feat: track future cashflows per asset (#219)

* feat: track future cashflows per asset
Fixes #196

* feat: track future cashflows
Closes #196
Closes #220

* chore: record cashflows for debt transfers

* fix: runtime typing

schema.graphql

@@ -341,6 +341,15 @@ type AssetTransaction @entity {
   realizedProfitFifo: BigInt
 }
 
+type AssetCashflow @entity {
+  id: ID! # pool id - asset id - cf timestamp
+  asset: Asset! @index
+
+  timestamp: Date!
+  principal: BigInt!
+  interest: BigInt!
+}
+
 type OracleTransaction @entity {
   id: ID! # extrinsic hash - timestamp - oracle key
   timestamp: Date!

src/chaintypes.ts

@@ -1,6 +1,4 @@
-import type { OverrideBundleDefinition } from '@polkadot/types/types'
-
-/* eslint-disable sort-keys */
+import type { DefinitionsCallEntry, OverrideBundleDefinition } from '@polkadot/types/types'
 
 const latestTypes = {
   ActiveLoanInfoV2: {
@@ -36,6 +34,61 @@ const latestTypes = {
     bucket: 'CfgTraitsFeePoolFeeBucket',
     fees: 'Vec<CfgTypesPoolsPoolFee>',
   },
+  CashflowPayment: {
+    when: 'u64',
+    principal: 'Balance',
+    interest: 'Balance',
+  },
+}
+
+const loansRuntimeApiMethodsV1: DefinitionsCallEntry['methods'] = {
+  portfolio: {
+    description: 'Get active pool loan',
+    params: [
+      {
+        name: 'pool_id',
+        type: 'u64',
+      },
+    ],
+    type: 'Vec<(u64, ActiveLoanInfoV1)>',
+  },
+  portfolio_loan: {
+    description: 'Get active pool loan',
+    params: [
+      {
+        name: 'pool_id',
+        type: 'u64',
+      },
+      {
+        name: 'loan_id',
+        type: 'u64',
+      },
+    ],
+    type: 'Option<PalletLoansEntitiesLoansActiveLoan>',
+  },
+}
+
+const loansRuntimeApiMethodsV2: DefinitionsCallEntry['methods'] = {
+  ...loansRuntimeApiMethodsV1,
+  portfolio: { ...loansRuntimeApiMethodsV1.portfolio, type: 'Vec<(u64, ActiveLoanInfoV2)>' },
+}
+
+const loansRuntimeApiMethodsV3: DefinitionsCallEntry['methods'] = {
+  ...loansRuntimeApiMethodsV2,
+  expected_cashflows: {
+    description: 'Retrieve expected cashflows',
+    params: [
+      {
+        name: 'pool_id',
+        type: 'u64',
+      },
+      {
+        name: 'loan_id',
+        type: 'u64',
+      },
+    ],
+    type: 'Result<Vec<CashflowPayment<Balance>>, SpRuntimeDispatchError>',
+  },
 }
 
 const definitions: OverrideBundleDefinition = {
@@ -47,64 +100,9 @@ const definitions: OverrideBundleDefinition = {
   ],
   runtime: {
     LoansApi: [
-      {
-        methods: {
-          portfolio: {
-            description: 'Get active pool loan',
-            params: [
-              {
-                name: 'pool_id',
-                type: 'u64',
-              },
-            ],
-            type: 'Vec<(u64, ActiveLoanInfoV2)>',
-          },
-          portfolio_loan: {
-            description: 'Get active pool loan',
-            params: [
-              {
-                name: 'pool_id',
-                type: 'u64',
-              },
-              {
-                name: 'loan_id',
-                type: 'u64',
-              },
-            ],
-            type: 'Option<PalletLoansEntitiesLoansActiveLoan>',
-          },
-        },
-        version: 2,
-      },
-      {
-        methods: {
-          portfolio: {
-            description: 'Get active pool loan',
-            params: [
-              {
-                name: 'pool_id',
-                type: 'u64',
-              },
-            ],
-            type: 'Vec<(u64, ActiveLoanInfoV1)>',
-          },
-          portfolio_loan: {
-            description: 'Get active pool loan',
-            params: [
-              {
-                name: 'pool_id',
-                type: 'u64',
-              },
-              {
-                name: 'loan_id',
-                type: 'u64',
-              },
-            ],
-            type: 'Option<PalletLoansEntitiesLoansActiveLoan>',
-          },
-        },
-        version: 1,
-      },
+      { methods: loansRuntimeApiMethodsV3, version: 3 },
+      { methods: loansRuntimeApiMethodsV2, version: 2 },
+      { methods: loansRuntimeApiMethodsV1, version: 1 },
     ],
     PoolsApi: [
       {

