Price Feed Modifiers

[nikhilsaraf]

Desired Behavior

I want more control over what the price feed returns by adding the concept of modifiers.

Impact

The desired behavior will allow me to specify if I want to fetch the bid price, ask price, vwap, etc. from the price feed.

Feature Suggestion

we can achieve the desired behavior by adding a new (optional) part to the url field for exchanges taking on the values mid, ask, or bid.

Alternatively, we can achieve the desired behavior by adding a new (optional) field in the config file called DATA_FEED_A_MODIFIER and DATA_FEED_B_MODIFIER.