File tree Expand file tree Collapse file tree 1 file changed +9
-1
lines changed
Expand file tree Collapse file tree 1 file changed +9
-1
lines changed Original file line number Diff line number Diff line change @@ -9,7 +9,10 @@ import (
99 "github.com/umee-network/umee/price-feeder/oracle/provider"
1010)
1111
12- var minimumTimeWeight = sdk .MustNewDecFromStr ("0.2" )
12+ var (
13+ minimumTimeWeight = sdk .MustNewDecFromStr ("0.2000" )
14+ minimumCandleVolume = sdk .MustNewDecFromStr ("0.0001" )
15+ )
1316
1417const (
1518 // tvwapCandlePeriod represents the time period we use for tvwap in minutes
@@ -110,6 +113,11 @@ func ComputeTVWAP(prices provider.AggregatedProviderCandles) (map[string]sdk.Dec
110113 if timePeriod < candle .TimeStamp {
111114 // timeDiff = now - candle.TimeStamp
112115 timeDiff := sdk .NewDec (now - candle .TimeStamp )
116+ // set minimum candle volume for low-trading assets
117+ if candle .Volume .Equal (sdk .ZeroDec ()) {
118+ candle .Volume = minimumCandleVolume
119+ }
120+
113121 // volume = candle.Volume * (weightUnit * (period - timeDiff) + minimumTimeWeight)
114122 volume := candle .Volume .Mul (
115123 weightUnit .Mul (period .Sub (timeDiff ).Add (minimumTimeWeight )),
You can’t perform that action at this time.
0 commit comments