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expand get_top_markets #924

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expand get_top_markets #924

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a83cbd5
expand get_top_markets
oxarbitrage May 14, 2018
2635cab
create initial get_ticker_data()
oxarbitrage May 15, 2018
c09bd0c
move get_ticker_data to constructor
oxarbitrage May 16, 2018
ee53019
move some code outside if
oxarbitrage May 22, 2018
444c970
change order_book to optional
oxarbitrage May 26, 2018
46ffa19
add more optionals, fix empty volume
oxarbitrage May 27, 2018
be0e0c5
reverse optional in production calls
oxarbitrage May 27, 2018
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127 changes: 68 additions & 59 deletions libraries/app/database_api.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -112,7 +112,7 @@ class database_api_impl : public std::enable_shared_from_this<database_api_impl>
market_ticker get_ticker( const string& base, const string& quote, bool skip_order_book = false )const;
market_volume get_24_volume( const string& base, const string& quote )const;
order_book get_order_book( const string& base, const string& quote, unsigned limit = 50 )const;
vector<market_volume> get_top_markets(uint32_t limit)const;
vector<market_ticker> get_top_markets(uint32_t limit)const;
vector<market_trade> get_trade_history( const string& base, const string& quote, fc::time_point_sec start, fc::time_point_sec stop, unsigned limit = 100 )const;
vector<market_trade> get_trade_history_by_sequence( const string& base, const string& quote, int64_t start, fc::time_point_sec stop, unsigned limit = 100 )const;

Expand Down Expand Up @@ -282,6 +282,58 @@ database_api_impl::~database_api_impl()
elog("freeing database api ${x}", ("x",int64_t(this)) );
}

//////////////////////////////////////////////////////////////////////
// //
// Market ticker constructor //
// //
//////////////////////////////////////////////////////////////////////

market_ticker::market_ticker(const market_ticker_object& mto,
const fc::time_point_sec& now,
const asset_object& asset_base,
const asset_object& asset_quote,
const optional<order_book>& orders)
{
time = now;
base = asset_base.symbol;
quote = asset_quote.symbol;

fc::uint128 bv;
fc::uint128 qv;

price latest_price = asset( mto.latest_base, mto.base ) / asset( mto.latest_quote, mto.quote );
if( mto.base != asset_base.id )
latest_price = ~latest_price;
latest = database_api_impl::price_to_string( latest_price, asset_base, asset_quote );
if( mto.last_day_base != 0 && mto.last_day_quote != 0 // has trade data before 24 hours
&& ( mto.last_day_base != mto.latest_base || mto.last_day_quote != mto.latest_quote ) ) // price changed
{
price last_day_price = asset( mto.last_day_base, mto.base ) / asset( mto.last_day_quote, mto.quote );
if( mto.base != asset_base.id )
last_day_price = ~last_day_price;
percent_change = price_diff_percent_string( last_day_price, latest_price );
}

if( asset_base.id == mto.base )
{
bv = mto.base_volume;
qv = mto.quote_volume;
}
else
{
bv = mto.quote_volume;
qv = mto.base_volume;
}
base_volume = uint128_amount_to_string( bv, asset_base.precision );
quote_volume = uint128_amount_to_string( qv, asset_quote.precision );

if( orders.valid())
{
if( !orders->asks.empty() ) lowest_ask = orders->asks[0].price;
if( !orders->bids.empty() ) highest_bid = orders->bids[0].price;
}
}

//////////////////////////////////////////////////////////////////////
// //
// Objects //
Expand Down Expand Up @@ -1186,62 +1238,24 @@ market_ticker database_api_impl::get_ticker( const string& base, const string& q
FC_ASSERT( assets[1], "Invalid quote asset symbol: ${s}", ("s",quote) );

const fc::time_point_sec now = _db.head_block_time();

market_ticker result;
result.time = now;
result.base = base;
result.quote = quote;
result.latest = "0";
result.lowest_ask = "0";
result.highest_bid = "0";
result.percent_change = "0";
market_ticker mt;

auto base_id = assets[0]->id;
auto quote_id = assets[1]->id;
if( base_id > quote_id ) std::swap( base_id, quote_id );

fc::uint128 base_volume;
fc::uint128 quote_volume;

const auto& ticker_idx = _db.get_index_type<graphene::market_history::market_ticker_index>().indices().get<by_market>();
auto itr = ticker_idx.find( std::make_tuple( base_id, quote_id ) );
if( itr != ticker_idx.end() )
{
price latest_price = asset( itr->latest_base, itr->base ) / asset( itr->latest_quote, itr->quote );
if( itr->base != assets[0]->id )
latest_price = ~latest_price;
result.latest = price_to_string( latest_price, *assets[0], *assets[1] );
if( itr->last_day_base != 0 && itr->last_day_quote != 0 // has trade data before 24 hours
&& ( itr->last_day_base != itr->latest_base || itr->last_day_quote != itr->latest_quote ) ) // price changed
{
price last_day_price = asset( itr->last_day_base, itr->base ) / asset( itr->last_day_quote, itr->quote );
if( itr->base != assets[0]->id )
last_day_price = ~last_day_price;
result.percent_change = price_diff_percent_string( last_day_price, latest_price );
}
if( assets[0]->id == itr->base )
{
base_volume = itr->base_volume;
quote_volume = itr->quote_volume;
}
else
{
base_volume = itr->quote_volume;
quote_volume = itr->base_volume;
optional<order_book> orders;
if (!skip_order_book) {
orders = get_order_book(assets[0]->symbol, assets[1]->symbol, 1);
}
mt = market_ticker(*itr, now, *assets[0], *assets[1], orders);
return mt;
}

