Compress and compact response

src/app/app.py

@@ -4,56 +4,71 @@
 from flask import Flask, jsonify, request
 from flask.wrappers import Response
 from flask_sqlalchemy import SQLAlchemy
+from flask_compress import Compress
 from ..db.datahandler import DataHandler
 from ..configs import URI
 
 db = SQLAlchemy()
-
 app = Flask(__name__)
+Compress(app)  # add gzip compress middleware
+
 app.config["SQLALCHEMY_DATABASE_URI"] = URI
 app.config["SQLALCHEMY_TRACK_MODIFICATIONS"] = False
 
+
 db.init_app(app)
+app.json.compact = True # type: ignore [attr-defined]
 
 
+# TODO add response LRU caching
 @app.route("/quotes", methods=["GET"])
 def get_quotes() -> Response:
     """
     Get 1Inch quotes.
 
     Parameters
     ----------
-    pair : tuple | None
-        The pair to get quotes for. If not provided,
-        all pairs are returned.
-    start : int | None
+    start : int
         The start timestamp to get quotes for. If not provided,
         all quotes until `end` are returned.
-    end : int | None
+    end : int
         The end timestamp to get quotes for. If not provided,
         all quotes from `start` are returned.
-    cols : list | None
+    pair : tuple | None, default=None
+        The pair to get quotes for. If not provided,
+        all pairs are returned.
+    cols : list | None, default=None
         The columns to return. If not provided, all columns are returned.
-    process : bool
+    process : bool, default=True
         Whether to process the quotes. If processed, the returned quotes
         will be grouped by `hour` and a `price_impact` column will be added.
         Refer to :func:`src.db.datahandler.DataHandler.process_quotes`.
+    include-ref-price : bool, default=False
+        Whether to include the inferred reference price for the
+        price impact calc.
 
     Returns
     -------
     flask.wrappers.Response
         The quotes.
     """
-    pair = request.args.get("pair", type=tuple)
     start = request.args.get("start", type=int)
     end = request.args.get("end", type=int)
+    pair = request.args.get("pair", type=tuple)
     cols = request.args.get("cols", type=list)
     process = request.args.get("process", True, type=bool)
+    include_ref_price = request.args.get("include-ref-price", False, type=bool)
+
     with DataHandler() as datahandler:
         try:
             return jsonify(
                 datahandler.get_quotes(
-                    pair, start, end, cols=cols, process=process
+                    pair,
+                    start,
+                    end,
+                    cols=cols,
+                    process=process,
+                    include_ref_price=include_ref_price,
                 ).to_dict(orient="records")
             )
         except Exception as e:  # pylint: disable=broad-except

src/db/datahandler.py

@@ -147,6 +147,7 @@ def get_quotes(
         end: int | None = None,
         cols: List[str] | None = None,
         process: bool = False,
+        include_ref_price: bool = False,
     ) -> pd.DataFrame:
         """
         Get 1inch quotes from database. Filter
@@ -173,10 +174,12 @@ def get_quotes(
             return pd.DataFrame()
         results = pd.DataFrame.from_dict(results)
         if process:
-            results = self.process_quotes(results)
+            results = self.process_quotes(results, include_ref_price)
         return results
 
-    def process_quotes(self, df: pd.DataFrame) -> pd.DataFrame:
+    def process_quotes(
+        self, df: pd.DataFrame, include_ref_price: bool = False
+    ) -> pd.DataFrame:
         """
         Performs the following processing steps:
             1. Create datetime index (floored to hours).
@@ -212,6 +215,13 @@ def process_quotes(self, df: pd.DataFrame) -> pd.DataFrame:
             "reference_price"
         ]
 
+        drop = ["hour"]
+
+        if not include_ref_price:
+            drop.append("reference_price")
+
+        df.drop(columns=drop, inplace=True)
+
         df.set_index(["src", "dst"], inplace=True)
         df.sort_index(inplace=True)
 

src/db/models/__init__.py

@@ -46,3 +46,7 @@ class Quote(Base):
     price = Column(Float)
     protocols = Column(JSONB)
     timestamp = Column(Integer)
+
+    # TODO migrate db using Alembic and apply below index
+    # (index was created manually via CLI for now.)
+    # idx_timestamp = Index('idx_timestamp', timestamp)