@clober/v2-sdk 0.0.3-b → 0.0.4-6.dev

package/dist/esm/apis/chart-logs.js

@@ -0,0 +1,150 @@
+import { CHART_LOG_INTERVALS } from '../type';
+import { cachedSubgraph } from '../constants/subgraph';
+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 getChartLogs = async ({ chainId, first, skip, marketCode, intervalType, from, to, }) => {
+    return cachedSubgraph[chainId].get('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: $to, }) { timestamp open high low close baseVolume } }', {
+        first,
+        from,
+        intervalType,
+        marketCode,
+        skip,
+        to,
+    });
+};
+const getLatestChartLog = async ({ chainId, marketCode, }) => {
+    return cachedSubgraph[chainId].get('getLatestChartLog', 'query getLatestChartLog($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 getLatestChartLog({
+        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',
+        };
+}
+export async function fetchChartLogs(chainId, marketCode, intervalType, from, to) {
+    const chartLogsBetweenFromAndTo = [];
+    let skip = 0;
+    // eslint-disable-next-line no-constant-condition
+    while (true) {
+        const { data: { chartLogs }, } = await getChartLogs({
+            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 getChartLogs({
+        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',
+        };
+    const intervalInNumber = CHART_LOG_INTERVAL_TIMESTAMP[intervalType];
+    const fromTimestampForAcc = Math.floor(from / intervalInNumber) * intervalInNumber;
+    const toTimestampForAcc = Math.floor(to / intervalInNumber) * intervalInNumber;
+    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;
+    }
+    return result;
+}
+//# sourceMappingURL=chart-logs.js.map

