Move get_pool_volume() to pool_data

- replace pool_data.queries with folder
- move pool_volume to pool_data.queries
- support get_pool_volume() using pool address

changelog.d/20231025_203748_nagakingg_curve_prices_volume.rst

@@ -9,10 +9,19 @@ Removed
 
 Added
 -----
-- Added network.curve_prices
-- Added ApiResultError to exceptions
-- Added vol_limited_arb.pool_volume.get_pool_volume()
+- Added Curve Prices API volume query (network.curve_prices)
+- Added pool_data.get_pool_volume() to fetch historical pool volume from
+  Curve Prices API
 
 Changed
 -------
 - Volume multipliers now computed individually for each asset pair
+- Replaced pool_data.queries with folder
+- Pool volume and volume limiting are only supported for Ethereum pools 
+  pending updates to Curve Prices API
+
+Deprecated
+----------
+- RAI3CRV pool is currently unsupported by simulation pipelines. It will
+  be reimplemented along with Stableswap-NG pools. 
+

curvesim/pipelines/vol_limited_arb/__init__.py

@@ -9,10 +9,10 @@
 from curvesim.logging import get_logger
 from curvesim.metrics import init_metrics, make_results
 from curvesim.pool import get_sim_pool
+from curvesim.pool_data import get_pool_volume
 
 from .. import run_pipeline
 from ..common import DEFAULT_METRICS
-from .pool_volume import get_pool_volume
 from .strategy import VolumeLimitedStrategy
 
 logger = get_logger(__name__)

curvesim/pool_data/__init__.py

@@ -1,44 +1,12 @@
 """
-Tools for fetching pool state and metadata.
+Tools for fetching pool metadata and volume.
 
 Currently supports stableswap pools, metapools, rebasing (RAI) metapools,
 and 2-token cryptopools.
 """
 
-__all__ = [
-    "from_address",
-    "get_metadata",
-]
+__all__ = ["get_metadata", "get_pool_volume"]
 
-from curvesim.pool_data.metadata import PoolMetaData
 
-from .queries import from_address
-
-
-def get_metadata(
-    address,
-    chain="mainnet",
-    env="prod",
-    end_ts=None,
-):
-    """
-    Pulls pool state and metadata from daily snapshot.
-
-    Parameters
-    ----------
-    address : str
-        Pool address prefixed with “0x”.
-
-    chain : str
-        Chain/layer2 identifier, e.g. “mainnet”, “arbitrum”, “optimism".
-
-    Returns
-    -------
-    :class:`~curvesim.pool_data.metadata.PoolMetaDataInterface`
-
-    """
-    # TODO: validate function arguments
-    metadata_dict = from_address(address, chain, env=env, end_ts=end_ts)
-    metadata = PoolMetaData(metadata_dict)
-
-    return metadata
+from .queries.metadata import get_metadata
+from .queries.pool_volume import get_pool_volume

curvesim/pool_data/queries/__init__.py

@@ -0,0 +1,3 @@
+"""
+Functions for fetching data about Curve pools.
+"""

curvesim/pool_data/queries.py → curvesim/pool_data/queries/metadata.py

@@ -1,8 +1,11 @@
+"""
+Functions to get pool metadata for Curve pools.
+"""
+from curvesim.network.subgraph import pool_snapshot_sync, symbol_address_sync
+from curvesim.network.web3 import underlying_coin_info_sync
+from curvesim.pool_data.metadata import PoolMetaData
 from curvesim.utils import get_event_loop
 
-from ..network.subgraph import pool_snapshot_sync, symbol_address_sync
-from ..network.web3 import underlying_coin_info_sync
-
 
 def from_address(address, chain, env="prod", end_ts=None):
     """
@@ -50,3 +53,32 @@ def from_symbol(symbol, chain, env):
     data = from_address(address, chain, env)
 
     return data
+
+
+def get_metadata(
+    address,
+    chain="mainnet",
+    env="prod",
+    end_ts=None,
+):
+    """
+    Pulls pool state and metadata from daily snapshot.
+
+    Parameters
+    ----------
+    address : str
+        Pool address prefixed with “0x”.
+
+    chain : str
+        Chain/layer2 identifier, e.g. “mainnet”, “arbitrum”, “optimism".
+
+    Returns
+    -------
+    :class:`~curvesim.pool_data.metadata.PoolMetaDataInterface`
+
+    """
+    # TODO: validate function arguments
+    metadata_dict = from_address(address, chain, env=env, end_ts=end_ts)
+    metadata = PoolMetaData(metadata_dict)
+
+    return metadata

curvesim/pipelines/vol_limited_arb/pool_volume.py → curvesim/pool_data/queries/pool_volume.py

