@dhedge/backend-flatcoin-core 0.2.94 → 0.2.96

package/dist/contracts/abi/pyth-price-feed.d.ts

@@ -0,0 +1,43 @@
+export declare const PythPriceFeed: ({
+    inputs: {
+        internalType: string;
+        name: string;
+        type: string;
+    }[];
+    name: string;
+    outputs: {
+        components: ({
+            internalType: string;
+            name: string;
+            type: string;
+            components?: undefined;
+        } | {
+            components: {
+                internalType: string;
+                name: string;
+                type: string;
+            }[];
+            internalType: string;
+            name: string;
+            type: string;
+        })[];
+        internalType: string;
+        name: string;
+        type: string;
+    }[];
+    stateMutability: string;
+    type: string;
+    anonymous?: undefined;
+} | {
+    anonymous: boolean;
+    inputs: {
+        indexed: boolean;
+        internalType: string;
+        name: string;
+        type: string;
+    }[];
+    name: string;
+    type: string;
+    outputs?: undefined;
+    stateMutability?: undefined;
+})[];

package/dist/contracts/abi/pyth-price-feed.js

@@ -0,0 +1,110 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.PythPriceFeed = void 0;
+exports.PythPriceFeed = [
+    {
+        inputs: [
+            {
+                internalType: 'bytes32',
+                name: 'id',
+                type: 'bytes32',
+            },
+        ],
+        name: 'queryPriceFeed',
+        outputs: [
+            {
+                components: [
+                    {
+                        internalType: 'bytes32',
+                        name: 'id',
+                        type: 'bytes32',
+                    },
+                    {
+                        components: [
+                            {
+                                internalType: 'int64',
+                                name: 'price',
+                                type: 'int64',
+                            },
+                            {
+                                internalType: 'uint64',
+                                name: 'conf',
+                                type: 'uint64',
+                            },
+                            {
+                                internalType: 'int32',
+                                name: 'expo',
+                                type: 'int32',
+                            },
+                            {
+                                internalType: 'uint256',
+                                name: 'publishTime',
+                                type: 'uint256',
+                            },
+                        ],
+                        internalType: 'struct PythStructs.Price',
+                        name: 'price',
+                        type: 'tuple',
+                    },
+                    {
+                        components: [
+                            {
+                                internalType: 'int64',
+                                name: 'price',
+                                type: 'int64',
+                            },
+                            {
+                                internalType: 'uint64',
+                                name: 'conf',
+                                type: 'uint64',
+                            },
+                            {
+                                internalType: 'int32',
+                                name: 'expo',
+                                type: 'int32',
+                            },
+                            {
+                                internalType: 'uint256',
+                                name: 'publishTime',
+                                type: 'uint256',
+                            },
+                        ],
+                        internalType: 'struct PythStructs.Price',
+                        name: 'emaPrice',
+                        type: 'tuple',
+                    },
+                ],
+                internalType: 'struct PythStructs.PriceFeed',
+                name: 'priceFeed',
+                type: 'tuple',
+            },
+        ],
+        stateMutability: 'view',
+        type: 'function',
+    },
+    {
+        anonymous: false,
+        inputs: [
+            {
+                indexed: true,
+                internalType: 'address',
+                name: 'owner',
+                type: 'address',
+            },
+            {
+                indexed: true,
+                internalType: 'address',
+                name: 'spender',
+                type: 'address',
+            },
+            {
+                indexed: false,
+                internalType: 'uint256',
+                name: 'value',
+                type: 'uint256',
+            },
+        ],
+        name: 'Approval',
+        type: 'event',
+    },
+];

package/dist/contracts/index.d.ts

@@ -10,4 +10,5 @@ export { LimitOrder } from './abi/limit-order';
 export { DelayedOrder } from './abi/delayed-order';
 export { FlatcoinVault } from './abi/flatcoin-vault';
 export { CanLiquidateWithPriceFeeds } from './abi/liquidation-module';
+export { PythPriceFeed } from './abi/pyth-price-feed';
 export * from './helpers';

