Merge pull request #1869 from dhedge/feat/add-flat-money

feat(Project): List Flat Money

aggregators/flat-money/index.ts

@@ -0,0 +1,148 @@
+import { SimpleAdapter, FetchV2, FetchResultV2 } from "../../adapters/types";
+import { CHAIN } from "../../helpers/chains";
+import { gql, GraphQLClient } from "graphql-request";
+
+const CONFIG = {
+  [CHAIN.BASE]: {
+    startTimestamp: 1721161357,
+    endpoint: "https://api.studio.thegraph.com/query/48129/flatcoin-base/version/latest",
+    leverageOpensQuery: gql`
+      query leverageOpens($startTimestamp: BigInt!, $endTimestamp: BigInt!) {
+        leverageOpens(
+          where: { blockTimestamp_gte: $startTimestamp, blockTimestamp_lte: $endTimestamp },
+          first: 1000, orderBy: blockTimestamp, orderDirection: asc
+        ) {
+          margin,
+          size,
+          entryPrice
+        }
+      }`,
+    leverageAdjustsQuery: gql`
+      query leverageAdjusts($startTimestamp: BigInt!, $endTimestamp: BigInt!) {
+        leverageAdjusts(
+          where: { blockTimestamp_gte: $startTimestamp, blockTimestamp_lte: $endTimestamp },
+          first: 1000, orderBy: blockTimestamp, orderDirection: asc
+        ) {
+          marginDelta,
+          sizeDelta,
+          adjustPrice
+        }
+      }`,
+    leverageClosesQuery: gql`
+      query leverageCloses($startTimestamp: BigInt!, $endTimestamp: BigInt!) {
+        leverageCloses(
+          where: { blockTimestamp_gte: $startTimestamp, blockTimestamp_lte: $endTimestamp },
+          first: 1000, orderBy: blockTimestamp, orderDirection: asc
+        ) {
+          settledMargin,
+          size,
+          closePrice
+        }
+      }`,
+    leverageOpensField: "leverageOpens",
+    leverageAdjustsField: "leverageAdjusts",
+    leverageClosesField: "leverageCloses"
+  },
+};
+
+const fetchVolume = async (chainId: CHAIN, query: string, volumeField: string, startTimestamp: number, endTimestamp: number) => {
+  const { endpoint } = CONFIG[chainId];
+
+  let allData = [];
+  let skip = 0;
+  const batchSize = 1000;
+
+  while (true) {
+    try {
+      const data = await new GraphQLClient(endpoint).request(query, {
+        startTimestamp,
+        endTimestamp,
+        first: batchSize,
+        skip
+      });
+
+      const entries = data[volumeField];
+      if (entries.length === 0) break;
+      allData = allData.concat(entries);
+      skip += batchSize;
+
+      if (entries.length < batchSize) break;
+
+      await sleep(500);
+    } catch (e) {
+      throw new Error(`Error fetching data for chain ${chainId}: ${e.message}`);
+    }
+  }
+  return allData;
+};
+
+const calculateOpensVolume = (data: any): number =>
+  data.reduce((acc: number, item: any) => {
+    const priceFormatted = Number(item.entryPrice) / 1e18;
+    const marginFormatted = Number(item.margin) / 1e18;
+    const sizeFormatted = Number(item.size) / 1e18;
+    return acc + (marginFormatted + sizeFormatted) * priceFormatted;
+  }, 0);
+
+const calculateAdjustsVolume = (data: any): number =>
+  data.reduce((acc: number, item: any) => {
+    const priceFormatted = Number(item.adjustPrice) / 1e18;
+    const marginDeltaFormatted = Number(Math.abs(item.marginDelta)) / 1e18;
+    const sizeDeltaFormatted = Number(Math.abs(item.sizeDelta)) / 1e18;
+    return acc + (marginDeltaFormatted + sizeDeltaFormatted) * priceFormatted;
+  }, 0);
+
+const calculateClosesVolume = (data: any): number =>
+  data.reduce((acc: number, item: any) => {
+    const priceFormatted = Number(item.closePrice) / 1e18;
+    const settledMarginFormatted = Number(item.settledMargin) / 1e18;
+    const sizeFormatted = Number(item.size) / 1e18;
+    return acc + (settledMarginFormatted + sizeFormatted) * priceFormatted;
+  }, 0);
+
+const fetch: FetchV2 = async ({ startTimestamp, endTimestamp, chain }): Promise<FetchResultV2> => {
+  const config = CONFIG[chain];
+  if (!config) throw new Error(`Unsupported chain: ${chain}`);
+
+  const [
+    dailyOpensData,
+    dailyAdjustsData,
+    dailyClosesData,
+    totalOpensData,
+    totalAdjustsData,
+    totalClosesData
+  ] = await Promise.all([
+    fetchVolume(chain as CHAIN, config.leverageOpensQuery, config.leverageOpensField, startTimestamp || (endTimestamp - 86400), endTimestamp),
+    fetchVolume(chain as CHAIN, config.leverageAdjustsQuery, config.leverageAdjustsField, startTimestamp || (endTimestamp - 86400), endTimestamp),
+    fetchVolume(chain as CHAIN, config.leverageClosesQuery, config.leverageClosesField, startTimestamp || (endTimestamp - 86400), endTimestamp),
+    fetchVolume(chain as CHAIN, config.leverageOpensQuery, config.leverageOpensField, config.startTimestamp, endTimestamp),
+    fetchVolume(chain as CHAIN, config.leverageAdjustsQuery, config.leverageAdjustsField, config.startTimestamp, endTimestamp),
+    fetchVolume(chain as CHAIN, config.leverageClosesQuery, config.leverageClosesField, config.startTimestamp, endTimestamp),
+  ]);
+
+  return {
+    timestamp: endTimestamp,
+    dailyVolume: calculateOpensVolume(dailyOpensData)
+        + calculateAdjustsVolume(dailyAdjustsData)
+        + calculateClosesVolume(dailyClosesData),
+    totalVolume: calculateOpensVolume(totalOpensData)
+        + calculateAdjustsVolume(totalAdjustsData)
+        + calculateClosesVolume(totalClosesData)
+  };
+};
+
+function sleep(ms) {
+  return new Promise(resolve => setTimeout(resolve, ms));
+}
+
+const adapter: SimpleAdapter = {
+  adapter: Object.fromEntries(
+    Object.entries(CONFIG).map(([chain, config]) => [
+      chain,
+      { fetch, start: config.startTimestamp }
+    ])
+  ),
+  version: 2
+};
+
+export default adapter;