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volumes.go
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volumes.go
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package models
import (
"encoding/json"
"errors"
"fmt"
"strconv"
"time"
"github.com/diadata-org/diadata/pkg/dia"
)
const (
WindowVolume = 60 * 60 * 24
)
var (
volumeKey = "VOL" + strconv.Itoa(dia.BlockSizeSeconds)
)
// GetVolumeInflux returns the volume of @asset on @exchange using the VOL120 filter in the given time-range.
// Both, @asset and @exchange may be empty.
// If @starttime,@endtime are empty, the last 24h are taken into account.
func (datastore *DB) GetVolumeInflux(asset dia.Asset, exchange string, starttime time.Time, endtime time.Time) (*float64, error) {
if endtime.IsZero() {
endtime = time.Now()
starttime = endtime.AddDate(0, 0, -1)
}
var q string
if asset == (dia.Asset{}) {
queryString := `
SELECT SUM(value)
FROM %s
WHERE exchange='%s'
AND filter='%s'
AND time > %d AND time<= %d
`
q = fmt.Sprintf(queryString, influxDbFiltersTable, exchange, volumeKey, starttime.UnixNano(), endtime.UnixNano())
} else if exchange == "" {
queryString := `
SELECT SUM(value)
FROM %s
WHERE address='%s' AND blockchain='%s'
AND exchange=''
AND filter='%s'
AND time > %d AND time<= %d
`
q = fmt.Sprintf(queryString, influxDbFiltersTable, asset.Address, asset.Blockchain, volumeKey, starttime.UnixNano(), endtime.UnixNano())
} else {
queryString := `
SELECT SUM(value)
FROM %s
WHERE address='%s' AND blockchain='%s'
AND exchange='%s'
AND filter='%s'
AND time > %d AND time<= %d
`
q = fmt.Sprintf(queryString, influxDbFiltersTable, asset.Address, asset.Blockchain, exchange, volumeKey, starttime.UnixNano(), endtime.UnixNano())
}
var errorString string
res, err := queryInfluxDB(datastore.influxClient, q)
if err != nil {
log.Errorln("GetVolumeInflux ", err)
return nil, err
}
if len(res) > 0 && len(res[0].Series) > 0 {
var result float64
v, o := res[0].Series[0].Values[0][1].(json.Number)
if o {
result, err = v.Float64()
if err != nil {
log.Error(err)
return nil, err
}
return &result, nil
}
errorString = "error on parsing row 1"
return nil, errors.New(errorString)
} else {
volume := float64(0)
log.Warnf("no volume on %s in influx filter table", exchange)
return &volume, nil
}
}
// Get24HoursAssetVolume returns the 24h trading volume of @asset across exchanges.
func (datastore *DB) Get24HoursAssetVolume(asset dia.Asset) (*float64, error) {
endtime := time.Now()
return datastore.GetVolumeInflux(asset, "", endtime.AddDate(0, 0, -1), endtime)
}
// Get24HoursExchangeVolume returns 24h trade volume on @exchange using VOL120 filtered data from influx.
func (datastore *DB) Get24HoursExchangeVolume(exchange string) (*float64, error) {
endtime := time.Now()
return datastore.GetVolumeInflux(dia.Asset{}, exchange, endtime.AddDate(0, 0, -1), endtime)
}
// Returns aggregated volumes from filters measurement on all exchanges.
