fix: normalize adapter time windows to half-open intervals

adapters/types.ts

@@ -243,4 +243,4 @@ export interface IJSON<T> {
   [key: string]: T
 }
 
-export const ADAPTER_TYPES = Object.values(AdapterType).filter((adapterType: any) => adapterType !== AdapterType.PROTOCOLS)
+export const ADAPTER_TYPES = Object.values(AdapterType).filter((adapterType: any) => adapterType !== AdapterType.PROTOCOLS)

adapters/utils/runAdapter.ts

@@ -6,6 +6,7 @@ import { getUniqStartOfTodayTimestamp } from '../../helpers/getUniSubgraphVolume
 import { getDateString } from '../../helpers/utils';
 import { accumulativeKeySet, BaseAdapter, BaseAdapterChainConfig, ChainBlocks, FetchGetLogsOptions, FetchOptions, FetchResponseValue, FetchV2, SimpleAdapter } from '../types';
 import { CHAIN } from '../../helpers/chains';
+import { getAdapterTimeWindow, getLogStartBlock } from './timeWindow';
 
 // to trigger inclusion of the env.ts file
 const _include_env = _env.getEnv('BITLAYER_RPC')
@@ -354,9 +355,18 @@ async function _runAdapter({
       }
       return new Balances({ timestamp: closeToCurrentTime ? undefined : timestamp, chain: _chain })
     }
-    const toTimestamp = timestamp - 1
-    const fromTimestamp = toTimestamp - windowSize
+    const {
+      startTimestamp,
+      endTimestamp,
+      fromTimestamp,
+      toTimestamp,
+    } = getAdapterTimeWindow(timestamp, windowSize)
+    // Cumulative snapshots use the pre-window block; log ranges start after it when available.
     const getFromBlock = async () => await getBlock(fromTimestamp, chain)
+    const getQueryStartBlock = async () => {
+      const snapshotBlock = await getFromBlock()
+      return getLogStartBlock(snapshotBlock)
+    }
     const getToBlock = async () => await getBlock(toTimestamp, chain, chainBlocks)
     const problematicChains = new Set(['sei',])
 
@@ -365,7 +375,7 @@ async function _runAdapter({
 
       if (problematicChains.has(chain)) throw new Error(`getLogs is disabled for ${chain} chain due to frequent timeouts`)
 
-      fromBlock = fromBlock ?? await getFromBlock()
+      fromBlock = fromBlock ?? await getQueryStartBlock()
       toBlock = toBlock ?? await getToBlock()
       const requestCount = targets ? targets.length : 1
       if (api) api.addStat('logsRequests', requestCount)
@@ -389,7 +399,7 @@ async function _runAdapter({
       if (Array.isArray(targetsFilter))
         targetsFilter = new Set(targetsFilter.map((t) => t.toLowerCase()))
 
-      if (!params.hasOwnProperty('fromBlock')) params.fromBlock = await getFromBlock()
+      if (!params.hasOwnProperty('fromBlock')) params.fromBlock = await getQueryStartBlock()
       if (!params.hasOwnProperty('toBlock')) params.toBlock = await getToBlock()
       if (!params.hasOwnProperty('all')) params.all = true
       if (!params.hasOwnProperty('clientStreaming')) params.clientStreaming = true
@@ -424,8 +434,6 @@ async function _runAdapter({
     const fromApi = new ChainApi({ chain, timestamp: fromTimestamp, block: fromBlock })
     const api = new ChainApi({ chain, timestamp: withinTwoHours ? undefined : timestamp, block: toBlock })
     const startOfDay = getUniqStartOfTodayTimestamp(new Date(toTimestamp * 1000))
-    const startTimestamp = fromTimestamp
-    const endTimestamp = toTimestamp + 1
     const getStartBlock = getFromBlock
     const getEndBlock = getToBlock
     const toApi = api

