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filippo.io/edwards25519 v1.1.0 h1:FNf4tywRC1HmFuKW5xopWpigGjJKiJSV0Cqo0cJWDaA= | ||
filippo.io/edwards25519 v1.1.0/go.mod h1:BxyFTGdWcka3PhytdK4V28tE5sGfRvvvRV7EaN4VDT4= | ||
github.com/alecthomas/assert v1.0.0 h1:3XmGh/PSuLzDbK3W2gUbRXwgW5lqPkuqvRgeQ30FI5o= | ||
github.com/alecthomas/assert v1.0.0/go.mod h1:va/d2JC+M7F6s+80kl/R3G7FUiW6JzUO+hPhLyJ36ZY= | ||
github.com/alecthomas/colour v0.1.0 h1:nOE9rJm6dsZ66RGWYSFrXw461ZIt9A6+nHgL7FRrDUk= | ||
github.com/alecthomas/colour v0.1.0/go.mod h1:QO9JBoKquHd+jz9nshCh40fOfO+JzsoXy8qTHF68zU0= | ||
github.com/alecthomas/repr v0.0.0-20210801044451-80ca428c5142 h1:8Uy0oSf5co/NZXje7U1z8Mpep++QJOldL2hs/sBQf48= | ||
github.com/alecthomas/repr v0.0.0-20210801044451-80ca428c5142/go.mod h1:2kn6fqh/zIyPLmm3ugklbEi5hg5wS435eygvNfaDQL8= | ||
github.com/bxcodec/faker/v3 v3.8.1 h1:qO/Xq19V6uHt2xujwpaetgKhraGCapqY2CRWGD/SqcM= | ||
github.com/bxcodec/faker/v3 v3.8.1/go.mod h1:DdSDccxF5msjFo5aO4vrobRQ8nIApg8kq3QWPEQD6+o= | ||
github.com/davecgh/go-spew v1.1.0/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38= | ||
github.com/davecgh/go-spew v1.1.1 h1:vj9j/u1bqnvCEfJOwUhtlOARqs3+rkHYY13jYWTU97c= | ||
github.com/davecgh/go-spew v1.1.1/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38= | ||
github.com/go-sql-driver/mysql v1.8.1 h1:LedoTUt/eveggdHS9qUFC1EFSa8bU2+1pZjSRpvNJ1Y= | ||
github.com/go-sql-driver/mysql v1.8.1/go.mod h1:wEBSXgmK//2ZFJyE+qWnIsVGmvmEKlqwuVSjsCm7DZg= | ||
github.com/jinzhu/inflection v1.0.0 h1:K317FqzuhWc8YvSVlFMCCUb36O/S9MCKRDI7QkRKD/E= | ||
github.com/jinzhu/inflection v1.0.0/go.mod h1:h+uFLlag+Qp1Va5pdKtLDYj+kHp5pxUVkryuEj+Srlc= | ||
github.com/jinzhu/now v1.1.5 h1:/o9tlHleP7gOFmsnYNz3RGnqzefHA47wQpKrrdTIwXQ= | ||
github.com/jinzhu/now v1.1.5/go.mod h1:d3SSVoowX0Lcu0IBviAWJpolVfI5UJVZZ7cO71lE/z8= | ||
github.com/kr/pretty v0.1.0 h1:L/CwN0zerZDmRFUapSPitk6f+Q3+0za1rQkzVuMiMFI= | ||
github.com/kr/pretty v0.1.0/go.mod h1:dAy3ld7l9f0ibDNOQOHHMYYIIbhfbHSm3C4ZsoJORNo= | ||
github.com/kr/pty v1.1.1/go.mod h1:pFQYn66WHrOpPYNljwOMqo10TkYh1fy3cYio2l3bCsQ= | ||
github.com/kr/text v0.1.0 h1:45sCR5RtlFHMR4UwH9sdQ5TC8v0qDQCHnXt+kaKSTVE= | ||
github.com/kr/text v0.1.0/go.mod h1:4Jbv+DJW3UT/LiOwJeYQe1efqtUx/iVham/4vfdArNI= | ||
github.com/mattn/go-isatty v0.0.14 h1:yVuAays6BHfxijgZPzw+3Zlu5yQgKGP2/hcQbHb7S9Y= | ||
github.com/mattn/go-isatty v0.0.14/go.mod h1:7GGIvUiUoEMVVmxf/4nioHXj79iQHKdU27kJ6hsGG94= | ||
github.com/mattn/go-sqlite3 v1.14.17 h1:mCRHCLDUBXgpKAqIKsaAaAsrAlbkeomtRFKXh2L6YIM= | ||