func (datastore *DB) GetVolumesAllExchanges(asset dia.Asset, starttime time.Time, endtime time.Time) (exchVolumes dia.ExchangeVolumesList, err error) {
q := fmt.Sprintf(
`SELECT SUM(value)
FROM %s
WHERE filter='VOL120'
AND address='%s'
AND blockchain='%s'
AND exchange!=''
AND time>%d
AND time<=%d
GROUP BY exchange`,
influxDbFiltersTable,
asset.Address,
asset.Blockchain,
starttime.UnixNano(),
endtime.UnixNano(),
)
res, err := queryInfluxDB(datastore.influxClient, q)
if err != nil {
log.Errorln("GetLastTrades", err)
return
}
if len(res) > 0 && len(res[0].Series) > 0 {
for i, group := range res[0].Series {
var exchangevolume dia.ExchangeVolume
if val, ok := group.Tags["exchange"]; ok {
exchangevolume.Exchange = val
}
if len(group.Values) > 0 && len(group.Values[0]) > 1 {
exchangevolume.Volume, err = group.Values[0][1].(json.Number).Float64()
if err != nil {
return
}
}
exchVolumes.Volumes = append(exchVolumes.Volumes, exchangevolume)
if i == 0 {
exchVolumes.Timestamp, err = time.Parse(time.RFC3339, res[0].Series[0].Values[0][0].(string))
if err != nil {
return
}
}
}
} else {
log.Error("Empty response GetVolumesAllExchanges")
}
return
}
func (datastore *DB) GetExchangePairVolumes(asset dia.Asset, starttime time.Time, endtime time.Time, threshold float64) (map[string][]dia.PairVolume, error) {
volumeMap := make(map[string][]dia.PairVolume)
query := fmt.Sprintf(
`
SELECT SUM(multiplication),COUNT(*)
FROM (
SELECT ABS(estimatedUSDPrice*volume)
AS multiplication
FROM %s
WHERE quotetokenaddress='%s'
AND quotetokenblockchain='%s'
AND basetokenaddress!=''
AND time>%d
AND time<=%d
)
GROUP BY "exchange","basetokenaddress","basetokenblockchain","pooladdress"
`,
influxDbTradesTable,
asset.Address,
asset.Blockchain,
starttime.UnixNano(),
endtime.UnixNano(),
)
res, err := queryInfluxDB(datastore.influxClient, query)
if err != nil {
return volumeMap, err
}
if len(res) > 0 && len(res[0].Series) > 0 {
for _, row := range res[0].Series {
if len(row.Values[0]) > 1 {
var (
pairvolume dia.PairVolume
err error
)
exchange := row.Tags["exchange"]
pairvolume.Volume, err = row.Values[0][1].(json.Number).Float64()
if err != nil {
log.Warn("parse volume: ", err)
}
if !(pairvolume.Volume >= threshold) {
continue
}
pairvolume.TradesCount, err = row.Values[0][2].(json.Number).Int64()
if err != nil {
log.Warn("parse trades count: ", err)
}
pairvolume.Pair = dia.Pair{
QuoteToken: dia.Asset{Blockchain: asset.Blockchain, Address: asset.Address},
BaseToken: dia.Asset{Blockchain: row.Tags["basetokenblockchain"], Address: row.Tags["basetokenaddress"]},
}
pairvolume.PoolAddress = row.Tags["pooladdress"]
volumeMap[exchange] = append(volumeMap[exchange], pairvolume)
}
}
}
return volumeMap, nil
}
// GetVolumesMap returns a map mapping assets with recorded volume from @starttime until now.
// The asset string is given by the asset's class identifier method.
func (rdb *RelDB) GetVolumesMap(starttime time.Time) (map[string]float64, error) {
volumeCache := make(map[string]float64)
endtime := time.Now()
assets, err := rdb.GetAssetsWithVolByBlockchain(starttime, endtime, "")
if err != nil {
return volumeCache, err
}
for _, asset := range assets {
volumeCache[asset.Asset.Identifier()] = asset.Volume
}
return volumeCache, nil
}
func (datastore *DB) GetExchangePairVolume(
ep dia.ExchangePair,
pooladdress string,
starttime time.Time,
endtime time.Time,
threshold float64,
) (volume float64, tradesCount int64, err error) {
query := fmt.Sprintf(
`
SELECT SUM(multiplication),COUNT(*)
FROM (
SELECT ABS(estimatedUSDPrice*volume)
AS multiplication
FROM %s
WHERE quotetokenaddress='%s'
AND quotetokenblockchain='%s'
AND basetokenaddress='%s'
AND basetokenblockchain='%s'
AND pooladdress='%s'
AND exchange='%s'
AND time>%d
AND time<=%d
)
`,
influxDbTradesTable,
ep.UnderlyingPair.QuoteToken.Address,
ep.UnderlyingPair.QuoteToken.Blockchain,
ep.UnderlyingPair.BaseToken.Address,
ep.UnderlyingPair.BaseToken.Blockchain,
pooladdress,
ep.Exchange,
starttime.UnixNano(),
endtime.UnixNano(),
)
res, err := queryInfluxDB(datastore.influxClient, query)
if err != nil {
return
}
if len(res) > 0 && len(res[0].Series) > 0 {
volume, _ = res[0].Series[0].Values[0][1].(json.Number).Float64()
tradesCount, _ = res[0].Series[0].Values[0][2].(json.Number).Int64()
}
return
}