@nadohq/indexer-client 0.1.0-alpha.1

package/src/types/serverTypes.ts

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+import {
+  EIP712LeaderboardAuthenticationValues,
+  SignedTx,
+} from '@nadohq/contracts';
+import { IndexerEventType } from './IndexerEventType';
+import { IndexerLeaderboardRankType } from './IndexerLeaderboardType';
+import { NadoWithdrawCollateralTx } from './NadoTx';
+import {
+  IndexerServerCandlestick,
+  IndexerServerEvent,
+  IndexerServerLeaderboardContest,
+  IndexerServerLeaderboardPosition,
+  IndexerServerLeaderboardRegistration,
+  IndexerServerMaker,
+  IndexerServerMarketSnapshot,
+  IndexerServerMarketSnapshotInterval,
+  IndexerServerMatchEvent,
+  IndexerServerOraclePrice,
+  IndexerServerOrder,
+  IndexerServerProductPayment,
+  IndexerServerProductSnapshot,
+  IndexerServerSnapshotsInterval,
+  IndexerServerTx,
+  IndexerServerVlpSnapshot,
+} from './serverModelTypes';
+
+/**
+ * Params
+ */
+
+export interface IndexerServerListSubaccountsParams {
+  // Inclusive, defaults to 0
+  start?: number;
+  // Defaults to 100
+  limit?: number;
+  address?: string;
+}
+
+export interface IndexerServerMultiSubaccountSnapshotsParams {
+  // Subaccount hex identifiers
+  subaccounts: string[];
+  timestamps: number[];
+  // If not given, will return both isolated & non-iso balances
+  isolated?: boolean;
+}
+
+export interface IndexerServerReferralCodeParams {
+  subaccount: string;
+}
+
+export interface IndexerServerFundingRateParams {
+  product_id: number;
+}
+
+export interface IndexerServerFundingRatesParams {
+  product_ids: number[];
+}
+
+export interface IndexerServerPriceParams {
+  product_id: number;
+}
+
+export interface IndexerServerPerpPricesParams {
+  product_ids: number[];
+}
+
+export interface IndexerServerOraclePricesParams {
+  product_ids: number[];
+}
+
+export interface IndexerServerCandlesticksParams {
+  product_id: number;
+  granularity: number;
+  // Seconds
+  max_time?: number;
+  limit: number;
+}
+
+export type IndexerEdgeServerCandlesticksParams =
+  IndexerServerCandlesticksParams;
+
+export interface IndexerServerProductsParams {
+  product_id: number;
+  max_time?: number;
+  limit: number;
+  // submission_idx for pagination, inclusive
+  idx?: string;
+}
+
+export interface IndexerServerMultiProductsParams {
+  product_ids: number[];
+  max_time: number[];
+}
+
+export interface IndexerServerEventsParams {
+  subaccount?: string;
+  product_ids?: number[];
+  // If not given, will return both isolated & non-iso events
+  isolated?: boolean;
+  event_types?: IndexerEventType[];
+  // Descending order for idx (time), defaults to true
+  desc?: boolean;
+  // submission_idx for pagination, inclusive
+  idx?: string;
+  max_time?: number;
+  limit?:
+    | {
+        raw: number;
+      }
+    | {
+        txs: number;
+      };
+}
+
+export interface IndexerServerOrdersParams {
+  subaccount?: string;
+  product_ids?: number[];
+  digests?: string[];
+  max_time?: number;
+  limit?: number;
+  // If not given, will return both isolated & non-iso orders
+  isolated?: boolean;
+  // submission_idx for pagination, inclusive
+  idx?: string;
+}
+
+export interface IndexerServerMatchEventsParams {
+  subaccount?: string;
+  product_ids?: number[];
+  // If not given, will return both isolated & non-iso events
+  isolated?: boolean;
+  max_time?: number;
+  limit: number;
