Optimal fee structure estimate based on trading pair and securities class

crates/brontes-database/brontes-db/src/clickhouse/db_client.rs

@@ -604,6 +604,7 @@ impl Clickhouse {
         range_or_arbitrary: &CexRangeOrArbitrary,
     ) -> eyre::Result<Vec<BestCexPerPair>, DatabaseError> {
         if block_times.is_empty() {
+
             return Err(DatabaseError::from(clickhouse::error::Error::Custom(
                 "Nothing to query, block times are empty".to_string(),
             )))

crates/brontes-types/src/constants.rs

@@ -40,6 +40,50 @@ pub const EURT_ADDRESS: Address = Address::new(hex!("c581b735a1688071a1746c968e0
 pub const LINK_ADDRESS: Address = Address::new(hex!("514910771af9ca656af840dff83e8264ecf986ca"));
 pub const UNI_TOKEN: Address = Address::new(hex!("1f9840a85d5af5bf1d1762f925bdaddc4201f984"));
 pub const XAUT_ADDRESS: Address = Address::new(hex!("68749665ff8d2d112fa859aa293f07a622782f38"));
+pub const ACE_ADDRESS: Address = Address::new(hex!("ec5483804e637d45cde22fa0869656b64b5ab1ab"));
+pub const ADA_ADDRESS: Address = Address::new(hex!("43110D4f2113D50574412E852EBD96F1593179e4"));
+pub const AEVO_ADDRESS: Address = Address::new(hex!("b528edbef013aff855ac3c50b381f253af13b997"));
+pub const AI_ADDRESS: Address = Address::new(hex!("c91b523a59acc63a64f61fc7bbfb4bfc82dd25f2"));
+pub const ALT_ADDRESS: Address = Address::new(hex!("8457ca5040ad67fdebbcc8edce889a335bc0fbfb"));
+pub const ARB_ADDRESS: Address = Address::new(hex!("b50721bcf8d664c30412cfbc6cf7a15145234ad1"));
+pub const ARKM_ADDRESS: Address = Address::new(hex!("6e2a43be0b1d33b726f0ca3b8de60b3482b8b050"));
+pub const AUCTION_ADDRESS: Address = Address::new(hex!("a9b1eb5908cfc3cdf91f9b8b3a74108598009096"));
+pub const AXL_ADDRESS: Address = Address::new(hex!("467719ad09025fcc6cf6f8311755809d45a5e5f3"));
+pub const BLZ_ADDRESS: Address = Address::new(hex!("5732046a883704404f284ce41ffadd5b007fd668"));
+pub const CHZ_ADDRESS: Address = Address::new(hex!("3506424f91fd33084466f402d5d97f05f8e3b4af"));
+pub const CYBER_ADDRESS: Address = Address::new(hex!("14778860e937f509e651192a90589de711fb88a9"));
+pub const DYDX_ADDRESS: Address = Address::new(hex!("92d6c1e31e14520e676a687f0a93788b716beff5"));
+pub const ENA_ADDRESS: Address = Address::new(hex!("57e114b691db790c35207b2e685d4a43181e6061"));
+pub const ENS_ADDRESS: Address = Address::new(hex!("c18360217d8f7ab5e7c516566761ea12ce7f9d72"));
+pub const ETHFI_ADDRESS: Address = Address::new(hex!("fe0c30065b384f05761f15d0cc899d4f9f9cc0eb"));
+pub const FET_ADDRESS: Address = Address::new(hex!("aea46a60368a7bd060eec7df8cba43b7ef41ad85"));
+pub const FLOKI_ADDRESS: Address = Address::new(hex!("cf0c122c6b73ff809c693db761e7baebe62b6a2e"));
+pub const FTM_ADDRESS: Address = Address::new(hex!("4e15361fd6b4bb609fa63c81a2be19d873717870"));
+pub const GALA_ADDRESS: Address = Address::new(hex!("d1d2eb1b1e90b638588728b4130137d262c87cae"));
+pub const GRT_ADDRESS: Address = Address::new(hex!("c944e90c64b2c07662a292be6244bdf05cda44a7"));
+pub const INJ_ADDRESS: Address = Address::new(hex!("e28b3b32b6c345a34ff64674606124dd5aceca30"));
+pub const JUP_ADDRESS: Address = Address::new(hex!("4b1e80cac91e2216eeb63e29b957eb91ae9c2be8"));
+pub const LDO_ADDRESS: Address = Address::new(hex!("5a98fcbea516cf06857215779fd812ca3bef1b32"));
+pub const MATIC_ADDRESS: Address = Address::new(hex!("7d1afa7b718fb893db30a3abc0cfc608aacfebb0"));
+pub const MEME_ADDRESS: Address = Address::new(hex!("b131f4a55907b10d1f0a50d8ab8fa09ec342cd74"));
+pub const OMNI_ADDRESS: Address = Address::new(hex!("36e66fbbce51e4cd5bd3c62b637eb411b18949d4"));
+pub const PENDLE_ADDRESS: Address = Address::new(hex!("808507121b80c02388fad14726482e061b8da827"));
+pub const PEOPLE_ADDRESS: Address = Address::new(hex!("7a58c0be72be218b41c608b7fe7c5bb630736c71"));
+pub const PEPE_ADDRESS: Address = Address::new(hex!("6982508145454ce325ddbe47a25d4ec3d2311933"));
+pub const PIXEL_ADDRESS: Address = Address::new(hex!("3429d03c6f7521aec737a0bbf2e5ddcef2c3ae31"));
+pub const PORTAL_ADDRESS: Address = Address::new(hex!("1bbe973bef3a977fc51cbed703e8ffdefe001fed"));
+pub const REZ_ADDRESS: Address = Address::new(hex!("3b50805453023a91a8bf641e279401a0b23fa6f9"));
+pub const RNDR_ADDRESS: Address = Address::new(hex!("6de037ef9ad2725eb40118bb1702ebb27e4aeb24"));
+pub const SAND_ADDRESS: Address = Address::new(hex!("3845badade8e6dff049820680d1f14bd3903a5d0"));
+pub const SHIB_ADDRESS: Address = Address::new(hex!("95ad61b0a150d79219dcf64e1e6cc01f0b64c4ce"));
+pub const STRK_ADDRESS: Address = Address::new(hex!("ca14007eff0db1f8135f4c25b34de49ab0d42766"));
+pub const SUPER_ADDRESS: Address = Address::new(hex!("e53ec727dbdeb9e2d5456c3be40cff031ab40a55"));
+pub const UNI_ADDRESS: Address = Address::new(hex!("1f9840a85d5af5bf1d1762f925bdaddc4201f984"));
+pub const W_ADDRESS: Address = Address::new(hex!("b0ffa8000886e57f86dd5264b9582b2ad87b2b91"));
+pub const WLD_ADDRESS: Address = Address::new(hex!("163f8c2467924be0ae7b5347228cabf260318753"));
+pub const AEUR_ADDRESS: Address = Address::new(hex!("a40640458fbc27b6eefedea1e9c9e17d4cee7a21"));
+pub const MAV_ADDRESS: Address = Address::new(hex!("7448c7456a97769f6cd04f1e83a4a23ccdc46abd"));
+pub const USDP_ADDRESS: Address = Address::new(hex!("8e870d67f660d95d5be530380d0ec0bd388289e1"));
 
