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Add DataSource, SimAsset, & TimeSequence
- Add DataSource, SimAsset, and TimeSequence template classes - Add SimAssets: OnChainAsset, OnChainAssetPair - Add TimeSequence: DateTimeSequence - Add DataSources: CoinGeckoPriceVolumeSource, CsvDataSource - Add get_asset_data and get_pool_data pipeline convenience functions - Add pool_data.get_pool_assets() - Incorporate new template classes into relevant function signatures - Make CoinGecko data processing more robust - Fix error in unit conversion for CoinGecko volume data
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Original file line number | Diff line number | Diff line change |
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Removed | ||
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- Removed SimAssets type and SimPool.assets property | ||
- Removed coin_names property from PricingMetrics | ||
- Removed Coingecko pool_prices and coin_ids_from addresses | ||
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Added | ||
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- Added DataSource, SimAsset, and TimeSequence template classes | ||
- Added OnChainAsset and OnChainAssetPair as common SimAsset types | ||
- Added DateTimeSequence for TimeSequences of datetimes | ||
- Added get_asset_data() and get_pool_data() convenience functions to pipelines.common | ||
- Added pool_data.get_pool_assets() | ||
- Added CoinGeckoPriceVolumeSource and CsvDataSource in price_data.data_sources | ||
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Changed | ||
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- Moved price/volume data retrieval outside of PriceVolume iterator | ||
- Made explicit price and volume properties for PriceVolume iterator | ||
- Changed Coingecko price data resampling to hourly samples with 10 minute tolerance | ||
- Moved Coingecko resampling and DataFrame processing into CoinGeckoPriceVolumeSource | ||
- Unified simple and volume-limited arbitrage pipeline interfaces | ||
- Replaced pipeline arguments 'end_ts' & 'days' with 'time_sequence' & 'pool_ts' | ||
- Renamed price_data.get() to price_data.get_price_data() | ||
- Changed get_price_data() interface to use SimAsset, TimeSequence, and DataSource | ||
- Replaced get_pool_volume() 'days' and 'end' arguments to 'start' and 'end' | ||
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Fixed | ||
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- Fixed error in unit conversion for CoinGecko volume data. | ||
Bug was introduced in commit df79810. | ||
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