package/dist/contracts/index.js

@@ -14,7 +14,7 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
     for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.CanLiquidateWithPriceFeeds = exports.FlatcoinVault = exports.DelayedOrder = exports.LimitOrder = exports.LiquidateWithoutPriceFeeds = exports.Liquidate = exports.LiquidationModule = exports.LeverageModule = exports.FlatcoinErrors = exports.ViewerGetPositionData = exports.Viewer = exports.StableModule = void 0;
+exports.PythPriceFeed = exports.CanLiquidateWithPriceFeeds = exports.FlatcoinVault = exports.DelayedOrder = exports.LimitOrder = exports.LiquidateWithoutPriceFeeds = exports.Liquidate = exports.LiquidationModule = exports.LeverageModule = exports.FlatcoinErrors = exports.ViewerGetPositionData = exports.Viewer = exports.StableModule = void 0;
 var stable_module_1 = require("./abi/stable-module");
 Object.defineProperty(exports, "StableModule", { enumerable: true, get: function () { return stable_module_1.StableModule; } });
 var viewer_1 = require("./abi/viewer");
@@ -39,4 +39,6 @@ var flatcoin_vault_1 = require("./abi/flatcoin-vault");
 Object.defineProperty(exports, "FlatcoinVault", { enumerable: true, get: function () { return flatcoin_vault_1.FlatcoinVault; } });
 var liquidation_module_4 = require("./abi/liquidation-module");
 Object.defineProperty(exports, "CanLiquidateWithPriceFeeds", { enumerable: true, get: function () { return liquidation_module_4.CanLiquidateWithPriceFeeds; } });
+var pyth_price_feed_1 = require("./abi/pyth-price-feed");
+Object.defineProperty(exports, "PythPriceFeed", { enumerable: true, get: function () { return pyth_price_feed_1.PythPriceFeed; } });
 __exportStar(require("./helpers"), exports);

package/dist/service/avg-deposit-price.service.d.ts

@@ -0,0 +1,12 @@
+import { Logger } from '@nestjs/common';
+import { GraphQueryService } from './graph-query.service';
+import { BigNumber } from 'ethers';
+import { BlockchainPriceService } from './blockchain-price.service';
+export declare class AvgDepositPriceService {
+    private readonly graphQueryService;
+    private readonly logger;
+    private readonly blockchainPriceService;
+    private readonly ethAddress;
+    constructor(graphQueryService: GraphQueryService, logger: Logger, blockchainPriceService: BlockchainPriceService);
+    getAverageDepositPriceInEth(tokenId: number): Promise<BigNumber | null>;
+}

