@nadohq/indexer-client 0.1.0-alpha.1

package/src/types/paginatedEventsTypes.ts

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+import { Subaccount } from '@nadohq/contracts';
+import { BigDecimal } from '@nadohq/utils';
+import {
+  GetIndexerInterestFundingPaymentsParams,
+  GetIndexerInterestFundingPaymentsResponse,
+  GetIndexerLeaderboardParams,
+  GetIndexerLeaderboardResponse,
+  GetIndexerMatchEventsParams,
+  GetIndexerOrdersParams,
+  IndexerEventBalanceStateSnapshot,
+  IndexerEventPerpStateSnapshot,
+  IndexerEventSpotStateSnapshot,
+  IndexerEventWithTx,
+  IndexerMatchEvent,
+  IndexerOrder,
+} from './clientTypes';
+import { CollateralEventType } from './collateralEventType';
+import { NadoTx } from './NadoTx';
+
+export interface IndexerPaginationParams {
+  limit: number;
+  // Retrieves events inclusive of this start cursor
+  startCursor?: string;
+}
+
+export interface IndexerPaginationMeta {
+  hasMore: boolean;
+  nextCursor?: string;
+}
+
+export type WithPaginationMeta = { meta: IndexerPaginationMeta };
+
+type BaseSubaccountPaginationParams = Subaccount &
+  IndexerPaginationParams & {
+    /**
+     * If provided, only events with a timestamp in seconds <= this value will be returned
+     * Specifying `startCursor` will supercede this value
+     */
+    maxTimestampInclusive?: number;
+  };
+
+export interface BaseIndexerPaginatedEvent extends Subaccount {
+  timestamp: BigDecimal;
+  submissionIndex: string;
+  tx: NadoTx;
+}
+
+export interface PaginatedIndexerEventsResponse<
+  T extends BaseIndexerPaginatedEvent,
+> extends WithPaginationMeta {
+  events: T[];
+}
+
+/**
+ * Collateral
+ */
+
+export interface GetIndexerSubaccountCollateralEventsParams
+  extends BaseSubaccountPaginationParams {
+  eventTypes?: CollateralEventType[];
+  // If not given, will return both isolated & non-iso events
+  isolated?: boolean;
+}
+
+export interface IndexerCollateralEvent extends BaseIndexerPaginatedEvent {
+  eventType: CollateralEventType;
+  // Positive for deposits, negative for withdrawals
+  amount: BigDecimal;
+  // The collateral balance after the event
+  newAmount: BigDecimal;
+  snapshot: IndexerEventSpotStateSnapshot;
+}
+
+export type GetIndexerSubaccountCollateralEventsResponse =
+  PaginatedIndexerEventsResponse<IndexerCollateralEvent>;
+
+/**
+ * VLP
+ */
+export type GetIndexerSubaccountVlpEventsParams =
+  BaseSubaccountPaginationParams;
+
+export interface IndexerVlpEvent extends BaseIndexerPaginatedEvent {
+  vlpDelta: BigDecimal;
+  primaryQuoteDelta: BigDecimal;
+}
+
+export type GetIndexerSubaccountVlpEventsResponse =
+  PaginatedIndexerEventsResponse<IndexerVlpEvent>;
+
+/**
+ * Match events
+ */
+
+export type GetIndexerSubaccountMatchEventParams =
+  BaseSubaccountPaginationParams &
+    Pick<GetIndexerMatchEventsParams, 'productIds' | 'isolated'>;
+
+export type GetIndexerSubaccountMatchEventsResponse =
+  PaginatedIndexerEventsResponse<IndexerMatchEvent>;
+
+/**
+ * Orders
+ */
+
+export type GetIndexerPaginatedOrdersParams = BaseSubaccountPaginationParams &
+  Pick<GetIndexerOrdersParams, 'productIds' | 'isolated'>;
+
+export interface GetIndexerPaginatedOrdersResponse {
+  orders: IndexerOrder[];
+  meta: IndexerPaginationMeta;
+}
+
+/**
+ * Liquidations
+ */
+
+export type GetIndexerSubaccountLiquidationEventsParams =
+  BaseSubaccountPaginationParams;
+
+type WithIndexerEvent<
+  TData,
+  TStateType extends IndexerEventBalanceStateSnapshot,
+> = TData & {
+  indexerEvent: IndexerEventWithTx<TStateType>;
+};
+
+export interface IndexerLiquidationEvent extends BaseIndexerPaginatedEvent {
+  // Either spot or perp will then be liquidated if the subaccount maint. health is below 0
+  // Both spot & perp can be liquidated in the same event from a spread liquidation
+  spot?: WithIndexerEvent<
+    {
+      // The original balance that was liquidated
+      // ex. if it was originally a short, amount is negative, but the net delta from the liquidation is positive
+      amountLiquidated: BigDecimal;
+    },
+    IndexerEventSpotStateSnapshot
+  >;
+  perp?: WithIndexerEvent<
