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[PFT-1796] Add changes for the snx subgraph code and order #75

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merged 23 commits into from
Oct 15, 2024
Merged

[PFT-1796] Add changes for the snx subgraph code and order #75

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ba45957
add changes for the snx subgraph code and order
Akhilleshgoswami Oct 7, 2024
7e1a176
make dummy test
Akhilleshgoswami Oct 7, 2024
1a00249
commeted changes
Akhilleshgoswami Oct 7, 2024
ce683c8
commented changes
Akhilleshgoswami Oct 7, 2024
8baa7b7
changes subgraph types to sdktypes
Akhilleshgoswami Oct 8, 2024
835d4b9
add code for the position
Akhilleshgoswami Oct 8, 2024
033dd79
add code for fee and pnl
Akhilleshgoswami Oct 8, 2024
a4aa922
added collateral to order
iamamitkumar0512 Oct 9, 2024
c54df33
added collateral to positions
iamamitkumar0512 Oct 11, 2024
d283c4e
add Leverage and pnl calculation
Akhilleshgoswami Oct 11, 2024
7b7b1fb
fixed realized fee
iamamitkumar0512 Oct 14, 2024
d8e2203
fixed lev
iamamitkumar0512 Oct 14, 2024
f31d237
updated version
iamamitkumar0512 Oct 14, 2024
1a13c4b
fixed marketPrice
iamamitkumar0512 Oct 14, 2024
f991b1f
fixed market price
iamamitkumar0512 Oct 14, 2024
7ad6464
commented changes
Akhilleshgoswami Oct 14, 2024
6cdeaa9
Merge branch 'snx-subgraph-code' of github.com:Parifi/parifi-sdk into…
Akhilleshgoswami Oct 14, 2024
ddb0f61
removed unwanted comments
Akhilleshgoswami Oct 14, 2024
5837672
create a new version of sdk
Akhilleshgoswami Oct 14, 2024
70bd935
minor changes
Akhilleshgoswami Oct 14, 2024
9e1b94d
fixed commented changes
iamamitkumar0512 Oct 14, 2024
8cbe041
add deleted files
Akhilleshgoswami Oct 14, 2024
6d96c58
fixed typo
iamamitkumar0512 Oct 15, 2024
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2 changes: 1 addition & 1 deletion package.json
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
{
"name": "@parifi/sdk",
"version": "1.0.12",
"version": "1.0.13-dev",
"description": "Parifi SDK with common utility functions",
"files": [
"dist",
Expand Down
300 changes: 36 additions & 264 deletions src/common/subgraphMapper.ts
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338 changes: 169 additions & 169 deletions src/core/data-fabric/index.ts
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Original file line number Diff line number Diff line change
@@ -1,169 +1,169 @@
import { DECIMAL_10, DECIMAL_ZERO, PRECISION_MULTIPLIER, SECONDS_IN_A_YEAR, WAD } from '../../common/constants';
import { getDiff } from '../../common/helpers';
import { InvalidValueError } from '../../error/invalid-value.error';
import { Market, Position } from '../../interfaces/subgraphTypes';
import { Decimal } from 'decimal.js';

// Returns Market Utilization for a Market
export const getMarketUtilization = (market: Market, isLong: boolean): Decimal => {
if (!market.totalLongs || !market.totalShorts || !market.maxOpenInterest) {
throw new InvalidValueError('Total Longs/Shorts');
}

const totalLongs = new Decimal(market.totalLongs);
const totalShorts = new Decimal(market.totalShorts);
const maxOpenInterest = new Decimal(market.maxOpenInterest);

// Throw an error is maxOi is 0 to prevent divide by zero error
if (maxOpenInterest.isZero()) throw new Error('Max OI is zero. Invalid market config');

return new Decimal(isLong ? totalLongs : totalShorts).times(PRECISION_MULTIPLIER).dividedBy(maxOpenInterest);
};

