make the hourly_price_data table more accurate

[moodysalem]

currently it uses the vwap, which is a problem because frontrunning and backrunning (sandwich) swaps will move the price up or down significantly in order to extract mev from a user's trade

it would be better for the twap to be used to compute the hourly_price_data table

create a new table hourly_twap_data that aggregates the time weighted average tick across pools per pair

[moodysalem]

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Pull Requests:

• PR #13

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