From 09930b89b06cb2ce406a53318d630ee88b0840ad Mon Sep 17 00:00:00 2001 From: Alex Cordeiro Date: Fri, 10 May 2019 09:14:34 -0700 Subject: [PATCH] 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 | 1 + exp/ticker/internal/gql/resolvers_market.go | 1 + exp/ticker/internal/gql/static/bindata.go | 64 +++++++++---------- exp/ticker/internal/gql/static/schema.gql | 2 + exp/ticker/internal/tickerdb/main.go | 1 + .../internal/tickerdb/queries_market.go | 5 +- .../internal/tickerdb/queries_market_test.go | 15 +++++ 7 files changed, 56 insertions(+), 33 deletions(-) diff --git a/exp/ticker/internal/gql/main.go b/exp/ticker/internal/gql/main.go index eb600114a1..ea93e473b2 100644 --- a/exp/ticker/internal/gql/main.go +++ b/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 } diff --git a/exp/ticker/internal/gql/resolvers_market.go b/exp/ticker/internal/gql/resolvers_market.go index 866ee555da..cefed3093e 100644 --- a/exp/ticker/internal/gql/resolvers_market.go +++ b/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, } } diff --git a/exp/ticker/internal/gql/static/bindata.go b/exp/ticker/internal/gql/static/bindata.go index a593582b36..45b400ec2d 100644 --- a/exp/ticker/internal/gql/static/bindata.go +++ b/exp/ticker/internal/gql/static/bindata.go @@ -125,36 +125,36 @@ func bindataGraphiqlhtml() (*asset, error) { } var _bindataSchemagql = []byte( - 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size: 2344, + size: 2400, md5checksum: "", mode: os.FileMode(420), - modTime: time.Unix(1556718973, 0), + modTime: time.Unix(1557448839, 0), } a := &asset{bytes: bytes, info: info} diff --git a/exp/ticker/internal/gql/static/schema.gql b/exp/ticker/internal/gql/static/schema.gql index 86a96ba85e..9b4257db76 100644 --- a/exp/ticker/internal/gql/static/schema.gql +++ b/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! } diff --git a/exp/ticker/internal/tickerdb/main.go b/exp/ticker/internal/tickerdb/main.go index 1b2a6569e2..237de6b49b 100644 --- a/exp/ticker/internal/tickerdb/main.go +++ b/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 diff --git a/exp/ticker/internal/tickerdb/queries_market.go b/exp/ticker/internal/tickerdb/queries_market.go index 420eff76b0..ca0c5812e9 100644 --- a/exp/ticker/internal/tickerdb/queries_market.go +++ b/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 diff --git a/exp/ticker/internal/tickerdb/queries_market_test.go b/exp/ticker/internal/tickerdb/queries_market_test.go index 7d3ee3956b..625d189bb3 100644 --- a/exp/ticker/internal/tickerdb/queries_market_test.go +++ b/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