adapters/utils/timeWindow.ts

@@ -0,0 +1,29 @@
+export type AdapterTimeWindow = {
+  startTimestamp: number;
+  endTimestamp: number;
+  fromTimestamp: number;
+  toTimestamp: number;
+};
+
+export function getLogStartBlock<T extends number | null | undefined>(snapshotBlock: T): T extends number ? number : T {
+  return (snapshotBlock == null ? snapshotBlock : snapshotBlock + 1) as T extends number ? number : T;
+}
+
+export function getAdapterTimeWindow(
+  endTimestamp: number,
+  windowSize: number,
+): AdapterTimeWindow {
+  if (!Number.isInteger(endTimestamp))
+    throw new Error(`endTimestamp must be an integer, got ${endTimestamp}`);
+  if (!Number.isInteger(windowSize) || windowSize <= 0)
+    throw new Error(`windowSize must be a positive integer, got ${windowSize}`);
+
+  const startTimestamp = endTimestamp - windowSize;
+
+  return {
+    startTimestamp,
+    endTimestamp,
+    fromTimestamp: startTimestamp - 1,
+    toTimestamp: endTimestamp - 1,
+  };
+}

aggregator-derivatives/flat-money/helper.ts

@@ -90,7 +90,7 @@ function sleep(ms) {
 export const leverageOpensQuery = gql`
     query leverageOpens($startTimestamp: BigInt!, $endTimestamp: BigInt!) {
         leverageOpens(
-            where: { blockTimestamp_gte: $startTimestamp, blockTimestamp_lte: $endTimestamp },
+            where: { blockTimestamp_gte: $startTimestamp, blockTimestamp_lt: $endTimestamp },
             first: 1000, orderBy: blockTimestamp, orderDirection: asc
         ) {
             margin,
@@ -102,7 +102,7 @@ export const leverageOpensQuery = gql`
 export const leverageAdjustsQuery = gql`
     query leverageAdjusts($startTimestamp: BigInt!, $endTimestamp: BigInt!) {
         leverageAdjusts(
-            where: { blockTimestamp_gte: $startTimestamp, blockTimestamp_lte: $endTimestamp },
+            where: { blockTimestamp_gte: $startTimestamp, blockTimestamp_lt: $endTimestamp },
             first: 1000, orderBy: blockTimestamp, orderDirection: asc
         ) {
             marginDelta,
@@ -114,7 +114,7 @@ export const leverageAdjustsQuery = gql`
 export const leverageClosesQuery = gql`
     query leverageCloses($startTimestamp: BigInt!, $endTimestamp: BigInt!) {
         leverageCloses(
-            where: { blockTimestamp_gte: $startTimestamp, blockTimestamp_lte: $endTimestamp },
+            where: { blockTimestamp_gte: $startTimestamp, blockTimestamp_lt: $endTimestamp },
             first: 1000, orderBy: blockTimestamp, orderDirection: asc
         ) {
             settledMargin,

aggregators/anqa/index.ts

@@ -33,8 +33,8 @@ const fetch = async (options: FetchOptions): Promise<FetchResult> => {
             1082197246,1082197771,1082189106,1082188929
           )
           AND e.tx_success = TRUE
-          AND e.block_date >= from_unixtime(${options.startTimestamp})
-          AND e.block_date <= from_unixtime(${options.endTimestamp})
+          AND e.block_time >= from_unixtime(${options.startTimestamp})
+          AND e.block_time < from_unixtime(${options.endTimestamp})
     )
     SELECT
         SUM(tx_value_usd) AS total_volume