src/helpers/types.ts

@@ -1,6 +1,6 @@
 //find out types: const a = createType(api.registry, '[u8;32]', 18)
 import { AugmentedCall, AugmentedRpc, PromiseRpcResult } from '@polkadot/api/types'
-import { Enum, Null, Struct, u128, u32, u64, U8aFixed, Option, Vec, Bytes } from '@polkadot/types'
+import { Enum, Null, Struct, u128, u32, u64, U8aFixed, Option, Vec, Bytes, Result } from '@polkadot/types'
 import { AccountId32, Perquintill, Balance } from '@polkadot/types/interfaces'
 import { ITuple, Observable } from '@polkadot/types/types'
 
@@ -265,7 +265,7 @@ export interface LoanPricing extends Enum {
   asExternal: {
     priceId: OracleKey
     maxBorrowAmount: LoanExternalPricingMaxBorrowAmount
-    notional: u128,
+    notional: u128
     maxPriceVariation: u128
   }
 }
@@ -403,32 +403,40 @@ export interface PoolFee extends Struct {
 }
 
 export interface OracleKey extends Enum {
-  readonly isIsin: boolean;
-    readonly asIsin: U8aFixed;
-    readonly isConversionRatio: boolean;
-    readonly asConversionRatio: ITuple<[TokensCurrencyId, TokensCurrencyId]>;
-    readonly isPoolLoanId: boolean;
-    readonly asPoolLoanId: ITuple<[u64, u64]>;
-    readonly type: 'Isin' | 'ConversionRatio' | 'PoolLoanId';
+  readonly isIsin: boolean
+  readonly asIsin: U8aFixed
+  readonly isConversionRatio: boolean
+  readonly asConversionRatio: ITuple<[TokensCurrencyId, TokensCurrencyId]>
+  readonly isPoolLoanId: boolean
+  readonly asPoolLoanId: ITuple<[u64, u64]>
+  readonly type: 'Isin' | 'ConversionRatio' | 'PoolLoanId'
 }
 
 interface DevelopmentRuntimeOriginCaller extends Enum {
-  readonly isSystem: boolean;
-  readonly asSystem: unknown//FrameSupportDispatchRawOrigin;
-  readonly isVoid: boolean;
-  readonly isCouncil: boolean;
+  readonly isSystem: boolean
+  readonly asSystem: unknown //FrameSupportDispatchRawOrigin;
+  readonly isVoid: boolean
+  readonly isCouncil: boolean
   readonly asCouncil: unknown //PalletCollectiveRawOrigin;
-  readonly isLiquidityPoolsGateway: boolean;
+  readonly isLiquidityPoolsGateway: boolean
   readonly asLiquidityPoolsGateway: unknown //PalletLiquidityPoolsGatewayOriginGatewayOrigin;
-  readonly isPolkadotXcm: boolean;
-  readonly asPolkadotXcm: unknown//PalletXcmOrigin;
-  readonly isCumulusXcm: boolean;
+  readonly isPolkadotXcm: boolean
+  readonly asPolkadotXcm: unknown //PalletXcmOrigin;
+  readonly isCumulusXcm: boolean
   readonly asCumulusXcm: unknown //CumulusPalletXcmOrigin;
-  readonly isEthereum: boolean;
+  readonly isEthereum: boolean
   readonly asEthereum: unknown //PalletEthereumRawOrigin;
-  readonly type: 'System' | 'Void' | 'Council' | 'LiquidityPoolsGateway' | 'PolkadotXcm' | 'CumulusXcm' | 'Ethereum';
+  readonly type: 'System' | 'Void' | 'Council' | 'LiquidityPoolsGateway' | 'PolkadotXcm' | 'CumulusXcm' | 'Ethereum'
+}
+
+export interface CashflowPayment extends Struct {
+  when: u64
+  principal: Balance
+  interest: Balance
 }
 
