feat: custom subgrounds client for polars

[Evan-Kim2028]

Related to this issue - #29

from polars_client import SubgroundsPolars
from subgrounds.subgraph import FieldPath, Subgraph

# from polars_utils.py import *

import polars as pl

sg = SubgroundsPolars()

snx_endpoint = "https://api.thegraph.com/subgraphs/name/synthetix-perps/perps"

snx = sg.load_subgraph(
    url=snx_endpoint,
)

trades_json = sg.query_json(
    [
        # set the first parameter to a larger size to query more rows.
        snx.Query.futuresTrades(
            first=2500,
            orderBy="timestamp",
            orderDirection="desc",
            # where=[{"timestamp_lte": "1694131200"}],  # 1694131200 = 9/8/23
        )
    ]
)

Features

• create a custom subgrounds client to support polars dataframes

TODO

• uses custom polars utility functions to help convert from graphql response to polars dataframe. This is currently done, but need to work out importing functions from polars_utils.py

[0xMochan]

There's going to be some work before we get to a PolarsClient, we can set up a call to go over more about this!

Also, I've renamed some files to match some of our naming conventions and so forth. Lastly, checkout the CONTRIBUTING for the tools we use for managing the repo.

[0xMochan]

We shouldn't need to do this, there should already be a .gitignore in your .venv.

[Evan-Kim2028]

there was not so I had to add it in.

Do you also mean that the .gitignore I have should not be getting pushed?

[0xMochan]

The .gitignore is auto-generating if the .venv is created via python's built in venv module (which is also what poetry uses for generating environments).

[0xMochan]

This test file is not structure for pytest, it's more like a testing file. We can consider adding this to if __name__ == "__main__" in the main polars client file.

In terms of actual tests, if you aren't familiar with pytest, it might be a bit hard to follow how we structure tests in the tests directory. We can set a call for this or I can write a mock for how it could look like.

[Evan-Kim2028]

correct - test_client.py is simply a testing file to ensure that the functionality works. It does not cover any edge cases, bugs, or all pieces of the polars client such as testing any of the polars utils functions.

what kind of pytest tests would you recommend to implement, if any? I see a lot of existing tests for the current sync subgrounds, unsure if any of them would be good to copy.

[Evan-Kim2028]

• refactored function names, comments, and style for utils
• added functional tests to see how the functions work