fixed
Dex TWAP/VWAP Pair Endpoints
8 months ago by Amberdata Support
2024-05-09
Similar to previous TWAP/VWAP posts, our team has fixed an issue on the
https://api.amberdata.com/market/defi/twap/pairs/bases/{base}/quotes/{quote}/historicalDEFI - Pairs Global TWAPhttps://api.amberdata.com/market/defi/vwap/pairs/bases/{base}/quotes/{quote}/historicalDEFI - Pairs Global VWAP
endpoints where the value of the vwap and twap property was not idempotent across different startDate and endDate ranges specified by the user. This was due to the query parameter lookbackPeriod not being correctly processed as part of the API request
{
"timestamp": "2024-05-09 00:32:00 000",
"pair": "DAI_WETH",
"price": "0.000335832968098396",
"vwap": "0.000336320935556669", <<<< was not idempotent because the lookbackPeriod was not respected
"volume": "53.012715024142088478",
"baseAddress": "0x6b175474e89094c44da98b954eedeac495271d0f",
"baseSymbol": "DAI",
"quoteAddress": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
"quoteSymbol": "WETH"
}
{
"timestamp": "2024-05-09 00:31:00 000",
"pair": "DAI_WETH",
"price": "0.000335683579457130",
"twap": "0.000336197332360440", <<<< was not idempotent because the lookbackPeriod was not respected
"volume": "293.996142934586830647",
"baseAddress": "0x6b175474e89094c44da98b954eedeac495271d0f",
"baseSymbol": "DAI",
"quoteAddress": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
"quoteSymbol": "WETH"
}
This issue has now been resolved. For a given lookbackPeriod, default or user-specified, the vwap or twap values will remain consistent regardless of the startDate and endDate range. The value of vwap or twap is ONLY affected if the value of lookbackPeriod is changed by the user.