+  // submission_idx for pagination, inclusive
+  idx?: string;
+}
+
+export interface IndexerServerLinkedSignerParams {
+  subaccount: string;
+}
+
+export interface IndexerServerMarketSnapshotsParams {
+  interval: IndexerServerMarketSnapshotInterval;
+  // Defaults to all
+  product_ids?: number[];
+}
+
+export interface IndexerEdgeServerMarketSnapshotsParams {
+  interval: IndexerServerMarketSnapshotInterval;
+}
+
+export interface IndexerServerInterestFundingParams {
+  subaccount: string;
+  product_ids: number[];
+  // If not given, defaults to latest
+  max_idx?: string;
+  max_time?: number;
+  limit: number;
+}
+
+export interface IndexerServerMakerStatisticsParams {
+  product_id: number;
+  epoch: number;
+  interval: number;
+}
+
+export interface IndexerServerLeaderboardParams {
+  contest_id: number;
+  rank_type: IndexerLeaderboardRankType;
+  start?: number | string;
+  limit?: number | string;
+}
+
+export interface IndexerServerLeaderboardRankParams {
+  subaccount: string;
+  contest_ids: number[];
+}
+
+export interface IndexerServerLeaderboardContestsParams {
+  contest_ids: number[];
+}
+
+export interface IndexerServerLeaderboardRegistrationParams {
+  subaccount: string;
+  contest_id: number;
+  update_registration: SignedTx<EIP712LeaderboardAuthenticationValues> | null;
+}
+
+export interface IndexerServerFastWithdrawalSignatureParams {
+  /**
+   * The submission index of the WithdrawCollateral tx to be used for fast withdraw.
+   */
+  idx: number | string;
+}
+
+export interface IndexerServerVlpSnapshotsParams {
+  interval: IndexerServerSnapshotsInterval;
+}
+
+// Request
+export interface IndexerServerQueryRequestByType {
+  account_snapshots: IndexerServerMultiSubaccountSnapshotsParams;
+  backlog: Record<string, never>;
+  candlesticks: IndexerServerCandlesticksParams;
+  edge_candlesticks: IndexerEdgeServerCandlesticksParams;
+  edge_market_snapshots: IndexerEdgeServerMarketSnapshotsParams;
+  events: IndexerServerEventsParams;
+  fast_withdrawal_signature: IndexerServerFastWithdrawalSignatureParams;
+  funding_rate: IndexerServerFundingRateParams;
+  funding_rates: IndexerServerFundingRatesParams;
+  interest_and_funding: IndexerServerInterestFundingParams;
+  leaderboard: IndexerServerLeaderboardParams;
+  leaderboard_contests: IndexerServerLeaderboardContestsParams;
+  leaderboard_rank: IndexerServerLeaderboardRankParams;
+  leaderboard_registration: IndexerServerLeaderboardRegistrationParams;
+  linked_signer_rate_limit: IndexerServerLinkedSignerParams;
+  maker_statistics: IndexerServerMakerStatisticsParams;
+  market_snapshots: IndexerServerMarketSnapshotsParams;
+  matches: IndexerServerMatchEventsParams;
+  oracle_price: IndexerServerOraclePricesParams;
+  orders: IndexerServerOrdersParams;
+  perp_prices: IndexerServerPerpPricesParams;
+  price: IndexerServerPriceParams;
+  product_snapshots: IndexerServerMultiProductsParams;
+  products: IndexerServerProductsParams;
+  referral_code: IndexerServerReferralCodeParams;
+  subaccounts: IndexerServerListSubaccountsParams;
+  usdc_price: Record<string, never>;
+  vlp_snapshots: IndexerServerVlpSnapshotsParams;
+}
+
+export type IndexerServerQueryRequestType =
+  keyof IndexerServerQueryRequestByType;
+
+/**
+ * Responses
+ */
+
+export interface IndexerServerListSubaccountsResponse {
+  subaccounts: {
+    id: string;
+    // Hex of subaccount bytes
+    subaccount: string;
