[PFT-1261] [PFT-1314] Add order calculation functions

package.json

@@ -1,6 +1,6 @@
 {
   "name": "@parifi/sdk",
-  "version": "1.0.5-prod",
+  "version": "1.0.6",
   "description": "Parifi SDK with common utility functions",
   "files": [
     "dist",

src/core/data-fabric/index.ts

@@ -128,4 +128,4 @@ export const getAccruedBorrowFeesInMarket = (position: Position, market: Market)
     .times(accruedFeesCumulative)
     .div(new Decimal(100).times(new Decimal(10).pow(18)))
     .ceil();
-};
+};

src/core/index.ts

@@ -11,7 +11,9 @@ import {
 } from './data-fabric';
 import { Contract, Signer } from 'ethers';
 import {
+  calculateCollateralFromSize,
   calculatePositionLeverage,
+  calculateSizeFromCollateral,
   canBeSettled,
   canBeSettledPriceId,
   checkIfOrderCanBeSettledId,
@@ -55,6 +57,7 @@ export class Core {
   ////////////////////////////////////////////////////////////////
   //////////////////////    DATA FABRIC    ///////////////////////
   ////////////////////////////////////////////////////////////////
+
   getMarketUtilization = (market: Market, isLong: boolean): Decimal => {
     return getMarketUtilization(market, isLong);
   };
@@ -85,6 +88,32 @@ export class Core {
   //////////////////////    ORDER MANAGER    /////////////////////
   ////////////////////////////////////////////////////////////////
 
+  calculateSizeFromCollateral(
+    amount: Decimal,
+    leverage: Decimal,
+    executionFeeInCollateral: Decimal,
+    openingFee: Decimal,
+    normalizedMarketPrice: Decimal,
+    normalizedCollateralPrice: Decimal,
+  ) {
+    return calculateSizeFromCollateral(
+      amount,
+      leverage,
+      executionFeeInCollateral,
+      openingFee,
+      normalizedMarketPrice,
+      normalizedCollateralPrice,
+    );
+  }
+  calculateCollateralFromSize(
+    collateralSize: Decimal,
+    leverage: Decimal,
+    normalizedMarketPrice: Decimal,
+    normalizedCollateralPrice: Decimal,
+  ): Decimal {
+    return calculateCollateralFromSize(collateralSize, leverage, normalizedMarketPrice, normalizedCollateralPrice);
+  }
+
   getOrderManagerInstance = (): Contract => {
     return getOrderManagerInstance(this.rpcConfig.chainId);
   };

src/core/order-manager/index.ts

@@ -522,3 +522,50 @@ export const getLiquidationPrice = (
     return new Decimal(position.avgPrice ?? 0).add(lossPerToken);
   }
 };
+
+/**
+ * @name calculateCollateralFromSize
+ * @description This function calculates the collateral required based on the given size, leverage and normalized market price and collateral price.
+ * @param {number} collateralSize - The size of the collateral in eth unit.
+ * @param {number} leverage - The degree of financial leverage being used.
+ * @param {Decimal} normalizedMarketPrice - The normalized market price of the underlying asset.
+ * @param {Decimal} normalizedCollateralPrice - The normalized price of the collateral.
+ * @returns {Decimal} - The calculated collateral required to maintain the position.
+ */
+
+export const calculateCollateralFromSize = (
+  collateralSize: Decimal,
+  leverage: Decimal,
+  normalizedMarketPrice: Decimal,
+  normalizedCollateralPrice: Decimal,
+) => {
+  return normalizedMarketPrice.mul(collateralSize).div(normalizedCollateralPrice).div(leverage);
+};
+
+/**
+ * @name calculateSizeFromCollateral
+ * @description Calculates the position size in the base asset given the collateral amount, leverage, execution fee in collateral, opening fee, and normalised market price and collateral price.
+ * @param {Decimal} amount - The collateral amount in eth units.
+ * @param {Decimal} leverage - The total leverage used for this position.
+ * @param {Decimal} executionFeeInCollateral - The execution fee on collateral units.
+ * @param {Decimal} openingFee - The opening fee for the trade.
+ * @param {Decimal} normalizedMarketPrice - The normalised price of the base asset in terms of the quote asset.
+ * @param {Decimal} normalizedCollateralPrice - The normalised price of the collateral asset in terms of the quote asset.
+ * @returns {Decimal} - The calculated position size in the base asset.
+ */
+
+export const calculateSizeFromCollateral = (
+  amount: Decimal,
+  leverage: Decimal,
+  executionFeeInCollateral: Decimal,
+  openingFee: Decimal,
+  normalizedMarketPrice: Decimal,
+  normalizedCollateralPrice: Decimal,
+) => {
+  const collateralInUsd = amount.mul(normalizedCollateralPrice);
+  const executionFeeInUsd = executionFeeInCollateral.mul(normalizedCollateralPrice);
+
+  const sizeInUsd = collateralInUsd.sub(executionFeeInUsd).div(openingFee.add(1).div(leverage));
+
+  return sizeInUsd.div(normalizedMarketPrice);
+};

