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feat: Use benchmarks API for historical data #3138

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feat: Use benchmarks API for historical data #3138

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74 changes: 53 additions & 21 deletions apps/insights/src/components/PriceFeed/Chart/chart.tsx
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Original file line number Diff line number Diff line change
Expand Up @@ -158,12 +158,17 @@ const useChartElem = (symbol: string, feedId: string) => {
return;
}
isBackfilling.current = true;
const url = new URL("/historical-prices", globalThis.location.origin);

const url = new URL(
"https://benchmarks.pyth.network/v1/shims/tradingview/history",
);
url.searchParams.set("symbol", symbol);
url.searchParams.set("from", from.toString());
url.searchParams.set("to", to.toString());
url.searchParams.set("resolution", resolution);
url.searchParams.set("cluster", "pythnet");
url.searchParams.set(
"resolution",
mapResolutionToBenchmarksApi(resolution),
);

abortControllerRef.current = new AbortController();
abortControllerRef.current.signal.addEventListener("abort", () => {
Expand All @@ -177,7 +182,15 @@ const useChartElem = (symbol: string, feedId: string) => {
return;
}

const data = historicalDataSchema.parse(jsonData);
const benchmarkData = benchmarksApiResponseSchema.parse(jsonData);

// Transform OHLC data to our format using close prices
const data = benchmarkData.t.map((timestamp, i) => ({
time: timestamp as UTCTimestamp,
price: benchmarkData.c[i], // Use close price
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@cprussin cprussin Oct 17, 2025 •
edited
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I don't love this -- I think we will need to put more thought in here. If we aren't showing OHLC candles, I think the chart will be misleading. Plus, we should have full resolution (individual points) when zoomed all the way in, so OHLC doesn't really make sense at that resolution. Let's grab some time to chat through this

confidence: 0, // No confidence data from benchmarks API
status: PriceStatus.Trading,
}));
Comment on lines +188 to +193
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I'd do this using a zod transform


// Get the current historical price data
// Note that .data() returns (WhitespaceData | LineData)[], hence the type cast.
Expand All @@ -194,16 +207,17 @@ const useChartElem = (symbol: string, feedId: string) => {
value: d.price,
}),
}));
// we have no confidence data, set confidence bands to match the price
const newHistoricalConfidenceHighData = data.map((d) => ({
time: d.time,
...(d.status === PriceStatus.Trading && {
value: d.price + d.confidence,
value: d.price,
}),
}));
const newHistoricalConfidenceLowData = data.map((d) => ({
time: d.time,
...(d.status === PriceStatus.Trading && {
value: d.price - d.confidence,
value: d.price,
}),
}));

Expand Down Expand Up @@ -381,21 +395,15 @@ type ChartRefContents = {
price: ISeriesApi<"Line">;
};

const historicalDataSchema = z.array(
z
.strictObject({
timestamp: z.number(),
price: z.number(),
confidence: z.number(),
status: z.nativeEnum(PriceStatus),
})
.transform((d) => ({
time: Number(d.timestamp) as UTCTimestamp,
price: d.price,
confidence: d.confidence,
status: d.status,
})),
);
const benchmarksApiResponseSchema = z.object({
s: z.string(), // status
t: z.array(z.number()), // timestamp
o: z.array(z.number()), // open
h: z.array(z.number()), // high
l: z.array(z.number()), // low
c: z.array(z.number()), // close
v: z.array(z.number()), // volume
});
const priceFormat = {
type: "price",
precision: 5,
Expand All @@ -408,6 +416,30 @@ const confidenceConfig = {
lineWidth: 1,
} as const;

/**
* Map our internal resolution format to the benchmarks API resolution format
*/
function mapResolutionToBenchmarksApi(resolution: string): string {
switch (resolution) {
case "1s":
case "1m": {
return "1";
}
case "5m": {
return "5";
}
case "1H": {
return "60";
}
case "1D": {
return "1D";
}
default: {
throw new Error(`Unknown resolution: ${resolution}`);
}
}
}

const useChartResize = (
chartContainerRef: RefObject<HTMLDivElement | null>,
chartRef: RefObject<ChartRefContents | undefined>,
Expand Down
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