update perp controller for new stats

keccak384 · Jan 13, 2023 · ede007e · ede007e
1 parent 0103b5f
commit ede007e
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Showing 3 changed files with 73 additions and 19 deletions.
diff --git a/migrations/1673621162936_perp-remove-not-null-constraint.js b/migrations/1673621162936_perp-remove-not-null-constraint.js
@@ -0,0 +1,7 @@
+/* eslint-disable camelcase */
+
+exports.shorthands = undefined;
+
+exports.up = (pgm) => {};
+
+exports.down = (pgm) => {};
diff --git a/migrations/1673622531274_perp-remove-null-constraint-second-attempt.js b/migrations/1673622531274_perp-remove-null-constraint-second-attempt.js
@@ -0,0 +1,7 @@
+/* eslint-disable camelcase */
+
+exports.shorthands = undefined;
+
+exports.up = (pgm) => {};
+
+exports.down = (pgm) => {};
diff --git a/src/controllers/perpController.js b/src/controllers/perpController.js
@@ -22,7 +22,10 @@ const getPerp = async () => {
         "fundingTimePrevious",
         "openInterest",
         "indexPrice",
-        "fundingRate7dAverage"
+        "fundingRate7dAverage",
+        "fundingRate7dSum",
+        "fundingRate30dAverage",
+        "fundingRate30dSum"
     FROM
         (
             SELECT
@@ -38,36 +41,73 @@ const getPerp = async () => {
         ) AS main
         JOIN (
             SELECT
-                marketplace,
-                market,
-                round(avg("fundingRatePrevious"), 5) AS "fundingRate7dAverage"
+                weeklyStats.marketplace,
+                weeklyStats.market,
+                "fundingRate7dAverage",
+                "fundingRate7dSum",
+                "fundingRate30dAverage",
+                "fundingRate30dSum"
             FROM
                 (
                     SELECT
-                        DISTINCT ON (marketplace, market, "fundingTimePrevious") *
+                        marketplace,
+                        market,
+                        round(avg("fundingRatePrevious"), 10) AS "fundingRate7dAverage",
+                        round(sum("fundingRatePrevious"), 10) AS "fundingRate7dSum"
                     FROM
-                      $<perpTable:name>
-                    WHERE
-                        "fundingTimePrevious" IS NOT NULL
-                        AND timestamp >= NOW() - INTERVAL '$<fundingRate7dAverageAge> DAY'
-                    ORDER BY
+                        (
+                            SELECT
+                                DISTINCT ON (marketplace, market, "fundingTimePrevious") *
+                            FROM
+                                $<perpTable:name>
+                            WHERE
+                                "fundingTimePrevious" IS NOT NULL
+                                AND timestamp >= NOW() - INTERVAL '$<ageWeeklyStats> DAY'
+                            ORDER BY
+                                marketplace,
+                                market,
+                                "fundingTimePrevious" DESC
+                        ) AS main
+                    GROUP BY
+                        marketplace,
+                        market
+                ) AS weeklyStats
+                JOIN (
+                    SELECT
                         marketplace,
                         market,
-                        "fundingTimePrevious" DESC
-                ) AS main
-            GROUP BY
-                marketplace,
-                market
-        ) AS avg7d ON avg7d.marketplace = main.marketplace
-        AND avg7d.market = main.market
+                        round(avg("fundingRatePrevious"), 10) AS "fundingRate30dAverage",
+                        round(sum("fundingRatePrevious"), 10) AS "fundingRate30dSum"
+                    FROM
+                        (
+                            SELECT
+                                DISTINCT ON (marketplace, market, "fundingTimePrevious") *
+                            FROM
+                                $<perpTable:name>
+                            WHERE
+                                "fundingTimePrevious" IS NOT NULL
+                                AND timestamp >= NOW() - INTERVAL '$<ageMonthlyStats> DAY'
+                            ORDER BY
+                                marketplace,
+                                market,
+                                "fundingTimePrevious" DESC
+                        ) AS main
+                    GROUP BY
+                        marketplace,
+                        market
+                ) AS monthlyStats ON weeklyStats.marketplace = monthlyStats.marketplace
+                AND weeklyStats.market = monthlyStats.market
+        ) AS stats ON stats.marketplace = main.marketplace
+        AND stats.market = main.market
     `,
     { compress: true }
   );
 
   const response = await conn.query(query, {
     perpTable: tableName,
-    age: 3,
-    fundingRate7dAverageAge: 7,
+    age: 3, // last 3 hours
+    ageWeeklyStats: 7,
+    ageMonthlyStats: 30,
   });
 
   if (!response) {