// Returns the market skew based on the total long and total short positions
export const getMarketSkew = (market: Market): Decimal => {
if (!market.totalLongs || !market.totalShorts) {
throw new InvalidValueError('Total Longs/Shorts');
}

const totalLongs = new Decimal(market.totalLongs);
const totalShorts = new Decimal(market.totalShorts);
const diff = getDiff(totalLongs, totalShorts);

if (diff.isZero()) return DECIMAL_ZERO;
return diff.times(PRECISION_MULTIPLIER).dividedBy(totalLongs.add(totalShorts));
};

// Returns the market skew in percentage based on the total long and total short positions
export const getMarketSkewPercent = (market: Market): Decimal => {
return getMarketSkew(market).times(100);
};

// Returns the market skew in percentage for interface UI display
export const getMarketSkewUi = (market: Market): { skewLongs: Decimal; skewShorts: Decimal } => {
if (!market.totalLongs || !market.totalShorts) {
throw new InvalidValueError('Total Longs/Shorts');
}
const skewPercent = getMarketSkewPercent(market).div(PRECISION_MULTIPLIER);

// If both longs and shorts have equal value, then skew is 50% for each side and market is balanced
const skewHigh = skewPercent.greaterThan(new Decimal(50)) ? skewPercent : new Decimal(50).add(skewPercent);
const skewLow = new Decimal(100).minus(skewHigh);

if (new Decimal(market.totalLongs).greaterThan(new Decimal(market.totalShorts))) {
return { skewLongs: skewHigh, skewShorts: skewLow };
} else {
return { skewLongs: skewLow, skewShorts: skewHigh };
}
};

// Returns the Dynamic Borrow rate per second for a market
export const getDynamicBorrowRatePerSecond = (market: Market): Decimal => {
if (!market.dynamicCoeff || !market.maxDynamicBorrowFee) {
throw new InvalidValueError('dynamicCoeff/maxDynamicBorrowFee');
}

const maxDynamicBorrowFee = new Decimal(market.maxDynamicBorrowFee);
const skew = getMarketSkew(market);

// Computing e^-(dynamicCoeff * skew * wad /(PRECISION_MULTIPLIER * 100))
const exponent = new Decimal(-1).times(market.dynamicCoeff).times(skew).dividedBy(PRECISION_MULTIPLIER.times(100));

const eToTheExponent = Decimal.exp(exponent).times(WAD).floor();

let dynamicBorrowRate = maxDynamicBorrowFee
.times(WAD)
.times(WAD.minus(eToTheExponent))
.dividedBy(WAD.plus(eToTheExponent));
dynamicBorrowRate = dynamicBorrowRate.dividedBy(SECONDS_IN_A_YEAR.times(100));

return dynamicBorrowRate.floor();
};

// Returns the calculated base borrow rate per second for a market
export const getBaseBorrowRatePerSecond = (
market: Market,
): { baseBorrowRatePerSecondLong: Decimal; baseBorrowRatePerSecondShort: Decimal } => {
if (!market.baseCoeff || !market.baseConst) {
throw new InvalidValueError('baseCoeff/baseConst');
}

const baseCoeff = new Decimal(market.baseCoeff);
const baseConst = new Decimal(market.baseConst);

const utilizationBpsLong = getMarketUtilization(market, true).times(100);
const utilizationBpsShort = getMarketUtilization(market, false).times(100);

// process to calculate baseBorrowRate
let baseBorrowRateLong = WAD.times(
new Decimal(baseCoeff).times(utilizationBpsLong).times(utilizationBpsLong).plus(baseConst),
);
baseBorrowRateLong = baseBorrowRateLong.dividedBy(DECIMAL_10.pow(12).times(SECONDS_IN_A_YEAR));

let baseBorrowRateShort = WAD.times(baseCoeff.times(utilizationBpsShort).times(utilizationBpsShort).plus(baseConst));
baseBorrowRateShort = baseBorrowRateShort.dividedBy(DECIMAL_10.pow(12).times(SECONDS_IN_A_YEAR));

return {
baseBorrowRatePerSecondLong: baseBorrowRateLong.floor(),
baseBorrowRatePerSecondShort: baseBorrowRateShort.floor(),
};
};

