@centrifuge/sdk 0.0.0-alpha.0 → 0.0.0-alpha.10
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +58 -12
- package/dist/Centrifuge.d.ts +5 -215
- package/dist/Centrifuge.d.ts.map +1 -1
- package/dist/Centrifuge.js +9 -6
- package/dist/Centrifuge.js.map +1 -1
- package/dist/Entity.d.ts +3 -7
- package/dist/Entity.d.ts.map +1 -1
- package/dist/Entity.js +6 -1
- package/dist/Entity.js.map +1 -1
- package/dist/IndexerQueries/assetSnapshots.d.ts +69 -0
- package/dist/IndexerQueries/assetSnapshots.d.ts.map +1 -0
- package/dist/IndexerQueries/assetSnapshots.js +93 -0
- package/dist/IndexerQueries/assetSnapshots.js.map +1 -0
- package/dist/IndexerQueries/assetTransactions.d.ts +93 -0
- package/dist/IndexerQueries/assetTransactions.d.ts.map +1 -0
- package/dist/IndexerQueries/assetTransactions.js +75 -0
- package/dist/IndexerQueries/assetTransactions.js.map +1 -0
- package/dist/IndexerQueries/epochs.d.ts +45 -0
- package/dist/IndexerQueries/epochs.d.ts.map +1 -0
- package/dist/IndexerQueries/epochs.js +51 -0
- package/dist/IndexerQueries/epochs.js.map +1 -0
- package/dist/IndexerQueries/index.d.ts +40 -0
- package/dist/IndexerQueries/index.d.ts.map +1 -0
- package/dist/IndexerQueries/index.js +45 -0
- package/dist/IndexerQueries/index.js.map +1 -0
- package/dist/IndexerQueries/investorTransactions.d.ts +50 -0
- package/dist/IndexerQueries/investorTransactions.d.ts.map +1 -0
- package/dist/IndexerQueries/investorTransactions.js +55 -0
- package/dist/IndexerQueries/investorTransactions.js.map +1 -0
- package/dist/IndexerQueries/poolFeeSnapshots.d.ts.map +1 -0
- package/dist/IndexerQueries/poolFeeSnapshots.js.map +1 -0
- package/dist/IndexerQueries/poolFeeTransactions.d.ts +34 -0
- package/dist/IndexerQueries/poolFeeTransactions.d.ts.map +1 -0
- package/dist/IndexerQueries/poolFeeTransactions.js +37 -0
- package/dist/IndexerQueries/poolFeeTransactions.js.map +1 -0
- package/dist/IndexerQueries/poolSnapshots.d.ts.map +1 -0
- package/dist/IndexerQueries/poolSnapshots.js.map +1 -0
- package/dist/IndexerQueries/trancheCurrencyBalance.d.ts +76 -0
- package/dist/IndexerQueries/trancheCurrencyBalance.d.ts.map +1 -0
- package/dist/IndexerQueries/trancheCurrencyBalance.js +63 -0
- package/dist/IndexerQueries/trancheCurrencyBalance.js.map +1 -0
- package/dist/{queries → IndexerQueries}/trancheSnapshots.d.ts +1 -1
- package/dist/IndexerQueries/trancheSnapshots.d.ts.map +1 -0
- package/dist/{queries → IndexerQueries}/trancheSnapshots.js +1 -1
- package/dist/IndexerQueries/trancheSnapshots.js.map +1 -0
- package/dist/Pool.d.ts +2 -4
- package/dist/Pool.d.ts.map +1 -1
- package/dist/Pool.js +8 -2
- package/dist/Pool.js.map +1 -1
- package/dist/PoolNetwork.d.ts +2 -30
- package/dist/PoolNetwork.d.ts.map +1 -1
- package/dist/PoolNetwork.js +4 -1
- package/dist/PoolNetwork.js.map +1 -1
- package/dist/Reports/Processor.d.ts +13 -5
- package/dist/Reports/Processor.d.ts.map +1 -1
- package/dist/Reports/Processor.js +305 -12
- package/dist/Reports/Processor.js.map +1 -1
- package/dist/Reports/index.d.ts +12 -15
- package/dist/Reports/index.d.ts.map +1 -1
- package/dist/Reports/index.js +99 -23
- package/dist/Reports/index.js.map +1 -1
- package/dist/Vault.d.ts +0 -12
- package/dist/Vault.d.ts.map +1 -1
- package/dist/Vault.js +1 -0
- package/dist/Vault.js.map +1 -1
- package/dist/index.d.ts +9 -3
- package/dist/index.d.ts.map +1 -1
- package/dist/index.js +3 -3
- package/dist/index.js.map +1 -1
- package/dist/tests/mocks/mockAssetSnapshots.d.ts +3 -0
- package/dist/tests/mocks/mockAssetSnapshots.d.ts.map +1 -0
- package/dist/tests/mocks/mockAssetSnapshots.js +56 -0
- package/dist/tests/mocks/mockAssetSnapshots.js.map +1 -0
- package/dist/tests/mocks/mockAssetTransactions.d.ts +3 -0
- package/dist/tests/mocks/mockAssetTransactions.d.ts.map +1 -0
- package/dist/tests/mocks/mockAssetTransactions.js +86 -0
- package/dist/tests/mocks/mockAssetTransactions.js.map +1 -0
- package/dist/tests/mocks/mockEpochs.d.ts +3 -0
- package/dist/tests/mocks/mockEpochs.d.ts.map +1 -0
- package/dist/tests/mocks/mockEpochs.js +26 -0
- package/dist/tests/mocks/mockEpochs.js.map +1 -0
- package/dist/tests/mocks/mockInvestorCurrencyBalance.d.ts +3 -0
- package/dist/tests/mocks/mockInvestorCurrencyBalance.d.ts.map +1 -0
- package/dist/tests/mocks/mockInvestorCurrencyBalance.js +29 -0
- package/dist/tests/mocks/mockInvestorCurrencyBalance.js.map +1 -0
- package/dist/tests/mocks/mockInvestorTransactions.d.ts +3 -0
- package/dist/tests/mocks/mockInvestorTransactions.d.ts.map +1 -0
- package/dist/tests/mocks/mockInvestorTransactions.js +35 -0
- package/dist/tests/mocks/mockInvestorTransactions.js.map +1 -0
- package/dist/tests/mocks/mockPoolFeeSnapshot.d.ts +1 -1
- package/dist/tests/mocks/mockPoolFeeSnapshot.d.ts.map +1 -1
- package/dist/tests/mocks/mockPoolFeeTransactions.d.ts +11 -0
- package/dist/tests/mocks/mockPoolFeeTransactions.d.ts.map +1 -0
- package/dist/tests/mocks/mockPoolFeeTransactions.js +20 -0
- package/dist/tests/mocks/mockPoolFeeTransactions.js.map +1 -0
- package/dist/tests/mocks/mockPoolSnapshots.d.ts +1 -1
- package/dist/tests/mocks/mockPoolSnapshots.d.ts.map +1 -1
- package/dist/tests/mocks/mockTrancheSnapshots.d.ts +1 -1
- package/dist/tests/mocks/mockTrancheSnapshots.d.ts.map +1 -1
- package/dist/tests/tenderly.js +1 -1
- package/dist/types/index.d.ts +17 -0
- package/dist/types/index.d.ts.map +1 -1
- package/dist/types/reports.d.ts +334 -0
- package/dist/types/reports.d.ts.map +1 -0
- package/dist/types/reports.js +2 -0
- package/dist/types/reports.js.map +1 -0
- package/dist/utils/BigInt.d.ts +1 -13
- package/dist/utils/BigInt.d.ts.map +1 -1
- package/dist/utils/BigInt.js +8 -2
- package/dist/utils/BigInt.js.map +1 -1
- package/dist/utils/date.d.ts.map +1 -1
- package/dist/utils/date.js +5 -4
- package/dist/utils/date.js.map +1 -1
- package/package.json +6 -3
- package/dist/Reports/types.d.ts +0 -102
- package/dist/Reports/types.d.ts.map +0 -1
- package/dist/Reports/types.js +0 -2
- package/dist/Reports/types.js.map +0 -1
- package/dist/queries/poolFeeSnapshots.d.ts.map +0 -1
- package/dist/queries/poolFeeSnapshots.js.map +0 -1
- package/dist/queries/poolSnapshots.d.ts.map +0 -1
- package/dist/queries/poolSnapshots.js.map +0 -1
- package/dist/queries/trancheSnapshots.d.ts.map +0 -1
- package/dist/queries/trancheSnapshots.js.map +0 -1
- /package/dist/{queries → IndexerQueries}/poolFeeSnapshots.d.ts +0 -0
- /package/dist/{queries → IndexerQueries}/poolFeeSnapshots.js +0 -0
- /package/dist/{queries → IndexerQueries}/poolSnapshots.d.ts +0 -0
- /package/dist/{queries → IndexerQueries}/poolSnapshots.js +0 -0
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@@ -1,4 +1,4 @@
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-
import { Currency } from '../utils/BigInt.js';
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import { Currency, Price, Rate, Token } from '../utils/BigInt.js';
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import { groupByPeriod } from '../utils/date.js';
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export class Processor {
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/**
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@@ -8,10 +8,12 @@ export class Processor {
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* @returns Processed balance sheet report at the end of each period
