vegaprotocol / vega

A Go implementation of the Vega Protocol, a protocol for creating and trading derivatives on a fully decentralised network.

https://vega.xyz

GNU Affero General Public License v3.0

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Enhance Market Data API with additional metrics #11029

Open JonRay15 opened 3 months ago

JonRay15 commented 3 months ago

API Overview

There are a few metrics that we want to be able to display in various screens for AMM which would be good to add to the market data API.

API request details

[ ] Enhance market data API to include
- [ ] Rolling 24h volume (rolling every minute)
- [ ] Rolling 24h price change (rolling every minute)
- [ ] Total order volume on the book broken down by AMM v Book

Filtering requirements (inputs)

[ ] Market ID

Questions

Open questions about the feature implementation, what can be done with the APIs, or currently unresolved questions around the feature.

API test scenarios

Detailed scenarios that can be executed as feature tests to verify that the API has been implemented as expected.

GIVEN (setup/context) WHEN (action) THEN (assertion) For example... See here for more format information and examples.

Additional Details (optional)

Any additional information that provides context or gives information that will help us develop the feature.

mattrussell36 commented 3 months ago

We really need 24 hour price change as well
Do we want more granularity on total order volume? IE AAM volume vs normal orders vs normal liquidity provisions?