@1stdex/first-sdk 1.0.0-rc.1

package/dist/esm/entities/market/apis/chart-log.js

@@ -0,0 +1,167 @@
+import { Subgraph } from '../../../constants/chain-configs/subgraph';
+import { CHART_LOG_INTERVALS } from '../../../types';
+export const CHART_LOG_INTERVAL_TIMESTAMP = {
+    [CHART_LOG_INTERVALS.oneMinute]: 60,
+    [CHART_LOG_INTERVALS.threeMinutes]: 3 * 60,
+    [CHART_LOG_INTERVALS.fiveMinutes]: 5 * 60,
+    [CHART_LOG_INTERVALS.tenMinutes]: 10 * 60,
+    [CHART_LOG_INTERVALS.fifteenMinutes]: 15 * 60,
+    [CHART_LOG_INTERVALS.thirtyMinutes]: 30 * 60,
+    [CHART_LOG_INTERVALS.oneHour]: 60 * 60,
+    [CHART_LOG_INTERVALS.twoHours]: 2 * 60 * 60,
+    [CHART_LOG_INTERVALS.fourHours]: 4 * 60 * 60,
+    [CHART_LOG_INTERVALS.sixHours]: 6 * 60 * 60,
+    [CHART_LOG_INTERVALS.oneDay]: 24 * 60 * 60,
+    [CHART_LOG_INTERVALS.oneWeek]: 7 * 24 * 60 * 60,
+};
+const PAGE_SIZE = 1000;
+const getChartLogsFromSubgraph = async ({ chainId, first, skip, marketCode, intervalType, from, to, }) => {
+    return Subgraph.get(chainId, 'getChartLogs', 'query getChartLogs($first: Int!, $skip: Int!, $marketCode: String!, $intervalType: String!, $from: BigInt!, $to: BigInt!) { chartLogs( first: $first, skip: $skip, orderBy: timestamp, orderDirection: desc where: { marketCode: $marketCode, intervalType: $intervalType, timestamp_gte: $from, timestamp_lte: $to, }) { timestamp open high low close baseVolume } }', {
+        first,
+        from,
+        intervalType,
+        marketCode,
+        skip,
+        to,
+    });
+};
+const getLatestChartLogFromSubgraph = async ({ chainId, marketCode, }) => {
+    return Subgraph.get(chainId, 'getLatestChartLog', 'query getLatestChartLog($marketCode: String!) { chartLogs( first: 1, orderBy: timestamp, orderDirection: desc where: { marketCode: $marketCode, }) { timestamp open high low close baseVolume } }', {
+        marketCode,
+    });
+};
+export async function fetchLatestChartLog(chainId, marketCode) {
+    const { data: { chartLogs }, } = await getLatestChartLogFromSubgraph({
+        chainId,
+        marketCode: marketCode.toLowerCase(),
+    });
+    return chartLogs.length > 0
+        ? {
+            timestamp: Number(chartLogs[0].timestamp),
+            open: String(chartLogs[0].open),
+            high: String(chartLogs[0].high),
+            low: String(chartLogs[0].low),
+            close: String(chartLogs[0].close),
+            volume: String(chartLogs[0].baseVolume),
+        }
+        : {
+            timestamp: Number(0),
+            open: '0',
+            high: '0',
+            low: '0',
+            close: '0',
+            volume: '0',
+        };
+}
+const buildChartCacheKey = (chainId, marketCode, intervalType, from, to) => `${chainId}:${marketCode}:${intervalType}:${from}:${to}`;
+const chartLogsCache = new Map();
+const getChartLogsFromCache = (chainId, marketCode, intervalType, from, to) => chartLogsCache.get(buildChartCacheKey(chainId, marketCode, intervalType, from, to));
+const setChartLogsToCache = (chainId, marketCode, intervalType, from, to, chartLogs) => chartLogsCache.set(buildChartCacheKey(chainId, marketCode, intervalType, from, to), chartLogs);
+export async function fetchChartLogs(chainId, marketCode, intervalType, from, to) {
+    const intervalInNumber = CHART_LOG_INTERVAL_TIMESTAMP[intervalType];
+    const fromTimestampForAcc = Math.floor(from / intervalInNumber) * intervalInNumber;
+    const toTimestampForAcc = Math.floor(to / intervalInNumber) * intervalInNumber;
+    const currentTimestamp = Math.floor(Date.now() / 1000);
+    const currentTimestampForAcc = Math.floor(currentTimestamp / intervalInNumber) * intervalInNumber;