aggregators/opensea/index.ts

@@ -34,7 +34,7 @@ const prefetch = async (options: FetchOptions) => {
 			SELECT DISTINCT hash FROM evms.transactions 
 			WHERE
 				block_time >= FROM_UNIXTIME(${options.startTimestamp})
-				AND block_time <= FROM_UNIXTIME(${options.endTimestamp})
+				AND block_time < FROM_UNIXTIME(${options.endTimestamp})
 				AND varbinary_substring(data, varbinary_length(data) - 3, 4) = from_hex('865d8597')
 		)
 		GROUP BY 1
@@ -48,7 +48,7 @@ const fetchRobinhood = async (options: FetchOptions) => {
 			FROM evms.transactions
 			WHERE blockchain = 'robinhood'
 				AND block_time >= FROM_UNIXTIME(${options.startTimestamp})
-				AND block_time <= FROM_UNIXTIME(${options.endTimestamp})
+				AND block_time < FROM_UNIXTIME(${options.endTimestamp})
 				AND varbinary_substring(data, varbinary_length(data) - 3, 4) = from_hex('865d8597')
 		),
 		robinhood_trades AS (
@@ -61,7 +61,7 @@ const fetchRobinhood = async (options: FetchOptions) => {
 			INNER JOIN opensea_txs os ON t.tx_hash = os.hash
 			WHERE t.blockchain = 'robinhood'
 				AND t.block_time >= FROM_UNIXTIME(${options.startTimestamp})
-				AND t.block_time <= FROM_UNIXTIME(${options.endTimestamp})
+				AND t.block_time < FROM_UNIXTIME(${options.endTimestamp})
 		)
 		SELECT SUM(t.amount_usd) AS dailyVolume
 		FROM robinhood_trades t

bridge-aggregators/garden/index.ts

@@ -200,10 +200,10 @@ async function fetchTransactionsInDateRange(startTimestamp: number, endTimestamp
         }
         for (const tx of response.result.data) {
             const txTimestamp = new Date(tx.created_at).getTime() / 1000;
-            if (!insideDateRange && txTimestamp > endTimestamp) {
+            if (!insideDateRange && txTimestamp >= endTimestamp) {
                 continue;
             }
-            if (txTimestamp <= endTimestamp && txTimestamp >= startTimestamp) {
+            if (txTimestamp < endTimestamp && txTimestamp >= startTimestamp) {
                 if (!insideDateRange) {
                     insideDateRange = true;
                 }

bridge-aggregators/opensea/index.ts

@@ -29,21 +29,21 @@ const prefetch = async (options: FetchOptions) => {
             FROM evms.transactions tx
             WHERE varbinary_substring(tx.data, varbinary_length(tx.data) - 3, 4) = from_hex('865d8597')
                 AND tx.block_time >= FROM_UNIXTIME(${options.startTimestamp})
-                AND tx.block_time <= FROM_UNIXTIME(${options.endTimestamp})
+                AND tx.block_time < FROM_UNIXTIME(${options.endTimestamp})
         ),
         dex_txs AS (
             SELECT tx_hash, blockchain
             FROM dex_aggregator.trades
             WHERE block_time >= FROM_UNIXTIME(${options.startTimestamp})
-                AND block_time <= FROM_UNIXTIME(${options.endTimestamp})
+                AND block_time < FROM_UNIXTIME(${options.endTimestamp})
 
             UNION ALL
 
             SELECT tx_hash, blockchain
             FROM dex.trades
             WHERE blockchain = 'robinhood'
                 AND block_time >= FROM_UNIXTIME(${options.startTimestamp})
-                AND block_time <= FROM_UNIXTIME(${options.endTimestamp})
+                AND block_time < FROM_UNIXTIME(${options.endTimestamp})
         ),
         filtered_bridge_txs AS (
             SELECT os.hash, os.blockchain
@@ -62,7 +62,7 @@ const prefetch = async (options: FetchOptions) => {
         INNER JOIN filtered_bridge_txs fb
             ON t.tx_hash = fb.hash AND t.blockchain = fb.blockchain
         WHERE t.block_time >= FROM_UNIXTIME(${options.startTimestamp})
-            AND t.block_time <= FROM_UNIXTIME(${options.endTimestamp})
+            AND t.block_time < FROM_UNIXTIME(${options.endTimestamp})
         GROUP BY 1
 	`);
 };

