feat(x/vpool): Add instantaneous price, block height, and 'twapMark' to the 'q vpool all-pools' query.

[onikonychev]

Driven by liquidation metrics. For better stats generation we need a way to get TWAP price. Currently Mark Price is taken from vpool reserves by dividing quote_reserve / base_reserve.

I don't know what would be the best endpoint for this perp, pricefeed or vpool but it'd definitely be very useful to have all prices for the pair in one query. Something like:

nibid q pricefeed prices ubtc:unusd

# OUTPUT:
{  "mark_price": 20000, "twap_price": 19000, "oracle_price": 19500, "block": 17924 }

[NibiruHeisenberg]

@onikonychev is the request for a query into index twap or mark twap or both?

[Unique-Divine]

Solution

Following this morning's discussion,

• feat(x/vpool): Add instantaneous price, block height, and twapMark to q all-pools.
• feat(vpool): On a q vpool all-prices query, expose markPrice, twapMark, indexPrice, and blockHeight #808

Q: Why add block height?

Can we add the block number to queries for important metrics? Especially with 2s blocks, there's a high chance the block height changes between the block height query and (for example) postion query, price queries, etc.. - Oleg
Doing this reduces the number of queries required for the liquidator to track metrics.