package/dist/esm/apis/chart-logs.js.map

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

@@ -1,16 +1,62 @@
-import { getAddress, isAddressEqual } from 'viem';
 import { Market } from '../model/market';
 import { Book } from '../model/book';
 import { getMarketId } from '../utils/market';
-import { fetchCurrency } from './currency';
-import { fetchSubgraph } from './subgraph';
-const getBooks = async (chainId, baseTokenAddress, quoteTokenAddress) => {
-    return fetchSubgraph(chainId, 'getBooks', 'query getBooks($baseTokenAddress: String!, $quoteTokenAddress: String!) { books( where: {base: $baseTokenAddress, quote: $quoteTokenAddress, makerPolicy: "8888308", takerPolicy: "8889608", hooks: "0x0000000000000000000000000000000000000000"} ) { id base { id name symbol decimals } quote { id name symbol decimals } unit depths { tick price rawAmount } } }', {
-        baseTokenAddress: baseTokenAddress.toLowerCase(),
-        quoteTokenAddress: quoteTokenAddress.toLowerCase(),
+import { toBookId } from '../utils/book-id';
+import { calculateUnitSize } from '../utils/unit-size';
+import { CONTRACT_ADDRESSES } from '../constants/addresses';
+import { cachedPublicClients } from '../constants/client';
+import { BOOK_VIEWER_ABI } from '../abis/core/book-viewer-abi';
+import { fetchIsOpened } from '../utils/open';
+import { fetchCurrency } from '../utils/currency';
+import { cachedSubgraph } from '../constants/subgraph';
+const fetchBook = async (chainId, bookId) => {
+    return cachedSubgraph[chainId].get('getBook', 'query getBook($bookId: ID!) { book(id: $bookId){ depths { tick unitAmount } } }', {
+        bookId,
     });
 };
-export async function fetchMarket(chainId, tokenAddresses, rpcUrl) {
+const getBook = async (chainId, quoteCurrency, baseCurrency, n) => {
+    const unitSize = await calculateUnitSize(chainId, quoteCurrency);
+    const bookId = toBookId(chainId, quoteCurrency.address, baseCurrency.address, unitSize);
+    if (cachedSubgraph[chainId]) {
+        const { data: { book }, } = await fetchBook(chainId, bookId.toString());
+        new Book({
+            chainId,
+            id: bookId,
+            base: baseCurrency,
+            quote: quoteCurrency,
+            unitSize,
+            depths: book
+                ? book.depths.map(({ tick, unitAmount }) => ({
+                    tick: BigInt(tick),
+                    unitAmount: BigInt(unitAmount),
+                }))
+                : [],
+            isOpened: book !== null,
+        });
+    }
+    const [depths, isOpened] = await Promise.all([
+        cachedPublicClients[chainId].readContract({
+            address: CONTRACT_ADDRESSES[chainId].BookViewer,
+            abi: BOOK_VIEWER_ABI,
+            functionName: 'getLiquidity',
+            args: [bookId, Number(2n ** 19n - 1n), BigInt(n)],
+        }),
+        fetchIsOpened(chainId, bookId),
+    ]);
+    return new Book({
+        chainId,
+        id: bookId,
+        base: baseCurrency,
+        quote: quoteCurrency,
+        unitSize,
+        depths: depths.map(({ tick, depth }) => ({
+            tick: BigInt(tick),
+            unitAmount: depth,
+        })),
+        isOpened,
+    });
+};
+export async function fetchMarket(chainId, tokenAddresses, n = 100) {
     if (tokenAddresses.length !== 2) {
         throw new Error('Invalid token pair');
     }
@@ -18,36 +64,19 @@ export async function fetchMarket(chainId, tokenAddresses, rpcUrl) {
         tokenAddresses[0],
         tokenAddresses[1],
     ]);
-    const [quoteCurrency, baseCurrency, { data: { books: bidBooks }, }, { data: { books: askBooks }, },] = await Promise.all([
-        fetchCurrency(chainId, quoteTokenAddress, rpcUrl),
-        fetchCurrency(chainId, baseTokenAddress, rpcUrl),
-        getBooks(chainId, quoteTokenAddress, baseTokenAddress),
-        getBooks(chainId, baseTokenAddress, quoteTokenAddress),
+    const [quoteCurrency, baseCurrency] = await Promise.all([
+        fetchCurrency(chainId, quoteTokenAddress),
+        fetchCurrency(chainId, baseTokenAddress),
+    ]);
+    const [bidBook, askBook] = await Promise.all([
+        getBook(chainId, quoteCurrency, baseCurrency, n),
+        getBook(chainId, baseCurrency, quoteCurrency, n),
     ]);
     return new Market({
         chainId,
         tokens: [quoteCurrency, baseCurrency],
-        books: [...bidBooks, ...askBooks].map((book) => {
-            const isBid = isAddressEqual(getAddress(book.quote.id), quoteCurrency.address);
-            return new Book({
-                id: BigInt(book.id),
-                base: isBid ? baseCurrency : quoteCurrency,
-                quote: isBid ? quoteCurrency : baseCurrency,
-                unit: BigInt(book.unit),
-                depths: book.depths
-                    .map((depth) => {
-                    const rawAmount = BigInt(depth.rawAmount);
-                    const tick = BigInt(depth.tick);
-                    return {
-                        bookId: String(book.id),
-                        unit: BigInt(book.unit),
-                        tick,
-                        rawAmount,
-                    };
-                })
-                    .sort((a, b) => Number(b.tick) - Number(a.tick)),
-            });
-        }),
+        bidBook,
+        askBook,
     });
 }
 //# sourceMappingURL=market.js.map

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

@@ -1 +1 @@
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package/dist/esm/apis/open-order.js