package/dist/service/avg-deposit-price.service.js

@@ -0,0 +1,70 @@
+"use strict";
+var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
+    var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
+    if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
+    else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
+    return c > 3 && r && Object.defineProperty(target, key, r), r;
+};
+var __metadata = (this && this.__metadata) || function (k, v) {
+    if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.AvgDepositPriceService = void 0;
+const common_1 = require("@nestjs/common");
+const graph_query_service_1 = require("./graph-query.service");
+const ethers_1 = require("ethers");
+const blockchain_price_service_1 = require("./blockchain-price.service");
+let AvgDepositPriceService = class AvgDepositPriceService {
+    constructor(graphQueryService, logger, blockchainPriceService) {
+        this.graphQueryService = graphQueryService;
+        this.logger = logger;
+        this.blockchainPriceService = blockchainPriceService;
+        if (process.env.PYTH_PRICE_FEED_ETH_ADDRESS) {
+            this.ethAddress = process.env.PYTH_PRICE_FEED_ETH_ADDRESS;
+        }
+        else {
+            throw new Error('env property PYTH_PRICE_FEED_ETH_ADDRESS is not configured');
+        }
+    }
+    async getAverageDepositPriceInEth(tokenId) {
+        const leverageOpens = await this.graphQueryService.getLeverageOpensByTokenId(tokenId);
+        const leverageAdjusts = await this.graphQueryService.getLeverageAdjustsFromBlock(tokenId);
+        const leverageOpen = leverageOpens[0];
+        let potentialEthAmountHeldTotal;
+        let avgDepositPrice;
+        if (leverageOpen) {
+            const ethPriceAtDepositBlock = await this.blockchainPriceService.getUsdPriceAtBlock(this.ethAddress, leverageOpen.blockNumber);
+            const potentialEthAmountReceived = ethers_1.BigNumber.from(leverageOpen.margin)
+                .mul(ethers_1.BigNumber.from(leverageOpen.entryPrice))
+                .div(ethPriceAtDepositBlock);
+            avgDepositPrice = ethPriceAtDepositBlock;
+            potentialEthAmountHeldTotal = potentialEthAmountReceived;
+        }
+        else
+            return null;
+        if (leverageAdjusts) {
+            for (const leverageAdjust of leverageAdjusts) {
+                const marginDelta = ethers_1.BigNumber.from(leverageAdjust.marginDelta);
+                if (marginDelta.gt(ethers_1.BigNumber.from(0))) {
+                    const ethPriceAtDepositBlock = await this.blockchainPriceService.getUsdPriceAtBlock(this.ethAddress, leverageAdjust.blockNumber);
+                    const potentialEthAmountReceived = marginDelta
+                        .mul(ethers_1.BigNumber.from(leverageAdjust.adjustPrice))
+                        .div(ethPriceAtDepositBlock);
+                    avgDepositPrice = potentialEthAmountHeldTotal
+                        .mul(avgDepositPrice)
+                        .add(marginDelta.mul(leverageAdjust.adjustPrice))
+                        .div(potentialEthAmountHeldTotal.add(potentialEthAmountReceived));
+                    potentialEthAmountHeldTotal = potentialEthAmountHeldTotal.add(potentialEthAmountReceived);
+                }
+            }
+        }
+        return avgDepositPrice;
+    }
+};
+exports.AvgDepositPriceService = AvgDepositPriceService;
+exports.AvgDepositPriceService = AvgDepositPriceService = __decorate([
+    (0, common_1.Injectable)(),
+    __metadata("design:paramtypes", [graph_query_service_1.GraphQueryService,
+        common_1.Logger,
+        blockchain_price_service_1.BlockchainPriceService])
+], AvgDepositPriceService);

package/dist/service/blockchain-price.service.d.ts

@@ -0,0 +1,13 @@
+import { Logger } from '@nestjs/common';
+import { GraphQueryService } from './graph-query.service';
+import { BigNumber } from 'ethers';
+import { JsonRpcProvider } from '@ethersproject/providers';
+export declare class BlockchainPriceService {
+    private readonly graphQueryService;
+    private readonly customProvider;
+    private readonly logger;
+    private readonly assetHandlerContract;
+    constructor(graphQueryService: GraphQueryService, customProvider: JsonRpcProvider, logger: Logger);
+    getUsdPriceAtBlock(assetAddress: string, blockNumber: number): Promise<BigNumber>;
+    private getUsdPriceAtBlockUnformatted;
+}

