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apy #945

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801 changes: 801 additions & 0 deletions crates/subgraph/src/apy.rs

Large diffs are not rendered by default.

1 change: 1 addition & 0 deletions crates/subgraph/src/lib.rs
Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
pub mod apy;
mod cynic_client;
mod orderbook_client;
mod pagination;
Expand Down
6 changes: 6 additions & 0 deletions crates/subgraph/src/orderbook_client.rs
Original file line number Diff line number Diff line change
Expand Up @@ -25,6 +25,12 @@ pub enum OrderbookSubgraphClientError {
PaginationClientError(#[from] PaginationClientError),
#[error(transparent)]
ParseError(#[from] alloy::primitives::ruint::ParseError),
#[error(transparent)]
ParseBigIntConversionError(#[from] alloy::primitives::BigIntConversionError),
#[error(transparent)]
ParseFloatError(#[from] std::num::ParseFloatError),
#[error(transparent)]
ParseIntError(#[from] std::num::ParseIntError),
}

pub struct OrderbookSubgraphClient {
Expand Down
6 changes: 3 additions & 3 deletions crates/subgraph/src/types/common.rs
Original file line number Diff line number Diff line change
Expand Up @@ -278,7 +278,7 @@ pub struct OrderStructPartialTrade {
pub id: Bytes,
}

#[derive(cynic::QueryFragment, Debug, Serialize, Clone, PartialEq)]
#[derive(cynic::QueryFragment, Debug, Serialize, Clone, PartialEq, Eq, Hash)]
#[cynic(graphql_type = "ERC20")]
#[typeshare]
pub struct Erc20 {
Expand All @@ -305,11 +305,11 @@ pub struct AddOrder {
pub transaction: Transaction,
}

#[derive(cynic::Scalar, Debug, Clone, PartialEq)]
#[derive(cynic::Scalar, Debug, Clone, PartialEq, Eq, Hash)]
#[typeshare]
pub struct BigInt(pub String);

#[derive(cynic::Scalar, Debug, Clone, PartialEq)]
#[derive(cynic::Scalar, Debug, Clone, PartialEq, Eq, Hash)]
#[typeshare]
pub struct Bytes(pub String);

Expand Down
63 changes: 63 additions & 0 deletions crates/subgraph/src/utils/mod.rs
Original file line number Diff line number Diff line change
@@ -1,5 +1,68 @@
use alloy::primitives::utils::{format_units, parse_units, ParseUnits, Unit, UnitsError};

mod order_id;
mod slice_list;

pub use order_id::*;
pub use slice_list::*;

pub const DAY: u64 = 60 * 60 * 24;
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using u64 for times is kinda dangerous because it's really easy for someone to mistake whether it is seconds, millis, nanos, etc.

why not just use the time functionality in rust?

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used rust chrono::TimeDelta

pub const YEAR: u64 = DAY * 365;

/// Returns 18 point decimals 1 as I256/U256
pub fn one_18() -> ParseUnits {
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parse_units("1", 18).unwrap()
}

/// Returns YEAR as 18 point decimals as I256/U256
pub fn year_18() -> ParseUnits {
parse_units(&YEAR.to_string(), 18).unwrap()
}

/// Converts a U256/I256 value to a 18 fixed point U256/I256 given the decimals point
pub fn to_18_decimals<T: TryInto<Unit, Error = UnitsError>>(
amount: ParseUnits,
decimals: T,
) -> Result<ParseUnits, UnitsError> {
parse_units(&format_units(amount, decimals)?, 18)
}

#[cfg(test)]
mod test {
use super::*;
use alloy::primitives::{I256, U256};
use std::str::FromStr;

#[test]
fn test_one() {
let result = one_18();
let expected_signed = I256::from_str("1_000_000_000_000_000_000").unwrap();
let expected_absolute = U256::from_str("1_000_000_000_000_000_000").unwrap();
assert_eq!(result.get_signed(), expected_signed);
assert_eq!(result.get_absolute(), expected_absolute);
}

#[test]
fn test_year_18_decimals() {
let result = year_18();
let expected_signed = I256::try_from(YEAR)
.unwrap()
.saturating_mul(one_18().get_signed());
let expected_absolute = U256::from(YEAR).saturating_mul(one_18().get_absolute());
assert_eq!(result.get_signed(), expected_signed);
assert_eq!(result.get_absolute(), expected_absolute);
}

