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Pindexer metrics fix #4981

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merged 3 commits into from
Jan 11, 2025
Merged

Pindexer metrics fix #4981

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9e2eb0d
bug: pindexer: correctly mix candle volumes
cronokirby Jan 11, 2025
8749b95
bug: pindexer: fix aggregate summary windows
cronokirby Jan 11, 2025
d7e5319
pindexer(dex_ex): note about volume tracking
erwanor Jan 11, 2025
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8 changes: 6 additions & 2 deletions crates/bin/pindexer/src/dex_ex/mod.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -50,6 +50,9 @@ mod candle {

impl Candle {
pub fn from_candlestick_data(data: &CandlestickData) -> Self {
// The volume is tracked in terms of input asset.
// We can use the closing price (aka. the common clearing price) to convert
// the volume to the other direction i.e, the batch swap output.
Self {
open: data.open,
close: data.close,
Expand Down Expand Up @@ -88,8 +91,8 @@ mod candle {
close: 1.0 / self.close,
low: 1.0 / self.low,
high: 1.0 / self.high,
direct_volume: self.direct_volume / self.close,
swap_volume: self.swap_volume / self.close,
direct_volume: self.direct_volume * self.close,
swap_volume: self.swap_volume * self.close,
}
}
}
Expand Down Expand Up @@ -545,6 +548,7 @@ mod summary {
ON ed_end.asset = asset_end
JOIN eligible_denoms AS ed_start
ON ed_start.asset = asset_start
WHERE the_window = $3
),
sums AS (
SELECT
Expand Down
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