dexs/0x-rfq.ts

@@ -172,7 +172,7 @@ const prefetch = async (options: FetchOptions) => {
            AND p.contract_address = m.token
            AND p.timestamp = m.fill_day
            AND p.timestamp >= DATE_TRUNC('day', from_unixtime(${options.startTimestamp}))
-           AND p.timestamp <= DATE_TRUNC('day', from_unixtime(${options.endTimestamp}))
+           AND p.timestamp <= DATE_TRUNC('day', from_unixtime(${options.toTimestamp}))
         )`,
         select: `
         SELECT '${chain}' AS chain, COALESCE(SUM(volume_usd), 0) AS daily_volume

dexs/alphaq/index.ts

@@ -24,7 +24,7 @@ const fetch = async (options: FetchOptions) => {
       and t.outer_instruction_index = s.outer_instruction_index
       and t.inner_instruction_index = s.inner_instruction_index + 1
     where t.block_time >= from_unixtime(${options.startTimestamp})
-    and t.block_time <= from_unixtime(${options.endTimestamp})
+    and t.block_time < from_unixtime(${options.endTimestamp})
   `
   const data = await queryDuneSql(options, query)
   const dailyVolume = data[0]?.daily_volume ?? 0

dexs/bisonfi/index.ts

@@ -23,7 +23,7 @@ const fetch = async (options: FetchOptions) => {
             and t.outer_instruction_index = s.outer_instruction_index
             and t.inner_instruction_index = s.inner_instruction_index + 1
         where t.block_time >= from_unixtime(${options.startTimestamp})
-        and t.block_time <= from_unixtime(${options.endTimestamp})
+        and t.block_time < from_unixtime(${options.endTimestamp})
     `;
     const data = await queryDuneSql(options, query);
 

dexs/boop-fun/index.ts

@@ -16,7 +16,7 @@ const fetch = async (options: FetchOptions) => {
                 boopdotfun_solana.boop_call_buy_token
             WHERE
                 call_block_time >= from_unixtime(${options.startTimestamp})
-                and call_block_time <= from_unixtime(${options.endTimestamp})
+                and call_block_time < from_unixtime(${options.endTimestamp})
         ),
         sell_volume AS (
             SELECT
@@ -25,7 +25,7 @@ const fetch = async (options: FetchOptions) => {
                 boopdotfun_solana.boop_call_sell_token
             WHERE
                 call_block_time >= from_unixtime(${options.startTimestamp})
-                and call_block_time <= from_unixtime(${options.endTimestamp})
+                and call_block_time < from_unixtime(${options.endTimestamp})
         )
         SELECT
             COALESCE((SELECT volume FROM buy_volume), 0) + COALESCE((SELECT volume FROM sell_volume), 0) AS total_volume

dexs/deriverse/index.ts

@@ -89,7 +89,7 @@ const fetch = async (options: FetchOptions) => {
     return fetchRangeVolume(options, bucketStartTimestamp);
   }
 
-  const matchesWindowStart = bucketStartTimestamp === options.startTimestamp || bucketStartTimestamp === options.startTimestamp + 1;
+  const matchesWindowStart = bucketStartTimestamp === options.startTimestamp;
   if (!matchesWindowStart || bucketStartTimestamp % DAY_SECONDS !== 0) {
     return { dailyVolume: 0 };
   }

dexs/dexswap/index.ts

@@ -25,7 +25,7 @@ const fetch = async (options: FetchOptions) => {
 	while (true) {
 		const dataFees = await request(endpoints[options.chain], gql
 			`query DexSwapFees {
-				dexSwapFees(first: 1000,skip: ${skip}, orderBy: timestamp, where: { timestamp_gt: ${date}, timestamp_lte: ${options.endTimestamp} }) {
+				dexSwapFees(first: 1000,skip: ${skip}, orderBy: timestamp, where: { timestamp_gt: ${date}, timestamp_lt: ${options.endTimestamp} }) {
 					volume,
 					timestamp
 				}

dexs/flowx-v3/index.ts

@@ -68,7 +68,7 @@ const fetch = async (options: FetchOptions): Promise<FetchResultV2> => {
     FROM sui.events
     WHERE event_type = '${SWAP_EVENT}'
       AND date >= from_unixtime(${options.startTimestamp})
-      AND date <= from_unixtime(${options.endTimestamp})
+      AND date <= from_unixtime(${options.toTimestamp})
       AND timestamp_ms >= ${options.startTimestamp * 1000}
       AND timestamp_ms < ${options.endTimestamp * 1000}
     GROUP BY 1