package/dist/service/blockchain-price.service.js

@@ -0,0 +1,62 @@
+"use strict";
+var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
+    var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
+    if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
+    else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
+    return c > 3 && r && Object.defineProperty(target, key, r), r;
+};
+var __metadata = (this && this.__metadata) || function (k, v) {
+    if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
+};
+var __param = (this && this.__param) || function (paramIndex, decorator) {
+    return function (target, key) { decorator(target, key, paramIndex); }
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BlockchainPriceService = void 0;
+const common_1 = require("@nestjs/common");
+const graph_query_service_1 = require("./graph-query.service");
+const ethers_1 = require("ethers");
+const pyth_price_feed_1 = require("../contracts/abi/pyth-price-feed");
+const nestjs_ethers_1 = require("nestjs-ethers");
+const providers_1 = require("@ethersproject/providers");
+let BlockchainPriceService = class BlockchainPriceService {
+    constructor(graphQueryService, customProvider, logger) {
+        this.graphQueryService = graphQueryService;
+        this.customProvider = customProvider;
+        this.logger = logger;
+        if (process.env.PYHT_PRICE_FEED_CONTRACT_ADDRESS) {
+            this.assetHandlerContract = new ethers_1.Contract(process.env.PYHT_PRICE_FEED_CONTRACT_ADDRESS, pyth_price_feed_1.PythPriceFeed, this.customProvider);
+        }
+        else {
+            throw new Error('env property PYHT_PRICE_FEED_CONTRACT_ADDRESS is not configured');
+        }
+    }
+    async getUsdPriceAtBlock(assetAddress, blockNumber) {
+        try {
+            return (await this.getUsdPriceAtBlockUnformatted(assetAddress, blockNumber)).mul(ethers_1.BigNumber.from('10000000000'));
+        }
+        catch (err) {
+            this.logger.error(`Error calling getUSDPrice with asset address ${assetAddress}:`, err);
+            throw err;
+        }
+    }
+    async getUsdPriceAtBlockUnformatted(assetAddress, blockNumber) {
+        try {
+            return await this.assetHandlerContract.callStatic['queryPriceFeed'](assetAddress, {
+                blockTag: blockNumber,
+            });
+        }
+        catch (err) {
+            this.logger.error(`Error calling getUSDPrice with asset address ${assetAddress}:`, err);
+            throw err;
+        }
+    }
+};
+exports.BlockchainPriceService = BlockchainPriceService;
+exports.BlockchainPriceService = BlockchainPriceService = __decorate([
+    (0, common_1.Injectable)(),
+    __param(1, (0, nestjs_ethers_1.InjectEthersProvider)()),
+    __metadata("design:paramtypes", [graph_query_service_1.GraphQueryService,
+        providers_1.JsonRpcProvider,
+        common_1.Logger])
+], BlockchainPriceService);

package/dist/service/graph-query.service.d.ts

@@ -8,10 +8,12 @@ export declare class GraphQueryService {
     getAnnouncedOrders(timestampFrom: number): Promise<AnnouncedOrder[]>;
     getLeverageOpensFromBLock(blockFrom: number): Promise<LeverageOpen[]>;
     getLeverageOpensByTimestampFrom(timestampFrom: number): Promise<LeverageOpen[]>;
+    getLeverageOpensByTokenId(tokenId: number): Promise<LeverageOpen[]>;
     getLeverageClosesFromBlock(blockFrom: number): Promise<LeverageClose[]>;
     getLeverageClosesByTimestampFrom(timestampFrom: number): Promise<LeverageClose[]>;
     getLeverageAdjustsByTimestampFrom(timestampFrom: number): Promise<LeverageAdjust[]>;
     getLeverageAdjustsFromBlock(blockNumber: number): Promise<LeverageAdjust[]>;
+    getLeverageAdjustsByTokenId(tokenId: number): Promise<LeverageAdjust[]>;
     getPositionLiquidateds(blockFrom: number): Promise<PositionLiquidated[]>;
     getDeposits(blockFrom: number): Promise<DepositEvent[]>;
     getDepositsByTimestampFrom(timestampFrom: number): Promise<DepositEvent[]>;
@@ -33,9 +35,11 @@ export declare class GraphQueryService {
 export declare const getAnnouncedOrdersQuery: string;
 export declare const getLeverageOpensQuery: string;
 export declare const getLeverageOpensByTimestampFromQuery: string;
+export declare const getLeverageOpensByTokenIdQuery: string;
 export declare const getLeverageClosesQuery: string;
 export declare const getLeverageClosesByTimestampFromQuery: string;
 export declare const getLeverageAdjustsByTimestampFromQuery: string;
+export declare const getLeverageAdjustsByTokenIdQuery: string;
 export declare const getLeverageAdjustsByBlockFromQuery: string;
 export declare const getPositionLiquidatedsQuery: string;
 export declare const getDepositsQuery: string;

