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Realized volatility substream

This substream is intended to calcualte the Realized volatility. It uses a UniswapV3Pool contract Swap events to figure out the correct value of Realized volatility in between blocks.

Requirements to run

It is necessary to auth first (script only works in bash): source ./auth.sh Then, Sink files with:

substreams-sink-files run --encoder=lines --state-store=./output/state.yaml mainnet.eth.streamingfast.io:443 substreams.yaml csv_out ./output/files

*Remember to make build before running substreams or substreams-sink-files to make it work.

Also, there is this in the substreams documentation if you want to change the block counts, and about how recent the blocks are:

When you use the substreams-sink-files tool, you will find that it syncs up to the most recent "final" block of the chain. This means it is not real-time. Additionally, the tool writes bundles to disk when it has seen 10,000 blocks. As a result, the latency of the last available bundle can be delayed by around 10,000 blocks. How many blocks per batch can be controlled by changing the flag --file-block-count