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feat: tvwap calculations #597

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wants to merge 10 commits into from
Closed

feat: tvwap calculations #597

wants to merge 10 commits into from

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adamewozniak
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@adamewozniak adamewozniak commented Mar 2, 2022

Description

Uses tvwap for price feeder if available.

Last thing to do here is rewrite our standard deviation filtering logic to support candles.

progress on: #542


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please add links to any relevant follow up issues.

I have...

  • included the correct type prefix in the PR title
  • added appropriate labels to the PR
  • added ! to the type prefix if API or client breaking change
  • targeted the correct branch (see PR Targeting)
  • provided a link to the relevant issue or specification
  • added a changelog entry to CHANGELOG.md
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  • updated the relevant documentation or specification
  • reviewed "Files changed" and left comments if necessary
  • confirmed all CI checks have passed

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  • confirmed the correct type prefix in the PR title
  • confirmed ! in the type prefix if API or client breaking change
  • confirmed all author checklist items have been addressed
  • reviewed state machine logic
  • reviewed API design and naming
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  • manually tested (if applicable)

@adamewozniak
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Closing in favor of #601

@alexanderbez alexanderbez deleted the woz/tvwapcalc branch March 10, 2022 15:39
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