Sync price feed

src/fetch/orderbook.py

@@ -28,6 +28,7 @@ class OrderbookEnv(Enum):
 
     BARN = "BARN"
     PROD = "PROD"
+    ANALYTICS = "ANALYTICS"
 
     def __str__(self) -> str:
         return str(self.value)
@@ -175,3 +176,11 @@ def get_app_hashes(cls) -> DataFrame:
 
         # We are only interested in unique app data
         return pd.concat([prod, barn]).drop_duplicates().reset_index(drop=True)
+
+    @classmethod
+    def get_price_feed(cls) -> DataFrame:
+        """
+        Fetches prices from multiple price feeds from the analytics db
+        """
+        prices_query = open_query("prices.sql")
+        return cls._read_query_for_env(prices_query, OrderbookEnv.ANALYTICS)

src/main.py

@@ -13,7 +13,8 @@
 from src.models.tables import SyncTable
 from src.post.aws import AWSClient
 from src.sync import sync_app_data
-from src.sync.config import SyncConfig, AppDataSyncConfig
+from src.sync import sync_price_feed
+from src.sync.config import SyncConfig, AppDataSyncConfig, PriceFeedSyncConfig
 from src.sync.order_rewards import sync_order_rewards, sync_batch_rewards
 
 log = set_log(__name__)
@@ -48,7 +49,10 @@ def __init__(self) -> None:
 if __name__ == "__main__":
     load_dotenv()
     args = ScriptArgs()
-    dune = DuneClient(os.environ["DUNE_API_KEY"])
+    dune = DuneClient(
+        api_key=os.environ["DUNE_API_KEY"],
+        request_timeout=float(os.environ.get("DUNE_API_REQUEST_TIMEOUT", 10)),
+    )
     orderbook = OrderbookFetcher()
 
     if args.sync_table == SyncTable.APP_DATA:
@@ -62,6 +66,17 @@ def __init__(self) -> None:
                 dry_run=args.dry_run,
             )
         )
+    elif args.sync_table == SyncTable.PRICE_FEED:
+        table = os.environ["PRICE_FEED_TARGET_TABLE"]
+        assert table, "PRICE FEED sync needs a PRICE_FEED_TARGET_TABLE env"
+        asyncio.run(
+            sync_price_feed(
+                orderbook,
+                dune=dune,
+                config=PriceFeedSyncConfig(table),
+                dry_run=args.dry_run,
+            )
+        )
     elif args.sync_table == SyncTable.ORDER_REWARDS:
         aws = AWSClient.new_from_environment()
         volume_path = Path(os.environ["VOLUME_PATH"])

src/models/tables.py

@@ -9,6 +9,7 @@ class SyncTable(Enum):
     ORDER_REWARDS = "order_rewards"
     BATCH_REWARDS = "batch_rewards"
     INTERNAL_IMBALANCE = "internal_imbalance"
+    PRICE_FEED = "price_feed"
 
     def __str__(self) -> str:
         return str(self.value)

src/sql/prices.sql

@@ -0,0 +1,8 @@
+-- Selects all prices collected in the analytics db
+SELECT 
+  concat('0x', encode(p.token_address, 'hex')) as token_address,
+  p.time,
+  p.price,
+  td.decimals,
+  p.source
+FROM prices p INNER JOIN token_decimals td ON p.token_address = td.token_address

src/sync/__init__.py

@@ -1,2 +1,3 @@
 """Re-exported sync methods."""
 from .app_data import sync_app_data
+from .price_feed import sync_price_feed

src/sync/config.py

@@ -28,3 +28,15 @@ class AppDataSyncConfig:
     description: str = (
         "Table containing known CoW Protocol appData hashes and their pre-images"
     )
+
+
+@dataclass
+class PriceFeedSyncConfig:
+    """Configuration for price feed sync."""
+
+    # The name of the table to upload to
+    table: str = "price_feed_test"
+    # Description of the table (for creation)
+    description: str = (
+        "Table containing prices and timestamps from multiple price feeds"
+    )

src/sync/price_feed.py

@@ -0,0 +1,27 @@
+"""Main Entry point for price feed sync"""
+
+from dune_client.client import DuneClient
+
+from src.fetch.orderbook import OrderbookFetcher
+from src.logger import set_log
+from src.sync.config import PriceFeedSyncConfig
+
+log = set_log(__name__)
+
+
+async def sync_price_feed(
+    orderbook: OrderbookFetcher,
+    dune: DuneClient,
+    config: PriceFeedSyncConfig,
+    dry_run: bool,
+) -> None:
+    """Price Feed Sync Logic"""
+    prices = orderbook.get_price_feed()
+    if not dry_run:
+        dune.upload_csv(
+            data=prices.to_csv(index=False),
+            table_name=config.table,
+            description=config.description,
+            is_private=False,
+        )
+    log.info("price feed sync run completed successfully")