// Returns th accrued borrowing fees in market values
export const getAccruedBorrowFeesInMarket = (position: Position, market: Market): Decimal => {
if (!market.totalLongs || !market.totalShorts) {
throw new InvalidValueError('Total Longs/Shorts');
}

if (
!market.baseFeeCumulativeLongs ||
!market.baseFeeCumulativeShorts ||
!market.dynamicFeeCumulativeLongs ||
!market.dynamicFeeCumulativeShorts
) {
throw new InvalidValueError('baseFee/dynamicFee');
}

if (!position.positionSize || !position.lastCumulativeFee || !market.feeLastUpdatedTimestamp) {
throw new InvalidValueError('positionSize/lastCumulativeFee/feeLastUpdatedTimestamp');
}

const totalLongs = new Decimal(market.totalLongs);
const totalShorts = new Decimal(market.totalShorts);

const timeDelta = new Decimal(Math.floor(Date.now() / 1000)).minus(market.feeLastUpdatedTimestamp);

// Get latest base borrow rate for Longs and Shorts
const baseBorrowRate = getBaseBorrowRatePerSecond(market);
const baseBorrowRatePerSecondLong = new Decimal(baseBorrowRate.baseBorrowRatePerSecondLong);
const baseBorrowRatePerSecondShort = new Decimal(baseBorrowRate.baseBorrowRatePerSecondShort);

const newBaseFeeCumulativeLongs = new Decimal(market.baseFeeCumulativeLongs).add(
timeDelta.times(baseBorrowRatePerSecondLong),
);
const newBaseFeeCumulativeShorts = new Decimal(market.baseFeeCumulativeShorts).add(
timeDelta.times(baseBorrowRatePerSecondShort),
);

// Get latest dynamic borrow rate for Longs and Shorts
const dynamicBorrowRatePerSecond = new Decimal(getDynamicBorrowRatePerSecond(market));
let newDynamicFeeCumulativeLongs = new Decimal(market.dynamicFeeCumulativeLongs);
let newDynamicFeeCumulativeShorts = new Decimal(market.dynamicFeeCumulativeShorts);

if (totalLongs.gt(totalShorts)) {
newDynamicFeeCumulativeLongs = newDynamicFeeCumulativeLongs.add(timeDelta.times(dynamicBorrowRatePerSecond));
} else {
newDynamicFeeCumulativeShorts = newDynamicFeeCumulativeShorts.add(timeDelta.times(dynamicBorrowRatePerSecond));
}

const currentFeeCumulative = position.isLong
? newBaseFeeCumulativeLongs.add(newDynamicFeeCumulativeLongs)
: newBaseFeeCumulativeShorts.add(newDynamicFeeCumulativeShorts);

const accruedFeesCumulative = getDiff(currentFeeCumulative, new Decimal(position.lastCumulativeFee));

return new Decimal(position.positionSize)
.times(accruedFeesCumulative)
.div(new Decimal(100).times(DECIMAL_10.pow(18)))
.ceil();
};
// import { DECIMAL_10, DECIMAL_ZERO, PRECISION_MULTIPLIER, SECONDS_IN_A_YEAR, WAD } from '../../common/constants';
// import { getDiff } from '../../common/helpers';
// import { InvalidValueError } from '../../error/invalid-value.error';
// import { Market, Position } from '../../interfaces/subgraphTypes';
// import { Decimal } from 'decimal.js';

// // Returns Market Utilization for a Market
// export const getMarketUtilization = (market: Market, isLong: boolean): Decimal => {
// if (!market.totalLongs || !market.totalShorts || !market.maxOpenInterest) {
// throw new InvalidValueError('Total Longs/Shorts');
// }

// const totalLongs = new Decimal(market.totalLongs);
// const totalShorts = new Decimal(market.totalShorts);
// const maxOpenInterest = new Decimal(market.maxOpenInterest);