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*/
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balanceSheet(data, filter) {
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if (!data.poolSnapshots?.length)
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return [];
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const items = data?.poolSnapshots?.map((snapshot) => {
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const tranches = data.trancheSnapshots[this.getDateKey(snapshot.timestamp)] ?? [];
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if (tranches.length === 0)
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console.warn('No tranche snapshots found for pool snapshot', snapshot.timestamp);
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return {
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type: 'balanceSheet',
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timestamp: snapshot.timestamp,
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@@ -20,14 +22,25 @@ export class Processor {
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offchainCash: snapshot.offchainCashValue,
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accruedFees: snapshot.sumPoolFeesPendingAmount,
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netAssetValue: snapshot.netAssetValue,
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tranches: tranches
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tranches: tranches.length
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? tranches?.map((tranche) => ({
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name: tranche.pool.currency.symbol,
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timestamp: tranche.timestamp,
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tokenId: tranche.trancheId,
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tokenSupply: tranche.tokenSupply,
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tokenPrice: tranche.price,
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trancheValue: tranche.tokenSupply.mul(tranche?.price?.toBigInt() ?? 0n),
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}))
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: [
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{
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name: '',
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timestamp: '',
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tokenId: '',
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tokenSupply: new Token(0n, snapshot.poolCurrency.decimals),
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tokenPrice: new Price(0n),
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trancheValue: new Currency(0n, snapshot.poolCurrency.decimals),
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},
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],
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totalCapital: tranches.reduce((acc, curr) => acc.add(curr.tokenSupply.mul(curr?.price?.toBigInt() ?? 0n).toBigInt()), new Currency(0, snapshot.poolCurrency.decimals)),
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};
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});
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* @returns Processed cashflow report at the end of each period
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*/
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cashflow(data, filter) {
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if (!data.poolSnapshots?.length)
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return [];
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const subtype = data.metadata?.pool.asset.class === 'Public credit' ? 'publicCredit' : 'privateCredit';
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const items = data.poolSnapshots.map((day) => {
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const poolFees = data.poolFeeSnapshots[this.getDateKey(day.timestamp)]?.map((fee) => ({
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* @returns Processed profit and loss report at the end of each period
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*/
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profitAndLoss(data, filter) {
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if (!data.poolSnapshots?.length)
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return [];
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const items = data.poolSnapshots.map((day) => {
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const subtype = data.metadata?.pool.asset.class === 'Public credit' ? 'publicCredit' : 'privateCredit';
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const profitAndLossFromAsset = subtype === 'publicCredit'
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});
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return this.applyGrouping(items, filter?.groupBy, 'sum');
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}
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investorTransactions(data, filter) {
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if (!data.investorTransactions?.length)
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return [];
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const validTypes = new Set([
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'INVEST_ORDER_UPDATE',
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'REDEEM_ORDER_UPDATE',
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'INVEST_ORDER_CANCEL',
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'REDEEM_ORDER_CANCEL',
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'INVEST_EXECUTION',
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'REDEEM_EXECUTION',
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'INVEST_COLLECT',
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'REDEEM_COLLECT',
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'INVEST_LP_COLLECT',
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'REDEEM_LP_COLLECT',
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'TRANSFER_IN',
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'TRANSFER_OUT',
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]);
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const filterAddress = filter?.address?.toLowerCase();
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const filterNetwork = filter?.network === 'all' ? null : filter?.network;
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return data.investorTransactions.reduce((acc, day) => {
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const typeMatches = (filter?.transactionType === 'orders' && day.type.includes('ORDER')) ||
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(filter?.transactionType === 'executions' && day.type.includes('EXECUTION')) ||
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(filter?.transactionType === 'transfers' && (day.type.includes('COLLECT') || day.type.includes('TRANSFER'))) ||
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((!filter?.transactionType || filter?.transactionType === 'all') && validTypes.has(day.type));
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const filterMatches = (!filterNetwork || filterNetwork === day.chainId) &&