@@ -4,7 +4,7 @@
 
 from datetime import datetime, timezone
 from math import comb
-from typing import List, Optional, Tuple
+from typing import List, Optional, Tuple, Union
 
 from pandas import DataFrame, Series
 
@@ -13,28 +13,34 @@
 from curvesim.pool_data.metadata import PoolMetaDataInterface
 from curvesim.utils import get_event_loop, get_pairs
 
+from .metadata import get_metadata
+
 logger = get_logger(__name__)
 
 
 def get_pool_volume(
-    pool_metadata: PoolMetaDataInterface,
+    metadata_or_address: Union[PoolMetaDataInterface, str],
     days: int = 60,
     end: Optional[int] = None,
+    chain: Optional[str] = "mainnet",
 ) -> DataFrame:
     """
     Gets historical daily volume for each pair of coins traded in a Curve pool.
 
     Parameters
     ----------
-    pool_metadata: PoolMetaDataInterface
-        Pool metadata for the pool of interest.
+    metadata_or_address: PoolMetaDataInterface or str
+        Pool metadata or pool address to fetch metadata.
 
     days: int, defaults to 60
         Number of days to pull volume data for.
 
     end: int, defaults to start of current date
         Posix timestamp of the last time to pull data for.
 
+    chain: str, default "mainnet"
+        Chain to use if pool address is provided to fetch metadata.
+
     Returns
     -------
     DataFrame
@@ -44,6 +50,11 @@ def get_pool_volume(
 
     logger.info("Fetching historical pool volume...")
 
+    if isinstance(metadata_or_address, str):
+        pool_metadata: PoolMetaDataInterface = get_metadata(metadata_or_address, chain)
+    else:
+        pool_metadata = metadata_or_address
+
     pair_data = _get_pair_data(pool_metadata)
     start_ts, end_ts = _process_timestamps(days, end)
     loop = get_event_loop()

test/integration/test_get_pool_volume.py

@@ -1,4 +1,4 @@
-from curvesim.pipelines.vol_limited_arb.pool_volume import get_pool_volume
+from curvesim.pool_data import get_pool_volume
 from curvesim.pool_data.metadata import PoolMetaData
 from curvesim.utils import get_pairs
 
@@ -21,6 +21,17 @@ def test_get_pool_volume():
 
     for metadata in metadata_list:
         pool_metadata = PoolMetaData(metadata)
-        volumes = get_pool_volume(pool_metadata, days=2, end=1698292800)
-        assert len(volumes) == 2
-        assert volumes.columns.to_list() == get_pairs(pool_metadata.coin_names)
+
+        # Test using metadata
+        volumes1 = get_pool_volume(pool_metadata, days=2, end=1698292800)
+        assert len(volumes1) == 2
+        assert volumes1.columns.to_list() == get_pairs(pool_metadata.coin_names)
+
+        # Test using address and chain
+        address = pool_metadata.address
+        chain = pool_metadata.chain
+        volumes2 = get_pool_volume(address, chain=chain, days=2, end=1698292800)
+        assert len(volumes2) == 2
+        assert volumes2.columns.to_list() == get_pairs(pool_metadata.coin_names)
+
+        assert all(volumes1 == volumes2)

test/unit/test_pool_volume.py

@@ -1,6 +1,6 @@
 from math import comb
 
-from curvesim.pipelines.vol_limited_arb.pool_volume import _get_pair_data
+from curvesim.pool_data.queries.pool_volume import _get_pair_data
 
 
 class DummyMetadata: