Enhance Market Data API with additional metrics

[JonRay15]

API Overview

There are a few metrics that we want to be able to display in various screens for AMM which would be good to add to the market data API.

API request details

• Enhance market data API to include
  • Rolling 24h volume (rolling every minute)
  • Rolling 24h price change (rolling every minute)
  • Total order volume on the book broken down by AMM v Book

Filtering requirements (inputs)

• Market ID

Questions

Open questions about the feature implementation, what can be done with the APIs, or currently unresolved questions around the feature.

API test scenarios

Detailed scenarios that can be executed as feature tests to verify that the API has been implemented as expected.

GIVEN (setup/context)
WHEN (action)
THEN (assertion) For example...
See here for more format information and examples.

Additional Details (optional)

Any additional information that provides context or gives information that will help us develop the feature.

[mattrussell36]

• We really need 24 hour price change as well
• Do we want more granularity on total order volume? IE AAM volume vs normal orders vs normal liquidity provisions?

[EVODelavega]

WRT the rolling price change every minute: that's a rather strange one: for perps the mark price is only updated once when we mark to market, which could (and AFAIK always is less frequent than once per minute), so it doesn't make sense to track the price data on a per-minute basis. In terms of data that could be more accurately tracked (and doesn't require new events) could be the rolling price change in terms of actual trades on a market, but those might not be representative of the changes in mark price