diff --git a/abis/FuturesMarket.json b/abis/FuturesMarket.json new file mode 100644 index 00000000..6ec009bb --- /dev/null +++ b/abis/FuturesMarket.json @@ -0,0 +1,1228 @@ +[ + { + "inputs": [ + { + "internalType": "address payable", + "name": "_proxy", + "type": "address" + }, + { + "internalType": "address", + "name": "_owner", + "type": "address" + }, + { + "internalType": "address", + "name": "_resolver", + "type": "address" + }, + { + "internalType": "bytes32", + "name": "_baseAsset", + "type": "bytes32" + } + ], + "payable": false, + "stateMutability": "nonpayable", + "type": "constructor", + "signature": "constructor" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": false, + "internalType": "bytes32", + "name": "name", + "type": "bytes32" + }, + { + "indexed": false, + "internalType": "address", + "name": "destination", + "type": "address" + } + ], + "name": "CacheUpdated", + "type": "event", + "signature": "0x88a93678a3692f6789d9546fc621bf7234b101ddb7d4fe479455112831b8aa68" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": false, + "internalType": "int256", + "name": "funding", + "type": "int256" + } + ], + "name": "FundingRecomputed", + "type": "event", + "signature": "0xaef2570ab7ee535dee89aae45f89fd4a4222b8fe4796fb7b1026bc9b6f614356" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": true, + "internalType": "address", + "name": "account", + "type": "address" + }, + { + "indexed": false, + "internalType": "int256", + "name": "marginDelta", + "type": "int256" + } + ], + "name": "MarginTransferred", + "type": "event", + "signature": "0xe20b33a51269d7e4c48682ccfacaf1ca004fdec7b161e7098e4847a0c05d0ce2" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": false, + "internalType": "address", + "name": "oldOwner", + "type": "address" + }, + { + "indexed": false, + "internalType": "address", + "name": "newOwner", + "type": "address" + } + ], + "name": "OwnerChanged", + "type": "event", + "signature": "0xb532073b38c83145e3e5135377a08bf9aab55bc0fd7c1179cd4fb995d2a5159c" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": false, + "internalType": "address", + "name": "newOwner", + "type": "address" + } + ], + "name": "OwnerNominated", + "type": "event", + "signature": "0x906a1c6bd7e3091ea86693dd029a831c19049ce77f1dce2ce0bab1cacbabce22" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": true, + "internalType": "uint256", + "name": "id", + "type": "uint256" + }, + { + "indexed": true, + "internalType": "address", + "name": "account", + "type": "address" + }, + { + "indexed": true, + "internalType": "address", + "name": "liquidator", + "type": "address" + }, + { + "indexed": false, + "internalType": "int256", + "name": "size", + "type": "int256" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "price", + "type": "uint256" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "fee", + "type": "uint256" + } + ], + "name": "PositionLiquidated", + "type": "event", + "signature": "0x62e7eb6698aabc6740afc94f06bbdfb947fc109fd24d4adb26014d44053ac2c3" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": true, + "internalType": "uint256", + "name": "id", + "type": "uint256" + }, + { + "indexed": true, + "internalType": "address", + "name": "account", + "type": "address" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "margin", + "type": "uint256" + }, + { + "indexed": false, + "internalType": "int256", + "name": "size", + "type": "int256" + }, + { + "indexed": false, + "internalType": "int256", + "name": "tradeSize", + "type": "int256" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "lastPrice", + "type": "uint256" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "fundingIndex", + "type": "uint256" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "fee", + "type": "uint256" + } + ], + "name": "PositionModified", + "type": "event", + "signature": "0x930fd93131df035ac630ef616ad4212af6370377bf327e905c2724cd01d95097" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": false, + "internalType": "address", + "name": "proxyAddress", + "type": "address" + } + ], + "name": "ProxyUpdated", + "type": "event", + "signature": "0xfc80377ca9c49cc11ae6982f390a42db976d5530af7c43889264b13fbbd7c57e" + }, + { + "constant": false, + "inputs": [], + "name": "acceptOwnership", + "outputs": [], + "payable": false, + "stateMutability": "nonpayable", + "type": "function", + "signature": "0x79ba5097" + }, + { + "constant": true, + "inputs": [ + { + "internalType": "address", + "name": "account", + "type": "address" + } + ], + "name": "accessibleMargin", + "outputs": [ + { + "internalType": "uint256", + "name": "marginAccessible", + "type": "uint256" + }, + { + "internalType": "bool", + "name": "invalid", + "type": "bool" + } + ], + "payable": false, + "stateMutability": "view", + 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"stateMutability": "view", + "type": "function", + "signature": "0xcdf456e1" + }, + { + "constant": true, + "inputs": [ + { + "internalType": "address", + "name": "account", + "type": "address" + } + ], + "name": "canLiquidate", + "outputs": [ + { + "internalType": "bool", + "name": "", + "type": "bool" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0xb9f4ff55" + }, + { + "constant": false, + "inputs": [], + "name": "closePosition", + "outputs": [], + "payable": false, + "stateMutability": "nonpayable", + "type": "function", + "signature": "0xc393d0e3" + }, + { + "constant": false, + "inputs": [ + { + "internalType": "uint256", + "name": "minPrice", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "maxPrice", + "type": "uint256" + } + ], + "name": "closePositionWithPriceBounds", + "outputs": [], + "payable": false, + "stateMutability": "nonpayable", + "type": "function", + "signature": "0x36b266be" + }, + { + "constant": true, + "inputs": [], + "name": "currentFundingRate", + "outputs": [ + { + "internalType": "int256", + "name": "", + "type": "int256" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x3aef4d0b" + }, + { + "constant": true, + "inputs": [ + { + "internalType": "address", + "name": "account", + "type": "address" + } + ], + "name": "currentLeverage", + "outputs": [ + { + "internalType": "int256", + "name": "leverage", + "type": "int256" + }, + { + "internalType": "bool", + "name": "invalid", + "type": "bool" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x7cc35728" + }, + { + "constant": true, + "inputs": [], + "name": "fundingLastRecomputed", + "outputs": [ + { + "internalType": "uint256", + "name": "", + "type": "uint256" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x27b9a236" + }, + { + "constant": true, + "inputs": [ + { + "internalType": "uint256", + "name": "", + "type": "uint256" + } + ], + "name": "fundingSequence", + "outputs": [ + { + "internalType": "int256", + "name": "", + "type": "int256" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x41108cf2" + }, + { + "constant": true, + "inputs": [], + "name": "fundingSequenceLength", + "outputs": [ + { + "internalType": "uint256", + "name": "", + "type": "uint256" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0xcded0cea" + }, + { + "constant": true, + "inputs": [], + "name": "integrationProxy", + "outputs": [ + { + "internalType": "contract Proxy", + "name": "", + "type": "address" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x9cbdaeb6" + }, + { + "constant": true, + "inputs": [], + "name": "isResolverCached", + "outputs": [ + { + "internalType": "bool", + "name": "", + "type": "bool" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x2af64bd3" + }, + { + "constant": false, + "inputs": [ + { + "internalType": "address", + "name": "account", + "type": "address" + } + ], + "name": "liquidatePosition", + "outputs": [], + "payable": false, + "stateMutability": "nonpayable", + "type": "function", + "signature": "0x7498a0f0" + }, + { + "constant": true, + "inputs": [ + { + "internalType": "address", + "name": "account", + "type": "address" + }, + { + "internalType": "bool", + "name": "includeFunding", + "type": "bool" + } + ], + "name": "liquidationPrice", + "outputs": [ + { + "internalType": "uint256", + "name": "price", + "type": "uint256" + }, + { + "internalType": "bool", + "name": "invalid", + "type": "bool" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0xbd2dcd38" + }, + { + "constant": true, + "inputs": [], + "name": "marketDebt", + "outputs": [ + { + "internalType": "uint256", + "name": "debt", + "type": "uint256" + }, + { + "internalType": "bool", + "name": "invalid", + "type": "bool" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0xe8c63470" + }, + { + "constant": true, + "inputs": [], + "name": "marketSize", + "outputs": [ + { + "internalType": "uint256", + "name": "", + "type": "uint256" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0xeb56105d" + }, + { + "constant": true, + "inputs": [], + "name": "marketSizes", + "outputs": [ + { + "internalType": "uint256", + "name": "long", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "short", + "type": "uint256" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x5fc890c2" + }, + { + "constant": true, + "inputs": [], + "name": "marketSkew", + "outputs": [ + { + "internalType": "int256", + "name": "", + "type": "int256" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x2b58ecef" + }, + { + "constant": true, + "inputs": [], + "name": "maxOrderSizes", + "outputs": [ + { + "internalType": "uint256", + "name": "long", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "short", + "type": "uint256" + }, + { + "internalType": "bool", + "name": "invalid", + "type": "bool" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0xeb893b51" + }, + { + "constant": true, + "inputs": [], + "name": "messageSender", + "outputs": [ + { + "internalType": "address", + "name": "", + "type": "address" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0xd67bdd25" + }, + { + "constant": false, + "inputs": [ + { + "internalType": "int256", + "name": "sizeDelta", + "type": "int256" + } + ], + "name": "modifyPosition", + "outputs": [], + "payable": false, + "stateMutability": "nonpayable", + "type": "function", + "signature": "0x2f07449f" + }, + { + "constant": false, + "inputs": [ + { + "internalType": "int256", + "name": "sizeDelta", + "type": "int256" + }, + { + "internalType": "uint256", + "name": "minPrice", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "maxPrice", + "type": "uint256" + } + ], + "name": "modifyPositionWithPriceBounds", + "outputs": [], + "payable": false, + "stateMutability": "nonpayable", + "type": "function", + "signature": "0x5aad6220" + }, + { + "constant": true, + "inputs": [ + { + "internalType": "uint256", + "name": "startIndex", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "endIndex", + "type": "uint256" + } + ], + "name": "netFundingPerUnit", + "outputs": [ + { + "internalType": "int256", + "name": "funding", + "type": "int256" + }, + { + "internalType": "bool", + "name": "invalid", + "type": "bool" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0xbb5b2645" + }, + { + "constant": false, + "inputs": [ + { + "internalType": "address", + "name": "_owner", + "type": "address" + } + ], + "name": "nominateNewOwner", + "outputs": [], + "payable": false, + "stateMutability": "nonpayable", + "type": "function", + "signature": "0x1627540c" + }, + { + "constant": true, + "inputs": [], + "name": "nominatedOwner", + "outputs": [ + { + "internalType": "address", + "name": "", + "type": "address" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x53a47bb7" + }, + { + "constant": true, + "inputs": [ + { + "internalType": "address", + "name": "account", + "type": "address" + } + ], + "name": "notionalValue", + "outputs": [ + { + "internalType": "int256", + "name": "value", + "type": "int256" + }, + { + "internalType": "bool", + "name": "invalid", + "type": "bool" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0xb895daab" + }, + { + "constant": true, + "inputs": [ + { + "internalType": "address", + "name": "account", + "type": "address" + }, + { + "internalType": "int256", + "name": "sizeDelta", + "type": "int256" + } + ], + "name": "orderFee", + "outputs": [ + { + "internalType": "uint256", + "name": "fee", + "type": "uint256" + }, + { + "internalType": "bool", + "name": "invalid", + "type": "bool" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x8e4bdfbb" + }, + { + "constant": true, + "inputs": [], + "name": "owner", + "outputs": [ + { + "internalType": "address", + "name": "", + "type": "address" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x8da5cb5b" + }, + { + "constant": true, + "inputs": [], + "name": "parameters", + "outputs": [ + { + "internalType": "uint256", + "name": "takerFee", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "makerFee", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "closureFee", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "maxLeverage", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "maxMarketValue", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "maxFundingRate", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "maxFundingRateSkew", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "maxFundingRateDelta", + "type": "uint256" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x89035730" + }, + { + "constant": true, + "inputs": [ + { + "internalType": "address", + "name": "", + "type": "address" + } + ], + "name": "positions", + "outputs": [ + { + "internalType": "uint256", + "name": "id", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "margin", + "type": "uint256" + }, + { + "internalType": "int256", + "name": "size", + "type": "int256" + }, + { + "internalType": "uint256", + "name": "lastPrice", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "fundingIndex", + "type": "uint256" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x55f57510" + }, + { + "constant": true, + "inputs": [ + { + "internalType": "int256", + "name": "sizeDelta", + "type": "int256" + }, + { + "internalType": "address", + "name": "sender", + "type": "address" + } + ], + "name": "postTradeDetails", + "outputs": [ + { + "internalType": "uint256", + "name": "margin", + "type": "uint256" + }, + { + "internalType": "int256", + "name": "size", + "type": "int256" + }, + { + "internalType": "uint256", + "name": "price", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "liqPrice", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "fee", + "type": "uint256" + }, + { + "internalType": "enum IFuturesMarket.Status", + "name": "status", + "type": "uint8" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x996c61ad" + }, + { + "constant": true, + "inputs": [ + { + "internalType": "address", + "name": "account", + "type": "address" + } + ], + "name": "profitLoss", + "outputs": [ + { + "internalType": "int256", + "name": "pnl", + "type": "int256" + }, + { + "internalType": "bool", + "name": "invalid", + "type": "bool" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0xb111dfac" + }, + { + "constant": true, + "inputs": [], + "name": "proxy", + "outputs": [ + { + "internalType": "contract Proxy", + "name": "", + "type": "address" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0xec556889" + }, + { + "constant": false, + "inputs": [], + "name": "rebuildCache", + "outputs": [], + "payable": false, + "stateMutability": "nonpayable", + "type": "function", + "signature": "0x74185360" + }, + { + "constant": false, + "inputs": [], + "name": "recomputeFunding", + "outputs": [ + { + "internalType": "uint256", + "name": "lastIndex", + "type": "uint256" + } + ], + "payable": false, + "stateMutability": "nonpayable", + "type": "function", + "signature": "0x4eb985cc" + }, + { + "constant": true, + "inputs": [ + { + "internalType": "address", + "name": "account", + "type": "address" + } + ], + "name": "remainingMargin", + "outputs": [ + { + "internalType": "uint256", + "name": "marginRemaining", + "type": "uint256" + }, + { + "internalType": "bool", + "name": "invalid", + "type": "bool" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x9cfbf4e4" + }, + { + "constant": true, + "inputs": [], + "name": "resolver", + "outputs": [ + { + "internalType": "contract AddressResolver", + "name": "", + "type": "address" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x04f3bcec" + }, + { + "constant": true, + "inputs": [], + "name": "resolverAddressesRequired", + "outputs": [ + { + "internalType": "bytes32[]", + "name": "addresses", + "type": "bytes32[]" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x899ffef4" + }, + { + "constant": false, + "inputs": [ + { + "internalType": "address payable", + "name": "_integrationProxy", + "type": "address" + } + ], + "name": "setIntegrationProxy", + "outputs": [], + "payable": false, + "stateMutability": "nonpayable", + "type": "function", + "signature": "0x131b0ae7" + }, + { + "constant": false, + "inputs": [ + { + "internalType": "address", + "name": "sender", + "type": "address" + } + ], + "name": "setMessageSender", + "outputs": [], + "payable": false, + "stateMutability": "nonpayable", + "type": "function", + "signature": "0xbc67f832" + }, + { + "constant": false, + "inputs": [ + { + "internalType": "address payable", + "name": "_proxy", + "type": "address" + } + ], + "name": "setProxy", + "outputs": [], + "payable": false, + "stateMutability": "nonpayable", + "type": "function", + "signature": "0x97107d6d" + }, + { + "constant": false, + "inputs": [ + { + "internalType": "int256", + "name": "marginDelta", + "type": "int256" + } + ], + "name": "transferMargin", + "outputs": [], + "payable": false, + "stateMutability": "nonpayable", + "type": "function", + "signature": "0x88a3c848" + }, + { + "constant": true, + "inputs": [], + "name": "unrecordedFunding", + "outputs": [ + { + "internalType": "int256", + "name": "funding", + "type": "int256" + }, + { + "internalType": "bool", + "name": "invalid", + "type": "bool" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x917e77f5" + }, + { + "constant": false, + "inputs": [], + "name": "withdrawAllMargin", + "outputs": [], + "payable": false, + "stateMutability": "nonpayable", + "type": "function", + "signature": "0x5a1cbd2b" + } +] diff --git a/abis/FuturesMarketData.json b/abis/FuturesMarketData.json new file mode 100644 index 00000000..28c32324 --- /dev/null +++ b/abis/FuturesMarketData.json @@ -0,0 +1,844 @@ +[ + { + "inputs": [ + { + "internalType": "contract IAddressResolver", + "name": "_resolverProxy", + "type": "address" + } + ], + "payable": false, + "stateMutability": "nonpayable", + "type": "constructor", + "signature": "constructor" + }, + { + "constant": true, + "inputs": [], + "name": "allMarketSummaries", + "outputs": [ + { + "components": [ + { + "internalType": "address", + "name": "market", + "type": "address" + }, + { + "internalType": "bytes32", + "name": "asset", + "type": "bytes32" + }, + { + "internalType": "uint256", + "name": "maxLeverage", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "price", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "marketSize", + "type": "uint256" + }, + { + "internalType": "int256", + "name": "marketSkew", + "type": "int256" + }, + { + "internalType": "uint256", + "name": "marketDebt", + "type": "uint256" + }, + { + "internalType": "int256", + "name": "currentFundingRate", + "type": "int256" + }, + { + "components": [ + { + "internalType": "uint256", + "name": "takerFee", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "makerFee", + "type": "uint256" + } + ], + "internalType": "struct FuturesMarketData.FeeRates", + "name": "feeRates", + "type": "tuple" + } + ], + "internalType": "struct FuturesMarketData.MarketSummary[]", + "name": "", + "type": "tuple[]" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x3c88ee18" + }, + { + "constant": true, + "inputs": [], + "name": "globals", + "outputs": [ + { + "components": [ + { + "internalType": "uint256", + "name": "minInitialMargin", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "liquidationFee", + "type": "uint256" + } + ], + "internalType": "struct FuturesMarketData.FuturesGlobals", + "name": "", + "type": "tuple" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0xc3124525" + }, + { + "constant": true, + "inputs": [ + { + "internalType": "contract IFuturesMarket", + "name": "market", + "type": "address" + } + ], + "name": "marketDetails", + "outputs": [ + { + "components": [ + { + "internalType": "address", + "name": "market", + "type": "address" + }, + { + "internalType": "bytes32", + "name": "baseAsset", + "type": "bytes32" + }, + { + "components": [ + { + "internalType": "uint256", + "name": "takerFee", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "makerFee", + "type": "uint256" + } + ], + "internalType": "struct FuturesMarketData.FeeRates", + "name": "feeRates", + "type": "tuple" + }, + { + "components": [ + { + "internalType": "uint256", + "name": "maxLeverage", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "maxMarketValue", + "type": "uint256" + } + ], + "internalType": "struct FuturesMarketData.MarketLimits", + "name": "limits", + "type": "tuple" + }, + { + "components": [ + { + "internalType": "uint256", + "name": "maxFundingRate", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "maxFundingRateSkew", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "maxFundingRateDelta", + "type": "uint256" + } + ], + "internalType": "struct FuturesMarketData.FundingParameters", + "name": "fundingParameters", + "type": "tuple" + }, + { + "components": [ + { + "internalType": "uint256", + "name": "marketSize", + "type": "uint256" + }, + { + "components": [ + { + "internalType": "uint256", + "name": "long", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "short", + "type": "uint256" + } + ], + "internalType": "struct FuturesMarketData.Sides", + "name": "sides", + "type": "tuple" + }, + { + "internalType": "uint256", + "name": "marketDebt", + "type": "uint256" + }, + { + "internalType": "int256", + "name": "marketSkew", + "type": "int256" + } + ], + "internalType": "struct FuturesMarketData.MarketSizeDetails", + "name": "marketSizeDetails", + "type": "tuple" + }, + { + "components": [ + { + "internalType": "uint256", + "name": "price", + "type": "uint256" + }, + { + "internalType": "bool", + "name": "invalid", + "type": "bool" + } + ], + "internalType": "struct FuturesMarketData.PriceDetails", + "name": "priceDetails", + "type": "tuple" + } + ], + "internalType": "struct FuturesMarketData.MarketData", + "name": "", + "type": "tuple" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x730e0037" + }, + { + "constant": true, + "inputs": [ + { + "internalType": "bytes32", + "name": "asset", + "type": "bytes32" + } + ], + "name": "marketDetailsForAsset", + "outputs": [ + { + "components": [ + { + "internalType": "address", + "name": "market", + "type": "address" + }, + { + "internalType": "bytes32", + "name": "baseAsset", + "type": "bytes32" + }, + { + "components": [ + { + "internalType": "uint256", + "name": "takerFee", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "makerFee", + "type": "uint256" + } + ], + "internalType": "struct FuturesMarketData.FeeRates", + "name": "feeRates", + "type": "tuple" + }, + { + "components": [ + { + "internalType": "uint256", + "name": "maxLeverage", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "maxMarketValue", + "type": "uint256" + } + ], + "internalType": "struct FuturesMarketData.MarketLimits", + "name": "limits", + "type": "tuple" + }, + { + "components": [ + { + "internalType": "uint256", + "name": "maxFundingRate", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "maxFundingRateSkew", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "maxFundingRateDelta", + "type": "uint256" + } + ], + "internalType": "struct FuturesMarketData.FundingParameters", + "name": "fundingParameters", + "type": "tuple" + }, + { + "components": [ + { + "internalType": "uint256", + "name": "marketSize", + "type": "uint256" + }, + { + "components": [ + { + "internalType": "uint256", + "name": "long", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "short", + "type": "uint256" + } + ], + "internalType": "struct FuturesMarketData.Sides", + "name": "sides", + "type": "tuple" + }, + { + "internalType": "uint256", + "name": "marketDebt", + "type": "uint256" + }, + { + "internalType": "int256", + "name": "marketSkew", + "type": "int256" + } + ], + "internalType": "struct FuturesMarketData.MarketSizeDetails", + "name": "marketSizeDetails", + "type": "tuple" + }, + { + "components": [ + { + "internalType": "uint256", + "name": "price", + "type": "uint256" + }, + { + "internalType": "bool", + "name": "invalid", + "type": "bool" + } + ], + "internalType": "struct FuturesMarketData.PriceDetails", + "name": "priceDetails", + "type": "tuple" + } + ], + "internalType": "struct FuturesMarketData.MarketData", + "name": "", + "type": "tuple" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0xccb045b9" + }, + { + "constant": true, + "inputs": [ + { + "internalType": "address[]", + "name": "markets", + "type": "address[]" + } + ], + "name": "marketSummaries", + "outputs": [ + { + "components": [ + { + "internalType": "address", + "name": "market", + "type": "address" + }, + { + "internalType": "bytes32", + "name": "asset", + "type": "bytes32" + }, + { + "internalType": "uint256", + "name": "maxLeverage", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "price", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "marketSize", + "type": "uint256" + }, + { + "internalType": "int256", + "name": "marketSkew", + "type": "int256" + }, + { + "internalType": "uint256", + "name": "marketDebt", + "type": "uint256" + }, + { + "internalType": "int256", + "name": "currentFundingRate", + "type": "int256" + }, + { + "components": [ + { + "internalType": "uint256", + "name": "takerFee", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "makerFee", + "type": "uint256" + } + ], + "internalType": "struct FuturesMarketData.FeeRates", + "name": "feeRates", + "type": "tuple" + } + ], + "internalType": "struct FuturesMarketData.MarketSummary[]", + "name": "", + "type": "tuple[]" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0xa9e0bef7" + }, + { + "constant": true, + "inputs": [ + { + "internalType": "bytes32[]", + "name": "assets", + "type": "bytes32[]" + } + ], + "name": "marketSummariesForAssets", + "outputs": [ + { + "components": [ + { + "internalType": "address", + "name": "market", + "type": "address" + }, + { + "internalType": "bytes32", + "name": "asset", + "type": "bytes32" + }, + { + "internalType": "uint256", + "name": "maxLeverage", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "price", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "marketSize", + "type": "uint256" + }, + { + "internalType": "int256", + "name": "marketSkew", + "type": "int256" + }, + { + "internalType": "uint256", + "name": "marketDebt", + "type": "uint256" + }, + { + "internalType": "int256", + "name": "currentFundingRate", + "type": "int256" + }, + { + "components": [ + { + "internalType": "uint256", + "name": "takerFee", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "makerFee", + "type": "uint256" + } + ], + "internalType": "struct FuturesMarketData.FeeRates", + "name": "feeRates", + "type": "tuple" + } + ], + "internalType": "struct FuturesMarketData.MarketSummary[]", + "name": "", + "type": "tuple[]" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x0c1ea85c" + }, + { + "constant": true, + "inputs": [ + { + "internalType": "bytes32", + "name": "baseAsset", + "type": "bytes32" + } + ], + "name": "parameters", + "outputs": [ + { + "components": [ + { + "internalType": "uint256", + "name": "takerFee", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "makerFee", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "closureFee", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "maxLeverage", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "maxMarketValue", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "maxFundingRate", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "maxFundingRateSkew", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "maxFundingRateDelta", + "type": "uint256" + } + ], + "internalType": "struct IFuturesMarketSettings.Parameters", + "name": "", + "type": "tuple" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x02506804" + }, + { + "constant": true, + "inputs": [ + { + "internalType": "contract IFuturesMarket", + "name": "market", + "type": "address" + }, + { + "internalType": "address", + "name": "account", + "type": "address" + } + ], + "name": "positionDetails", + "outputs": [ + { + "components": [ + { + "components": [ + { + "internalType": "uint256", + "name": "id", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "margin", + "type": "uint256" + }, + { + "internalType": "int256", + "name": "size", + "type": "int256" + }, + { + "internalType": "uint256", + "name": "lastPrice", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "fundingIndex", + "type": "uint256" + } + ], + "internalType": "struct IFuturesMarket.Position", + "name": "position", + "type": "tuple" + }, + { + "internalType": "int256", + "name": "notionalValue", + "type": "int256" + }, + { + "internalType": "int256", + "name": "profitLoss", + "type": "int256" + }, + { + "internalType": "int256", + "name": "accruedFunding", + "type": "int256" + }, + { + "internalType": "uint256", + "name": "remainingMargin", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "accessibleMargin", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "liquidationPrice", + "type": "uint256" + }, + { + "internalType": "bool", + "name": "canLiquidatePosition", + "type": "bool" + } + ], + "internalType": "struct FuturesMarketData.PositionData", + "name": "", + "type": "tuple" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x808bad34" + }, + { + "constant": true, + "inputs": [ + { + "internalType": "bytes32", + "name": "asset", + "type": "bytes32" + }, + { + "internalType": "address", + "name": "account", + "type": "address" + } + ], + "name": "positionDetailsForAsset", + "outputs": [ + { + "components": [ + { + "components": [ + { + "internalType": "uint256", + "name": "id", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "margin", + "type": "uint256" + }, + { + "internalType": "int256", + "name": "size", + "type": "int256" + }, + { + "internalType": "uint256", + "name": "lastPrice", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "fundingIndex", + "type": "uint256" + } + ], + "internalType": "struct IFuturesMarket.Position", + "name": "position", + "type": "tuple" + }, + { + "internalType": "int256", + "name": "notionalValue", + "type": "int256" + }, + { + "internalType": "int256", + "name": "profitLoss", + "type": "int256" + }, + { + "internalType": "int256", + "name": "accruedFunding", + "type": "int256" + }, + { + "internalType": "uint256", + "name": "remainingMargin", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "accessibleMargin", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "liquidationPrice", + "type": "uint256" + }, + { + "internalType": "bool", + "name": "canLiquidatePosition", + "type": "bool" + } + ], + "internalType": "struct FuturesMarketData.PositionData", + "name": "", + "type": "tuple" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x39c93192" + }, + { + "constant": true, + "inputs": [], + "name": "resolverProxy", + "outputs": [ + { + "internalType": "contract IAddressResolver", + "name": "", + "type": "address" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x6a59e495" + } +] diff --git a/abis/FuturesMarketManager.json b/abis/FuturesMarketManager.json new file mode 100644 index 00000000..a64b9e0e --- /dev/null +++ b/abis/FuturesMarketManager.json @@ -0,0 +1,581 @@ +[ + { + "inputs": [ + { + "internalType": "address payable", + "name": "_proxy", + "type": "address" + }, + { + "internalType": "address", + "name": "_owner", + "type": "address" + }, + { + "internalType": "address", + "name": "_resolver", + "type": "address" + } + ], + "payable": false, + "stateMutability": "nonpayable", + "type": "constructor", + "signature": "constructor" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": false, + "internalType": "bytes32", + "name": "name", + "type": "bytes32" + }, + { + "indexed": false, + "internalType": "address", + "name": "destination", + "type": "address" + } + ], + "name": "CacheUpdated", + "type": "event", + "signature": "0x88a93678a3692f6789d9546fc621bf7234b101ddb7d4fe479455112831b8aa68" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": false, + "internalType": "address", + "name": "market", + "type": "address" + }, + { + "indexed": true, + "internalType": "bytes32", + "name": "asset", + "type": "bytes32" + } + ], + "name": "MarketAdded", + "type": "event", + "signature": "0x908f8e9f0a0d9367639eed5a8f85df28353adcde390225801841a0c96a0107ec" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": false, + "internalType": "address", + "name": "market", + "type": "address" + }, + { + "indexed": true, + "internalType": "bytes32", + "name": "asset", + "type": "bytes32" + } + ], + "name": "MarketRemoved", + "type": "event", + "signature": 