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[WIP] Recreating R14 error with minimal code and finding a fix #33

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[WIP] Recreating R14 error with minimal code and finding a fix #33

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Commits on Jul 5, 2021

  1. univ3 efficiently pulling historic observations

    realisation committed Jul 5, 2021
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Commits on Jul 7, 2021

  1. wip

    realisation committed Jul 7, 2021
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  2. wip

    realisation committed Jul 7, 2021
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Commits on Jul 9, 2021

  1. parralelized querying

    realisation committed Jul 9, 2021
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Commits on Jul 12, 2021

  1. added more uni v3 quotes

    realisation committed Jul 12, 2021
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  2. writing univ3 to influx

    realisation committed Jul 12, 2021
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  3. parallelizing parallelizations for all uni quotes

    realisation committed Jul 12, 2021
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Commits on Jul 14, 2021

  1. writing univ3 to influx correctly

    realisation committed Jul 14, 2021
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Commits on Aug 2, 2021

  1. add univ3 quotes

    realisation committed Aug 2, 2021
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  2. script for pulling historic observation structs and script for pullin… 

    …g historic tick cumulatives
    realisation committed Aug 2, 2021
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  3. pulling cumulatives from uni pool

    realisation committed Aug 2, 2021
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  4. corrected time_from in univ3 historic observations

    realisation committed Aug 2, 2021
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  5. really corrected time_from, spreading the new observation arrays from… 

    … the newest to the oldest
    realisation committed Aug 2, 2021
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  6. corrected observation block number for liq/tick

    realisation committed Aug 2, 2021
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Commits on Aug 4, 2021

  1. added output dir for historic obs

    realisation committed Aug 4, 2021
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  2. merged main in

    realisation committed Aug 4, 2021
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  3. cleanup!

    realisation committed Aug 4, 2021
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Commits on Aug 19, 2021

  1. univ3 efficiently pulling historic observations

    @mikeyrf
    realisation authored and mikeyrf committed Aug 19, 2021
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  2. add uni influx script

    @mikeyrf
    mikeyrf committed Aug 19, 2021
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  3. wip

    @mikeyrf
    realisation authored and mikeyrf committed Aug 19, 2021
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  4. parralelized querying

    @mikeyrf
    realisation authored and mikeyrf committed Aug 19, 2021
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  5. added more uni v3 quotes

    @mikeyrf
    realisation authored and mikeyrf committed Aug 19, 2021
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  6. uni v3 twap calc

    @mikeyrf
    mikeyrf committed Aug 19, 2021
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  7. parallelizing parallelizations for all uni quotes

    @mikeyrf
    realisation authored and mikeyrf committed Aug 19, 2021
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  8. writing univ3 to influx correctly

    @mikeyrf
    realisation authored and mikeyrf committed Aug 19, 2021
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  9. add univ3 quotes

    @mikeyrf
    realisation authored and mikeyrf committed Aug 19, 2021
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  10. script for pulling historic observation structs and script for pullin… 

    …g historic tick cumulatives
    @mikeyrf
    realisation authored and mikeyrf committed Aug 19, 2021
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  11. pulling cumulatives from uni pool

    @mikeyrf
    realisation authored and mikeyrf committed Aug 19, 2021
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  12. corrected time_from in univ3 historic observations

    @mikeyrf
    realisation authored and mikeyrf committed Aug 19, 2021
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  13. really corrected time_from, spreading the new observation arrays from… 

    … the newest to the oldest
    @mikeyrf
    realisation authored and mikeyrf committed Aug 19, 2021
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  14. corrected observation block number for liq/tick

    @mikeyrf
    realisation authored and mikeyrf committed Aug 19, 2021
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  15. added output dir for historic obs

    @mikeyrf
    realisation authored and mikeyrf committed Aug 19, 2021
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  16. cleanup!

