Merge pull request #239 from flashbots/prices-range

Add prices fetch-range

cli.py

@@ -1,6 +1,7 @@
 import logging
 import os
 import sys
+from datetime import datetime
 
 import click
 
@@ -8,7 +9,7 @@ from mev_inspect.concurrency import coro
 from mev_inspect.crud.prices import write_prices
 from mev_inspect.db import get_inspect_session, get_trace_session
 from mev_inspect.inspector import MEVInspector
-from mev_inspect.prices import fetch_prices
+from mev_inspect.prices import fetch_prices, fetch_prices_range
 
 RPC_URL_ENV = "RPC_URL"
 
@@ -117,6 +118,19 @@ def fetch_all_prices():
     write_prices(inspect_db_session, prices)
 
 
+@cli.command()
+@click.argument("after", type=click.DateTime(formats=["%Y-%m-%d", "%m-%d-%Y"]))
+@click.argument("before", type=click.DateTime(formats=["%Y-%m-%d", "%m-%d-%Y"]))
+def fetch_range(after: datetime, before: datetime):
+    inspect_db_session = get_inspect_session()
+
+    logger.info("Fetching prices")
+    prices = fetch_prices_range(after, before)
+
+    logger.info("Writing prices")
+    write_prices(inspect_db_session, prices)
+
+
 def get_rpc_url() -> str:
     return os.environ["RPC_URL"]
 

mev

@@ -82,7 +82,14 @@ case "$1" in
                 kubectl exec -ti deploy/mev-inspect -- \
                     poetry run fetch-all-prices
             ;;
-          *)
+          fetch-range)
+                after=$2
+                before=$3
+                echo "Running price fetch-range"
+                kubectl exec -ti deploy/mev-inspect -- \
+                    poetry run fetch-range $after $before
+            ;;
+            *)
             echo "prices usage: "$1" {fetch-all}"
             exit 1
         esac

mev_inspect/prices.py

@@ -1,4 +1,4 @@
-from datetime import datetime as dt
+from datetime import datetime
 from typing import List
 
 from pycoingecko import CoinGeckoAPI
@@ -7,27 +7,48 @@ from mev_inspect.schemas.prices import COINGECKO_ID_BY_ADDRESS, TOKEN_ADDRESSES,
 
 
 def fetch_prices() -> List[Price]:
-    cg = CoinGeckoAPI()
+    coingecko_api = CoinGeckoAPI()
     prices = []
 
     for token_address in TOKEN_ADDRESSES:
-        price_data = cg.get_coin_market_chart_by_id(
+        coingecko_price_data = coingecko_api.get_coin_market_chart_by_id(
             id=COINGECKO_ID_BY_ADDRESS[token_address],
             vs_currency="usd",
             days="max",
             interval="daily",
         )
-        price_time_series = price_data["prices"]
+        prices += _build_token_prices(coingecko_price_data, token_address)
-
-        for entry in price_time_series:
-            timestamp = dt.fromtimestamp(entry[0] / 100)
-            token_price = entry[1]
-            prices.append(
-                Price(
-                    timestamp=timestamp,
-                    usd_price=token_price,
-                    token_address=token_address,
-                )
-            )
 
     return prices
+
+
+def fetch_prices_range(after: datetime, before: datetime) -> List[Price]:
+    coingecko_api = CoinGeckoAPI()
+    prices = []
+    after_unix = int(after.timestamp())
+    before_unix = int(before.timestamp())
+
+    for token_address in TOKEN_ADDRESSES:
+        coingecko_price_data = coingecko_api.get_coin_market_chart_range_by_id(
+            COINGECKO_ID_BY_ADDRESS[token_address], "usd", after_unix, before_unix
+        )
+
+        prices += _build_token_prices(coingecko_price_data, token_address)
+
+    return prices
+
+
+def _build_token_prices(coingecko_price_data, token_address) -> List[Price]:
+    time_series = coingecko_price_data["prices"]
+    prices = []
+    for entry in time_series:
+        timestamp = datetime.fromtimestamp(entry[0] / 1000)
+        token_price = entry[1]
+        prices.append(
+            Price(
+                timestamp=timestamp,
+                usd_price=token_price,
+                token_address=token_address,
+            )
+        )
+    return prices

pyproject.toml

@@ -39,6 +39,7 @@ inspect-many-blocks = 'cli:inspect_many_blocks_command'
 enqueue-many-blocks = 'cli:enqueue_many_blocks_command'
 fetch-block = 'cli:fetch_block_command'
 fetch-all-prices = 'cli:fetch_all_prices'
+fetch-range = 'cli:fetch_range'
 
 [tool.black]
 exclude = '''