+export interface DispatchError extends Enum {}
+
 export type LoanAsset = ITuple<[collectionId: u64, itemId: u128]>
 export type LoanCreatedEvent = ITuple<[poolId: u64, loanId: u64, loanInfo: LoanInfoCreated]>
 export type LoanClosedEvent = ITuple<[poolId: u64, loanId: u64, collateralInfo: LoanAsset]>
@@ -492,6 +500,10 @@ export type ExtendedRpc = typeof api.rpc & {
 export type ExtendedCall = typeof api.call & {
   loansApi: {
     portfolio: AugmentedCall<'promise', (poolId: string) => Observable<Vec<ITuple<[u64, LoanInfoActivePortfolio]>>>>
+    expectedCashflows: AugmentedCall<
+      'promise',
+      (poolId: string, loanId: string) => Observable<Result<Vec<CashflowPayment>, DispatchError>>
+    >
   }
   poolsApi: {
     nav: AugmentedCall<'promise', (poolId: string) => Observable<Option<PoolNav>>>

src/mappings/handlers/loansHandlers.ts

@@ -18,6 +18,7 @@ import { AssetType, AssetValuationMethod } from '../../types'
 import { bnToBn, nToBigInt } from '@polkadot/util'
 import { WAD } from '../../config'
 import { AssetPositionService } from '../services/assetPositionService'
+import { AssetCashflowService } from '../services/assetCashflowService'
 
 export const handleLoanCreated = errorHandler(_handleLoanCreated)
 async function _handleLoanCreated(event: SubstrateEvent<LoanCreatedEvent>) {
@@ -96,6 +97,9 @@ async function _handleLoanCreated(event: SubstrateEvent<LoanCreatedEvent>) {
   // Update pool info
   await pool.increaseNumberOfAssets()
   await pool.save()
+
+  // Record cashflows
+  await AssetCashflowService.recordAssetCashflows(asset.id)
 }
 
 export const handleLoanBorrowed = errorHandler(_handleLoanBorrowed)
@@ -168,6 +172,9 @@ async function _handleLoanBorrowed(event: SubstrateEvent<LoanBorrowedEvent>): Pr
     await epoch.save()
   }
   await asset.save()
+
+  // Record cashflows
+  await AssetCashflowService.recordAssetCashflows(asset.id)
 }
 
 export const handleLoanRepaid = errorHandler(_handleLoanRepaid)
@@ -245,22 +252,28 @@ async function _handleLoanRepaid(event: SubstrateEvent<LoanRepaidEvent>) {
   }
 
   await asset.save()
+
+  // Record cashflows
+  await AssetCashflowService.recordAssetCashflows(asset.id)
 }
 
 export const handleLoanWrittenOff = errorHandler(_handleLoanWrittenOff)
 async function _handleLoanWrittenOff(event: SubstrateEvent<LoanWrittenOffEvent>) {
   const [poolId, loanId, status] = event.event.data
   logger.info(`Loan writtenoff event for pool: ${poolId.toString()} loanId: ${loanId.toString()}`)
   const { percentage, penalty } = status
-  const loan = await AssetService.getById(poolId.toString(), loanId.toString())
-  await loan.writeOff(percentage.toBigInt(), penalty.toBigInt())
-  await loan.save()
+  const asset = await AssetService.getById(poolId.toString(), loanId.toString())
+  await asset.writeOff(percentage.toBigInt(), penalty.toBigInt())
+  await asset.save()
 
   const pool = await PoolService.getById(poolId.toString())
   if (pool === undefined) throw missingPool
 