@@ -1,22 +1,29 @@
 import { formatUnits, getAddress, isAddressEqual } from 'viem';
 import { getMarketId } from '../utils/market';
-import { quoteToBase } from '../utils/decimals';
+import { baseToQuote, quoteToBase } from '../utils/decimals';
 import { formatPrice } from '../utils/prices';
-import { invertPrice, toPrice } from '../utils/tick';
-import { fetchCurrency } from './currency';
-import { fetchSubgraph } from './subgraph';
+import { fromPrice, invertPrice, toPrice } from '../utils/tick';
+import { fetchCurrency } from '../utils/currency';
+import { applyPercent } from '../utils/bigint';
+import { MAKER_DEFAULT_POLICY } from '../constants/fee';
+import { cachedSubgraph } from '../constants/subgraph';
 const getOpenOrder = async (chainId, orderId) => {
-    return fetchSubgraph(chainId, 'getOpenOrder', 'query getOpenOrder($orderId: ID!) { openOrder(id: $orderId) { id book { id base { id name symbol decimals } quote { id name symbol decimals } unit } tick txHash createdAt rawAmount rawFilledAmount rawClaimedAmount rawClaimableAmount } }', {
+    return cachedSubgraph[chainId].get('getOpenOrder', 'query getOpenOrder($orderId: ID!) { openOrder(id: $orderId) { id user book { id base { id name symbol decimals } quote { id name symbol decimals } unitSize } tick txHash createdAt unitAmount unitFilledAmount unitClaimedAmount unitClaimableAmount orderIndex } }', {
         orderId,
     });
 };
-const getOpenOrders = async (chainId, userAddress) => {
-    return fetchSubgraph(chainId, 'getOpenOrders', 'query getOpenOrders($userAddress: String!) { openOrders(where: { user: $userAddress }) { id book { id base { id name symbol decimals } quote { id name symbol decimals } unit } tick txHash createdAt rawAmount rawFilledAmount rawClaimedAmount rawClaimableAmount } }', {
+const getOpenOrders = async (chainId, orderIds) => {
+    return cachedSubgraph[chainId].get('getOpenOrders', 'query getOpenOrders($orderIds: [ID!]!) { openOrders(where: {id_in: $orderIds}) { id user book { id base { id name symbol decimals } quote { id name symbol decimals } unitSize } tick txHash createdAt unitAmount unitFilledAmount unitClaimedAmount unitClaimableAmount orderIndex } }', {
+        orderIds,
+    });
+};
+const getOpenOrdersByUserAddress = async (chainId, userAddress) => {
+    return cachedSubgraph[chainId].get('getOpenOrdersByUserAddress', 'query getOpenOrdersByUserAddress($userAddress: String!) { openOrders(where: { user: $userAddress }) { id user book { id base { id name symbol decimals } quote { id name symbol decimals } unitSize } tick txHash createdAt unitAmount unitFilledAmount unitClaimedAmount unitClaimableAmount orderIndex } }', {
         userAddress: userAddress.toLowerCase(),
     });
 };
-export async function fetchOpenOrders(chainId, userAddress, rpcUrl) {
-    const { data: { openOrders }, } = await getOpenOrders(chainId, userAddress);
+export async function fetchOpenOrdersByUserAddress(chainId, userAddress) {
+    const { data: { openOrders }, } = await getOpenOrdersByUserAddress(chainId, userAddress);
     const currencies = await Promise.all(openOrders
         .map((openOrder) => [
         getAddress(openOrder.book.base.id),
@@ -24,20 +31,32 @@ export async function fetchOpenOrders(chainId, userAddress, rpcUrl) {
     ])
         .flat()
         .filter((address, index, self) => self.findIndex((c) => isAddressEqual(c, address)) === index)
-        .map((address) => fetchCurrency(chainId, address, rpcUrl)));
+        .map((address) => fetchCurrency(chainId, address)));
     return openOrders.map((openOrder) => toOpenOrder(chainId, currencies, openOrder));
 }
-export async function fetchOpenOrder(chainId, id, rpcUrl) {
+export async function fetchOpenOrder(chainId, id) {
     const { data: { openOrder }, } = await getOpenOrder(chainId, id);
     if (!openOrder) {
         throw new Error(`Open order not found: ${id}`);
     }
     const currencies = await Promise.all([
-        fetchCurrency(chainId, getAddress(openOrder.book.base.id), rpcUrl),
-        fetchCurrency(chainId, getAddress(openOrder.book.quote.id), rpcUrl),
+        fetchCurrency(chainId, getAddress(openOrder.book.base.id)),
+        fetchCurrency(chainId, getAddress(openOrder.book.quote.id)),
     ]);
