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[Improvement] Market Snapshots During Rewind #250

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mrtpain opened this issue Sep 15, 2022 · 0 comments
Open

[Improvement] Market Snapshots During Rewind #250

mrtpain opened this issue Sep 15, 2022 · 0 comments

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@mrtpain
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mrtpain commented Sep 15, 2022

Rewinds, either manually triggered or due to forks/orphan blocks are currently created using daily liquidity pool OHLC values.

This works as intended but can be improved by using hourly liquidity pool OHLC snapshots. By using daily, the market data loses some OHLC integrity being based off daily pool snapshots.

By switching to using hourly liquidity pool snapshots, the market snapshots can more accurately rewind OHLC values.
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