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add auction anchoring in v2

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This commit is contained in:
wphan
2025-10-21 16:33:30 -07:00
parent a627c89e0a
commit 3d4cf24296
8 changed files with 826 additions and 26 deletions
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24
src/athena/repositories/fillQualityAnalytics.ts
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@@ -1,7 +1,6 @@
import { Athena } from '../client';
export interface TakerFillVsOracleBpsResult {
Time: string;
MarketIndex: string;
TakerBuyBpsFromOracle_ALL: string | null;
TakerSellBpsFromOracle_ALL: string | null;
@@ -18,6 +17,27 @@ export interface TakerFillVsOracleBpsResult {
Zero: string;
}
export type TakerFillVsOracleBpsRedisResult = {
marketIndex: string;
takerBuyBpsFromOracle: {
all: string | null;
'1e0': string | null;
'1e3': string | null;
'1e4': string | null;
'1e5': string | null;
'1e6': string | null;
};
takerSellBpsFromOracle: {
all: string | null;
'1e0': string | null;
'1e3': string | null;
'1e4': string | null;
'1e5': string | null;
'1e6': string | null;
};
updatedAtTs: number;
};
export const FillQualityAnalyticsRepository = () => {
const { query } = Athena();
@@ -255,7 +275,6 @@ ORDER BY MarketIndex;
const results = await query(queryString);
return results.map((result) => ({
Time: result.Time || '',
MarketIndex: result.MarketIndex || '',
TakerBuyBpsFromOracle_ALL: result.TakerBuyBpsFromOracle_ALL,
TakerSellBpsFromOracle_ALL: result.TakerSellBpsFromOracle_ALL,
@@ -277,4 +296,3 @@ ORDER BY MarketIndex;
getTakerFillVsOracleBps,
};
};