package/dist/service/graph-query.service.js

@@ -9,7 +9,7 @@ var __metadata = (this && this.__metadata) || function (k, v) {
     if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getUnitHoldersQueryPaginated = exports.getClosedPositionsQueryByCloseBlockFrom = exports.getClosedPositionsQuery = exports.getClosedPositionsQueryPaginated = exports.getOpenPositionsQueryPaginated = exports.getLimitOrderExecutedsByTimestampFromQuery = exports.getLimitOrderAnnouncedsQuery = exports.getWithdrawsByWithdrawerAddressQuery = exports.getWithdrawsByTimestampFromQuery = exports.getWithdrawsQuery = exports.getDepositsByDepositorAddressQuery = exports.getDepositsByTimestampFromQuery = exports.getDepositsQuery = exports.getPositionLiquidatedsQuery = exports.getLeverageAdjustsByBlockFromQuery = exports.getLeverageAdjustsByTimestampFromQuery = exports.getLeverageClosesByTimestampFromQuery = exports.getLeverageClosesQuery = exports.getLeverageOpensByTimestampFromQuery = exports.getLeverageOpensQuery = exports.getAnnouncedOrdersQuery = exports.GraphQueryService = void 0;
+exports.getUnitHoldersQueryPaginated = exports.getClosedPositionsQueryByCloseBlockFrom = exports.getClosedPositionsQuery = exports.getClosedPositionsQueryPaginated = exports.getOpenPositionsQueryPaginated = exports.getLimitOrderExecutedsByTimestampFromQuery = exports.getLimitOrderAnnouncedsQuery = exports.getWithdrawsByWithdrawerAddressQuery = exports.getWithdrawsByTimestampFromQuery = exports.getWithdrawsQuery = exports.getDepositsByDepositorAddressQuery = exports.getDepositsByTimestampFromQuery = exports.getDepositsQuery = exports.getPositionLiquidatedsQuery = exports.getLeverageAdjustsByBlockFromQuery = exports.getLeverageAdjustsByTokenIdQuery = exports.getLeverageAdjustsByTimestampFromQuery = exports.getLeverageClosesByTimestampFromQuery = exports.getLeverageClosesQuery = exports.getLeverageOpensByTokenIdQuery = exports.getLeverageOpensByTimestampFromQuery = exports.getLeverageOpensQuery = exports.getAnnouncedOrdersQuery = exports.GraphQueryService = void 0;
 const common_1 = require("@nestjs/common");
 const graphql_request_1 = require("graphql-request");
 let GraphQueryService = class GraphQueryService {
@@ -53,6 +53,18 @@ let GraphQueryService = class GraphQueryService {
             throw error;
         }
     }
+    async getLeverageOpensByTokenId(tokenId) {
+        const variables = { tokenId: tokenId };
+        try {
+            const response = await this.graphQLClient.request(exports.getLeverageOpensByTokenIdQuery, variables);
+            this.logger.log(`Fetched ${response.leverageOpens.length} leverageOpens events from the graph for tokenId: ${tokenId}`);
+            return response.leverageOpens;
+        }
+        catch (error) {
+            this.logger.error(`Error fetching leverageOpens events from the graph for tokenId: ${tokenId}`, error);
+            throw error;
+        }
+    }
     async getLeverageClosesFromBlock(blockFrom) {
         const variables = { fromBlock: blockFrom };
         try {
@@ -101,6 +113,18 @@ let GraphQueryService = class GraphQueryService {
             throw error;
         }
     }
+    async getLeverageAdjustsByTokenId(tokenId) {
+        const variables = { tokenId: tokenId };
+        try {
+            const response = await this.graphQLClient.request(exports.getLeverageAdjustsByTokenIdQuery, variables);
+            this.logger.log(`Fetched ${response.leverageAdjusts.length} leverageAdjusts events from the graph for tokenId: ${tokenId}`);
+            return response.leverageAdjusts;
+        }
+        catch (error) {
+            this.logger.error(`Error fetching leverageAdjusts events from the graph by tokenId: ${tokenId}`, error);
+            throw error;
+        }
+    }
     async getPositionLiquidateds(blockFrom) {
         const variables = { fromBlock: blockFrom };
         try {
@@ -361,6 +385,21 @@ exports.getLeverageOpensByTimestampFromQuery = (0, graphql_request_1.gql) `
     }
   }
 `;
+exports.getLeverageOpensByTokenIdQuery = (0, graphql_request_1.gql) `
+  query GetLeverageOpens($tokenId: Int) {
+    leverageOpens(where: { tokenId: $tokenId }, first: 1000) {
+      blockNumber
+      blockTimestamp
+      entryPrice
+      tokenId
+      account
+      margin
+      size
+      transactionHash
+      executedBy
+    }
+  }
+`;
 exports.getLeverageClosesQuery = (0, graphql_request_1.gql) `
   query GetLeverageCloses($fromBlock: Int) {
     leverageCloses(where: { blockNumber_gt: $fromBlock }, first: 1000) {
@@ -403,6 +442,20 @@ exports.getLeverageAdjustsByTimestampFromQuery = (0, graphql_request_1.gql) `
     }
   }
 `;
+exports.getLeverageAdjustsByTokenIdQuery = (0, graphql_request_1.gql) `
+  query GetLeverageAdjusts($tokenId: Int) {
+    leverageAdjusts(where: { tokenId: $tokenId }, first: 1000) {
+      tokenId
+      marginDelta
+      sizeDelta
+      blockTimestamp
+      transactionHash
+      adjustPrice
+      executedBy
+      blockNumber
+    }
+  }
+`;
 exports.getLeverageAdjustsByBlockFromQuery = (0, graphql_request_1.gql) `
   query GetLeverageAdjusts($blockNumber: Int) {
     leverageAdjusts(where: { blockNumber_gt: $blockNumber }, first: 1000) {