+    {
+      // The original balance that was liquidated
+      // ex. if it was originally a short, amount is negative, but the net delta from the liquidation is positive
+      amountLiquidated: BigDecimal;
+    },
+    IndexerEventPerpStateSnapshot
+  >;
+  // Quote delta for the subaccount
+  // Only the SPOT QUOTE payment made for the liquidation. Does not include the perp vQuote balance change
+  quote: WithIndexerEvent<
+    {
+      balanceDelta: BigDecimal;
+    },
+    IndexerEventSpotStateSnapshot
+  >;
+}
+
+export type GetIndexerSubaccountLiquidationEventsResponse =
+  PaginatedIndexerEventsResponse<IndexerLiquidationEvent>;
+
+/**
+ * Settlement
+ */
+
+export type GetIndexerSubaccountSettlementEventsParams =
+  BaseSubaccountPaginationParams;
+
+export interface IndexerSettlementEvent extends BaseIndexerPaginatedEvent {
+  // Quote delta for the subaccount being settled
+  quoteDelta: BigDecimal;
+  snapshot: IndexerEventPerpStateSnapshot;
+  isolated: boolean;
+}
+
+export type GetIndexerSubaccountSettlementEventsResponse =
+  PaginatedIndexerEventsResponse<IndexerSettlementEvent>;
+
+/**
+ * Interest / Funding
+ */
+
+export type GetIndexerSubaccountInterestFundingPaymentsParams =
+  BaseSubaccountPaginationParams &
+    Pick<GetIndexerInterestFundingPaymentsParams, 'productIds' | 'startCursor'>;
+
+export interface GetIndexerPaginatedInterestFundingPaymentsResponse
+  extends GetIndexerInterestFundingPaymentsResponse {
+  meta: IndexerPaginationMeta;
+}
+
+export type GetIndexerPaginatedLeaderboardParams = IndexerPaginationParams &
+  Pick<GetIndexerLeaderboardParams, 'contestId' | 'rankType'>;
+
+export type GetIndexerPaginatedLeaderboardResponse = WithPaginationMeta &
+  GetIndexerLeaderboardResponse;

package/src/types/serverModelTypes.ts

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+import { EIP712OrderValues } from '@nadohq/contracts';
+import {
+  EngineServerPerpBalance,
+  EngineServerPerpProduct,
+  EngineServerSpotBalance,
+  EngineServerSpotProduct,
+} from '@nadohq/engine-client';
+import { IndexerEventType } from './IndexerEventType';
+import { NadoTx } from './NadoTx';
+
+export interface IndexerServerSnapshotsInterval {
+  count: number;
+  // Currently accepts any granularity, time distance (in seconds) between data points
+  granularity: number;
+  max_time?: string;
+}
+
+export type IndexerServerProduct =
+  | {
+      spot: EngineServerSpotProduct;
+    }
+  | {
+      perp: EngineServerPerpProduct;
+    };
+
+export type IndexerServerBalance =
+  | {
+      spot: EngineServerSpotBalance;
+    }
+  | {
+      perp: EngineServerPerpBalance;
+    };
+
+/**
+ * Candlesticks
+ */
+
+export interface IndexerServerCandlestick {
+  product_id: number;
+  granularity: string;
+  submission_idx: string;
+  timestamp: string;
+  open_x18: string;
+  high_x18: string;
+  low_x18: string;
+  close_x18: string;
+  volume: string;
+}
+
+/**
+ * Product snapshots
+ */
+
+export interface IndexerServerProductSnapshot {
+  product_id: number;
+  submission_idx: string;
+  product: IndexerServerProduct;
+}
+
+/**
+ * Base Events
+ */
+
+export interface IndexerServerEvent {
+  subaccount: string;
+  isolated: boolean;
+  // The product ID associated with the isolated perp market. This is only used when product_id === QUOTE_PRODUCT_ID and isolated === true
+  isolated_product_id: number | null;
+  product_id: number;
+  submission_idx: string;
+  event_type: IndexerEventType;
+  pre_balance: IndexerServerBalance;
+  post_balance: IndexerServerBalance;
+  product: IndexerServerProduct;
+  net_interest_unrealized: string;
+  net_interest_cumulative: string;
+  net_funding_unrealized: string;
+  net_funding_cumulative: string;
+  net_entry_unrealized: string;
+  net_entry_cumulative: string;
+}
+
+export interface IndexerServerTx {
+  submission_idx: string;
+  timestamp: string;
+  tx: NadoTx;
+}
+
+/**
+ * Orders
+ */
+
+export interface IndexerServerOrder {
+  digest: string;
+  isolated: boolean;
+  subaccount: string;
+  product_id: number;
+  submission_idx: string;
+  amount: string;
+  price_x18: string;
+  expiration: string;
+  nonce: string;
+  base_filled: string;
+  // Includes fee
+  quote_filled: string;
+  // Includes sequencer fee
+  fee: string;
+}
+
+/**
+ * Match events
+ */
+
+export interface IndexerServerMatchEvent {
+  digest: string;
+  isolated: boolean;
+  order: EIP712OrderValues;
+  base_filled: string;
+  // Includes fee
+  quote_filled: string;
+  // Includes sequencer fee
+  fee: string;
+  sequencer_fee: string;
+  cumulative_fee: string;
+  cumulative_base_filled: string;
+  cumulative_quote_filled: string;
+  submission_idx: string;
+  net_entry_unrealized: string;
+  net_entry_cumulative: string;
+  pre_balance: IndexerServerMatchEventBalances;
+  post_balance: IndexerServerMatchEventBalances;
+}
+
+export interface IndexerServerMatchEventBalances {
+  base: IndexerServerBalance;
+  // Quote is defined if 0 is included in `product_ids` and the match event is a spot event
+  quote?: IndexerServerBalance;
+}
+
+/**
+ * Oracle price
+ */
+
+export interface IndexerServerOraclePrice {
+  product_id: number;
+  oracle_price_x18: string;
+  update_time: number;
+}
+
+/**
+ * Market snapshots
+ */
+
+export interface IndexerServerMarketSnapshotInterval {
+  count: number;
+  // Currently accepts any granularity, time distance (in seconds) between data points
+  granularity: number;
+  max_time?: string;
+}
+
+export interface IndexerServerMarketSnapshot {
+  timestamp: string;
+  cumulative_users: string;
+  daily_active_users: string;
+  tvl: string;
+  // Keyed by product ID -> decimal value in string (i.e. no decimal adjustment) necessary
+  // Backend serializes hashmaps with string keys
+  cumulative_volumes: Record<string, string>;
+  cumulative_taker_fees: Record<string, string>;
+  cumulative_sequencer_fees: Record<string, string>;
+  cumulative_maker_fees: Record<string, string>;
+  cumulative_trades: Record<string, string>;
+  cumulative_liquidation_amounts: Record<string, string>;
+  open_interests: Record<string, string>;
+  total_deposits: Record<string, string>;
+  total_borrows: Record<string, string>;
+  funding_rates: Record<string, string>;
+  deposit_rates: Record<string, string>;
+  borrow_rates: Record<string, string>;
+  cumulative_trade_sizes: Record<string, string>;
+  cumulative_inflows: Record<string, string>;
+  cumulative_outflows: Record<string, string>;
+  oracle_prices: Record<string, string>;
+}
+
+/**
+ * Interest / funding
+ */
+
+export interface IndexerServerProductPayment {
+  product_id: number;
+  idx: string;
+  timestamp: string;
+  amount: string;
+  balance_amount: string;
+  rate_x18: string;
+  oracle_price_x18: string;
+  isolated: boolean;
+  isolated_product_id: number | null;
+}
+
+/**
+ * Maker stats
+ */
+
+export interface IndexerServerMakerData {
+  timestamp: string;
+  maker_fee: string;
+  uptime: string;
+  sum_q_min: string;
+  q_score: string;
+  maker_share: string;
+  expected_maker_reward: string;
+}
+
+export interface IndexerServerMaker {
+  address: string;
+  data: IndexerServerMakerData[];
+}
+
+/**
+ * Leaderboard
+ */
+
+export interface IndexerServerLeaderboardPosition {
+  subaccount: string;
+  contest_id: number;
+  pnl: string;
+  pnl_rank: string;
+  roi: string;
+  roi_rank: string;
+  account_value: string;
+  volume?: string;
+  update_time: string;
+}
+
+export interface IndexerServerLeaderboardContest {
+  contest_id: number;
+  start_time: string;
+  end_time: string;
+  timeframe: string;
+  count: string;
+  threshold: string;
+  volume_threshold: string;
+  product_ids: number[];
+  last_updated: string;
+  active: boolean;
+}
+
+export interface IndexerServerLeaderboardRegistration {
+  subaccount: string;
+  contest_id: number;
+  update_time: string;
+}
+
+/**
+ * VLP
+ */
+
+export interface IndexerServerVlpSnapshot {
+  cumulative_burn_usdc: string;
+  cumulative_mint_usdc: string;
+  cumulative_pnl: string;
+  cumulative_trades: string;
+  cumulative_volume: string;
+  depositors: string;
+  oracle_price_x18: string;
+  submission_idx: string;
+  timestamp: string;
+  tvl: string;
+}