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Fixes get_markets and get_daily_volume #80

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Fixes get_markets and get_daily_volume #80

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77fc657
Fixes get_markets and get_daily_volume
abitmore Oct 18, 2021
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abitmore Oct 18, 2021
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abitmore Oct 18, 2021
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18 changes: 10 additions & 8 deletions services/bitshares_elasticsearch_client.py
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Original file line number Diff line number Diff line change
Expand Up @@ -28,7 +28,7 @@ def get_markets(self, from_date, to_date, base=None, quote=None):
"query": {
"bool": {
"filter": [
{ "term": { "operation_type": 4 } },
{ "term": { "operation_type": 4 } }, # NOTE: may logically return duplicate data since not filtering by `is_maker == true`
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The restriction below (L121) ensured that it does not return duplicates

Q('term', operation_history__op_object__fill_price__quote__asset_id__keyword=config.CORE_ASSET_ID)

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The duplication is logical, because on every order match, two fill_order_operation entries are stored, one for each side, and their fill_price is exactly the same. So the fill_price__quote__asset_id filter does not work as intended. The receives__asset_id filter (my code) may work.

We should not filter by is_maker here though. Actually we need the duplicate data. I'll update the comment.

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@sschiessl-bcp sschiessl-bcp Oct 19, 2021 •
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Ah yea I remember... The explorer API that I am using for blocksights is a complete rewrite

def get_markets(from_date, to_date, base=None, quote=None):
    ...
    s = s.extra(size=0)
    s = s.source([])
    s = s.filter(
        Q('term', operation_type=4) &
        Q('range', block_data__block_time={'gte': from_date, 'lte': to_date})
    )
    if base:
        s = s.filter(
            Q('term', operation_history__op_object__pays__asset_id=base)
        )
    if quote:
        s = s.filter(
            Q('term', operation_history__op_object__receives__asset_id=quote)
        )
    a = A(
        "composite",
        sources=[
            { "base_asset_id": { "terms" : { "field": "operation_history.op_object.pays.asset_id.keyword" } } },
            { "quote_asset_id": { "terms" : { "field": "operation_history.op_object.receives.asset_id.keyword" } } }
        ],
        size=10000
    ).metric(
        'base_volume', 'sum', field='operation_history.op_object.pays.amount'
    ).metric(
        'quote_volume', 'sum', field='operation_history.op_object.receives.amount'
    )
    s.aggs.bucket(
        'pairs',
        a
    )
    response = s.execute()
    ...

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It's correct then.
So I think the issue on blocksights is that we should not add amounts in different assets together.

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@abitmore abitmore Oct 19, 2021 •
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we should not add amounts in different assets together.

Should not sort by them either.

{
"range": {
"block_data.block_time": {
Expand All @@ -45,21 +45,23 @@ def get_markets(self, from_date, to_date, base=None, quote=None):
"composite" : {
"size": 10000, # TODO use a generator function instead of a big size, see https://github.com/elastic/elasticsearch-dsl-py/blob/master/examples/composite_agg.py#L21
"sources" : [
{ "base": { "terms" : { "field": "operation_history.op_object.fill_price.base.asset_id.keyword" } } },
{ "quote": { "terms" : { "field": "operation_history.op_object.fill_price.quote.asset_id.keyword" } } }
{ "base": { "terms" : { "field": "operation_history.op_object.pays.asset_id.keyword" } } },
{ "quote": { "terms" : { "field": "operation_history.op_object.receives.asset_id.keyword" } } }
]
},
"aggs": {
"volume": { "sum" : { "field" : "operation_history.op_object.fill_price.quote.amount" } }
"volume": { "sum" : { "field" : "operation_history.op_object.receives.amount" } }
# NOTE: perhaps better return both `pays.amount` and `receives.amount` (in different fields but not add them together),
# because it does not make much sense to return only `receives.amount` when filtering by `pays.asset_id`.
}
}
}
}

if base:
query['query']['bool']['filter'].append({ "term": { "operation_history.op_object.fill_price.base.asset_id.keyword": base } })
query['query']['bool']['filter'].append({ "term": { "operation_history.op_object.pays.asset_id.keyword": base } })
if quote:
query['query']['bool']['filter'].append({ "term": { "operation_history.op_object.fill_price.quote.asset_id.keyword": quote } })
query['query']['bool']['filter'].append({ "term": { "operation_history.op_object.receives.asset_id.keyword": quote } })

client = connections.get_connection('operations')
response = client.search(index="bitshares-*", body=query)
Expand Down Expand Up @@ -124,11 +126,11 @@ def get_daily_volume(self, from_date, to_date):
s = s.query('bool', filter = [
Q('term', operation_type=4),
Q('range', block_data__block_time={'gte': from_date, 'lte': to_date}),
Q('term', operation_history__op_object__fill_price__quote__asset_id__keyword=config.CORE_ASSET_ID)
Q('term', operation_history__op_object__receives__asset_id__keyword=config.CORE_ASSET_ID)
])

a = A('date_histogram', field='block_data.block_time', interval='1d', format='yyyy-MM-dd') \
.metric('volume', 'sum', field='operation_history.op_object.fill_price.quote.amount')
.metric('volume', 'sum', field='operation_history.op_object.receives.amount')
s.aggs.bucket('volume_over_time', a)

response = s.execute()
Expand Down