#[test]
fn test_to_18_decimals() {
let value = ParseUnits::I256(I256::from_str("-123456789").unwrap());
let result = to_18_decimals(value, 5).unwrap();
let expected = ParseUnits::I256(I256::from_str("-1234567890000000000000").unwrap());
assert_eq!(result, expected);

let value = ParseUnits::U256(U256::from_str("123456789").unwrap());
let result = to_18_decimals(value, 12).unwrap();
let expected = ParseUnits::U256(U256::from_str("123456789000000").unwrap());
assert_eq!(result, expected);
}
}
14 changes: 7 additions & 7 deletions crates/subgraph/src/vol.rs
Original file line number Diff line number Diff line change
Expand Up @@ -4,20 +4,20 @@ use serde::{Deserialize, Serialize};
use std::str::FromStr;
use typeshare::typeshare;

#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
#[derive(Debug, Clone, PartialEq, Eq, Serialize, Deserialize, Hash)]
#[serde(rename_all = "camelCase")]
#[typeshare]
pub struct VaultVolume {
id: String,
token: Erc20,
pub id: String,
pub token: Erc20,
#[typeshare(typescript(type = "string"))]
total_in: U256,
pub total_in: U256,
#[typeshare(typescript(type = "string"))]
total_out: U256,
pub total_out: U256,
#[typeshare(typescript(type = "string"))]
total_vol: U256,
pub total_vol: U256,
#[typeshare(typescript(type = "string"))]
net_vol: I256,
pub net_vol: I256,
}

/// Get the vaults volume from array of trades
Expand Down
2 changes: 1 addition & 1 deletion flake.nix
Original file line number Diff line number Diff line change
Expand Up @@ -63,7 +63,7 @@
cargo install --git https://github.com/tomjw64/typeshare --rev 556b44aafd5304eedf17206800f69834e3820b7c
export PATH=$PATH:$CARGO_HOME/bin

typeshare crates/subgraph/src/types/common.rs crates/subgraph/src/types/order.rs crates/subgraph/src/types/vault.rs crates/subgraph/src/types/order_trade.rs crates/common/src/types/order_detail_extended.rs crates/subgraph/src/vol.rs --lang=typescript --output-file=tauri-app/src/lib/typeshare/subgraphTypes.ts;
typeshare crates/subgraph/src/types/common.rs crates/subgraph/src/types/order.rs crates/subgraph/src/types/vault.rs crates/subgraph/src/types/order_trade.rs crates/common/src/types/order_detail_extended.rs crates/subgraph/src/vol.rs crates/subgraph/src/apy.rs --lang=typescript --output-file=tauri-app/src/lib/typeshare/subgraphTypes.ts;

typeshare crates/settings/src/parse.rs --lang=typescript --output-file=tauri-app/src/lib/typeshare/appSettings.ts;
typeshare lib/rain.interpreter/crates/eval/src/trace.rs crates/common/src/fuzz/mod.rs crates/settings/src/config_source.rs crates/settings/src/config.rs crates/settings/src/plot_source.rs crates/settings/src/chart.rs crates/settings/src/deployer.rs crates/settings/src/network.rs crates/settings/src/order.rs crates/settings/src/orderbook.rs crates/settings/src/scenario.rs crates/settings/src/blocks.rs crates/settings/src/token.rs crates/settings/src/deployment.rs --lang=typescript --output-file=tauri-app/src/lib/typeshare/config.ts;
Expand Down
21 changes: 21 additions & 0 deletions tauri-app/src-tauri/src/commands/order_take.rs
Original file line number Diff line number Diff line change
Expand Up @@ -2,6 +2,7 @@ use crate::error::CommandResult;
use rain_orderbook_common::{
csv::TryIntoCsv, subgraph::SubgraphArgs, types::FlattenError, types::OrderTakeFlattened,
};
use rain_orderbook_subgraph_client::apy::{get_order_apy, OrderAPY};
use rain_orderbook_subgraph_client::vol::VaultVolume;
use rain_orderbook_subgraph_client::{types::common::*, PaginationArgs};
use std::fs;
Expand Down Expand Up @@ -79,3 +80,23 @@ pub async fn order_trades_count(
.await?
.len())
}