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(!filter?.tokenId || filter.tokenId === day.trancheId) &&
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(!filterAddress ||
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day.accountId.toLowerCase() === filterAddress ||
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day.evmAddress?.toLowerCase() === filterAddress);
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if (typeMatches && filterMatches) {
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acc.push({
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type: 'investorTransactions',
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timestamp: day.timestamp.toISOString(),
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chainId: day.chainId,
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account: day.evmAddress ?? day.accountId,
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epoch: day.epochNumber?.toString() ?? '',
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transactionType: day.type,
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currencyAmount: day.currencyAmount,
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trancheTokenAmount: day.tokenAmount,
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trancheTokenId: day.trancheId,
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price: day.tokenPrice ?? '',
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transactionHash: day.hash,
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});
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}
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return acc;
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}, []);
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}
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assetTransactions(data, filter) {
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if (!data.assetTransactions?.length)
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return [];
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const typeMap = {
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created: 'CREATED',
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financed: 'BORROWED',
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repaid: 'REPAID',
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priced: 'PRICED',
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closed: 'CLOSED',
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cashTransfer: 'CASH_TRANSFER',
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};
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return data.assetTransactions.reduce((acc, tx) => {
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const typeMatches = !filter?.transactionType || filter.transactionType === 'all' || tx.type === typeMap[filter.transactionType];
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const assetMatches = !filter?.assetId || filter.assetId === tx.asset.id.split('-')[1];
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if (typeMatches && assetMatches) {
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acc.push({
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type: 'assetTransactions',
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timestamp: tx.timestamp.toISOString(),
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assetId: tx.asset.id,
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epoch: tx.epochId,
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transactionType: tx.type,
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amount: tx.amount,
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principalAmount: tx.principalAmount,
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interestAmount: tx.interestAmount,
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transactionHash: tx.hash,
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name: tx.asset.name,
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fromAsset: tx.fromAsset
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? {
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id: tx.fromAsset.id,
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name: tx.fromAsset.name,
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}
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: undefined,
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toAsset: tx.toAsset
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? {
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id: tx.toAsset.id,
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name: tx.toAsset.name,
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}
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: undefined,
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});
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}
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return acc;
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}, []);
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}
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feeTransactions(data, filter) {
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return [];
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const feeTransactionTypes = {
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PROPOSED: 'proposed',
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ADDED: 'added',
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REMOVED: 'removed',
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CHARGED: 'directChargeMade',
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UNCHARGED: 'directChargeCancelled',
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ACCRUED: 'accrued',
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PAID: 'paid',
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};
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return data.poolFeeTransactions.reduce((acc, tx) => {
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if (!filter?.transactionType ||
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filter.transactionType === 'all' ||
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filter.transactionType === feeTransactionTypes[tx.type]) {
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acc.push({
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type: 'feeTransactions',
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timestamp: tx.timestamp,
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feeId: tx.feeId,
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amount: tx.amount,
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});
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}
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return acc;
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}, []);
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}
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tokenPrice(data, filter) {
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if (Object.values(data.trancheSnapshots).length === 0)
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return [];
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const items = Object.entries(data.trancheSnapshots).map(([timestamp, snapshots]) => ({