+  }[];
+}
+
+export interface IndexerServerMultiSubaccountSnapshotsResponse {
+  // Map of subaccount hex -> timestamp requested -> latest events corresponding to each product
+  snapshots: Record<string, Record<string, IndexerServerEvent[]>>;
+}
+
+export interface IndexerServerReferralCodeResponse {
+  referral_code: string | null;
+}
+
+export interface IndexerServerFundingRate {
+  product_id: number;
+  funding_rate_x18: string;
+  update_time: number;
+}
+
+export type IndexerServerFundingRateResponse = IndexerServerFundingRate;
+
+// Map of productId -> IndexerServerFundingRate
+export type IndexerServerFundingRatesResponse = Record<
+  string,
+  IndexerServerFundingRate
+>;
+
+export interface IndexerServerPerpPrices {
+  product_id: number;
+  index_price_x18: string;
+  mark_price_x18: string;
+  update_time: number;
+}
+
+export type IndexerServerPriceResponse = IndexerServerPerpPrices;
+
+// Map of productId -> IndexerServerPerpPrices
+export type IndexerServerPerpPricesResponse = Record<
+  string,
+  IndexerServerPerpPrices
+>;
+
+export interface IndexerServerOraclePricesResponse {
+  prices: IndexerServerOraclePrice[];
+}
+
+export interface IndexerServerCandlesticksResponse {
+  candlesticks: IndexerServerCandlestick[];
+}
+
+export type IndexerEdgeServerCandlesticksResponse =
+  IndexerServerCandlesticksResponse;
+
+export interface IndexerServerProductsResponse {
+  products: IndexerServerProductSnapshot[];
+  txs: IndexerServerTx[];
+}
+
+// Map of timestamp -> (productID -> IndexerServerProductSnapshot)
+export type IndexerServerMultiProductsResponse = Record<
+  string,
+  Record<string, IndexerServerProductSnapshot>
+>;
+
+export interface IndexerServerEventsResponse {
+  events: IndexerServerEvent[];
+  txs: IndexerServerTx[];
+}
+
+export interface IndexerServerOrdersResponse {
+  orders: IndexerServerOrder[];
+}
+
+export interface IndexerServerMatchEventsResponse {
+  matches: IndexerServerMatchEvent[];
+  txs: IndexerServerTx[];
+}
+
+export interface IndexerServerUsdcPriceResponse {
+  price_x18: string;
+}
+
+export interface IndexerServerLinkedSignerResponse {
+  total_tx_limit: string;
+  remaining_tx: string;
+  wait_time: string;
+  signer: string;
+}
+
+export interface IndexerServerMarketSnapshotsResponse {
+  snapshots: IndexerServerMarketSnapshot[];
+}
+
+export interface IndexerEdgeServerMarketSnapshotsResponse {
+  snapshots: Record<number, IndexerServerMarketSnapshot[]>;
+}
+
+export interface IndexerServerInterestFundingResponse {
+  interest_payments: IndexerServerProductPayment[];
+  funding_payments: IndexerServerProductPayment[];
+  next_idx: string;
+}
+
+export interface IndexerServerMakerStatisticsResponse {
+  reward_coefficient: string;
+  makers: IndexerServerMaker[];
+}
+
+export interface IndexerServerLeaderboardResponse {
+  positions: IndexerServerLeaderboardPosition[];
+}
+
+export interface IndexerServerLeaderboardRegistrationResponse {
+  // For non-tiered contests, null if the user is not registered for the provided contestId.
+  // For tiered contests (i.e., related contests), null if the user is not registered for any of the contests in the tier group.
+  registration: IndexerServerLeaderboardRegistration | null;
+}
+
+export interface IndexerServerLeaderboardRankResponse {
+  // If the subaccount is not eligible for a given contest, it would not be included in the response.
