build_hypercore_prices_dataframe
Documentation for eth_defi.hyperliquid.vault_data_export.build_hypercore_prices_dataframe function.
- build_hypercore_prices_dataframe(daily_db=None, hf_db=None)
Build a deduplicated Hypercore price DataFrame from available databases.
Daily and high-frequency data are combined without writing a Parquet file. This lets the full post-processing pipeline batch Hypercore with other native-protocol sources in one Parquet rewrite, while standalone callers can still use
merge_hypercore_prices_to_parquet().When both databases contain a row for the same
(address, timestamp), the high-frequency row wins because it is the more granular source.- Parameters
daily_db (Optional[eth_defi.hyperliquid.daily_metrics.HyperliquidDailyMetricsDatabase]) – Open daily metrics database, if available.
hf_db (Optional[eth_defi.hyperliquid.high_freq_metrics.HyperliquidHighFreqMetricsDatabase]) – Open high-frequency metrics database, if available.
- Returns
Deduplicated Hypercore raw prices, or an empty DataFrame when neither database has price data.
- Return type