feat: tvwap calculations

[adamewozniak]

Description

Uses tvwap for our providers when available.

Only thing left here is refactoring our anomaly detection logic for these candles - putting that in this PR would've been too much to review.

progress on: #542

---

Author Checklist

All items are required. Please add a note to the item if the item is not applicable and
please add links to any relevant follow up issues.

I have...

• included the correct type prefix in the PR title
• added appropriate labels to the PR
• added ! to the type prefix if API or client breaking change
• targeted the correct branch (see PR Targeting)
• provided a link to the relevant issue or specification
• added a changelog entry to CHANGELOG.md
• included comments for documenting Go code
• updated the relevant documentation or specification
• reviewed "Files changed" and left comments if necessary
• confirmed all CI checks have passed

Reviewers Checklist

All items are required. Please add a note if the item is not applicable and please add
your handle next to the items reviewed if you only reviewed selected items.

I have...

• confirmed the correct type prefix in the PR title
• confirmed ! in the type prefix if API or client breaking change
• confirmed all author checklist items have been addressed
• reviewed state machine logic
• reviewed API design and naming
• reviewed documentation is accurate
• reviewed tests and test coverage
• manually tested (if applicable)

[toteki]

Be wary of any issues related to this comment

[toteki]

Is the plan to do that unraveling of CurrencyPair slices in a separate PR?

[adamewozniak]

Is the plan to do that unraveling of CurrencyPair slices in a separate PR?

@toteki wdym? if you mean the piece that sets the price for voting, those changes are in oracle.go

[toteki]

@toteki wdym? if you mean the piece that sets the price for voting, those changes are in oracle.go

The stuff in the binance provider that still relies on a strict Ticker,Candle,Ticker,Candle... ordering of the input slice - assuming it gets separated back into two functions will it be a different PR? possibly by @RafilxTenfen

// SubscribeTickers subscribe all currency pairs into ticker and candle channels.
func (p *BinanceProvider) SubscribeTickers(cps ...types.CurrencyPair) error {
	pairs := make([]string, len(cps)*2)
	iterator := 0
	for _, cp := range cps {
		pairs[iterator] = currencyPairToBinanceTickerPair(cp)
		iterator++
		pairs[iterator] = currencyPairToBinanceCandlePair(cp)
		iterator++
	}
	if err := p.subscribePairs(pairs...); err != nil {
		return err
	}
	p.setSubscribedPairs(cps...)
	return nil
}

[adamewozniak]

@toteki wdym? if you mean the piece that sets the price for voting, those changes are in oracle.go

The stuff in the binance provider that still relies on a strict Ticker,Candle,Ticker,Candle... ordering of the input slice - assuming it gets separated back into two functions will it be a different PR? possibly by @RafilxTenfen

// SubscribeTickers subscribe all currency pairs into ticker and candle channels.
func (p *BinanceProvider) SubscribeTickers(cps ...types.CurrencyPair) error {
	pairs := make([]string, len(cps)*2)
	iterator := 0
	for _, cp := range cps {
		pairs[iterator] = currencyPairToBinanceTickerPair(cp)
		iterator++
		pairs[iterator] = currencyPairToBinanceCandlePair(cp)
		iterator++
	}
	if err := p.subscribePairs(pairs...); err != nil {
		return err
	}
	p.setSubscribedPairs(cps...)
	return nil
}

Right! The comment you referred to - Yeah, I'd rather do that in a separate PR since this one is already pretty lengthy and needs to be well-reviewed

[alexanderbez]

Right! #592 (comment) you referred to - Yeah, I'd rather do that in a separate PR since this one is already pretty lengthy and needs to be well-reviewed

Let's do that + "refactoring our anomaly detection logic for these candles" in a separate PR and then we can finally close #542 @adamewozniak @RafilxTenfen ?

[RafilxTenfen]

just one comment

• besides that, it looks pretty good to me ;D

[toteki]

Only had naming / comment suggestions

[alexanderbez]

LGTM. Would like to see an approval from @toteki too prior to merging, but otherwise, this looks good.

[toteki]

LGTM. Would like to see an approval from @toteki too prior to merging, but otherwise, this looks good.

My approval's already in (since my original notes were just naming/comments I submitted it as an "approve" and not a "request changes")

e: The error -> 0 change on vwap looks good too