Add script to print candle time boundaries (#1126)

indexer/services/scripts/README.md

@@ -19,6 +19,9 @@ pnpm run validate-pnl -- \
 
 KAFKA_BROKER_URLS=...kafka.ap-northeast-1.amazonaws.com:9092 \
 SERVICE_NAME=scripts pnpm run print-block -- --h 9265388
+
+SERVICE_NAME=script pnpm run print-candle-time-boundaries -- \
+--t 2024-02-28T10:01:36.17+00:00
 ```
 
 ### EnvVars

indexer/services/scripts/package.json

@@ -10,6 +10,7 @@
     "build:watch": "pnpm run build -- --watch",
     "validate-pnl": "ts-node src/validate-pnl.ts",
     "print-block": "ts-node src/print-block.ts",
+    "print-candle-time-boundaries": "ts-node src/print-candle-time-boundaries.ts",
     "coverage": "pnpm test -- --coverage",
     "lint": "eslint --ext .ts,.js .",
     "lint:fix": "eslint --ext .ts,.js . --fix",

indexer/services/scripts/src/print-candle-time-boundaries.ts

@@ -0,0 +1,48 @@
+import { CandleResolution, NUM_SECONDS_IN_CANDLE_RESOLUTIONS } from '@dydxprotocol-indexer/postgres';
+import { DateTime } from 'luxon';
+import yargs from 'yargs';
+
+export function calculateNormalizedCandleStartTime(
+  time: DateTime,
+  resolution: CandleResolution,
+): DateTime {
+  const epochSeconds: number = Math.floor(time.toUTC().toSeconds());
+  const normalizedTimeSeconds: number = epochSeconds - (
+    epochSeconds % NUM_SECONDS_IN_CANDLE_RESOLUTIONS[resolution]
+  );
+
+  return DateTime.fromSeconds(normalizedTimeSeconds).toUTC();
+}
+
+// Get normalized boundaries for a given time and resolutions
+function getNormalizedBoundaries(time: string, resolutions: CandleResolution[]): void {
+  const date = DateTime.fromISO(time);
+
+  resolutions.forEach((resolution: CandleResolution) => {
+    const startTime = calculateNormalizedCandleStartTime(date, resolution);
+    const endTime = startTime.plus({ seconds: NUM_SECONDS_IN_CANDLE_RESOLUTIONS[resolution] });
+
+    console.log(`Resolution: ${resolution}, Start Time: ${startTime.toISO()}, End Time: ${endTime.toISO()}`);
+  });
+}
+
+const resolutions: CandleResolution[] = [
+  CandleResolution.ONE_DAY,
+  CandleResolution.FOUR_HOURS,
+  CandleResolution.ONE_HOUR,
+  CandleResolution.THIRTY_MINUTES,
+  CandleResolution.FIFTEEN_MINUTES,
+  CandleResolution.FIVE_MINUTES,
+  CandleResolution.ONE_MINUTE,
+];
+
+const args = yargs.options({
+  time: {
+    type: 'string',
+    alias: 't',
+    description: 'Time to compute normalized boundaries for, e.g. 2024-02-28T10:01:36.17+00:00',
+    required: true,
+  },
+}).argv;
+
+getNormalizedBoundaries(args.time, resolutions);