 /// The first block where the chainbound mempool data is available.
 pub const START_OF_CHAINBOUND_MEMPOOL_DATA: u64 = 17193367;

crates/brontes-types/src/db/cex/mod.rs

@@ -1,10 +1,50 @@
+use std::{fmt::Debug, hash::Hash};
+
+use strum::Display;
+pub mod cex_symbols;
+pub mod quotes;
+pub mod trades;
 mod best_cex_per_pair;
-mod cex_symbols;
 mod exchanges;
 
 pub use best_cex_per_pair::*;
 pub use cex_symbols::*;
-pub use exchanges::*;
+pub use quotes::*;
+pub use trades::*;
 
-pub mod quotes;
-pub mod trades;
+#[derive(
+    Copy,
+    Display,
+    Debug,
+    Clone,
+    Default,
+    Eq,
+    PartialEq,
+    Hash,
+    serde::Serialize,
+    // serde::Deserialize,
+    rkyv::Serialize,
+    rkyv::Deserialize,
+    rkyv::Archive,
+)]
+#[archive_attr(derive(Eq, PartialEq, Hash))]
+pub enum CexExchange {
+    Binance,
+    Bitmex,
+    Deribit,
+    Okex,
+    Coinbase,
+    Kraken,
+    BybitSpot,
+    Kucoin,
+    Upbit,
+    Huobi,
+    GateIo,
+    Bitstamp,
+    Gemini,
+    Average,
+    VWAP,
+    OptimisticVWAP,
+    #[default]
+    Unknown,
+}