    @mikeyrf
    realisation authored and mikeyrf committed Aug 19, 2021
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  17. Merge branch 'univ3-feed' of github.com:overlay-market/overlay-risk i… 

    …nto univ3-feed
    @mikeyrf
    mikeyrf committed Aug 19, 2021
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  18. revert influx metrics to main

    @mikeyrf
    mikeyrf committed Aug 19, 2021
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  19. spacing and flake8

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  20. add quotes.json to pass tests

    @mikeyrf
    mikeyrf committed Aug 19, 2021
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  21. keep univ3 historic obs script only for now

    @mikeyrf
    mikeyrf committed Aug 19, 2021
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  22. rename to univ3_obs

    @mikeyrf
    mikeyrf committed Aug 19, 2021
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  23. bring back other scripts

    @mikeyrf
    mikeyrf committed Aug 19, 2021
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Commits on Sep 21, 2021

  1. uni v3 oracle feed and metrics

    @deepsp94
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Commits on Sep 22, 2021

  1. clean up

    @deepsp94
    deepsp94 committed Sep 22, 2021
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Commits on Oct 8, 2021

  1. separate scripts for 1h and 1m

    @deepsp94
    deepsp94 committed Oct 8, 2021
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  2. crons for 1h and 1m scripts

    @deepsp94
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  3. requirements.txt reflects forked brownie repo

    @deepsp94
    deepsp94 committed Oct 8, 2021
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  4. updated profile with univ3 workers

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    deepsp94 committed Oct 8, 2021
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Commits on Oct 10, 2021

  1. empty commit to rebuild on heroku

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Commits on Oct 25, 2021

  1. empty commit for gsl buildpack on heroku

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    deepsp94 committed Oct 25, 2021
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  2. empty commit for heroku 

    added LD_LIBRARY_PATH to heroku config vars
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  3. empty commit for heroku 

    slight change to LD_LIBRARY_PATH
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    deepsp94 committed Oct 25, 2021
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  4. empty commit for heroku 

    trying another gsl buildpack
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    deepsp94 committed Oct 25, 2021
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  5. empty commit for heroku

    @deepsp94
    deepsp94 committed Oct 25, 2021
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  6. added buildpacks file

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    deepsp94 committed Oct 25, 2021
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  7. remove buildpacks file

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Commits on Oct 26, 2021

  1. empty commit for heroku 

    my fork of gsl buildpack
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  2. empty commit for heroku 

    bug fix in buildpack
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    deepsp94 committed Oct 26, 2021
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  3. empty commit for heroku 

    bug fix in buildpack
    @deepsp94
    deepsp94 committed Oct 26, 2021
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  4. Aptfile added

    @deepsp94
    deepsp94 committed Oct 26, 2021
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Commits on Oct 27, 2021

  1. fixed column naming error

    @deepsp94
    deepsp94 committed Oct 27, 2021
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Commits on Nov 1, 2021

  1. reduced length of index_pair_calls

    @deepsp94
    deepsp94 committed Nov 1, 2021
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  2. upload to influxdb in parallel

    @deepsp94
    deepsp94 committed Nov 1, 2021
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  3. calls broken into batches based on time

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    deepsp94 committed Nov 1, 2021
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  4. implemented new logic to 1h script

    @deepsp94
    deepsp94 committed Nov 1, 2021
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Commits on Nov 2, 2021

  1. add pystable code to univ3 metrics script

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Commits on Nov 4, 2021

  1. bulk upload of cumulatives

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Commits on Nov 5, 2021

  1. minor bugs

    @deepsp94
    deepsp94 committed Nov 5, 2021
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  2. changed cumulatives to float

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    deepsp94 committed Nov 5, 2021
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Commits on Nov 6, 2021

  1. changes made to hourly script too

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Commits on Nov 7, 2021

  1. metrics script loops

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  2. cron script for uni v3 metrics

    @deepsp94
    deepsp94 committed Nov 7, 2021
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  3. added worker to procfile

    @deepsp94
    deepsp94 committed Nov 7, 2021
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Commits on Nov 8, 2021

  1. changed metrics cron: brownie run to python

    @deepsp94
    deepsp94 committed Nov 8, 2021
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  2. better print statements

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    deepsp94 committed Nov 8, 2021
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  3. ingesting cumulatives at 10m intervals

    @deepsp94
    deepsp94 committed Nov 8, 2021
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  4. 10m periods for metrics

