fix: timescale/timescaledb-toolkit#440 (#37)

pragma-entities/migrations/2024-02-20-090454_fix_twap_aggs/down.sql

@@ -0,0 +1,10 @@
+-- This file should undo anything in `up.sql`
+ALTER MATERIALIZED VIEW twap_2_hours_agg SET SCHEMA (
+    SELECT 
+        pair_id,
+        time_bucket('2 hours'::interval, timestamp) as bucket,
+        average(time_weight('Linear', timestamp, price))::numeric as price_twap,
+        COUNT(DISTINCT source) as num_sources
+    FROM entries
+    GROUP BY bucket, pair_id
+)

pragma-entities/migrations/2024-02-20-090454_fix_twap_aggs/up.sql

@@ -0,0 +1,16 @@
+-- Your SQL goes here
+ALTER MATERIALIZED VIEW twap_2_hours_agg SET SCHEMA (
+    SELECT 
+        pair_id,
+        time_bucket('2 hours'::interval, timestamp) as bucket,
+        interpolated_average(
+            time_weight('Linear', timestamp, price), 
+            bucket, 
+            '2 hours'::interval, 
+            lag(agg) OVER (ORDER BY bucket),
+            lead(agg) OVER (ORDER BY bucket)
+        )::numeric as price_twap,
+        COUNT(DISTINCT source) as num_sources
+    FROM entries
+    GROUP BY bucket, pair_id
+)