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type: 'tokenPrice',
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timestamp,
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tranches: snapshots.map((snapshot) => ({
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timestamp: snapshot.timestamp,
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id: snapshot.trancheId,
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price: snapshot.price,
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supply: snapshot.tokenSupply,
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yieldMTD: snapshot.yieldMTD,
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yieldQTD: snapshot.yieldQTD,
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yieldYTD: snapshot.yieldYTD,
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|
+
yield7daysAnnualized: snapshot.yield7DaysAnnualized,
|
|
272
|
+
yield30daysAnnualized: snapshot.yield30DaysAnnualized,
|
|
273
|
+
yield90daysAnnualized: snapshot.yield90DaysAnnualized,
|
|
274
|
+
})),
|
|
275
|
+
}));
|
|
276
|
+
return this.applyGrouping(items, filter?.groupBy ?? 'day', 'latest');
|
|
277
|
+
}
|
|
278
|
+
assetList(data, filter) {
|
|
279
|
+
if (!data.assetSnapshots?.length)
|
|
280
|
+
return [];
|
|
281
|
+
return data.assetSnapshots
|
|
282
|
+
.filter((snapshot) => {
|
|
283
|
+
if (snapshot.valuationMethod?.toLowerCase() === 'cash')
|
|
284
|
+
return false;
|
|
285
|
+
const isMaturityDatePassed = snapshot?.actualMaturityDate
|
|
286
|
+
? new Date() > new Date(snapshot.actualMaturityDate)
|
|
287
|
+
: false;
|
|
288
|
+
const isDebtZero = snapshot?.outstandingDebt?.isZero();
|
|
289
|
+
if (filter?.status === 'ongoing') {
|
|
290
|
+
return snapshot.status === 'ACTIVE' && !isMaturityDatePassed && !isDebtZero;
|
|
291
|
+
}
|
|
292
|
+
else if (filter?.status === 'repaid') {
|
|
293
|
+
return isMaturityDatePassed && isDebtZero;
|
|
294
|
+
}
|
|
295
|
+
else if (filter?.status === 'overdue') {
|
|
296
|
+
return isMaturityDatePassed && !isDebtZero;
|
|
297
|
+
}
|
|
298
|
+
return true;
|
|
299
|
+
})
|
|
300
|
+
.sort((a, b) => {
|
|
301
|
+
// Sort by actualMaturityDate in descending order
|
|
302
|
+
const dateA = new Date(a.actualMaturityDate || 0).getTime();
|
|
303
|
+
const dateB = new Date(b.actualMaturityDate || 0).getTime();
|
|
304
|
+
return dateB - dateA;
|
|
305
|
+
})
|
|
306
|
+
.map((snapshot) => {
|
|
307
|
+
const subtype = data.metadata?.pool.asset.class === 'Public credit' ? 'publicCredit' : 'privateCredit';
|
|
308
|
+
const items = subtype === 'publicCredit'
|
|
309
|
+
? {
|
|
310
|
+
subtype,
|
|
311
|
+
faceValue: snapshot.faceValue,
|
|
312
|
+
outstandingQuantity: snapshot.outstandingQuantity,
|
|
313
|
+
currentPrice: snapshot.currentPrice,
|
|
314
|
+
maturityDate: snapshot.actualMaturityDate,
|
|
315
|
+
unrealizedProfit: snapshot.unrealizedProfitAtMarketPrice,
|
|
316
|
+
realizedProfit: snapshot.sumRealizedProfitFifo,
|
|
317
|
+
}
|
|
318
|
+
: {
|
|
319
|
+
subtype,
|
|
320
|
+
outstandingPrincipal: snapshot.outstandingPrincipal,
|
|
321
|
+
outstandingInterest: snapshot.outstandingInterest,
|
|
322
|
+
repaidPrincipal: snapshot.totalRepaidPrincipal,
|
|
323
|
+
repaidInterest: snapshot.totalRepaidInterest,
|
|
324
|
+
repaidUnscheduled: snapshot.totalRepaidUnscheduled,
|
|
325
|
+
originationDate: snapshot.actualOriginationDate,
|
|
326
|
+
maturityDate: snapshot.actualMaturityDate,
|
|
327
|
+
valuationMethod: snapshot.valuationMethod,
|
|
328
|
+
advanceRate: snapshot.advanceRate,
|
|
329
|
+
collateralValue: snapshot.collateralValue,
|
|
330
|
+
probabilityOfDefault: snapshot.probabilityOfDefault,
|
|
331
|
+
lossGivenDefault: snapshot.lossGivenDefault,
|
|
332
|
+
discountRate: snapshot.discountRate,
|
|
333
|
+
};
|
|
334
|
+
return {
|
|
335
|
+
type: 'assetList',
|
|
336
|
+
transactionType: snapshot.status,
|
|
337
|
+
timestamp: snapshot.timestamp,
|
|
338
|
+
assetId: snapshot.assetId,
|
|
339
|
+
presentValue: snapshot.presentValue,
|
|
340
|
+
name: snapshot.name,
|
|
341
|
+
...items,
|
|
342
|
+
};
|
|
343
|
+
});
|
|
344
|
+
}
|
|
345
|
+
investorList(data, filter) {
|
|
346
|
+
if (!data.trancheCurrencyBalance?.length)
|
|
347
|
+
return [];
|
|
348
|
+
const filterNetwork = filter?.network === 'all' ? null : filter?.network;
|
|
349
|
+
const filterAddress = filter?.address?.toLowerCase();
|
|
350
|
+
return data.trancheCurrencyBalance
|
|
351
|
+
.filter((investor) => {
|
|
352
|
+
const networkMatches = !filterNetwork || filterNetwork === investor.chainId;
|
|
353
|
+
const addressMatches = !filterAddress ||
|
|
354
|
+
investor.accountId.toLowerCase() === filterAddress ||
|
|
355
|
+
investor.evmAddress?.toLowerCase() === filterAddress;
|
|
356
|
+
const trancheMatches = !filter?.trancheId || filter.trancheId === investor.trancheId;
|
|
357
|
+
const hasPosition = !filter?.address && (!investor.balance.isZero() || !investor.claimableTrancheTokens.isZero());
|
|
358
|
+
return networkMatches && addressMatches && trancheMatches && (hasPosition || filter?.address);
|
|
359
|
+
})
|
|
360
|
+
.map((balance) => {
|
|
361
|
+
const totalPositions = data.trancheCurrencyBalance.reduce((sum, investor) => {
|
|
362
|
+
return sum.add(investor.balance).add(investor.claimableTrancheTokens);
|
|
363
|
+
}, new Currency(0));
|
|
364
|
+
return {
|
|
365
|
+
type: 'investorList',
|
|
366
|
+
chainId: balance.chainId,
|
|
367
|
+
accountId: balance.accountId,
|
|
368
|
+
evmAddress: balance.evmAddress,
|
|
369
|
+
position: balance.balance.add(balance.claimableTrancheTokens),
|
|
370
|
+
poolPercentage: new Rate(balance.balance.add(balance.claimableTrancheTokens.div(totalPositions)).toBigInt()),
|
|
371
|
+
pendingInvest: balance.pendingInvestCurrency,
|
|
372
|
+
pendingRedeem: balance.pendingRedeemTrancheTokens,
|
|
373
|
+
trancheId: balance.trancheId,
|
|
374
|
+
};
|
|
375
|
+
});
|
|
376
|
+
}
|
|
377
|
+
ordersList(data) {
|
|
378
|
+
if (!data.poolEpochs?.length)
|
|
379
|
+
return [];
|
|
380
|
+
const items = data.poolEpochs.map((epoch) => ({
|
|
381
|
+
type: 'ordersList',
|
|
382
|
+
epoch: epoch.epochId.split('-')[1],
|
|
383
|
+
timestamp: epoch.closedAt,
|
|
384
|
+
netAssetValue: epoch.netAssetValue,
|
|
385
|
+
navPerShare: epoch.tokenPrice,
|
|
386
|
+
lockedInvestments: epoch.sumOutstandingInvestOrders,
|
|
387
|
+
lockedRedemptions: epoch.sumOutstandingRedeemOrders,
|
|
388
|
+
executedInvestments: epoch.sumFulfilledInvestOrders,
|
|
389
|
+
executedRedemptions: epoch.sumFulfilledRedeemOrders,
|
|
390
|
+
paidFees: epoch.paidFees,
|
|
391
|
+
}));
|
|
392
|
+
return items;
|
|
393
|
+
}
|
|
394
|
+
assetTimeSeries(data, filter) {
|
|
395
|
+
if (!data.assetSnapshots?.length)
|
|
396
|
+
return [];
|
|
397
|
+
const items = data.assetSnapshots
|
|
398
|
+
.filter((snapshot) => {
|
|
399
|
+
return ((!filter?.assetId || snapshot.assetId.split('-')[1] === filter.assetId) &&
|
|
400
|
+
(!filter?.name || snapshot.name === filter.name));
|
|
401
|
+
})
|
|
402
|
+
.map((snapshot) => ({
|
|
403
|
+
type: 'assetTimeSeries',
|
|
404
|
+
timestamp: snapshot.timestamp,
|
|
405
|
+
currentPrice: snapshot.currentPrice,
|
|
406
|
+
assetId: snapshot.assetId.split('-')[1],
|
|
407
|
+
name: snapshot.name,
|
|
408
|
+
}));
|
|
409
|
+
return items;
|
|
410
|
+
}
|
|
124
411
|
/**
|
|
125
412
|
* Apply grouping to a report.