src/subgraph/index.ts

@@ -43,6 +43,7 @@ import {
   getTopAccountsByReferralRewards,
 } from './accounts';
 import { LeaderboardUserData, ReferralRewardsInUsd, UserPortfolioData } from '../interfaces/sdkTypes';
+import { getExecutionFee } from './protocol';
 
 export * from './common';
 export * from './markets';
@@ -168,7 +169,7 @@ export class Subgraph {
   }
 
   // @todo Add function to get multiple positions in a single call
-   
+
   public async getPositionById(positionId: string): Promise<Position> {
     const subgraphEndpoint = this.getSubgraphEndpoint(this.rpcConfig.chainId);
     return getPositionById(subgraphEndpoint, positionId);
@@ -288,4 +289,12 @@ export class Subgraph {
     const subgraphEndpoint = this.getSubgraphEndpoint(this.rpcConfig.chainId);
     return await getPoolVolume24h(subgraphEndpoint);
   }
+
+  ////////////////////////////////////////////////////////////////
+  /////////////////////    PROTOCOL    ///////////////////////////
+  ////////////////////////////////////////////////////////////////
+  public async getExecutionFee(): Promise<{ executionFeeEth: Decimal; executionFeeUsdc: Decimal }> {
+    const subgraphEndpoint = this.getSubgraphEndpoint(this.rpcConfig.chainId);
+    return getExecutionFee(subgraphEndpoint);
+  }
 }

src/subgraph/protocol/index.ts

@@ -0,0 +1,28 @@
+import request from 'graphql-request';
+import { fetchExecutionFee } from './subgraphQueries';
+import Decimal from 'decimal.js';
+import { DECIMAL_ZERO } from '../../common';
+
+export const getExecutionFee = async (
+  subgraphEndpoint: string,
+): Promise<{ executionFeeEth: Decimal; executionFeeUsdc: Decimal }> => {
+  interface SubgraphResponseInterface {
+    protocolData: {
+      executionFeeEth: string;
+      executionFeeUsdc: string;
+    };
+  }
+
+  try {
+    let subgraphResponse: SubgraphResponseInterface = await request(subgraphEndpoint, fetchExecutionFee());
+
+    const executionFeeEth = new Decimal(subgraphResponse.protocolData.executionFeeEth);
+    const executionFeeUsdc = new Decimal(subgraphResponse.protocolData.executionFeeUsdc);
+
+    return { executionFeeEth, executionFeeUsdc };
+  } catch (error) {
+    // Return execution fee as zero in case of an error 
+    console.log(error);
+    return { executionFeeEth: DECIMAL_ZERO, executionFeeUsdc: DECIMAL_ZERO };
+  }
+};

src/subgraph/protocol/subgraphQueries.ts

@@ -0,0 +1,11 @@
+import { gql } from 'graphql-request';
+
+// Fetch execution fee for protocol from subgraph
+export const fetchExecutionFee = () => gql`
+  {
+    protocolData(id: "1") {
+      executionFeeEth
+      executionFeeUsdc
+    }
+  }
+`;

test/subgraph-tests/protocol.test.ts

@@ -0,0 +1,11 @@
+import { getParifiSdkInstanceForTesting } from '..';
+import { TEST_MARKET_ID1 } from '../common/constants';
+
+describe('Protocol data', () => {
+  it('should return correct execution fee', async () => {
+    const parifiSdk = await getParifiSdkInstanceForTesting();
+
+    const res = await parifiSdk.subgraph.getExecutionFee();
+    console.log(res);
+  });
+});