github.com/mattn/go-sqlite3 v1.14.17/go.mod h1:2eHXhiwb8IkHr+BDWZGa96P6+rkvnG63S2DGjv9HUNg= | ||
github.com/pmezard/go-difflib v1.0.0 h1:4DBwDE0NGyQoBHbLQYPwSUPoCMWR5BEzIk/f1lZbAQM= | ||
github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4= | ||
github.com/sergi/go-diff v1.2.0 h1:XU+rvMAioB0UC3q1MFrIQy4Vo5/4VsRDQQXHsEya6xQ= | ||
github.com/sergi/go-diff v1.2.0/go.mod h1:STckp+ISIX8hZLjrqAeVduY0gWCT9IjLuqbuNXdaHfM= | ||
github.com/stretchr/objx v0.1.0/go.mod h1:HFkY916IF+rwdDfMAkV7OtwuqBVzrE8GR6GFx+wExME= | ||
github.com/stretchr/testify v1.4.0/go.mod h1:j7eGeouHqKxXV5pUuKE4zz7dFj8WfuZ+81PSLYec5m4= | ||
github.com/stretchr/testify v1.9.0 h1:HtqpIVDClZ4nwg75+f6Lvsy/wHu+3BoSGCbBAcpTsTg= | ||
github.com/stretchr/testify v1.9.0/go.mod h1:r2ic/lqez/lEtzL7wO/rwa5dbSLXVDPFyf8C91i36aY= | ||
gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405 h1:yhCVgyC4o1eVCa2tZl7eS0r+SDo693bJlVdllGtEeKM= | ||
golang.org/x/sys v0.0.0-20210630005230-0f9fa26af87c h1:F1jZWGFhYfh0Ci55sIpILtKKK8p3i2/krTr0H1rg74I= | ||
golang.org/x/sys v0.0.0-20210630005230-0f9fa26af87c/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg= | ||
gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0= | ||
gopkg.in/check.v1 v1.0.0-20190902080502-41f04d3bba15 h1:YR8cESwS4TdDjEe65xsg0ogRM/Nc3DYOhEAlW+xobZo= | ||
gopkg.in/check.v1 v1.0.0-20190902080502-41f04d3bba15/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0= | ||
gopkg.in/yaml.v2 v2.2.2/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI= | ||
gopkg.in/yaml.v2 v2.2.4/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI= | ||
gopkg.in/yaml.v3 v3.0.1 h1:fxVm/GzAzEWqLHuvctI91KS9hhNmmWOoWu0XTYJS7CA= | ||
gopkg.in/yaml.v3 v3.0.1/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM= | ||
gorm.io/driver/sqlite v1.5.5 h1:7MDMtUZhV065SilG62E0MquljeArQZNfJnjd9i9gx3E= | ||
gorm.io/driver/sqlite v1.5.5/go.mod h1:6NgQ7sQWAIFsPrJJl1lSNSu2TABh0ZZ/zm5fosATavE= | ||
gorm.io/gorm v1.25.10 h1:dQpO+33KalOA+aFYGlK+EfxcI5MbO7EP2yYygwh9h+s= | ||
gorm.io/gorm v1.25.10/go.mod h1:hbnx/Oo0ChWMn1BIhpy1oYozzpM15i4YPuHDmfYtwg8= |
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Original file line number | Diff line number | Diff line change |
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package vwap | ||
|
||
const interval = 600 | ||
import ( | ||
"fmt" | ||
"math/rand" | ||
"time" | ||
|
||
"github.com/bxcodec/faker/v3" | ||
_ "github.com/go-sql-driver/mysql" | ||
"gorm.io/gorm" | ||
) | ||
|
||
/* Schema: | ||
* CREATE TABLE vwap_data ( | ||
* id SERIAL PRIMARY KEY, | ||
* token_name VARCHAR(50) NOT NULL, | ||
* calculated_at TIMESTAMP NOT NULL DEFAULT NOW(), | ||