|
|
126
413
|
* @param items Report items
|
|
@@ -128,7 +415,7 @@ export class Processor {
|
|
|
128
415
|
* @param strategy Grouping strategy, sum aggregates data by period, latest returns the latest item in the period
|
|
129
416
|
* @returns Grouped report
|
|
130
417
|
*
|
|
131
|
-
* Note: if strategy is 'sum', only
|
|
418
|
+
* Note: if strategy is 'sum', only Decimal values that are not nested are aggregated, all
|
|
132
419
|
* other values are overwritten with the last value in the period
|
|
133
420
|
*/
|
|
134
421
|
applyGrouping(items, groupBy = 'day', strategy = 'latest') {
|
|
@@ -138,12 +425,18 @@ export class Processor {
|
|
|
138
425
|
const groups = groupByPeriod(items, groupBy, 'all');
|
|
139
426
|
return groups.map((group) => {
|
|
140
427
|
const base = { ...group[group.length - 1] };
|
|
141
|
-
// Aggregate
|
|
428
|
+
// Aggregate Decimal values
|
|
142
429
|
for (const key in base) {
|
|
143
430
|
const value = base[key];
|
|
144
431
|
if (value instanceof Currency) {
|
|
145
432
|
base[key] = group.reduce((sum, item) => sum.add(item[key]), new Currency(0n, value.decimals));
|
|
146
433
|
}
|
|
434
|
+
if (value instanceof Token) {
|
|
435
|
+
base[key] = group.reduce((sum, item) => sum.add(item[key]), new Token(0n, value.decimals));
|
|
436
|
+
}
|
|
437
|
+
if (value instanceof Price) {
|
|
438
|
+
base[key] = group.reduce((sum, item) => sum.add(item[key]), new Price(0n));
|
|
439
|
+
}
|
|
147
440
|
}
|
|
148
441
|
return base;
|
|
149
442
|
});
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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AAE,EAAE,CACX,CAAC;YACC,IAAI,EAAE,iBAAiB;YACvB,SAAS,EAAE,QAAQ,CAAC,SAAS;YAC7B,YAAY,EAAE,QAAQ,CAAC,YAAY;YACnC,OAAO,EAAE,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAE;YACxC,IAAI,EAAE,QAAQ,CAAC,IAAI;SACpB,CAAiC,CACrC,CAAA;QACH,OAAO,KAAK,CAAA;IACd,CAAC;IAED;;;;;;;;;OASG;IACK,aAAa,CAKnB,KAAU,EAAE,UAAmC,KAAK,EAAE,WAA6B,QAAQ;QAC3F,IAAI,QAAQ,KAAK,QAAQ,EAAE,CAAC;YAC1B,OAAO,aAAa,CAAI,KAAK,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAA;QACnD,CAAC;QAED,MAAM,MAAM,GAAG,aAAa,CAAI,KAAK,EAAE,OAAO,EAAE,KAAK,CAAC,CAAA;QACtD,OAAO,MAAM,CAAC,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE;YAC1B,MAAM,IAAI,GAAG,EAAE,GAAG,KAAK,CAAC,KAAK,CAAC,MAAM,GAAG,CAAC,CAAC,EAAO,CAAA;YAEhD,2BAA2B;YAC3B,KAAK,MAAM,GAAG,IAAI,IAAI,EAAE,CAAC;gBACvB,MAAM,KAAK,GAAG,IAAI,CAAC,GAAc,CAAC,CAAA;gBAClC,IAAI,KAAK,YAAY,QAAQ,EAAE,CAAC;oBAC9B,IAAI,CAAC,GAAc,CAAC,GAAG,KAAK,CAAC,MAAM,CACjC,CAAC,GAAG,EAAE,IAAI,EAAE,EAAE,CAAC,GAAG,CAAC,GAAG,CAAC,IAAI,CAAC,GAAc,CAAa,CAAC,EACxD,IAAI,QAAQ,CAAC,EAAE,EAAE,KAAK,CAAC,QAAQ,CAAC,CACnB,CAAA;gBACjB,CAAC;gBACD,IAAI,KAAK,YAAY,KAAK,EAAE,CAAC;oBAC3B,IAAI,CAAC,GAAc,CAAC,GAAG,KAAK,CAAC,MAAM,CACjC,CAAC,GAAG,EAAE,IAAI,EAAE,EAAE,CAAC,GAAG,CAAC,GAAG,CAAC,IAAI,CAAC,GAAc,CAAU,CAAC,EACrD,IAAI,KAAK,CAAC,EAAE,EAAE,KAAK,CAAC,QAAQ,CAAC,CAChB,CAAA;gBACjB,CAAC;gBACD,IAAI,KAAK,YAAY,KAAK,EAAE,CAAC;oBAC3B,IAAI,CAAC,GAAc,CAAC,GAAG,KAAK,CAAC,MAAM,CACjC,CAAC,GAAG,EAAE,IAAI,EAAE,EAAE,CAAC,GAAG,CAAC,GAAG,CAAC,IAAI,CAAC,GAAc,CAAU,CAAC,EACrD,IAAI,KAAK,CAAC,EAAE,CAAC,CACA,CAAA;gBACjB,CAAC;YACH,CAAC;YACD,OAAO,IAAI,CAAA;QACb,CAAC,CAAC,CAAA;IACJ,CAAC;IAEO,UAAU,CAAC,SAAiB,EAAE,OAAiC;QACrE,QAAQ,OAAO,EAAE,CAAC;YAChB,KAAK,OAAO;gBACV,OAAO,SAAS,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,CAAA,CAAC,UAAU;YACzC,KAAK,SAAS;gBACZ,MAAM,IAAI,GAAG,IAAI,IAAI,CAAC,SAAS,CAAC,CAAA;gBAChC,MAAM,OAAO,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,EAAE,GAAG,CAAC,CAAC,GAAG,CAAC,CAAA;gBACnD,OAAO,GAAG,IAAI,CAAC,WAAW,EAAE,KAAK,OAAO,EAAE,CAAA,CAAC,UAAU;YACvD,KAAK,MAAM;gBACT,OAAO,SAAS,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,CAAA,CAAC,OAAO;YACtC;gBACE,OAAO,SAAS,CAAC,KAAK,CAAC,CAAC,EAAE,EAAE,CAAC,CAAA,CAAC,aAAa;QAC/C,CAAC;IACH,CAAC;CACF;AAED,MAAM,CAAC,MAAM,SAAS,GAAG,IAAI,SAAS,EAAE,CAAA"}
