[#3] Add returnTicker API
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With massive shouts to @JonathonDunford for previous digging.
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return of the ticker LOL |
| depends_on = None | ||
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| def upgrade(): |
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Looks beautiful. Like something I would write :P
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| getcontext().prec = 8 | ||
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| # TODO: finally extract these into constants |
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One of these days, we will make this a constant
| ZERO_ADDR_BYTES = Web3.toBytes(hexstr=ZERO_ADDR) | ||
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| tokens_queue = Queue() | ||
| # TODO: Populate from our own DB |
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Yeah, this is pretty important. Is there any way to import it from the main config for now?
| WHERE ("token_give" = $2 OR "token_get" = $2) | ||
| AND "date" >= NOW() - '1 day'::INTERVAL | ||
| """, | ||
| Web3.toBytes(hexstr=ZERO_ADDR), # TODO: We can probably do with just token address |
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This is future proof allowing a secondary address to check against though.
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| async with App().db.acquire_connection() as conn: | ||
| return await conn.fetchrow(""" | ||
| SELECT |
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Beautiful. Has this SQL been tested?
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Yeap, I've snuck it into production at this point, even.
| spread = await get_market_spread(token_addr, current_block) | ||
| if spread["ask"]: | ||
| # Spread comes back in token/base native values, denormalize it here | ||
| ticker_info["ask"] = spread["ask"] * base_contract.denormalize_value(1.0) \ |
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Why are we multiplying by denormalized 1?
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Normally, we'd convert amount_get and amount_give and then compute the price; however, ask and bid returned by the DB are max/min prices for their respective sides of the orderbook, so we convert them to eth-values using this formula.
| token = tokens_queue.get() | ||
| await update_ticker(token) | ||
| tokens_queue.put(token) | ||
| await asyncio.sleep(2.0) |
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How did you arrive at 2 seconds?
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"Update every ticker about every half hour", with N_tokens = 1000 gives us ~2 seconds, ignoring processing time. Open for updates and discussion though.
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Can we run multiple threads of this?
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We could. Do we need to?
app/services/websocket_server.py
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| """) | ||
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| def ticker_key(ticker): | ||
| return "{}_{}".format("ETH", Web3.toHex(ticker["token_address"])[:9]) |
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Maybe a little comment saying what's going on here.
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| def format_tickers(tickers): | ||
| return { | ||
| ticker_key(ticker): format_ticker(ticker) |
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Python voodoo magic
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| for ticker in tickers | ||
| } | ||
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| @routes.get('/returnTicker') |
See #3 and previous work in #18.
With massive shouts to @JonathonDunford for previous digging.