package/dist/service/index.d.ts

@@ -4,3 +4,5 @@ export * from './error.handler';
 export * from './notification.service';
 export * from './blockscan.service';
 export * from './multichain-config.service';
+export * from './blockchain-price.service';
+export * from './avg-deposit-price.service';

package/dist/service/index.js

@@ -20,3 +20,5 @@ __exportStar(require("./error.handler"), exports);
 __exportStar(require("./notification.service"), exports);
 __exportStar(require("./blockscan.service"), exports);
 __exportStar(require("./multichain-config.service"), exports);
+__exportStar(require("./blockchain-price.service"), exports);
+__exportStar(require("./avg-deposit-price.service"), exports);

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@dhedge/backend-flatcoin-core",
-  "version": "0.2.94",
+  "version": "0.2.96",
   "description": "Backend Flatcoin Core",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",
@@ -24,7 +24,8 @@
     "nest-winston": "1.9.3",
     "typeorm": "^0.3.17",
     "winston": "3.10.0",
-    "graphql-request": "6.1.0"
+    "graphql-request": "6.1.0",
+    "nestjs-ethers": "^2.0.3"
   },
   "devDependencies": {
     "@nestjs/testing": "^9.4.3",
@@ -45,7 +46,8 @@
     "prettier": "^2.3.2",
     "rimraf": "5.0.5",
     "ts-jest": "29.1.0",
-    "typescript": "^5.0.0"
+    "typescript": "^5.0.0",
+    "@ethersproject/providers": "^5.7.2"
   },
   "repository": {
     "type": "git",