|
package/dist/Reports/index.d.ts
CHANGED
|
@@ -1,24 +1,21 @@
|
|
|
1
1
|
import { Entity } from '../Entity.js';
|
|
2
|
-
import { Centrifuge } from '../Centrifuge.js';
|
|
3
|
-
import { PoolSnapshotFilter } from '../queries/poolSnapshots.js';
|
|
4
|
-
import { TrancheSnapshotFilter } from '../queries/trancheSnapshots.js';
|
|
5
|
-
import { BalanceSheetReport, CashflowReport, ProfitAndLossReport, ReportFilter } from './types.js';
|
|
6
|
-
import { Query } from '../types/query.js';
|
|
7
|
-
import { PoolFeeSnapshotFilter } from '../queries/poolFeeSnapshots.js';
|
|
8
2
|
import { Pool } from '../Pool.js';
|
|
9
|
-
|
|
3
|
+
import { Query } from '../types/query.js';
|
|
4
|
+
import { BalanceSheetReport, CashflowReport, InvestorTransactionsReport, DataReport, DataReportFilter, InvestorTransactionsReportFilter, OrdersListReport, OrdersListReportFilter, ProfitAndLossReport, ReportFilter, TokenPriceReport, TokenPriceReportFilter, FeeTransactionReport, FeeTransactionReportFilter, InvestorListReport, AssetTransactionReport, AssetTransactionReportFilter, AssetTimeSeriesReport, AssetTimeSeriesReportFilter, AssetListReportFilter, AssetListReport, InvestorListReportFilter } from '../types/reports.js';
|
|
10
5
|
export declare class Reports extends Entity {
|
|
11
6
|
pool: Pool;
|
|
12
|
-
|
|
7
|
+
private queries;
|
|
13
8
|
balanceSheet(filter?: ReportFilter): Query<BalanceSheetReport[]>;
|
|
14
9
|
cashflow(filter?: ReportFilter): Query<CashflowReport[]>;
|
|
15
10
|
profitAndLoss(filter?: ReportFilter): Query<ProfitAndLossReport[]>;
|
|
16
|
-
|
|
17
|
-
|
|
18
|
-
|
|
19
|
-
|
|
20
|
-
|
|
21
|
-
|
|
11
|
+
investorTransactions(filter?: InvestorTransactionsReportFilter): Query<InvestorTransactionsReport[]>;
|
|
12
|
+
assetTransactions(filter?: AssetTransactionReportFilter): Query<AssetTransactionReport[]>;
|
|
13
|
+
tokenPrice(filter?: TokenPriceReportFilter): Query<TokenPriceReport[]>;
|
|
14
|
+
feeTransactions(filter?: FeeTransactionReportFilter): Query<FeeTransactionReport[]>;
|
|
15
|
+
assetList(filter?: AssetListReportFilter): Query<AssetListReport[]>;
|
|
16
|
+
investorList(filter?: InvestorListReportFilter): Query<InvestorListReport[]>;
|
|
17
|
+
ordersList(filter?: OrdersListReportFilter): Query<OrdersListReport[]>;
|
|
18
|
+
assetTimeSeries(filter?: AssetTimeSeriesReportFilter): Query<AssetTimeSeriesReport[]>;
|
|
19
|
+
_generateReport<T>(type: DataReport, filter?: DataReportFilter): Query<T[]>;
|
|
22
20
|
}
|
|
23
|
-
export {};
|
|
24
21
|
//# sourceMappingURL=index.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/Reports/index.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/Reports/index.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,MAAM,EAAE,MAAM,cAAc,CAAA;AAErC,OAAO,EAAE,IAAI,EAAE,MAAM,YAAY,CAAA;AACjC,OAAO,EAAE,KAAK,EAAE,MAAM,mBAAmB,CAAA;AACzC,OAAO,EACL,kBAAkB,EAClB,cAAc,EACd,0BAA0B,EAC1B,UAAU,EACV,gBAAgB,EAChB,gCAAgC,EAChC,gBAAgB,EAChB,sBAAsB,EACtB,mBAAmB,EAEnB,YAAY,EACZ,gBAAgB,EAChB,sBAAsB,EACtB,oBAAoB,EACpB,0BAA0B,EAC1B,kBAAkB,EAClB,sBAAsB,EACtB,4BAA4B,EAC5B,qBAAqB,EACrB,2BAA2B,EAC3B,qBAAqB,EACrB,eAAe,EACf,wBAAwB,EACzB,MAAM,qBAAqB,CAAA;AAO5B,qBAAa,OAAQ,SAAQ,MAAM;IAKxB,IAAI,EAAE,IAAI;IAJnB,OAAO,CAAC,OAAO,CAAgB;IAU/B,YAAY,CAAC,MAAM,CAAC,EAAE,YAAY;IAIlC,QAAQ,CAAC,MAAM,CAAC,EAAE,YAAY;IAI9B,aAAa,CAAC,MAAM,CAAC,EAAE,YAAY;IAInC,oBAAoB,CAAC,MAAM,CAAC,EAAE,gCAAgC;IAI9D,iBAAiB,CAAC,MAAM,CAAC,EAAE,4BAA4B;IAIvD,UAAU,CAAC,MAAM,CAAC,EAAE,sBAAsB;IAI1C,eAAe,CAAC,MAAM,CAAC,EAAE,0BAA0B;IAInD,SAAS,CAAC,MAAM,CAAC,EAAE,qBAAqB;IAIxC,YAAY,CAAC,MAAM,CAAC,EAAE,wBAAwB;IAI9C,UAAU,CAAC,MAAM,CAAC,EAAE,sBAAsB;IAI1C,eAAe,CAAC,MAAM,CAAC,EAAE,2BAA2B;IAYpD,eAAe,CAAC,CAAC,EAAE,IAAI,EAAE,UAAU,EAAE,MAAM,CAAC,EAAE,gBAAgB,GAAG,KAAK,CAAC,CAAC,EAAE,CAAC;CAsI5E"}