result.base_volume = uint128_amount_to_string( base_volume, assets[0]->precision );
result.quote_volume = uint128_amount_to_string( quote_volume, assets[1]->precision );

if( !skip_order_book )
{
const auto orders = get_order_book( base, quote, 1 );
if( !orders.asks.empty() ) result.lowest_ask = orders.asks[0].price;
if( !orders.bids.empty() ) result.highest_bid = orders.bids[0].price;
}

return result;
return mt;
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@abitmore abitmore May 28, 2018 •
edited
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Need to include order data if skip_order_book is false, even when no ticker data.

That's why I said to change mt to optional, actually it was a typo, I meant to use a local variable which is optional type or is a pointer, to store *itr (skip if it's end()), then construct mt with it.

}

market_volume database_api::get_24_volume( const string& base, const string& quote )const
Expand All @@ -1252,14 +1266,12 @@ market_volume database_api::get_24_volume( const string& base, const string& quo
market_volume database_api_impl::get_24_volume( const string& base, const string& quote )const
{
const auto& ticker = get_ticker( base, quote, true );

market_volume result;
result.time = ticker.time;
result.base = ticker.base;
result.quote = ticker.quote;
result.base_volume = ticker.base_volume;
result.quote_volume = ticker.quote_volume;

return result;
}

Expand Down Expand Up @@ -1308,34 +1320,31 @@ order_book database_api_impl::get_order_book( const string& base, const string&
return result;
}

vector<market_volume> database_api::get_top_markets(uint32_t limit)const
vector<market_ticker> database_api::get_top_markets(uint32_t limit)const
{
return my->get_top_markets(limit);
}

vector<market_volume> database_api_impl::get_top_markets(uint32_t limit)const
vector<market_ticker> database_api_impl::get_top_markets(uint32_t limit)const
{
FC_ASSERT( _app_options && _app_options->has_market_history_plugin, "Market history plugin is not enabled." );

FC_ASSERT( limit <= 100 );

const auto& volume_idx = _db.get_index_type<graphene::market_history::market_ticker_index>().indices().get<by_volume>();
auto itr = volume_idx.rbegin();
vector<market_volume> result;

vector<market_ticker> result;
result.reserve(limit);

const fc::time_point_sec now = fc::time_point::now();
const fc::time_point_sec now = _db.head_block_time();

while( itr != volume_idx.rend() && result.size() < limit)
{
market_volume mv;
mv.time = now;
const auto assets = get_assets( { itr->base, itr->quote } );
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I'd suggest that we use a small local cache in this get_top_markets function to reduce quantity of queries to the database.

mv.base = assets[0]->symbol;
mv.quote = assets[1]->symbol;
mv.base_volume = uint128_amount_to_string( itr->base_volume, assets[0]->precision );
mv.quote_volume = uint128_amount_to_string( itr->quote_volume, assets[1]->precision );
result.emplace_back( std::move(mv) );
optional<order_book> orders = get_order_book(assets[0]->symbol, assets[1]->symbol, 1);
market_ticker mt(*itr, now, *assets[0], *assets[1], orders);
result.emplace_back( std::move(mt) );
++itr;
}
return result;
Expand Down
11 changes: 9 additions & 2 deletions libraries/app/include/graphene/app/database_api.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -90,6 +90,13 @@ struct market_ticker
string percent_change;
string base_volume;
string quote_volume;

market_ticker() {}
market_ticker(const market_ticker_object& mto,
const fc::time_point_sec& now,
const asset_object& asset_base,
const asset_object& asset_quote,
const optional<order_book>& orders);
};

struct market_volume
Expand Down Expand Up @@ -450,12 +457,12 @@ class database_api
order_book get_order_book( const string& base, const string& quote, unsigned limit = 50 )const;

/**
* @brief Returns vector of 24 hour volume markets sorted by reverse base_volume
* @brief Returns vector of markets sorted by reverse base_volume
* Note: this API is experimental and subject to change in next releases
* @param limit Max number of results
* @return Desc Sorted volume vector
*/
vector<market_volume> get_top_markets(uint32_t limit)const;
vector<market_ticker> get_top_markets(uint32_t limit)const;

/**
* @brief Returns recent trades for the market assetA:assetB, ordered by time, most recent first. The range is [stop, start)
Expand Down