// // Throw an error is maxOi is 0 to prevent divide by zero error
// if (maxOpenInterest.isZero()) throw new Error('Max OI is zero. Invalid market config');

// return new Decimal(isLong ? totalLongs : totalShorts).times(PRECISION_MULTIPLIER).dividedBy(maxOpenInterest);
// };

// // Returns the market skew based on the total long and total short positions
// export const getMarketSkew = (market: Market): Decimal => {
// if (!market.totalLongs || !market.totalShorts) {
// throw new InvalidValueError('Total Longs/Shorts');
// }

// const totalLongs = new Decimal(market.totalLongs);
// const totalShorts = new Decimal(market.totalShorts);
// const diff = getDiff(totalLongs, totalShorts);

// if (diff.isZero()) return DECIMAL_ZERO;
// return diff.times(PRECISION_MULTIPLIER).dividedBy(totalLongs.add(totalShorts));
// };

// // Returns the market skew in percentage based on the total long and total short positions
// export const getMarketSkewPercent = (market: Market): Decimal => {
// return getMarketSkew(market).times(100);
// };

// // Returns the market skew in percentage for interface UI display
// export const getMarketSkewUi = (market: Market): { skewLongs: Decimal; skewShorts: Decimal } => {
// if (!market.totalLongs || !market.totalShorts) {
// throw new InvalidValueError('Total Longs/Shorts');
// }
// const skewPercent = getMarketSkewPercent(market).div(PRECISION_MULTIPLIER);

// // If both longs and shorts have equal value, then skew is 50% for each side and market is balanced
// const skewHigh = skewPercent.greaterThan(new Decimal(50)) ? skewPercent : new Decimal(50).add(skewPercent);
// const skewLow = new Decimal(100).minus(skewHigh);

// if (new Decimal(market.totalLongs).greaterThan(new Decimal(market.totalShorts))) {
// return { skewLongs: skewHigh, skewShorts: skewLow };
// } else {
// return { skewLongs: skewLow, skewShorts: skewHigh };
// }
// };

// // Returns the Dynamic Borrow rate per second for a market
// export const getDynamicBorrowRatePerSecond = (market: Market): Decimal => {
// if (!market.dynamicCoeff || !market.maxDynamicBorrowFee) {
// throw new InvalidValueError('dynamicCoeff/maxDynamicBorrowFee');
// }

// const maxDynamicBorrowFee = new Decimal(market.maxDynamicBorrowFee);
// const skew = getMarketSkew(market);

// // Computing e^-(dynamicCoeff * skew * wad /(PRECISION_MULTIPLIER * 100))
// const exponent = new Decimal(-1).times(market.dynamicCoeff).times(skew).dividedBy(PRECISION_MULTIPLIER.times(100));

// const eToTheExponent = Decimal.exp(exponent).times(WAD).floor();

// let dynamicBorrowRate = maxDynamicBorrowFee
// .times(WAD)
// .times(WAD.minus(eToTheExponent))
// .dividedBy(WAD.plus(eToTheExponent));
// dynamicBorrowRate = dynamicBorrowRate.dividedBy(SECONDS_IN_A_YEAR.times(100));

// return dynamicBorrowRate.floor();
// };

// // Returns the calculated base borrow rate per second for a market
// export const getBaseBorrowRatePerSecond = (
// market: Market,
// ): { baseBorrowRatePerSecondLong: Decimal; baseBorrowRatePerSecondShort: Decimal } => {
// if (!market.baseCoeff || !market.baseConst) {
// throw new InvalidValueError('baseCoeff/baseConst');
// }

// const baseCoeff = new Decimal(market.baseCoeff);
// const baseConst = new Decimal(market.baseConst);

// const utilizationBpsLong = getMarketUtilization(market, true).times(100);
// const utilizationBpsShort = getMarketUtilization(market, false).times(100);