|
package/dist/Reports/index.js
CHANGED
|
@@ -1,15 +1,19 @@
|
|
|
1
|
+
import { combineLatest, map } from 'rxjs';
|
|
1
2
|
import { Entity } from '../Entity.js';
|
|
2
|
-
import {
|
|
3
|
-
import { trancheSnapshotsPostProcess, trancheSnapshotsQuery, } from '../queries/trancheSnapshots.js';
|
|
4
|
-
import { combineLatest } from 'rxjs';
|
|
3
|
+
import { IndexerQueries } from '../IndexerQueries/index.js';
|
|
5
4
|
import { processor } from './Processor.js';
|
|
6
|
-
|
|
7
|
-
|
|
5
|
+
const DEFAULT_FILTER = {
|
|
6
|
+
from: '2024-01-01T00:00:00.000Z',
|
|
7
|
+
to: new Date().toISOString(),
|
|
8
|
+
};
|
|
8
9
|
export class Reports extends Entity {
|
|
9
10
|
pool;
|
|
11
|
+
queries;
|
|
12
|
+
/** @internal */
|
|
10
13
|
constructor(centrifuge, pool) {
|
|
11
14
|
super(centrifuge, ['reports', pool.id]);
|
|
12
15
|
this.pool = pool;
|
|
16
|
+
this.queries = new IndexerQueries(centrifuge, pool);
|
|
13
17
|
}
|
|
14
18
|
balanceSheet(filter) {
|
|
15
19
|
return this._generateReport('balanceSheet', filter);
|
|
@@ -20,34 +24,115 @@ export class Reports extends Entity {
|
|
|
20
24
|
profitAndLoss(filter) {
|
|
21
25
|
return this._generateReport('profitAndLoss', filter);
|
|
22
26
|
}
|
|
27
|
+
investorTransactions(filter) {
|
|
28
|
+
return this._generateReport('investorTransactions', filter);
|
|
29
|
+
}
|
|
30
|
+
assetTransactions(filter) {
|
|
31
|
+
return this._generateReport('assetTransactions', filter);
|
|
32
|
+
}
|
|
33
|
+
tokenPrice(filter) {
|
|
34
|
+
return this._generateReport('tokenPrice', filter);
|
|
35
|
+
}
|
|
36
|
+
feeTransactions(filter) {
|
|
37
|
+
return this._generateReport('feeTransactions', filter);
|
|
38
|
+
}
|
|
39
|
+
assetList(filter) {
|
|
40
|
+
return this._generateReport('assetList', filter);
|
|
41
|
+
}
|
|
42
|
+
investorList(filter) {
|
|
43
|
+
return this._generateReport('investorList', filter);
|
|
44
|
+
}
|
|
45
|
+
ordersList(filter) {
|
|
46
|
+
return this._generateReport('ordersList', filter);
|
|
47
|
+
}
|
|
48
|
+
assetTimeSeries(filter) {
|
|
49
|
+
return this._generateReport('assetTimeSeries', filter);
|
|
50
|
+
}
|
|
23
51
|
_generateReport(type, filter) {
|
|
24
|
-
return this._query([
|
|
52
|
+
return this._query([
|
|
53
|
+
type,
|
|
54
|
+
filter?.from,
|
|
55
|
+
filter?.to,
|
|
56
|
+
filter?.groupBy,
|
|
57
|
+
filter?.address,
|
|
58
|
+
filter?.network,
|
|
59
|
+
filter?.tokenId,
|
|
60
|
+
filter?.transactionType,
|
|
61
|
+
filter?.assetId,
|
|
62
|
+
filter?.status,
|
|
63
|
+
filter?.name,
|
|
64
|
+
], () => {
|
|
65
|
+
const { from, to, ...restFilter } = filter ?? {};
|
|
25
66
|
const dateFilter = {
|
|
26
67
|
timestamp: {
|
|
27
|
-
greaterThan:
|
|
28
|
-
lessThanOrEqualTo:
|
|
68
|
+
greaterThan: from ?? DEFAULT_FILTER.from,
|
|
69
|
+
lessThanOrEqualTo: (to && `${to.split('T')[0]}T23:59:59.999Z`) ?? DEFAULT_FILTER.to,
|
|
29
70
|
},
|
|
30
71
|
};
|
|
31
72
|
const metadata$ = this.pool.metadata();
|
|
32
|
-
const poolSnapshots$ = this.
|
|
73
|
+
const poolSnapshots$ = this.queries.poolSnapshotsQuery({
|
|
33
74
|
...dateFilter,
|
|
34
75
|
poolId: { equalTo: this.pool.id },
|
|
35
76
|
});
|
|
36
|
-
const trancheSnapshots$ = this.
|
|
77
|
+
const trancheSnapshots$ = this.queries.trancheSnapshotsQuery({
|
|
37
78
|
...dateFilter,
|
|
38
79
|
tranche: { poolId: { equalTo: this.pool.id } },
|
|
39
80
|
});
|
|
40
|
-
const poolFeeSnapshots$ = this.