+  // contestId -> IndexerServerLeaderboardPosition
+  positions: Record<string, IndexerServerLeaderboardPosition>;
+}
+
+export interface IndexerServerLeaderboardContestsResponse {
+  contests: IndexerServerLeaderboardContest[];
+}
+
+export interface IndexerServerFastWithdrawalSignatureResponse {
+  idx: string;
+  tx: NadoWithdrawCollateralTx['withdraw_collateral'];
+  tx_bytes: string;
+  signatures: string[];
+}
+
+export interface IndexerServerVlpSnapshotsResponse {
+  snapshots: IndexerServerVlpSnapshot[];
+}
+
+export interface IndexerServerBacklogResponse {
+  // Total number of transactions stored in the indexer DB
+  total_txs: string;
+  // Current nSubmissions value from the chain (i.e., number of processed txs)
+  total_submissions: string;
+  // Number of unprocessed transactions (total_txs - total_submissions)
+  backlog_size: string;
+  // UNIX timestamp (in seconds) of when the data was last updated
+  updated_at: string;
+  // Estimated time in seconds (float) to clear the entire backlog (null if unavailable)
+  backlog_eta_in_seconds: string | null;
+  // Current submission rate in transactions per second (float) (null if unavailable)
+  txs_per_second: string | null;
+}
+
+// Response
+export interface IndexerServerQueryResponseByType {
+  account_snapshots: IndexerServerMultiSubaccountSnapshotsResponse;
+  backlog: IndexerServerBacklogResponse;
+  candlesticks: IndexerServerCandlesticksResponse;
+  edge_candlesticks: IndexerEdgeServerCandlesticksResponse;
+  edge_market_snapshots: IndexerEdgeServerMarketSnapshotsResponse;
+  events: IndexerServerEventsResponse;
+  fast_withdrawal_signature: IndexerServerFastWithdrawalSignatureResponse;
+  funding_rate: IndexerServerFundingRateResponse;
+  funding_rates: IndexerServerFundingRatesResponse;
+  interest_and_funding: IndexerServerInterestFundingResponse;
+  leaderboard: IndexerServerLeaderboardResponse;
+  leaderboard_contests: IndexerServerLeaderboardContestsResponse;
+  leaderboard_rank: IndexerServerLeaderboardRankResponse;
+  leaderboard_registration: IndexerServerLeaderboardRegistrationResponse;
+  linked_signer_rate_limit: IndexerServerLinkedSignerResponse;
+  maker_statistics: IndexerServerMakerStatisticsResponse;
+  market_snapshots: IndexerServerMarketSnapshotsResponse;
+  matches: IndexerServerMatchEventsResponse;
+  oracle_price: IndexerServerOraclePricesResponse;
+  orders: IndexerServerOrdersResponse;
+  perp_prices: IndexerServerPerpPricesResponse;
+  price: IndexerServerPriceResponse;
+  product_snapshots: IndexerServerMultiProductsResponse;
+  products: IndexerServerProductsResponse;
+  referral_code: IndexerServerReferralCodeResponse;
+  subaccounts: IndexerServerListSubaccountsResponse;
+  usdc_price: IndexerServerUsdcPriceResponse;
+  vlp_snapshots: IndexerServerVlpSnapshotsResponse;
+}

package/src/utils/index.ts

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+export * from './indexerBalanceValue';

package/src/utils/indexerBalanceValue.ts

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+import { BigDecimal } from '@nadohq/utils';
+import { IndexerPerpBalance, IndexerSpotBalance } from '../types';
+
+/**
+ * Most of these calculations take oraclePrice as a separate parameter. This allows us to not rely on the Snapshot
+ * interfaces to give clients the optionality to pass either the pre or post balance
+ */
+
+/**
+ * Calculates the quote value of an indexer spot balance
+ *
+ * @param balance
+ * @param oraclePrice
+ */
+export function calcIndexerSpotBalanceValue(
+  balance: IndexerSpotBalance,
+  oraclePrice: BigDecimal,
+): BigDecimal {
+  return balance.amount.multipliedBy(oraclePrice);
+}
+
+/**
+ * Calculates the notional value of an indexer perp balance
+ *
+ * @param balance
+ * @param oraclePrice
+ */
+export function calcIndexerPerpBalanceNotionalValue(
+  balance: IndexerPerpBalance,
+  oraclePrice: BigDecimal,
+): BigDecimal {
+  return balance.amount.multipliedBy(oraclePrice).abs();
+}
+
+/**
+ * Calculates the true quote value of a indexer perp balance, which is the same as its unrealized pnl / unsettled quote
+ *
+ * @param balance
+ * @param oraclePrice
+ */
+export function calcIndexerPerpBalanceValue(
+  balance: IndexerPerpBalance,
+  oraclePrice: BigDecimal,
+): BigDecimal {
+  return balance.amount.multipliedBy(oraclePrice).plus(balance.vQuoteBalance);
+}