-  await pool.increaseWriteOff(loan.writtenOffAmountByPeriod)
+  await pool.increaseWriteOff(asset.writtenOffAmountByPeriod)
   await pool.save()
+
+  // Record cashflows
+  await AssetCashflowService.recordAssetCashflows(asset.id)
 }
 
 export const handleLoanClosed = errorHandler(_handleLoanClosed)
@@ -273,9 +286,9 @@ async function _handleLoanClosed(event: SubstrateEvent<LoanClosedEvent>) {
 
   const account = await AccountService.getOrInit(event.extrinsic.extrinsic.signer.toHex())
 
-  const loan = await AssetService.getById(poolId.toString(), loanId.toString())
-  await loan.close()
-  await loan.save()
+  const asset = await AssetService.getById(poolId.toString(), loanId.toString())
+  await asset.close()
+  await asset.save()
 
   const epoch = await EpochService.getById(pool.id, pool.currentEpoch)
   if (!epoch) throw new Error('Epoch not found!')
@@ -289,6 +302,9 @@ async function _handleLoanClosed(event: SubstrateEvent<LoanClosedEvent>) {
     timestamp: event.block.timestamp,
   })
   await at.save()
+
+  // Record cashflows
+  await AssetCashflowService.recordAssetCashflows(asset.id)
 }
 
 export const handleLoanDebtTransferred = errorHandler(_handleLoanDebtTransferred)
@@ -375,6 +391,9 @@ async function _handleLoanDebtTransferred(event: SubstrateEvent<LoanDebtTransfer
       realizedProfitFifo,
     })
     await principalRepayment.save()
+
+    // Record cashflows
+    await AssetCashflowService.recordAssetCashflows(principalRepayment.assetId)
   }
 
   if (fromAsset.isOffchainCash() && toAsset.isNonCash()) {
@@ -415,6 +434,9 @@ async function _handleLoanDebtTransferred(event: SubstrateEvent<LoanDebtTransfer
       fromAssetId: fromLoanId.toString(10),
     })
     await purchaseTransaction.save()
+
+    // Record cashflows
+    await AssetCashflowService.recordAssetCashflows(purchaseTransaction.assetId)
   }
 }
 

src/mappings/services/assetCashflowService.ts

@@ -0,0 +1,37 @@
+import { ExtendedCall } from '../../helpers/types'
+import { AssetCashflow } from '../../types/models/AssetCashflow'
+
+export class AssetCashflowService extends AssetCashflow {
+  static init(assetId: string, timestamp: Date, principal: bigint, interest: bigint) {
+    const id = `${assetId}-${timestamp.valueOf()}`
+    logger.info(`Initialising new AssetCashflow with Id ${id}`)
+    return new this(id, assetId, timestamp, principal, interest)
+  }
+
+  static async recordAssetCashflows(_assetId: string) {
+    const specVersion = api.runtimeVersion.specVersion.toNumber()
+    if (specVersion < 1103) return
+    const [poolId, assetId] = _assetId.split('-')
+    logger.info(`Recording AssetCashflows for Asset ${_assetId}`)
+    const apiCall = api.call as ExtendedCall
+    logger.info(`Calling runtime API loansApi.expectedCashflows(${poolId}, ${assetId})`)
+    const response = await apiCall.loansApi.expectedCashflows(poolId, assetId)
+    logger.info(JSON.stringify(response))
+    if(!response.isOk) return
+    await this.clearAssetCashflows(_assetId)
+    const saves = response.asOk.map((cf) => {
+      const { when, principal, interest } = cf
+      const timestamp = new Date(when.toNumber() * 1000)
+      const cashflow = this.init(_assetId, timestamp, principal.toBigInt(), interest.toBigInt())
+      return cashflow.save()
+    })
+    return Promise.all(saves)
+  }
+
+  static async clearAssetCashflows(assetId: string) {
+    logger.info(`Clearing AssetCashflows for asset: ${assetId}`)
+    const cashflows = await this.getByAssetId(assetId)
+    const deletes = cashflows.map((cf) => this.remove(cf.id))
+    return Promise.all(deletes)
+  }
+}