// // process to calculate baseBorrowRate
// let baseBorrowRateLong = WAD.times(
// new Decimal(baseCoeff).times(utilizationBpsLong).times(utilizationBpsLong).plus(baseConst),
// );
// baseBorrowRateLong = baseBorrowRateLong.dividedBy(DECIMAL_10.pow(12).times(SECONDS_IN_A_YEAR));

// let baseBorrowRateShort = WAD.times(baseCoeff.times(utilizationBpsShort).times(utilizationBpsShort).plus(baseConst));
// baseBorrowRateShort = baseBorrowRateShort.dividedBy(DECIMAL_10.pow(12).times(SECONDS_IN_A_YEAR));

// return {
// baseBorrowRatePerSecondLong: baseBorrowRateLong.floor(),
// baseBorrowRatePerSecondShort: baseBorrowRateShort.floor(),
// };
// };

// // Returns th accrued borrowing fees in market values
// export const getAccruedBorrowFeesInMarket = (position: Position, market: Market): Decimal => {
// if (!market.totalLongs || !market.totalShorts) {
// throw new InvalidValueError('Total Longs/Shorts');
// }

// if (
// !market.baseFeeCumulativeLongs ||
// !market.baseFeeCumulativeShorts ||
// !market.dynamicFeeCumulativeLongs ||
// !market.dynamicFeeCumulativeShorts
// ) {
// throw new InvalidValueError('baseFee/dynamicFee');
// }

// if (!position.positionSize || !position.lastCumulativeFee || !market.feeLastUpdatedTimestamp) {
// throw new InvalidValueError('positionSize/lastCumulativeFee/feeLastUpdatedTimestamp');
// }

// const totalLongs = new Decimal(market.totalLongs);
// const totalShorts = new Decimal(market.totalShorts);

// const timeDelta = new Decimal(Math.floor(Date.now() / 1000)).minus(market.feeLastUpdatedTimestamp);

// // Get latest base borrow rate for Longs and Shorts
// const baseBorrowRate = getBaseBorrowRatePerSecond(market);
// const baseBorrowRatePerSecondLong = new Decimal(baseBorrowRate.baseBorrowRatePerSecondLong);
// const baseBorrowRatePerSecondShort = new Decimal(baseBorrowRate.baseBorrowRatePerSecondShort);

// const newBaseFeeCumulativeLongs = new Decimal(market.baseFeeCumulativeLongs).add(
// timeDelta.times(baseBorrowRatePerSecondLong),
// );
// const newBaseFeeCumulativeShorts = new Decimal(market.baseFeeCumulativeShorts).add(
// timeDelta.times(baseBorrowRatePerSecondShort),
// );

// // Get latest dynamic borrow rate for Longs and Shorts
// const dynamicBorrowRatePerSecond = new Decimal(getDynamicBorrowRatePerSecond(market));
// let newDynamicFeeCumulativeLongs = new Decimal(market.dynamicFeeCumulativeLongs);
// let newDynamicFeeCumulativeShorts = new Decimal(market.dynamicFeeCumulativeShorts);

// if (totalLongs.gt(totalShorts)) {
// newDynamicFeeCumulativeLongs = newDynamicFeeCumulativeLongs.add(timeDelta.times(dynamicBorrowRatePerSecond));
// } else {
// newDynamicFeeCumulativeShorts = newDynamicFeeCumulativeShorts.add(timeDelta.times(dynamicBorrowRatePerSecond));
// }

// const currentFeeCumulative = position.isLong
// ? newBaseFeeCumulativeLongs.add(newDynamicFeeCumulativeLongs)
// : newBaseFeeCumulativeShorts.add(newDynamicFeeCumulativeShorts);

// const accruedFeesCumulative = getDiff(currentFeeCumulative, new Decimal(position.lastCumulativeFee));

// return new Decimal(position.positionSize)
// .times(accruedFeesCumulative)
// .div(new Decimal(100).times(DECIMAL_10.pow(18)))
// .ceil();
// };
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