+    const onePreviousTimestampForAcc = currentTimestampForAcc - intervalInNumber;
+    const disableCache = onePreviousTimestampForAcc <= toTimestampForAcc;
+    if (!disableCache) {
+        const cachedChartLogs = getChartLogsFromCache(chainId, marketCode, intervalType, from, to);
+        if (cachedChartLogs !== undefined) {
+            return cachedChartLogs;
+        }
+    }
+    const chartLogsBetweenFromAndTo = [];
+    let skip = 0;
+    // eslint-disable-next-line no-constant-condition
+    while (true) {
+        const { data: { chartLogs }, } = await getChartLogsFromSubgraph({
+            chainId,
+            first: PAGE_SIZE,
+            skip,
+            marketCode: marketCode.toLowerCase(),
+            intervalType,
+            from,
+            to,
+        });
+        chartLogsBetweenFromAndTo.push(...chartLogs.map((chartLog) => {
+            return {
+                timestamp: Number(chartLog.timestamp),
+                open: String(chartLog.open),
+                high: String(chartLog.high),
+                low: String(chartLog.low),
+                close: String(chartLog.close),
+                volume: String(chartLog.baseVolume),
+            };
+        }));
+        if (chartLogs.length < PAGE_SIZE) {
+            break;
+        }
+        skip += PAGE_SIZE;
+    }
+    chartLogsBetweenFromAndTo.sort((a, b) => Number(a.timestamp) - Number(b.timestamp));
+    const { data: { chartLogs: chartLogsBeforeFrom }, } = await getChartLogsFromSubgraph({
+        chainId,
+        first: 1,
+        skip: 0,
+        marketCode: marketCode.toLowerCase(),
+        intervalType,
+        from: 0,
+        to: from - 1,
+    });
+    let previousChartLog = chartLogsBeforeFrom[0] !== undefined
+        ? {
+            timestamp: Number(chartLogsBeforeFrom[0].timestamp),
+            open: String(chartLogsBeforeFrom[0].open),
+            high: String(chartLogsBeforeFrom[0].high),
+            low: String(chartLogsBeforeFrom[0].low),
+            close: String(chartLogsBeforeFrom[0].close),
+            volume: String(chartLogsBeforeFrom[0].baseVolume),
+        }
+        : {
+            timestamp: 0n,
+            open: '0',
+            high: '0',
+            low: '0',
+            close: '0',
+            volume: '0',
+        };
+    let timestampForAcc = fromTimestampForAcc;
+    let result = [];
+    while (timestampForAcc <= toTimestampForAcc) {
+        const currentChartLog = chartLogsBetweenFromAndTo.find((v) => v.timestamp === timestampForAcc);
+        if (currentChartLog) {
+            result = [
+                ...result,
+                {
+                    timestamp: currentChartLog.timestamp,
+                    open: previousChartLog.close,
+                    high: currentChartLog.high,
+                    low: currentChartLog.low,
+                    close: currentChartLog.close,
+                    volume: currentChartLog.volume,
+                },
+            ];
+            previousChartLog = currentChartLog;
+        }
+        else {
+            result = [
+                ...result,
+                {
+                    timestamp: timestampForAcc,
+                    open: previousChartLog.close,
+                    high: previousChartLog.close,
+                    low: previousChartLog.close,
+                    close: previousChartLog.close,
+                    volume: '0',
+                },
+            ];
+        }
+        timestampForAcc += intervalInNumber;
+    }
+    if (!disableCache) {
+        setChartLogsToCache(chainId, marketCode, intervalType, from, to, result);
+    }
+    return result;
+}
+//# sourceMappingURL=chart-log.js.map