dexs/heaven-dex/index.ts

@@ -19,7 +19,7 @@ const fetch: any = async (options: FetchOptions) => {
           account_arguments[7] as token_address
         FROM solana.instruction_calls
         WHERE block_time >= from_unixtime(${options.startTimestamp})
-        AND block_time <= from_unixtime(${options.endTimestamp})
+        AND block_time < from_unixtime(${options.endTimestamp})
         AND executing_account = 'HEAVENoP2qxoeuF8Dj2oT1GHEnu49U5mJYkdeC8BAX2o'
         AND outer_executing_account = 'HEAVENoP2qxoeuF8Dj2oT1GHEnu49U5mJYkdeC8BAX2o'
         AND bytearray_substring(data, 1, 4) = 0x66063d12
@@ -38,7 +38,7 @@ const fetch: any = async (options: FetchOptions) => {
           outer_instruction_index
         FROM solana.instruction_calls
         WHERE block_time >= from_unixtime(${options.startTimestamp})
-        AND block_time <= from_unixtime(${options.endTimestamp})
+        AND block_time < from_unixtime(${options.endTimestamp})
         AND executing_account = 'HEAVENoP2qxoeuF8Dj2oT1GHEnu49U5mJYkdeC8BAX2o'
         AND outer_executing_account = 'HEAVENoP2qxoeuF8Dj2oT1GHEnu49U5mJYkdeC8BAX2o'
         AND bytearray_substring(data, 1, 4) = 0x33e685a4
@@ -59,7 +59,7 @@ const fetch: any = async (options: FetchOptions) => {
         FROM solana.instruction_calls ic
         join sell_main_instructions mi on ic.tx_id = mi.tx_id and ic.outer_instruction_index = mi.outer_instruction_index
         WHERE ic.block_time >= from_unixtime(${options.startTimestamp})
-        AND ic.block_time <= from_unixtime(${options.endTimestamp})
+        AND ic.block_time < from_unixtime(${options.endTimestamp})
         AND ic.executing_account = 'TokenkegQfeZyiNwAJbNbGKPFXCWuBvf9Ss623VQ5DA'
         AND ic.outer_executing_account = 'HEAVENoP2qxoeuF8Dj2oT1GHEnu49U5mJYkdeC8BAX2o'
         AND bytearray_substring(ic.data, 1, 1) = 0x0c
@@ -76,7 +76,7 @@ const fetch: any = async (options: FetchOptions) => {
         from prices.usd
         where contract_address = FROM_BASE58('So11111111111111111111111111111111111111112')
         and minute >= from_unixtime(${options.startTimestamp})
-        and minute <= from_unixtime(${options.endTimestamp})
+        and minute < from_unixtime(${options.endTimestamp})
       ),
       txs as (
         SELECT

dexs/humidifi/index.ts

@@ -23,7 +23,7 @@ const fetch = async (options: FetchOptions) => {
             and t.outer_instruction_index = s.outer_instruction_index
             and t.inner_instruction_index = s.inner_instruction_index + 1
         where t.block_time >= from_unixtime(${options.startTimestamp})
-        and t.block_time <= from_unixtime(${options.endTimestamp})
+        and t.block_time < from_unixtime(${options.endTimestamp})
     `
     const data = await queryDuneSql(options, query)
 

dexs/lab-terminal.ts

@@ -13,8 +13,7 @@ const fetch: any = async (options: FetchOptions) => {
     FROM
       dune.lab_terminal.historical_aggregates_v3
     WHERE
-      snapshot_date >= CAST(from_unixtime(${options.startTimestamp}) AS DATE)
-      AND snapshot_date <= CAST(from_unixtime(${options.endTimestamp}) AS DATE)
+      snapshot_date = CAST(from_unixtime(${options.toTimestamp}) AS DATE)
     LIMIT 1
   `;
 