#[tauri::command]
pub async fn order_apy(
order_id: String,
subgraph_args: SubgraphArgs,
start_timestamp: Option<u64>,
end_timestamp: Option<u64>,
) -> CommandResult<OrderAPY> {
let client = subgraph_args.to_subgraph_client().await?;
let order = client.order_detail(order_id.clone().into()).await?;
let trades = client
.order_trades_list_all(order_id.into(), start_timestamp, end_timestamp)
.await?;
Ok(get_order_apy(
&order,
&trades,
start_timestamp,
end_timestamp,
)?)
}
6 changes: 4 additions & 2 deletions tauri-app/src-tauri/src/main.rs
Original file line number Diff line number Diff line change
Expand Up @@ -19,7 +19,8 @@ use commands::order::{
};
use commands::order_quote::{batch_order_quotes, debug_order_quote};
use commands::order_take::{
order_trades_count, order_trades_list, order_trades_list_write_csv, order_vaults_volume,
order_apy, order_trades_count, order_trades_list, order_trades_list_write_csv,
order_vaults_volume,
};
use commands::trade_debug::debug_trade;
use commands::vault::{
Expand Down Expand Up @@ -82,7 +83,8 @@ fn run_tauri_app() {
get_app_commit_sha,
validate_raindex_version,
order_vaults_volume,
order_trades_count
order_trades_count,
order_apy,
])
.run(tauri::generate_context!())
.expect("error while running tauri application");
Expand Down
51 changes: 51 additions & 0 deletions tauri-app/src/lib/components/charts/APYTimeFilters.svelte
Original file line number Diff line number Diff line change
@@ -0,0 +1,51 @@
<script lang="ts">
import ButtonTab from '$lib/components/ButtonTab.svelte';
import { nowTimestamp, TIME_DELTA_1_YEAR, TIME_DELTA_30_DAYS } from '$lib/services/time';
import { ButtonGroup } from 'flowbite-svelte';

let now = nowTimestamp();
let timeDelta: number | undefined;

function setNow() {
now = nowTimestamp();
}

export let startTimestamp: number | undefined;
export let endTimestamp: number | undefined;
</script>

<ButtonGroup class="bg-gray-800" data-testid="lightweightChartYearButtons">
<ButtonTab
on:click={() => {
setNow();
timeDelta = undefined;
startTimestamp = undefined;
endTimestamp = undefined;
}}
active={timeDelta === undefined}
size="xs"
class="px-2 py-1">All Time</ButtonTab
>
<ButtonTab
on:click={() => {
setNow();
timeDelta = TIME_DELTA_1_YEAR;
startTimestamp = now - TIME_DELTA_1_YEAR;
endTimestamp = now;
}}
active={timeDelta === TIME_DELTA_1_YEAR}
size="xs"
class="px-2 py-1">Last Year</ButtonTab
>
<ButtonTab
on:click={() => {
setNow();
timeDelta = TIME_DELTA_30_DAYS;
startTimestamp = now - TIME_DELTA_30_DAYS;
endTimestamp = now;
}}
active={timeDelta === TIME_DELTA_30_DAYS}
size="xs"
class="px-2 py-1">Last Month</ButtonTab
>
</ButtonGroup>
13 changes: 7 additions & 6 deletions tauri-app/src/lib/components/charts/ChartTimeFilters.svelte
Original file line number Diff line number Diff line change
@@ -1,11 +1,12 @@
<script lang="ts">
import ButtonTab from '$lib/components/ButtonTab.svelte';
import { ButtonGroup } from 'flowbite-svelte';

const TIME_DELTA_24_HOURS = 60 * 60 * 24;
const TIME_DELTA_7_DAYS = TIME_DELTA_24_HOURS * 7;
const TIME_DELTA_30_DAYS = TIME_DELTA_24_HOURS * 30;
const TIME_DELTA_1_YEAR = TIME_DELTA_24_HOURS * 365;
import ButtonTab from '$lib/components/ButtonTab.svelte';
import {
TIME_DELTA_1_YEAR,
TIME_DELTA_24_HOURS,
TIME_DELTA_30_DAYS,
TIME_DELTA_7_DAYS,
} from '$lib/services/time';

export let timeDelta = TIME_DELTA_1_YEAR;
</script>
Expand Down
11 changes: 6 additions & 5 deletions tauri-app/src/lib/components/charts/ChartTimeFilters.test.ts
Original file line number Diff line number Diff line change
Expand Up @@ -2,11 +2,12 @@ import { render, fireEvent, screen } from '@testing-library/svelte';
import { get, writable } from 'svelte/store';
import { test, expect } from 'vitest';
import ChartTimeFiltersTest from './ChartTimeFilters.test.svelte';

const TIME_DELTA_24_HOURS = 60 * 60 * 24;
const TIME_DELTA_7_DAYS = TIME_DELTA_24_HOURS * 7;
const TIME_DELTA_30_DAYS = TIME_DELTA_24_HOURS * 30;
const TIME_DELTA_1_YEAR = TIME_DELTA_24_HOURS * 365;
import {
TIME_DELTA_1_YEAR,
TIME_DELTA_24_HOURS,
TIME_DELTA_30_DAYS,
TIME_DELTA_7_DAYS,
} from '$lib/services/time';