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Commits on Nov 9, 2021

  1. fixed: window size changed to mins in calculation

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Commits on Nov 10, 2021

  1. script for 90d pull

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  2. bug fix: added ".py"

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    deepsp94 committed Nov 10, 2021
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  3. fixed file name

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    deepsp94 committed Nov 10, 2021
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  4. bug fix: period needs to be in secs

    @deepsp94
    deepsp94 committed Nov 10, 2021
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  5. removed prints to improve speed

    @deepsp94
    deepsp94 committed Nov 10, 2021
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  6. bug fix: uncomment reqd line

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    deepsp94 committed Nov 10, 2021
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Commits on Nov 15, 2021

  1. influx metrics test

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Commits on Nov 16, 2021

  1. comparing metrics values - incomplete code

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Commits on Nov 23, 2021

  1. pull data from May

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  2. pull up till 3rd august

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Commits on Nov 25, 2021

  1. 90d lookback period

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Commits on Nov 26, 2021

  1. testing price cumulatives

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  2. price cumulatives test done

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Commits on Nov 29, 2021

  1. mock data

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  2. clean up: removed script for backfilling data

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  3. Merge branch 'main' into univ3-deep

    @deepsp94
    deepsp94 authored Nov 29, 2021
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  4. empty commit for heroku

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  5. package eth-account 0.5.4

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  6. changed eth-account version to 0.5.5

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  7. removed black from requirements to avoid conflicts

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Commits on Nov 30, 2021

  1. checking with old python buildpack on heroku

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Commits on Dec 15, 2021

  1. updated requirements to match with brownie version

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Commits on Dec 17, 2021

  1. Updated brownie to 1.17.2 

    Updated brownie so dependencies such as typed-ast and black run on updated versions. Trying to resolve GH actions error as per : https://stackoverflow.com/questions/69912264/python-3-9-8-fails-using-black-and-importing-typed-ast-ast3
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  2. flake8

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Commits on Dec 18, 2021

  1. Tests for influx_sushi.py and influx_metrics_univ3.py

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  2. flake8

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Commits on Dec 22, 2021

  1. delete outdated script

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Commits on Dec 23, 2021

  1. Bug fix. Using qtile calculated in calc_vars()

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Commits on Jan 10, 2022

  1. calculating TWAP in one go for more efficiency

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Commits on Jan 18, 2022

  1. release memory periodically

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Commits on Jan 19, 2022

  1. bug fixes 

    Changed variable name from  to
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  2. remove breakpoint

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Commits on Jan 20, 2022

  1. trying to isolate memory issue 

    commented out all pystable code
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  2. trying to isolate memory issue 

    deleting pystable related variables from memory
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  3. bug fix

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  4. Revert "trying to isolate memory issue". 

    This reverts commit f8f6d9d.

Memory issue likely due to pystable.
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Commits on Jan 24, 2022

  1. commented out pystable in calc_vars

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Commits on Jan 25, 2022

  1. move calc_vars() into get_stats()

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    deepsp94 committed Jan 25, 2022
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Commits on Feb 1, 2022

  1. parallel tasks in metrics script

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    deepsp94 committed Feb 1, 2022
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  2. remove breakpoint

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    deepsp94 committed Feb 1, 2022
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  3. Revert "parallel tasks in metrics script" 

    This reverts commit a45eca1.
    @deepsp94
    deepsp94 committed Feb 1, 2022
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Commits on Feb 15, 2022

  1. trial: reproducing r14 error wtih minimal code

    @deepsp94
    deepsp94 committed Feb 15, 2022
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  2. added to procfile

    @deepsp94
    deepsp94 committed Feb 15, 2022
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  3. changed csv location

    @deepsp94
    deepsp94 committed Feb 15, 2022
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  4. fixed csv path

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    deepsp94 committed Feb 15, 2022
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  5. apt buildpack for heroku

    @deepsp94
    deepsp94 committed Feb 15, 2022
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  6. tracemalloc script

    @deepsp94
    deepsp94 committed Feb 15, 2022
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Commits on Feb 16, 2022

  1. removed comments

    @deepsp94
    deepsp94 committed Feb 16, 2022
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