dexs/orbit-finance.ts

@@ -44,7 +44,7 @@ const fetch = async (options: FetchOptions) => {
                 ON t.tx_id = s.tx_id
                 AND t.outer_instruction_index = s.outer_instruction_index
             WHERE t.block_time >= from_unixtime(${options.startTimestamp})
-                AND t.block_time <= from_unixtime(${options.endTimestamp})
+                AND t.block_time < from_unixtime(${options.endTimestamp})
                 AND t.amount_usd IS NOT NULL
                 AND t.amount_usd > 0
         ),

dexs/orca-wavebreak.ts

@@ -21,7 +21,7 @@ const fetch: any = async (options: FetchOptions) => {
       FROM solana.instruction_calls
       WHERE executing_account = 'waveQX2yP3H1pVU8djGvEHmYg8uamQ84AuyGtpsrXTF'
         AND block_time >= from_unixtime(${options.startTimestamp})
-        AND block_time <= from_unixtime(${options.endTimestamp})
+        AND block_time < from_unixtime(${options.endTimestamp})
         AND tx_success = true
         AND (
           bytearray_substring(data, 1, 1) = from_hex('08') OR  -- TokenBuyExactIn

dexs/ostium/index.ts

@@ -35,7 +35,7 @@ const fetch = async (options: FetchOptions) => {
           ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW
         ) AS open_interest
       FROM orders
-      WHERE executed_at <= from_unixtime(${options.endTimestamp})
+      WHERE executed_at < from_unixtime(${options.endTimestamp})
       GROUP BY 1, is_buy
     ),
     latest_oi_per_side AS (
@@ -46,7 +46,7 @@ const fetch = async (options: FetchOptions) => {
           open_interest,
           row_number() OVER (PARTITION BY is_buy ORDER BY day DESC) AS rn
         FROM oi_daily
-        WHERE day <= from_unixtime(${options.endTimestamp})
+        WHERE day < from_unixtime(${options.endTimestamp})
       )
       WHERE rn = 1
     ),

dexs/paradex-spot/index.ts

@@ -19,7 +19,7 @@ async function fetchMarkets() {
 async function fetchCandles(options: FetchOptions, marketId: string) {
   try {
     const { startTimestamp, endTimestamp, startOfDay } = options;
-    const klineUrl = `${API_URL}/tradingview/history?symbol=${marketId}&resolution=1D&from=${startTimestamp + 1}&to=${endTimestamp}&countback=330&price_kind=mark&request_source=paradex-ui`;
+    const klineUrl = `${API_URL}/tradingview/history?symbol=${marketId}&resolution=1D&from=${startTimestamp}&to=${endTimestamp}&countback=330&price_kind=mark&request_source=paradex-ui`;
     const klineRes: { t?: number[], v?: number[] } = await fetchURL(klineUrl);
 
     if (!klineRes?.t || !klineRes?.v || !Array.isArray(klineRes.t) || !Array.isArray(klineRes.v)) {

dexs/pendle/index.ts

@@ -100,7 +100,7 @@ const fetch = async (options: FetchOptions): Promise<FetchResultV2> => {
   // a market can only trade between its deployment and its expiry
   const markets = (await getAllMarkets(chains[options.chain].id)).filter(
     (market) =>
-      new Date(market.timestamp).getTime() / 1000 <= options.endTimestamp &&
+      new Date(market.timestamp).getTime() / 1000 < options.endTimestamp &&
       new Date(market.expiry).getTime() / 1000 > options.startTimestamp
   );
   if (!markets.length) return { dailyVolume };

dexs/pumpfun.ts

@@ -20,7 +20,7 @@ const fetch: any = async (options: FetchOptions) => {
     FROM dex_solana.trades
     WHERE project = 'pumpdotfun'
       AND block_time >= from_unixtime(${options.startTimestamp})
-      AND block_time <= from_unixtime(${options.endTimestamp})
+      AND block_time < from_unixtime(${options.endTimestamp})
   `);
 
   const dailyVolume = options.createBalances()