test('initial timeDelta is set to 1 year', async () => {
const timeDeltaStore = writable(TIME_DELTA_1_YEAR);
Expand Down
8 changes: 3 additions & 5 deletions tauri-app/src/lib/components/charts/TableTimeFilters.svelte
Original file line number Diff line number Diff line change
@@ -1,15 +1,13 @@
<script lang="ts">
import ButtonTab from '$lib/components/ButtonTab.svelte';
import { nowTimestamp, TIME_DELTA_24_HOURS, TIME_DELTA_48_HOURS } from '$lib/services/time';
import { ButtonGroup } from 'flowbite-svelte';

const TIME_DELTA_24_HOURS = 60 * 60 * 24;
const TIME_DELTA_48_HOURS = TIME_DELTA_24_HOURS * 2;

let now = Math.floor(new Date().getTime() / 1000);
let now = nowTimestamp();
let timeDelta: number | undefined;

function setNow() {
now = Math.floor(new Date().getTime() / 1000);
now = nowTimestamp();
}

export let startTimestamp: number | undefined;
Expand Down
4 changes: 1 addition & 3 deletions tauri-app/src/lib/components/charts/TableTimeFilters.test.ts
Original file line number Diff line number Diff line change
Expand Up @@ -2,9 +2,7 @@ import { render, fireEvent, screen } from '@testing-library/svelte';
import { get, writable } from 'svelte/store';
import { test, expect } from 'vitest';
import TableTimeFiltersTest from './TableTimeFilters.test.svelte';

const TIME_DELTA_24_HOURS = 60 * 60 * 24;
const TIME_DELTA_48_HOURS = TIME_DELTA_24_HOURS * 2;
import { TIME_DELTA_24_HOURS, TIME_DELTA_48_HOURS } from '$lib/services/time';

test('initial start/end time difference is set to all time', async () => {
const startTimeStore = writable<number | undefined>();
Expand Down
4 changes: 4 additions & 0 deletions tauri-app/src/lib/components/detail/OrderDetail.svelte
Original file line number Diff line number Diff line change
Expand Up @@ -20,6 +20,7 @@
import { onDestroy } from 'svelte';
import { queryClient } from '$lib/queries/queryClient';
import OrderVaultsVolTable from '../tables/OrderVaultsVolTable.svelte';
import OrderApy from '../tables/OrderAPY.svelte';

export let id: string;

Expand Down Expand Up @@ -143,6 +144,9 @@
<TabItem title="Volume">
<OrderVaultsVolTable {id} />
</TabItem>
<TabItem title="APY">
<OrderApy {id} />
</TabItem>
</Tabs>
</svelte:fragment>
</TanstackPageContentDetail>
54 changes: 54 additions & 0 deletions tauri-app/src/lib/components/tables/OrderAPY.svelte
Original file line number Diff line number Diff line change
@@ -0,0 +1,54 @@
<script lang="ts">
import { createInfiniteQuery } from '@tanstack/svelte-query';
import TanstackAppTable from './TanstackAppTable.svelte';
import { QKEY_ORDER_APY } from '$lib/queries/keys';
import { getOrderApy } from '$lib/queries/orderTradesList';
import { subgraphUrl } from '$lib/stores/settings';
import { TableBodyCell, TableHeadCell } from 'flowbite-svelte';
import ApyTimeFilters from '../charts/APYTimeFilters.svelte';
import { formatUnits } from 'viem';

export let id: string;

let startTimestamp: number | undefined;
let endTimestamp: number | undefined;

$: orderApy = createInfiniteQuery({
queryKey: [id, QKEY_ORDER_APY + id],
queryFn: () => getOrderApy(id, $subgraphUrl || '', startTimestamp, endTimestamp),
initialPageParam: 0,
getNextPageParam: () => undefined,
enabled: !!$subgraphUrl,
});

function formatApyToPercentage(value: string): string {
let valueString = formatUnits(BigInt(value) * 100n, 18);
const index = valueString.indexOf('.');
if (index > -1) {
// 5 point decimals to show on UI
valueString = valueString.substring(0, index + 6);
}
return valueString;
}
</script>

<TanstackAppTable query={orderApy} emptyMessage="APY Unavailable" rowHoverable={false}>
<svelte:fragment slot="timeFilter">
<ApyTimeFilters bind:startTimestamp bind:endTimestamp />
</svelte:fragment>
<svelte:fragment slot="head">
<TableHeadCell padding="p-4">APY</TableHeadCell>
</svelte:fragment>

<svelte:fragment slot="bodyRow" let:item>
<TableBodyCell tdClass="break-all px-4 py-2" data-testid="apy-field">
{item.denominatedApy
? formatApyToPercentage(item.denominatedApy.apy) +
'% in ' +
(item.denominatedApy.token.symbol ??
item.denominatedApy.token.name ??
item.denominatedApy.token.address)
: 'Unavailable APY'}
</TableBodyCell>
</svelte:fragment>
</TanstackAppTable>
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