Add weighted averages report #246
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This PR adds the weighted averages report https://www.investopedia.com/terms/w/weightedaverage.asp. The idea is to select a time period for trades and calculates for each specific pair:
Basic changes:
getWeightedAveragesReportmethod to the main servicegetWeightedAveragesReportCsvmethod to the main serviceRequest example:
{ "auth": { "token": "the-user-token" }, "method": "getWeightedAveragesReport", "params": { // "symbol": ["tIOTUSD", "tETHUSD"] - we can pass array of pairs for filtering, or skip it param if no necessary "start": 1576339450000, "end": 1576521468000 } }Response example:
{ "jsonrpc": "2.0", "result": [ { "symbol": "tNEOUSD", "buyingWeightedPrice": 8.311941599594718, "buyingAmount": 6.70696301, "sellingWeightedPrice": 0, "sellingAmount": 0, "cumulativeWeightedPrice": 8.311941599594718, "cumulativeAmount": 6.70696301 }, { "symbol": "tXRPUSD", "buyingWeightedPrice": 0.2119784948940276, "buyingAmount": 52.18668382, "sellingWeightedPrice": 0.21406, "sellingAmount": -25.78324287, "cumulativeWeightedPrice": 0.2099458828650097, "cumulativeAmount": 26.403440950000004 }, { "symbol": "tIOTUSD", "buyingWeightedPrice": 0.18546723624755995, "buyingAmount": 203.9278243, "sellingWeightedPrice": 0.18711, "sellingAmount": -101.45977508, "cumulativeWeightedPrice": 0.18384063710664833, "cumulativeAmount": 102.46804922 }, { "symbol": "tETHUSD", "buyingWeightedPrice": 139.93966231409323, "buyingAmount": 0.29878416, "sellingWeightedPrice": 0, "sellingAmount": 0, "cumulativeWeightedPrice": 139.93966231409323, "cumulativeAmount": 0.29878416 } ], "id": null }Request example:
{ "auth": { "token": "the-user-token" }, "method": "getMultipleCsv", "params": { "language": "en", "multiExport": [ { "symbol": ["tIOTUSD", "tETHUSD"], "start": 1576339450000, "end": 1576521468000, "timezone": "Etc/UTC", "dateFormat": "DD-MM-YY", "milliseconds": false, "method": "getWeightedAveragesReportCsv" } ] } }Response example:
{ "jsonrpc": "2.0", "result": { "isSaveLocaly": true, "localCsvFolderPath": "/home/vladimir/projects/bitfinex/bfx-reports-framework/csv", "remoteCsvUrn": null }, "id": null }CSV example: