @@ type PartialMarket struct {
 	LowestAsk            float64   `db:"lowest_ask"`
 	IntervalStart        time.Time `db:"interval_start"`
 	FirstLedgerCloseTime time.Time `db:"first_ledger_close_time"`
+	LastLedgerCloseTime  time.Time `db:"last_ledger_close_time"`
 }
 
 // CreateSession returns a new TickerSession that connects to the given db settings

exp/ticker/internal/tickerdb/queries_market.go

@@ -204,6 +204,7 @@ SELECT
 	((array_agg(t.price ORDER BY t.ledger_close_time DESC))[1] - (array_agg(t.price ORDER BY t.ledger_close_time ASC))[1]) AS price_change,
 	(now() - interval '__NUMHOURS__ hours') AS interval_start,
 	min(t.ledger_close_time) AS first_ledger_close_time,
+	max(t.ledger_close_time) AS last_ledger_close_time,
 	COALESCE((array_agg(os.num_bids))[1], 0) AS num_bids,
 	COALESCE((array_agg(os.bid_volume))[1], 0.0) AS bid_volume,
 	COALESCE((array_agg(os.highest_bid))[1], 0.0) AS highest_bid,
@@ -231,6 +232,7 @@ SELECT
 	t1.price_change,
 	t1.interval_start,
 	t1.first_ledger_close_time,
+	t1.last_ledger_close_time,
 	COALESCE(aob.base_asset_code, '') as base_asset_code,
 	COALESCE(aob.counter_asset_code, '') as counter_asset_code,
 	COALESCE(aob.num_bids, 0) AS num_bids,
@@ -251,7 +253,8 @@ FROM (
 		(array_agg(t.price ORDER BY t.ledger_close_time DESC))[1] AS last_price,
 		((array_agg(t.price ORDER BY t.ledger_close_time DESC))[1] - (array_agg(t.price ORDER BY t.ledger_close_time ASC))[1]) AS price_change,
 		(now() - interval '__NUMHOURS__ hours') AS interval_start,
-		min(t.ledger_close_time) AS first_ledger_close_time
+		min(t.ledger_close_time) AS first_ledger_close_time,
+		max(t.ledger_close_time) AS last_ledger_close_time
 	FROM trades AS t
 		LEFT JOIN orderbook_stats AS os ON t.base_asset_id = os.base_asset_id AND t.counter_asset_id = os.counter_asset_id
 		JOIN assets AS bAsset ON t.base_asset_id = bAsset.id

exp/ticker/internal/tickerdb/queries_market_test.go

@@ -558,6 +558,11 @@ func TestRetrievePartialMarkets(t *testing.T) {
 		oneHourAgo.Local().Truncate(time.Millisecond),
 		btceth1Mkt.FirstLedgerCloseTime.Local().Truncate(time.Millisecond),
 	)
+	assert.Equal(
+		t,
+		tenMinutesAgo.Local().Truncate(time.Millisecond),
+		btceth1Mkt.LastLedgerCloseTime.Local().Truncate(time.Millisecond),
+	)
 
 	assert.Equal(t, 24.0, btceth2Mkt.BaseVolume)
 	assert.Equal(t, 26.0, btceth2Mkt.CounterVolume)
@@ -572,6 +577,11 @@ func TestRetrievePartialMarkets(t *testing.T) {
 		now.Local().Truncate(time.Millisecond),
 		btceth2Mkt.FirstLedgerCloseTime.Local().Truncate(time.Millisecond),
 	)
+	assert.Equal(
+		t,
+		now.Local().Truncate(time.Millisecond),
+		btceth2Mkt.FirstLedgerCloseTime.Local().Truncate(time.Millisecond),
+	)
 
 	// Analyzing non-aggregated orderbook data
 	assert.Equal(t, 15, btceth1Mkt.NumBids)
@@ -608,6 +618,11 @@ func TestRetrievePartialMarkets(t *testing.T) {
 		oneHourAgo.Local().Truncate(time.Millisecond),
 		partialAggMkt.FirstLedgerCloseTime.Local().Truncate(time.Millisecond),
 	)
+	assert.Equal(
+		t,
+		now.Local().Truncate(time.Millisecond),
+		partialAggMkt.LastLedgerCloseTime.Local().Truncate(time.Millisecond),
+	)
 
 	// There might be some floating point rounding issues, so this test
 	// needs to be a bit more flexible. Since the change is 0.08, an error