add usd-based volume filter to tbs on testspace.

diadata-org · Jul 25, 2023 · fbaef56 · fbaef56
1 parent 17c411f
commit fbaef56
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Showing 3 changed files with 23 additions and 12 deletions.
diff --git a/cmd/services/tradesBlockService/go.mod b/cmd/services/tradesBlockService/go.mod
@@ -3,7 +3,7 @@ module github.com/diadata-org/diadata/services/tradesBlockService
 go 1.17
 
 require (
-	github.com/diadata-org/diadata v1.4.312-rc-2
+	github.com/diadata-org/diadata v1.4.315-rc-1
 	github.com/segmentio/kafka-go v0.4.35
 	github.com/sirupsen/logrus v1.8.1
 )

diff --git a/internal/pkg/tradesBlockService/tradesBlockService.go b/internal/pkg/tradesBlockService/tradesBlockService.go
@@ -47,6 +47,11 @@ func init() {
 		log.Error("Parse TRADE_VOLUME_THRESHOLD_EXPONENT: ", err)
 	}
 	tradeVolumeThreshold = math.Pow(10, -tradeVolumeThresholdExponent)
+	tradeVolumeThresholdUSDExponent, err := strconv.ParseFloat(utils.Getenv("TRADE_VOLUME_THRESHOLD_USD_EXPONENT", ""), 64)
+	if err != nil {
+		log.Error("Parse TRADE_VOLUME_THRESHOLD_USD_EXPONENT: ", err)
+	}
+	tradeVolumeThresholdUSD = math.Pow(10, -tradeVolumeThresholdUSDExponent)
 }
 
 var (
@@ -73,16 +78,17 @@ var (
 		TUSD.Identifier(): "",
 	}
 
-	tol                  = float64(0.04)
-	log                  *logrus.Logger
-	batchTimeSeconds     int
-	tradeVolumeThreshold float64
-	volumeUpdateSeconds  = 60 * 10
-	volumeThreshold      float64
-	blueChipThreshold    float64
-	smallX               float64
-	normalX              float64
-	checkTradesDuplicate = make(map[string]struct{})
+	tol                     = float64(0.04)
+	log                     *logrus.Logger
+	batchTimeSeconds        int
+	tradeVolumeThreshold    float64
+	tradeVolumeThresholdUSD float64
+	volumeUpdateSeconds     = 60 * 10
+	volumeThreshold         float64
+	blueChipThreshold       float64
+	smallX                  float64
+	normalX                 float64
+	checkTradesDuplicate    = make(map[string]struct{})
 )
 
 type TradesBlockService struct {
@@ -302,7 +308,7 @@ func (s *TradesBlockService) process(t dia.Trade) {
 			} else {
 				if price > 0.0 {
 					t.EstimatedUSDPrice = t.Price * price
-					if t.EstimatedUSDPrice > 0 {
+					if t.USDVolume() > tradeVolumeThresholdUSD {
 						verifiedTrade = true
 					}
 				}

diff --git a/pkg/dia/Messages.go b/pkg/dia/Messages.go
@@ -4,6 +4,7 @@ import (
 	"database/sql/driver"
 	"encoding/json"
 	"errors"
+	"math"
 	"math/big"
 	"time"
 
@@ -474,6 +475,10 @@ type Trade struct {
 	VerifiedPair      bool      `json:"VerifiedPair"` // will be filled by the pairDiscoveryService
 }
 
+func (t *Trade) USDVolume() float64 {
+	return t.EstimatedUSDPrice * math.Abs(t.Volume)
+}
+
 // SynthAssetSupply is a container for data on synthetic assets such as aUSDC.
 // https://etherscan.io/address/0xbcca60bb61934080951369a648fb03df4f96263c
 type SynthAssetSupply struct {