|
|
81
|
+
const poolFeeSnapshots$ = this.queries.poolFeeSnapshotsQuery({
|
|
41
82
|
...dateFilter,
|
|
42
83
|
poolFeeId: { includes: this.pool.id },
|
|
43
84
|
});
|
|
85
|
+
const investorTransactions$ = this.queries.investorTransactionsQuery({
|
|
86
|
+
...dateFilter,
|
|
87
|
+
poolId: { equalTo: this.pool.id },
|
|
88
|
+
});
|
|
89
|
+
const assetTransactions$ = this.queries.assetTransactionsQuery({
|
|
90
|
+
...dateFilter,
|
|
91
|
+
poolId: { equalTo: this.pool.id },
|
|
92
|
+
});
|
|
93
|
+
const poolFeeTransactions$ = this.queries.poolFeeTransactionsQuery({
|
|
94
|
+
...dateFilter,
|
|
95
|
+
poolFee: { poolId: { equalTo: this.pool.id } },
|
|
96
|
+
});
|
|
97
|
+
const assetSnapshots$ = this.queries.assetSnapshotsQuery({
|
|
98
|
+
...dateFilter,
|
|
99
|
+
asset: { poolId: { equalTo: this.pool.id } },
|
|
100
|
+
});
|
|
101
|
+
const trancheCurrencyBalance$ = this.queries.trancheCurrencyBalanceQuery({
|
|
102
|
+
pool: { id: { equalTo: this.pool.id } },
|
|
103
|
+
}, {
|
|
104
|
+
currency: { pool: { id: { equalTo: this.pool.id } } },
|
|
105
|
+
});
|
|
106
|
+
const poolEpochs$ = this.queries.poolEpochsQuery({
|
|
107
|
+
closedAt: {
|
|
108
|
+
...(from && { greaterThan: from }),
|
|
109
|
+
lessThanOrEqualTo: (to && `${to.split('T')[0]}T23:59:59.999Z`) ?? DEFAULT_FILTER.to,
|
|
110
|
+
},
|
|
111
|
+
pool: { id: { equalTo: this.pool.id } },
|
|
112
|
+
});
|
|
44
113
|
switch (type) {
|
|
45
114
|
case 'balanceSheet':
|
|
46
|
-
return combineLatest([poolSnapshots$, trancheSnapshots$]).pipe(map(([poolSnapshots, trancheSnapshots]) => processor.balanceSheet({ poolSnapshots, trancheSnapshots },
|
|
115
|
+
return combineLatest([poolSnapshots$, trancheSnapshots$]).pipe(map(([poolSnapshots, trancheSnapshots]) => processor.balanceSheet({ poolSnapshots, trancheSnapshots }, restFilter)));
|
|
47
116
|
case 'cashflow':
|
|
48
|
-
return combineLatest([poolSnapshots$, poolFeeSnapshots$, metadata$]).pipe(map(([poolSnapshots, poolFeeSnapshots, metadata]) => processor.cashflow({ poolSnapshots, poolFeeSnapshots, metadata },
|
|
117
|
+
return combineLatest([poolSnapshots$, poolFeeSnapshots$, metadata$]).pipe(map(([poolSnapshots, poolFeeSnapshots, metadata]) => processor.cashflow({ poolSnapshots, poolFeeSnapshots, metadata }, restFilter)));
|
|
49
118
|
case 'profitAndLoss':
|
|
50
|
-
return combineLatest([poolSnapshots$, poolFeeSnapshots$, metadata$]).pipe(map(([poolSnapshots, poolFeeSnapshots, metadata]) => processor.profitAndLoss({ poolSnapshots, poolFeeSnapshots, metadata },
|
|
119
|
+
return combineLatest([poolSnapshots$, poolFeeSnapshots$, metadata$]).pipe(map(([poolSnapshots, poolFeeSnapshots, metadata]) => processor.profitAndLoss({ poolSnapshots, poolFeeSnapshots, metadata }, restFilter)));
|
|
120
|
+
case 'investorTransactions':
|
|
121
|
+
return combineLatest([investorTransactions$, metadata$]).pipe(map(([investorTransactions]) => processor.investorTransactions({ investorTransactions }, restFilter)));
|
|
122
|
+
case 'assetTransactions':
|
|
123
|
+
return combineLatest([assetTransactions$, metadata$]).pipe(map(([assetTransactions]) => processor.assetTransactions({ assetTransactions }, restFilter)));
|
|
124
|
+
case 'feeTransactions':
|
|
125
|
+
return combineLatest([poolFeeTransactions$]).pipe(map(([poolFeeTransactions]) => processor.feeTransactions({ poolFeeTransactions }, restFilter)));
|
|
126
|
+
case 'tokenPrice':
|
|
127
|
+
return combineLatest([trancheSnapshots$]).pipe(map(([trancheSnapshots]) => processor.tokenPrice({ trancheSnapshots }, restFilter)));
|
|
128
|
+
case 'assetList':
|
|
129
|
+
return combineLatest([assetSnapshots$, metadata$]).pipe(map(([assetSnapshots, metadata]) => processor.assetList({ assetSnapshots, metadata }, restFilter)));
|
|
130
|
+
case 'investorList':
|
|
131
|
+
return combineLatest([trancheCurrencyBalance$]).pipe(map(([trancheCurrencyBalance]) => processor.investorList({ trancheCurrencyBalance }, restFilter)));
|
|
132
|
+
case 'ordersList':
|
|
133
|
+
return combineLatest([poolEpochs$]).pipe(map(([poolEpochs]) => processor.ordersList({ poolEpochs })));
|
|
134
|
+
case 'assetTimeSeries':
|
|
135
|
+
return combineLatest([assetSnapshots$]).pipe(map(([assetSnapshots]) => processor.assetTimeSeries({ assetSnapshots }, restFilter)));
|
|
51
136
|
default:
|
|
52
137
|
throw new Error(`Unsupported report type: ${type}`);
|
|
53
138
|
}
|
|
@@ -55,14 +140,5 @@ export class Reports extends Entity {
|
|
|
55
140
|
valueCacheTime: 120,
|
|
56
141
|
});
|
|
57
142
|
}
|
|
58
|
-
poolFeeSnapshots(filter) {
|
|
59
|
-
return this._root._queryIndexer(poolFeeSnapshotQuery, { filter }, poolFeeSnapshotsPostProcess);
|
|
60
|
-
}
|
|
61
|
-
poolSnapshots(filter) {
|
|
62
|
-
return this._root._queryIndexer(poolSnapshotsQuery, { filter }, poolSnapshotsPostProcess);
|
|
63
|
-
}
|
|
64
|
-
trancheSnapshots(filter) {
|
|
65
|
-
return this._root._queryIndexer(trancheSnapshotsQuery, { filter }, trancheSnapshotsPostProcess);
|
|
66
|
-
}
|
|
67
143
|
}
|
|
68
144
|
//# sourceMappingURL=index.js.map
|