feat: exchange rates #14
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shahthepro
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shahthepro
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One obvious bug with usage of latestRound, latestAnswer should be used instead. Other than that, looks good to me
- `Currency` type
- ensure exchange rates exist in the appropriate places
- docs
- add `base` and `quote` to `ExchangeRate`
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While running this I see it saying around ~36 minutes to complete on my system. It's around 10 minutes slower than it used to be. Maybe some sort of multicall or batching might help. Or ensuring we have a minimum span of time/blocks between rate refreshes. ( though we lose accuracy :( ) |
- uncomment the other processors
- comment on the quantity of exchange rates being processed
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After doing more testing I'm not sure this adds much time at all. It seems quite negligible. I took a dump of the results and reran it using the result set as a cache/datasource from JSON and the difference was very small. (frax-staking processor 58907 vs 58842) |
| pairs: [Currency, Currency][], | ||
| ) => { | ||
| await Promise.all( | ||
| pairs.map(([base, quote]) => ensureExchangeRate(ctx, block, base, quote)), |
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nit: Can probably do some filtering here. If the event was for tokens frxETH and stETH, could probably just query those tokens' price on-chain. For the rest, can find the previous value in DB and use that. Will reduce the number of RPC calls, while ensuring we have a price for all assets at a given block.
But probably better to leave this as it is for now rather than complicating it. If we run into rate-limit issues or performance bottlenecks, we could consider doing it then
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Problem is if we did that then we would be showing some of the values at wrong prices for the block numbers shown. For any block number where we have a value for a currency in our database we are going to need the exchange rate for it at the same block.
| if (!vault) { | ||
| result.promises.push( | ||
| ensureExchangeRates(ctx, block, [ | ||
| ['ETH', 'USD'], |
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nit: These could be constants as well. Same for other processors and their related files
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I am not sure what you mean.
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