Feat/futures #122
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| import { store, Address, BigInt } from '@graphprotocol/graph-ts'; | ||
| import { | ||
| MarketAdded as MarketAddedEvent, | ||
| MarketRemoved as MarketRemovedEvent, | ||
| } from '../generated/FuturesMarketManager/FuturesMarketManager'; | ||
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| import { FuturesMarket } from '../generated/templates'; | ||
| import { | ||
| PositionLiquidated as PositionLiquidatedEvent, | ||
| PositionModified as PositionModifiedEvent, | ||
| FuturesMarket as FuturesMarketContract, | ||
| } from '../generated/templates/FuturesMarket/FuturesMarket'; | ||
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||
| import { | ||
| FuturesMarket as FuturesMarketEntity, | ||
| FuturesPosition, | ||
| FuturesTrade, | ||
| FuturesStat, | ||
| FuturesCumulativeStat, | ||
| FuturesOneMinStat, | ||
| } from '../generated/schema'; | ||
| import { ZERO } from './common'; | ||
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| let ETHER = BigInt.fromI32(10).pow(18); | ||
| let ONE_MINUTE_SECONDS = BigInt.fromI32(60); | ||
| let SINGLE_INDEX = '0'; | ||
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| 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(); | ||
| } | ||
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||
| export function handleMarketRemoved(event: MarketRemovedEvent): void { | ||
| let futuresMarketContract = FuturesMarketContract.bind(event.params.market); | ||
| let proxyAddress = futuresMarketContract.proxy(); | ||
| store.remove('FuturesMarket', proxyAddress.toHex()); | ||
| } | ||
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| 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(); | ||
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|
||
| 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(); | ||
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||
| 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); | ||
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| 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(); | ||
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| 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; | ||
| } | ||
|
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||
| //Calc fees paid to exchange and include in PnL | ||
| statEntity.feesPaid = statEntity.feesPaid.plus(event.params.fee); | ||
| statEntity.pnlWithFeesPaid = statEntity.pnl.minus(statEntity.feesPaid); | ||
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| positionEntity.lastTxHash = event.transaction.hash; | ||
| positionEntity.timestamp = event.block.timestamp; | ||
| positionEntity.save(); | ||
| statEntity.save(); | ||
| cumulativeEntity.save(); | ||
| } | ||
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| 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(); | ||
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| let marketStats = getOrCreateMarketStats(positionEntity.asset.toHex()); | ||
| marketStats.totalLiquidations = marketStats.totalLiquidations.plus(BigInt.fromI32(1)); | ||
| marketStats.save(); | ||
| } | ||
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| 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; | ||
| } | ||
|
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| 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; | ||
| } | ||
|
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| function getTimeID(timestamp: BigInt, num: BigInt): BigInt { | ||
| let remainder = timestamp.mod(num); | ||
| return timestamp.minus(remainder); | ||
| } | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,54 @@ | ||
| type FuturesMarket @entity { | ||
| id: ID! | ||
| asset: Bytes! | ||
| marketStats: FuturesCumulativeStat! | ||
| } | ||
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| type FuturesTrade @entity { | ||
| id: ID! | ||
| timestamp: BigInt! | ||
| account: Bytes! | ||
| size: BigInt! | ||
| asset: Bytes! | ||
| price: BigInt! | ||
| } | ||
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| 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 | ||
| } | ||
|
There was a problem hiding this comment. might want to add entities to track position histories as well (it can simply be a convenient store of events which can be displayed on a "Trading History" page or something) There was a problem hiding this comment. It kinda is already since we have an ID, which comes from the contract. Every different ID is a new position. So calling this entity by account or timestamp will give us a history |
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| type FuturesStat @entity { | ||
| id: ID! | ||
| account: Bytes! | ||
| feesPaid: BigInt! | ||
| pnl: BigInt! | ||
| pnlWithFeesPaid: BigInt! | ||
| liquidations: BigInt! | ||
| totalTrades: BigInt! | ||
| } | ||
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| type FuturesCumulativeStat @entity { | ||
| id: ID! | ||
| totalLiquidations: BigInt! | ||
| totalTrades: BigInt! | ||
| totalVolume: BigInt! | ||
| averageTradeSize: BigInt! | ||
| } | ||
|
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| type FuturesOneMinStat @entity { | ||
| id: ID! | ||
| trades: BigInt! | ||
| volume: BigInt! | ||
| timestamp: BigInt! | ||
| } | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -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 |
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seems really expensive to run a contract call here in order to set an ID... isn't there a better way to do this, such as using the FuturesMarketEntity
assetinstead?There was a problem hiding this comment.
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yeah problem is the event doesn't emit the
asset. And thefromaddress is the underlying contract, which means we need to retrieve the proxy address first so we can match the position entity with the market one :(