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"signature": "0x0730bf53" + }, + { + "constant": true, + "inputs": [ + { + "internalType": "bytes32", + "name": "_baseAsset", + "type": "bytes32" + } + ], + "name": "maxMarketValue", + "outputs": [ + { + "internalType": "uint256", + "name": "", + "type": "uint256" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0xd9b102e2" + }, + { + "constant": true, + "inputs": [], + "name": "minInitialMargin", + "outputs": [ + { + "internalType": "uint256", + "name": "", + "type": "uint256" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x8f20f2ea" + }, + { + "constant": false, + "inputs": [ + { + "internalType": "address", + "name": "_owner", + "type": "address" + } + ], + "name": "nominateNewOwner", + "outputs": [], + "payable": false, + "stateMutability": "nonpayable", + "type": "function", + "signature": "0x1627540c" + }, + { + "constant": true, + "inputs": [], + "name": "nominatedOwner", + "outputs": [ + { + "internalType": "address", + "name": "", + "type": "address" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x53a47bb7" + }, + { + "constant": true, + "inputs": [], + "name": "owner", + "outputs": [ + { + "internalType": "address", + "name": "", + "type": "address" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x8da5cb5b" + }, + { + "constant": true, + "inputs": [ + { + "internalType": "bytes32", + "name": "_baseAsset", + "type": "bytes32" + } + ], + "name": "parameters", + "outputs": [ + { + "internalType": "uint256", + "name": "_takerFee", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "_makerFee", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "_closureFee", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "_maxLeverage", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "_maxMarketValue", 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+ "name": "addresses", + "type": "bytes32[]" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function", + "signature": "0x899ffef4" + }, + { + "constant": false, + "inputs": [ + { + "internalType": "bytes32", + "name": "_baseAsset", + "type": "bytes32" + }, + { + "internalType": "uint256", + "name": "_closureFee", + "type": "uint256" + } + ], + "name": "setClosureFee", + "outputs": [], + "payable": false, + "stateMutability": "nonpayable", + "type": "function", + "signature": "0x8a6b5f66" + }, + { + "constant": false, + "inputs": [ + { + "internalType": "uint256", + "name": "_sUSD", + "type": "uint256" + } + ], + "name": "setLiquidationFee", + "outputs": [], + "payable": false, + "stateMutability": "nonpayable", + "type": "function", + "signature": "0xfef0bec8" + }, + { + "constant": false, + "inputs": [ + { + "internalType": "bytes32", + "name": "_baseAsset", + "type": "bytes32" + }, + { + "internalType": "uint256", + "name": "_makerFee", + "type": "uint256" + } + 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"https://registry.npmjs.org/signal-exit/-/signal-exit-3.0.3.tgz", @@ -14448,6 +6232,13 @@ "jsbn": "~0.1.0", "safer-buffer": "^2.0.2", "tweetnacl": "~0.14.0" + }, + "dependencies": { + "tweetnacl": { + "version": "0.14.5", + "resolved": "https://registry.npmjs.org/tweetnacl/-/tweetnacl-0.14.5.tgz", + "integrity": "sha1-WuaBd/GS1EViadEIr6k/+HQ/T2Q=" + } } }, "stable": { @@ -14469,14 +6260,6 @@ "resolved": "https://registry.npmjs.org/strict-uri-encode/-/strict-uri-encode-1.1.0.tgz", "integrity": "sha1-J5siXfHVgrH1TmWt3UNS4Y+qBxM=" }, - "string_decoder": { - "version": "1.3.0", - "resolved": "https://registry.npmjs.org/string_decoder/-/string_decoder-1.3.0.tgz", - "integrity": "sha512-hkRX8U1WjJFd8LsDJ2yQ/wWWxaopEsABU1XfkM8A+j0+85JAGppt16cr1Whg6KIbb4okU6Mql6BOj+uup/wKeA==", - "requires": { - "safe-buffer": "~5.2.0" - } - }, "string-width": { "version": "4.2.2", "resolved": "https://registry.npmjs.org/string-width/-/string-width-4.2.2.tgz", @@ -14505,6 +6288,14 @@ } } }, + "string_decoder": { + "version": "1.3.0", + "resolved": "https://registry.npmjs.org/string_decoder/-/string_decoder-1.3.0.tgz", + "integrity": "sha512-hkRX8U1WjJFd8LsDJ2yQ/wWWxaopEsABU1XfkM8A+j0+85JAGppt16cr1Whg6KIbb4okU6Mql6BOj+uup/wKeA==", + "requires": { + "safe-buffer": "~5.2.0" + } + }, "strip-ansi": { "version": "4.0.0", "resolved": "https://registry.npmjs.org/strip-ansi/-/strip-ansi-4.0.0.tgz", @@ -14571,17 +6362,6 @@ "mkdirp": "^0.5.1", "pump": "^1.0.0", "tar-stream": "^1.1.2" - }, - "dependencies": { - "pump": { - "version": "1.0.3", - "resolved": "https://registry.npmjs.org/pump/-/pump-1.0.3.tgz", - "integrity": "sha512-8k0JupWme55+9tCVE+FS5ULT3K6AbgqrGa58lTT49RpyfwwcGedHqaC5LlQNdEAumn/wFsu6aPwkuPMioy8kqw==", - "requires": { - "end-of-stream": "^1.1.0", - "once": "^1.3.1" - } - } } }, "tar-stream": { @@ -14690,9 +6470,9 @@ } }, "tweetnacl": { - "version": "0.14.5", - "resolved": "https://registry.npmjs.org/tweetnacl/-/tweetnacl-0.14.5.tgz", - "integrity": "sha1-WuaBd/GS1EViadEIr6k/+HQ/T2Q=" + "version": "1.0.3", + "resolved": "https://registry.npmjs.org/tweetnacl/-/tweetnacl-1.0.3.tgz", + "integrity": "sha512-6rt+RN7aOi1nGMyC4Xa5DdYiukl2UWCbcJft7YhxReBGQD7OAM8Pbxw6YMo4r2diNEA8FEmu32YOn9rhaiE5yw==" }, "type-fest": { "version": "0.21.3", @@ -14721,6 +6501,11 @@ "resolved": "https://registry.npmjs.org/unique-by/-/unique-by-1.0.0.tgz", "integrity": "sha1-UiDIa6e8Vy+3E610ZRRwy2RCEr0=" }, + "universalify": { + "version": "2.0.0", + "resolved": "https://registry.npmjs.org/universalify/-/universalify-2.0.0.tgz", + "integrity": "sha512-hAZsKq7Yy11Zu1DE0OzWjw7nnLZmJZYTDZZyEFHZdUhV8FkH5MCfoU1XMaxXovpyW5nq5scPqq0ZDP9Zyl04oQ==" + }, "uri-js": { "version": "4.4.1", "resolved": "https://registry.npmjs.org/uri-js/-/uri-js-4.4.1.tgz", @@ -14758,6 +6543,11 @@ "resolved": "https://registry.npmjs.org/utila/-/utila-0.4.0.tgz", "integrity": "sha1-ihagXURWV6Oupe7MWxKk+lN5dyw=" }, + "uuid": { + "version": "3.4.0", + "resolved": "https://registry.npmjs.org/uuid/-/uuid-3.4.0.tgz", + "integrity": "sha512-HjSDRw6gZE5JMggctHBcjVak08+KEVhSIiDzFnT9S9aegmp85S/bReBVTb4QTFaRNptJ9kuYaNhnbNEOkbKb/A==" + }, "varint": { "version": "5.0.2", "resolved": "https://registry.npmjs.org/varint/-/varint-5.0.2.tgz", @@ -14771,6 +6561,13 @@ "assert-plus": "^1.0.0", "core-util-is": "1.0.2", "extsprintf": "^1.2.0" + }, + "dependencies": { + "core-util-is": { + "version": "1.0.2", + "resolved": "https://registry.npmjs.org/core-util-is/-/core-util-is-1.0.2.tgz", + "integrity": "sha1-tf1UIgqivFq1eqtxQMlAdUUDwac=" + } } }, "wcwidth": { @@ -14886,6 +6683,11 @@ "resolved": "https://registry.npmjs.org/wrappy/-/wrappy-1.0.2.tgz", "integrity": "sha1-tSQ9jz7BqjXxNkYFvA0QNuMKtp8=" }, + "ws": { + "version": "7.5.4", + "resolved": "https://registry.npmjs.org/ws/-/ws-7.5.4.tgz", + "integrity": "sha512-zP9z6GXm6zC27YtspwH99T3qTG7bBFv2VIkeHstMLrLlDJuzA7tQ5ls3OJ1hOGGCzTQPniNJoHXIAOS0Jljohg==" + }, "xhr": { "version": "2.6.0", "resolved": "https://registry.npmjs.org/xhr/-/xhr-2.6.0.tgz", @@ -14941,13 +6743,6 @@ "requires": { "camelcase": "^5.0.0", "decamelize": "^1.2.0" - }, - "dependencies": { - "camelcase": { - "version": "5.3.1", - "resolved": "https://registry.npmjs.org/camelcase/-/camelcase-5.3.1.tgz", - "integrity": "sha512-L28STB170nwWS63UjtlEOE3dldQApaJXZkOI1uMFfzf3rRuPegHaHesyee+YxQ+W6SvRDQV6UrdOdRiR153wJg==" - } } } } diff --git a/package.json b/package.json index 5b550a54..12034316 100644 --- a/package.json +++ b/package.json @@ -28,6 +28,7 @@ "codegen:liquidations": "npm run codegen -- subgraphs/synthetix-liquidations.yaml", "codegen:shorts": "npm run codegen -- subgraphs/synthetix-shorts.yaml", "codegen:delegation": "npm run codegen -- subgraphs/synthetix-delegation.yaml", + "codegen:futures": "npm run codegen -- subgraphs/synthetix-futures.yaml", "build": "graph build", "build:snx": "graph build subgraphs/synthetix.yaml", "build:chainlink": "graph build subgraphs/synthetix-chainlink.yaml", @@ -43,6 +44,7 @@ "build:liquidations": "graph build subgraphs/synthetix-liquidations.yaml", "build:shorts": "graph build subgraphs/synthetix-shorts.yaml", "build:delegation": "graph build subgraphs/synthetix-delegation.yaml", + "build:futures": "graph build subgraphs/synthetix-futures.yaml", "deploy": "graph deploy --node https://api.thegraph.com/deploy/ --ipfs https://api.thegraph.com/ipfs/ --access-token $THEGRAPH_SNX_ACCESS_TOKEN", "deploy:snx": "npm run deploy -- synthetixio-team/synthetix subgraphs/synthetix.yaml", "deploy:chainlink": "npm run deploy -- synthetixio-team/synthetix-chainlink subgraphs/synthetix-chainlink.yaml", @@ -58,12 +60,13 @@ "deploy:liquidations": "npm run deploy -- synthetixio-team/synthetix-liquidations subgraphs/synthetix-liquidations.yaml", "deploy:shorts": "npm run deploy -- synthetixio-team/synthetix-shorts subgraphs/synthetix-shorts.yaml", "deploy:delegation": "npm run deploy -- synthetixio-team/synthetix-delegation subgraphs/synthetix-delegation.yaml", + "deploy:futures": "npm run deploy -- synthetixio-team/synthetix-futures subgraphs/synthetix-futures.yaml", "create-local": "graph create --node http://localhost:8020/ synthetixio-team/synthetix", "remove-local": "graph remove --node http://localhost:8020/ synthetixio-team/synthetix", "deploy-local": "graph deploy --node http://localhost:8020/ --ipfs http://localhost:5001 synthetixio-team/synthetix" }, "dependencies": { - "@graphprotocol/graph-cli": "git://github.com/graphprotocol/graph-cli.git#ebeeba0009f026bacf940f25ee7b875fe7676032", + "@graphprotocol/graph-cli": "github:graphprotocol/graph-cli#ebeeba0009f026bacf940f25ee7b875fe7676032", "@graphprotocol/graph-ts": "0.18.1", "chalk": "2.4.2", "commander": "2.20.0", diff --git a/src/futures-mapping.ts b/src/futures-mapping.ts new file mode 100644 index 00000000..e5acb734 --- /dev/null +++ b/src/futures-mapping.ts @@ -0,0 +1,183 @@ +import { store, Address, BigInt } from '@graphprotocol/graph-ts'; +import { + MarketAdded as MarketAddedEvent, + MarketRemoved as MarketRemovedEvent, +} from '../generated/FuturesMarketManager/FuturesMarketManager'; + +import { FuturesMarket } from '../generated/templates'; +import { + PositionLiquidated as PositionLiquidatedEvent, + PositionModified as PositionModifiedEvent, + FuturesMarket as FuturesMarketContract, +} from '../generated/templates/FuturesMarket/FuturesMarket'; + +import { + FuturesMarket as FuturesMarketEntity, + FuturesPosition, + FuturesTrade, + FuturesStat, + FuturesCumulativeStat, + FuturesOneMinStat, +} from '../generated/schema'; +import { ZERO } from './common'; + +let ETHER = BigInt.fromI32(10).pow(18); +let ONE_MINUTE_SECONDS = BigInt.fromI32(60); +let SINGLE_INDEX = '0'; + +export function handleMarketAdded(event: MarketAddedEvent): void { + let futuresMarketContract = FuturesMarketContract.bind(event.params.market); + let proxyAddress = futuresMarketContract.proxy(); + FuturesMarket.create(proxyAddress); + let marketEntity = new FuturesMarketEntity(proxyAddress.toHex()); + marketEntity.asset = event.params.asset; + let marketStats = getOrCreateMarketStats(event.params.asset.toHex()); + marketStats.save(); + marketEntity.marketStats = marketStats.id; + marketEntity.save(); +} + +export function handleMarketRemoved(event: MarketRemovedEvent): void { + let futuresMarketContract = FuturesMarketContract.bind(event.params.market); + let proxyAddress = futuresMarketContract.proxy(); + store.remove('FuturesMarket', proxyAddress.toHex()); +} + +export function handlePositionModified(event: PositionModifiedEvent): void { + let futuresMarketContract = FuturesMarketContract.bind(event.transaction.to as Address); + let proxyAddress = futuresMarketContract.proxy(); + let positionId = proxyAddress.toHex() + '-' + event.params.id.toHex(); + let statId = event.params.account.toHex(); + let marketEntity = FuturesMarketEntity.load(proxyAddress.toHex()); + let positionEntity = FuturesPosition.load(positionId); + let statEntity = FuturesStat.load(statId); + let cumulativeEntity = getOrCreateCumulativeEntity(); + + if (statEntity == null) { + statEntity = new FuturesStat(statId); + statEntity.account = event.params.account; + statEntity.feesPaid = ZERO; + statEntity.pnl = ZERO; + statEntity.pnlWithFeesPaid = ZERO; + statEntity.liquidations = ZERO; + statEntity.totalTrades = ZERO; + } + if (event.params.tradeSize.isZero() == false) { + let tradeEntity = new FuturesTrade(event.transaction.hash.toHex() + '-' + event.logIndex.toString()); + tradeEntity.timestamp = event.block.timestamp; + tradeEntity.account = event.params.account; + tradeEntity.size = event.params.tradeSize; + tradeEntity.price = event.params.lastPrice; + tradeEntity.asset = marketEntity.asset; + statEntity.totalTrades = statEntity.totalTrades.plus(BigInt.fromI32(1)); + tradeEntity.save(); + + let volume = tradeEntity.size + .times(tradeEntity.price) + .div(ETHER) + .abs(); + cumulativeEntity.totalTrades = cumulativeEntity.totalTrades.plus(BigInt.fromI32(1)); + cumulativeEntity.totalVolume = cumulativeEntity.totalVolume.plus(volume); + cumulativeEntity.averageTradeSize = cumulativeEntity.totalVolume.div(cumulativeEntity.totalTrades); + + let timestamp = getTimeID(event.block.timestamp, ONE_MINUTE_SECONDS); + let oneMinStat = FuturesOneMinStat.load(timestamp.toString()); + if (oneMinStat == null) { + oneMinStat = new FuturesOneMinStat(timestamp.toString()); + oneMinStat.trades = BigInt.fromI32(1); + oneMinStat.volume = volume; + oneMinStat.timestamp = event.block.timestamp; + } else { + oneMinStat.trades = oneMinStat.trades.plus(BigInt.fromI32(1)); + oneMinStat.volume = oneMinStat.volume.plus(volume); + } + oneMinStat.save(); + + let marketStats = getOrCreateMarketStats(marketEntity.asset.toHex()); + marketStats.totalTrades = marketStats.totalTrades.plus(BigInt.fromI32(1)); + marketStats.totalVolume = marketStats.totalVolume.plus(volume); + marketStats.averageTradeSize = marketStats.totalVolume.div(marketStats.totalTrades); + marketStats.save(); + } + if (positionEntity == null) { + positionEntity = new FuturesPosition(positionId); + positionEntity.market = proxyAddress; + positionEntity.asset = marketEntity.asset; + positionEntity.account = event.params.account; + positionEntity.isLiquidated = false; + positionEntity.isOpen = true; + positionEntity.size = event.params.size; + positionEntity.entryPrice = event.params.lastPrice; + positionEntity.margin = event.params.margin; + } + if (event.params.size.isZero() == true) { + positionEntity.isOpen = false; + positionEntity.exitPrice = futuresMarketContract.assetPrice().value0; + statEntity.pnl = statEntity.pnl.plus( + positionEntity.size.times(positionEntity.exitPrice.minus(positionEntity.entryPrice)).div(ETHER), + ); + } else { + positionEntity.entryPrice = event.params.lastPrice; + positionEntity.size = event.params.size; + positionEntity.margin = event.params.margin; + } + + //Calc fees paid to exchange and include in PnL + statEntity.feesPaid = statEntity.feesPaid.plus(event.params.fee); + statEntity.pnlWithFeesPaid = statEntity.pnl.minus(statEntity.feesPaid); + + positionEntity.lastTxHash = event.transaction.hash; + positionEntity.timestamp = event.block.timestamp; + positionEntity.save(); + statEntity.save(); + cumulativeEntity.save(); +} + +export function handlePositionLiquidated(event: PositionLiquidatedEvent): void { + let futuresMarketContract = FuturesMarketContract.bind(event.transaction.to as Address); + let proxyAddress = futuresMarketContract.proxy(); + let positionId = proxyAddress.toHex() + '-' + event.params.id.toHex(); + let positionEntity = FuturesPosition.load(positionId); + let statId = event.params.account.toHex(); + let statEntity = FuturesStat.load(statId); + statEntity.liquidations = statEntity.liquidations.plus(BigInt.fromI32(1)); + statEntity.save(); + positionEntity.isLiquidated = true; + positionEntity.save(); + let cumulativeEntity = getOrCreateCumulativeEntity(); + cumulativeEntity.totalLiquidations = cumulativeEntity.totalLiquidations.plus(BigInt.fromI32(1)); + cumulativeEntity.save(); + + let marketStats = getOrCreateMarketStats(positionEntity.asset.toHex()); + marketStats.totalLiquidations = marketStats.totalLiquidations.plus(BigInt.fromI32(1)); + marketStats.save(); +} + +function getOrCreateCumulativeEntity(): FuturesCumulativeStat { + let cumulativeEntity = FuturesCumulativeStat.load(SINGLE_INDEX); + if (cumulativeEntity == null) { + cumulativeEntity = new FuturesCumulativeStat(SINGLE_INDEX); + cumulativeEntity.totalLiquidations = ZERO; + cumulativeEntity.totalTrades = ZERO; + cumulativeEntity.totalVolume = ZERO; + cumulativeEntity.averageTradeSize = ZERO; + } + return cumulativeEntity as FuturesCumulativeStat; +} + +function getOrCreateMarketStats(asset: string): FuturesCumulativeStat { + let cumulativeEntity = FuturesCumulativeStat.load(asset); + if (cumulativeEntity == null) { + cumulativeEntity = new FuturesCumulativeStat(asset); + cumulativeEntity.totalLiquidations = ZERO; + cumulativeEntity.totalTrades = ZERO; + cumulativeEntity.totalVolume = ZERO; + cumulativeEntity.averageTradeSize = ZERO; + } + return cumulativeEntity as FuturesCumulativeStat; +} + +function getTimeID(timestamp: BigInt, num: BigInt): BigInt { + let remainder = timestamp.mod(num); + return timestamp.minus(remainder); +} diff --git a/subgraphs/synthetix-futures.graphql b/subgraphs/synthetix-futures.graphql new file mode 100644 index 00000000..41dccd5e --- /dev/null +++ b/subgraphs/synthetix-futures.graphql @@ -0,0 +1,54 @@ +type FuturesMarket @entity { + id: ID! + asset: Bytes! + marketStats: FuturesCumulativeStat! +} + +type FuturesTrade @entity { + id: ID! + timestamp: BigInt! + account: Bytes! + size: BigInt! + asset: Bytes! + price: BigInt! +} + +type FuturesPosition @entity { + id: ID! + lastTxHash: Bytes! + timestamp: BigInt! + market: Bytes! + asset: Bytes! + account: Bytes! + isOpen: Boolean! + isLiquidated: Boolean! + size: BigInt! + margin: BigInt! + entryPrice: BigInt! + exitPrice: BigInt +} + +type FuturesStat @entity { + id: ID! + account: Bytes! + feesPaid: BigInt! + pnl: BigInt! + pnlWithFeesPaid: BigInt! + liquidations: BigInt! + totalTrades: BigInt! +} + +type FuturesCumulativeStat @entity { + id: ID! + totalLiquidations: BigInt! + totalTrades: BigInt! + totalVolume: BigInt! + averageTradeSize: BigInt! +} + +type FuturesOneMinStat @entity { + id: ID! + trades: BigInt! + volume: BigInt! + timestamp: BigInt! +} diff --git a/subgraphs/synthetix-futures.yaml b/subgraphs/synthetix-futures.yaml new file mode 100644 index 00000000..2997470c --- /dev/null +++ b/subgraphs/synthetix-futures.yaml @@ -0,0 +1,52 @@ +specVersion: 0.0.2 +description: Synthetix Futures API +repository: https://github.com/Synthetixio/synthetix-subgraph +schema: + file: ./synthetix-futures.graphql +dataSources: + - kind: ethereum/contract + name: FuturesMarketManager + network: optimism-kovan + source: + address: '0xcB3bfb094006F06B46a8C156A72D681A9FCdf43e' + abi: FuturesMarketManager + mapping: + kind: ethereum/events + apiVersion: 0.0.4 + language: wasm/assemblyscript + file: ../src/futures-mapping.ts + entities: + - FuturesMarket + abis: + - name: FuturesMarketManager + file: ../abis/FuturesMarketManager.json + - name: FuturesMarket + file: ../abis/FuturesMarket.json + eventHandlers: + - event: MarketAdded(address,indexed bytes32) + handler: handleMarketAdded + - event: MarketRemoved(address,indexed bytes32) + handler: handleMarketRemoved +templates: + - name: FuturesMarket + kind: ethereum/contract + network: optimism-kovan + source: + abi: FuturesMarket + mapping: + kind: ethereum/events + apiVersion: 0.0.4 + language: wasm/assemblyscript + file: ../src/futures-mapping.ts + entities: + - FuturesMarket + - FuturesPosition + - FuturesTrade + abis: + - name: FuturesMarket + file: ../abis/FuturesMarket.json + eventHandlers: + - event: PositionModified(indexed uint256,indexed address,uint256,int256,int256,uint256,uint256,uint256) + handler: handlePositionModified + - event: PositionLiquidated(indexed uint256,indexed address,indexed address,int256,uint256,uint256) + handler: handlePositionLiquidated