     return toOpenOrder(chainId, currencies, openOrder);
 }
+export async function fetchOpenOrders(chainId, ids) {
+    const { data: { openOrders }, } = await getOpenOrders(chainId, ids);
+    const currencies = await Promise.all(openOrders
+        .map((openOrder) => [
+        getAddress(openOrder.book.base.id),
+        getAddress(openOrder.book.quote.id),
+    ])
+        .flat()
+        .filter((address, index, self) => self.findIndex((c) => isAddressEqual(c, address)) === index)
+        .map((address) => fetchCurrency(chainId, address)));
+    return openOrders.map((openOrder) => toOpenOrder(chainId, currencies, openOrder));
+}
 const toOpenOrder = (chainId, currencies, openOrder) => {
     const inputCurrency = currencies.find((c) => isAddressEqual(c.address, getAddress(openOrder.book.quote.id)));
     const outputCurrency = currencies.find((c) => isAddressEqual(c.address, getAddress(openOrder.book.base.id)));
@@ -49,26 +68,38 @@ const toOpenOrder = (chainId, currencies, openOrder) => {
     const quote = isBid ? inputCurrency : outputCurrency;
     const base = isBid ? outputCurrency : inputCurrency;
     const tick = BigInt(openOrder.tick);
-    const rawAmount = BigInt(openOrder.rawAmount);
-    const rawFilledAmount = BigInt(openOrder.rawFilledAmount);
-    const unit = BigInt(openOrder.book.unit);
-    const quoteAmount = unit * rawAmount;
-    const rawClaimedAmount = BigInt(openOrder.rawClaimedAmount);
-    const rawClaimableAmount = BigInt(openOrder.rawClaimableAmount);
-    const amount = isBid ? quoteToBase(tick, quoteAmount, false) : quoteAmount;
+    const unitAmount = BigInt(openOrder.unitAmount);
+    const unitFilledAmount = BigInt(openOrder.unitFilledAmount);
+    const unitSize = BigInt(openOrder.book.unitSize);
+    const unitClaimedAmount = BigInt(openOrder.unitClaimedAmount);
+    const unitClaimableAmount = BigInt(openOrder.unitClaimableAmount);
+    // base amount type
+    const amount = isBid
+        ? quoteToBase(tick, unitSize * unitAmount, false)
+        : unitSize * unitAmount;
     const filled = isBid
-        ? quoteToBase(tick, unit * rawFilledAmount, false)
-        : unit * rawFilledAmount;
-    const claimed = quoteToBase(tick, unit * rawClaimedAmount, false);
-    const claimable = quoteToBase(tick, unit * rawClaimableAmount, false);
+        ? quoteToBase(tick, unitSize * unitFilledAmount, false)
+        : unitSize * unitFilledAmount;
+    // each currency amount type
+    const invertedTick = fromPrice(invertPrice(toPrice(tick)));
+    const claimed = isBid
+        ? quoteToBase(tick, unitSize * unitClaimedAmount, false)
+        : baseToQuote(invertedTick, unitSize * unitClaimedAmount, false);
+    const claimable = isBid
+        ? quoteToBase(tick, unitSize * unitClaimableAmount, false)
+        : baseToQuote(invertedTick, unitSize * unitClaimableAmount, false);
+    const cancelable = unitSize * (unitAmount - unitFilledAmount); // same current open amount
     return {
         id: openOrder.id,
+        user: getAddress(openOrder.user),
         isBid,
         inputCurrency,
         outputCurrency,
         txHash: openOrder.txHash,
         createdAt: Number(openOrder.createdAt),
         price: formatPrice(isBid ? toPrice(tick) : invertPrice(toPrice(tick)), quote.decimals, base.decimals),
+        tick: Number(tick),
+        orderIndex: openOrder.orderIndex,
         amount: { currency: base, value: formatUnits(amount, base.decimals) },
         filled: { currency: base, value: formatUnits(filled, base.decimals) },
         claimed: {
@@ -79,7 +110,12 @@ const toOpenOrder = (chainId, currencies, openOrder) => {
             currency: outputCurrency,
             value: formatUnits(claimable, outputCurrency.decimals),
         },
-        cancelable: rawAmount > rawFilledAmount,
+        cancelable: {
+            currency: inputCurrency,
+            value: formatUnits(applyPercent(cancelable, 100 +
+                (Number(MAKER_DEFAULT_POLICY[chainId].rate) * 100) /
+                    Number(MAKER_DEFAULT_POLICY[chainId].RATE_PRECISION), 6), inputCurrency.decimals),
+        },
     };
 };
 //# sourceMappingURL=open-order.js.map

package/dist/esm/apis/open-order.js.map

@@ -1 +1 @@
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