Merge pull request #2091 from mcastrogg/master

Orca Volume and Fees Update

dexs/orca/index.ts

@@ -1,26 +1,134 @@
 import { CHAIN } from '../../helpers/chains';
 import { httpGet } from '../../utils/fetchURL';
 
-const wpEndpoint = "https://api.mainnet.orca.so/v1/whirlpool/list";
-
-async function fetch(timestamp: number) {
-    const [whirlpools] = await Promise.all([httpGet(wpEndpoint)]);
-    const wpVol = whirlpools.whirlpools
-        .filter((pool: any) => pool?.tvl > 100_000)
-        .filter((pool: any) => pool?.volume?.day < 1_000_000_000)
-        .reduce((sum: number, pool: any) =>
-        sum + (pool?.volume?.day || 0)
-        , 0);
+const statsApiEndpoint = "https://stats-api.mainnet.orca.so/api/whirlpools";
+const eclipseStatsApiEndpoint = "https://stats-api-eclipse.mainnet.orca.so/api/whirlpools";
+const FEE_RATE_DENOMINATOR = 1_000_000;
+const FEE_RATE_THRESHOLD = 0.0016; // Threshold for when a pool's LPs are charged a protocol fee
+const PROTOCOL_FEE_RATE = .12; // 87% of fee goes to LPs, 12% to the protocol, 1% to the orca climat fund 
+
+interface WhirlpoolReward {
+    mint: string;
+    vault: string;
+    authority: string;
+    emissions_per_second_x64: string;
+    growth_global_x64: string;
+}
+interface Whirlpool {
+    address: string;
+    whirlpoolsConfig: string;
+    whirlpoolBump: number[];
+    tickSpacing: number;
+    tickSpacingSeed: number[];
+    feeRate: number;
+    protocolFeeRate: number;
+    liquidity: string;
+    sqrtPrice: string;
+    tickCurrentIndex: number;
+    protocolFeeOwedA: string;
+    protocolFeeOwedB: string;
+    tokenMintA: string;
+    tokenVaultA: string;
+    feeGrowthGlobalA: string;
+    tokenMintB: string;
+    tokenVaultB: string;
+    feeGrowthGlobalB: string;
+    rewardLastUpdatedTimestamp: string;
+    updatedAt: string;
+    updatedSlot: number;
+    writeVersion: number;
+    risk: number;
+    hasRewards: boolean;
+    price: string;
+    rewardsUsdc24h: string;
+    volumeUsdc24h: string;
+    tvlUsdc: string;
+    feesUsdc24h: string;
+    yieldOverTvl: string;
+    rewards: WhirlpoolReward[];
+}
+interface WhirlpoolWithNumberMetrics extends Omit<Whirlpool, 'rewardsUsdc24h' | 'volumeUsdc24h' | 'tvlUsdc' | 'feesUsdc24h'> {
+    rewardsUsdc24h: number;
+    volumeUsdc24h: number;
+    tvlUsdc: number;
+    feesUsdc24h: number;
+}
+interface StatsApiResponse {
+    data: Whirlpool[]
+}
+
+function convertWhirlpoolMetricsToNumbers(whirlpool: Whirlpool): WhirlpoolWithNumberMetrics {
+    return {
+        ...whirlpool,
+        rewardsUsdc24h: Number(whirlpool.rewardsUsdc24h),
+        volumeUsdc24h: Number(whirlpool.volumeUsdc24h),
+        tvlUsdc: Number(whirlpool.tvlUsdc),
+        feesUsdc24h: Number(whirlpool.feesUsdc24h),
+    };
+};
+
+function calculateLPFees(pool: WhirlpoolWithNumberMetrics): number {
+    const actualFeeRate = pool.feeRate / FEE_RATE_DENOMINATOR;
+    if (actualFeeRate >= FEE_RATE_THRESHOLD) {
+        return pool.feesUsdc24h * .87; 
+    }
+    return pool.feesUsdc24h;
+}
+
+function calculateProtocolFees(pool: WhirlpoolWithNumberMetrics): number {
+    const actualFeeRate = pool.feeRate / FEE_RATE_DENOMINATOR;
+    if (actualFeeRate >= FEE_RATE_THRESHOLD) {
+        return pool.feesUsdc24h * PROTOCOL_FEE_RATE; 
+    }
+    return 0;
+}
+
+async function fetch(timestamp: number, url: string) {
+    const [whirlpools]: [StatsApiResponse] = await Promise.all([httpGet(url)]);
+
+    const validPools = whirlpools.data.map(convertWhirlpoolMetricsToNumbers).filter((pool) => pool.tvlUsdc > 100_000);
+
+    const dailyVolume = validPools.reduce(
+        (sum: number, pool: any) => sum + (pool?.volumeUsdc24h || 0), 0
+    );
+
+    const dailyLpFees = validPools.reduce(
+        (sum: number, pool: WhirlpoolWithNumberMetrics) => sum + calculateLPFees(pool), 0
+    );
+
+    const dailyFees = validPools.reduce(
+        (sum: number, pool: WhirlpoolWithNumberMetrics) => sum + pool.feesUsdc24h, 0
+    )
+
+    const dailyRevenue = validPools.reduce(
+        (sum: number, pool: WhirlpoolWithNumberMetrics) => sum + calculateProtocolFees(pool), 0
+    );
+
     return {
-        dailyVolume: wpVol,
+        dailyVolume,
+        dailyFees,
+        dailyRevenue,
         timestamp: timestamp
     }
 }
 
+async function fetchSolana(timestamp: number) {
+    return await fetch(timestamp, statsApiEndpoint);
+}
+
+async function fetchEclipse(timestamp: number) {
+    return await fetch(timestamp, eclipseStatsApiEndpoint);
+}
+
 export default {
     adapter: {
         [CHAIN.SOLANA]: {
-            fetch: fetch,
+            fetch: fetchSolana,
+            runAtCurrTime: true,
+            start: 1663113600,
+        },
+        [CHAIN.ECLIPSE]: {
+            fetch: fetchEclipse,
             runAtCurrTime: true,
             start: 1663113600,
         }