* vwap DECIMAL(20, 10) NOT NULL, | ||
* total_volume DECIMAL(20, 10) NOT NULL | ||
* ); | ||
*/ | ||
|
||
// VWAPData represents the specific token's VWAP data. | ||
type VWAPData struct { | ||
TokenName string `json:"token_name"` // VWAP data belongs token name | ||
VWAP float64 `json:"vwap"` // calculated VWAP value | ||
Timestamp int `json:"timestamp"` // timestamp of the VWAP value (UNIX, 10 min interval) | ||
gorm.Model | ||
TokenName string | ||
VWAP float64 | ||
TotalVolume float64 | ||
CalculatedAt time.Time | ||
} | ||
|
||
var vwapDataMap map[string][]VWAPData | ||
func store(db *gorm.DB, tokenName string, vwap, totalVolume float64, calculatedAt time.Time) error { | ||
vwapData := VWAPData{ | ||
TokenName: tokenName, | ||
VWAP: vwap, | ||
TotalVolume: totalVolume, | ||
CalculatedAt: calculatedAt, | ||
} | ||
|
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result := db.Create(&vwapData) | ||
if result.Error != nil { | ||
return fmt.Errorf("failed to insert data: %v", result.Error) | ||
} | ||
|
||
func init() { | ||
vwapDataMap = make(map[string][]VWAPData) | ||
return nil | ||
} | ||
|
||
// store stores the VWAP data for the token or updates the existing data. | ||
// | ||
// Parameters: | ||
// | ||
// - tokenName: the token name | ||
// - vwap: the VWAP value to store | ||
// - timestamp: the timestamp of the VWAP value | ||
func store(tokenName string, vwap float64, timestamp int) { | ||
// adjust the timestamp to the 10 minutes interval. | ||
adjustedTimestamp := timestamp - (timestamp % interval) | ||
|
||
// get the VWAP data for the token | ||
lst, ok := vwapDataMap[tokenName] | ||
if !ok { | ||
lst = []VWAPData{} | ||
} | ||
// testing purpose only | ||
|
||
func PopulateVWAPData(db *gorm.DB, count int) error { | ||
for i := 0; i < count; i++ { | ||
vwapData := VWAPData{ | ||
TokenName: faker.Currency(), | ||
VWAP: rand.Float64(), | ||
TotalVolume: rand.Float64(), | ||
CalculatedAt: time.Now().Add(time.Duration(rand.Intn(1000)) * time.Minute), | ||
} | ||
|
||
// check last VWAP data for the list | ||
if len(lst) > 0 { | ||
last := lst[len(lst)-1] | ||
if last.Timestamp == adjustedTimestamp { | ||
last.VWAP = vwap | ||
vwapDataMap[tokenName] = lst | ||
return | ||
result := db.Create(&vwapData) | ||
if result.Error != nil { | ||
return fmt.Errorf("failed to insert data: %v", result.Error) | ||
} | ||
} | ||
|
||
lst = append(lst, VWAPData{tokenName, vwap, adjustedTimestamp}) | ||
vwapDataMap[tokenName] = lst | ||
return nil | ||
} |
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