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Volatility has no endpoint

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まだ誰も着手していません。

  • #477 @sparkysolutions10-pixel による — マージされずにクローズ

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説明

area:pricing difficulty:easy epic:analytics help wanted points:100 Stellar Wave
Background

Volatility decides position sizing, slippage tolerance and whether a price is worth trusting. Lens stores everything needed and computes none of it.

What to build
  • Realised volatility per pair over configurable windows, annualised, with the method named.
  • Returned alongside the sample count, because volatility from eleven samples is not a measurement.
Acceptance criteria
  • Realised volatility per pair with the method stated
  • Sample count always returned
  • Too few samples refuses rather than reports
  • A test against a hand-computed series

Drips Wave · Complexity: Easy · 100 points


Repo: Divinity-Labs/Lens. Node + Fastify + Prisma + Postgres. Tests are vitest (npm test), not jest — jest against this repo fails every file and tells you nothing.

?network= is not optional on a new route. Every row carries a network and the indexes lead with it. Read req.network ?? activeNetwork, filter on it, echo it in the response, and declare the parameter in openapi.yaml. tests/openapi.test.ts boots the server and fails if a registered route is missing from the spec.

A number without provenance is not an answer. Every figure this batch adds must carry what it was computed from: which venues, how many samples, how fresh. The point of Lens is that its numbers can be checked.

Never elide a contract id or an issuer. Take addresses from the protocol's own documentation and write them whole. A sibling repo's issue wrote CD2W5LUR…XZ4L and five contributors invented plausible contract ids to fill the gap.

Say when you cannot answer. An asset with no liquidity, a pair with one venue, a window with a gap — each has an honest answer that is not zero and not a 500. Zero is a number people act on.


Required: Before submitting, join the contributor Telegram so your work can be tracked and counted toward the Stellar Wave: https://t.me/+fxHXq8f1SwlkZDBk

主要言語
TypeScript
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4
フォーク
71
平均マージ
3日 6時間
マージ済み PR(30日)
144

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