package/dist/esm/entities/market/apis/chart-log.js.map

@@ -0,0 +1 @@
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package/dist/esm/entities/market/apis/index.js

@@ -0,0 +1,30 @@
+import { MarketModel } from '../model';
+import { getMarketId } from '../utils/market-id';
+import { fetchCurrencyMap } from '../../currency/apis';
+import { fetchBook } from '../../book/apis';
+export async function fetchMarket(publicClient, chainId, tokenAddresses, useSubgraph) {
+    if (tokenAddresses.length !== 2) {
+        throw new Error('Invalid token pair');
+    }
+    const { quoteTokenAddress, baseTokenAddress } = getMarketId(chainId, [
+        tokenAddresses[0],
+        tokenAddresses[1],
+    ]);
+    const currencyMap = await fetchCurrencyMap(publicClient, chainId, [quoteTokenAddress, baseTokenAddress], useSubgraph);
+    const [quoteCurrency, baseCurrency] = [
+        currencyMap[quoteTokenAddress],
+        currencyMap[baseTokenAddress],
+    ];
+    const [bidBook, askBook] = await Promise.all([
+        fetchBook(publicClient, chainId, quoteCurrency, baseCurrency, useSubgraph),
+        fetchBook(publicClient, chainId, baseCurrency, quoteCurrency, useSubgraph),
+    ]);
+    return new MarketModel({
+        chainId,
+        tokens: [quoteCurrency, baseCurrency],
+        bidBook,
+        askBook,
+    });
+}
+export { fetchPrices } from './price';
+//# sourceMappingURL=index.js.map

package/dist/esm/entities/market/apis/index.js.map

@@ -0,0 +1 @@
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package/dist/esm/entities/market/apis/price.js

@@ -0,0 +1,86 @@
+import { getAddress } from 'viem';
+import { Subgraph } from '../../../constants/chain-configs/subgraph';
+import { getMarketId } from '../utils/market-id';
+import { fetchCurrencyMap } from '../../currency/apis';
+import { calculateUnitSize } from '../../../utils/unit-size';
+import { toBookId } from '../../book/utils/book-id';
+/**
+ * Fetch prices for a list of token pairs from the bid book
+ * @param publicClient - viem public client
+ * @param chainId - chain id from {@link CHAIN_IDS}
+ * @param tokenPairs - array of token address pairs
+ * @returns Array of price results with token pairs and their prices
+ *
+ * @example
+ * import { fetchPrices } from '@clober/v2-sdk'
+ *
+ * const prices = await fetchPrices(
+ *   publicClient,
+ *   421614,
+ *   [
+ *     { token0: '0x...', token1: '0x...' },
+ *     { token0: '0x...', token1: '0x...' }
+ *   ]
+ * )
+ */
+export async function fetchPrices(publicClient, chainId, tokenPairs) {
+    if (tokenPairs.length === 0) {
+        return [];
+    }
+    // Get unique token addresses
+    const uniqueTokens = Array.from(new Set(tokenPairs.flatMap((pair) => [pair.token0, pair.token1]))).map((address) => getAddress(address));
+    // Fetch currency information for all tokens
+    const currencyMap = await fetchCurrencyMap(publicClient, chainId, uniqueTokens, true // use subgraph
+    );
+    // Calculate book IDs for each pair
+    const bookIds = [];
+    for (const pair of tokenPairs) {
+        try {
+            const { quoteTokenAddress, baseTokenAddress } = getMarketId(chainId, [
+                getAddress(pair.token0),
+                getAddress(pair.token1),
+            ]);
+            const quoteCurrency = currencyMap[quoteTokenAddress];
+            const baseCurrency = currencyMap[baseTokenAddress];
+            if (!quoteCurrency || !baseCurrency) {
+                continue;
+            }
+            const unitSize = calculateUnitSize(chainId, quoteCurrency);
+            const bookId = toBookId(chainId, quoteTokenAddress, baseTokenAddress, unitSize);
+            bookIds.push({
+                pair: { token0: pair.token0, token1: pair.token1 },
+                bookId: bookId.toString(),
+            });
+        }
+        catch (error) {
+            console.error(`Error calculating book ID for pair:`, pair, error);
+        }
+    }
+    if (bookIds.length === 0) {
+        return tokenPairs.map((pair) => ({
+            token0: pair.token0,
+            token1: pair.token1,
+            price: null,
+        }));
+    }
+    // Query subgraph for bid book prices
+    const { data: { books }, } = await Subgraph.get(chainId, 'getBookPrices', `query getBookPrices($bookIds: [ID!]!) { 
+      books(where: {id_in: $bookIds}) { 
+        id 
+        price
+      } 
+    }`, {
+        bookIds: bookIds.map((b) => b.bookId),
+    });
+    // Map results back to token pairs
+    const bookPriceMap = new Map();
+    for (const book of books) {
+        bookPriceMap.set(book.id, book.price);
+    }
+    return bookIds.map(({ pair, bookId }) => ({
+        token0: pair.token0,
+        token1: pair.token1,
+        price: bookPriceMap.get(bookId) ?? null,
+    }));
+}
+//# sourceMappingURL=price.js.map

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