nado-protocol 0.1.0__py3-none-any.whl

nado_protocol/indexer_client/types/models.py

@@ -0,0 +1,364 @@
+from enum import IntEnum
+from nado_protocol.utils.enum import StrEnum
+
+from typing import Any, Optional, Union
+from nado_protocol.engine_client.types.models import (
+    PerpProduct,
+    PerpProductBalance,
+    SpotProduct,
+    SpotProductBalance,
+)
+
+from nado_protocol.utils.model import NadoBaseModel
+
+
+class IndexerEventType(StrEnum):
+    LIQUIDATE_SUBACCOUNT = "liquidate_subaccount"
+    DEPOSIT_COLLATERAL = "deposit_collateral"
+    WITHDRAW_COLLATERAL = "withdraw_collateral"
+    SETTLE_PNL = "settle_pnl"
+    MATCH_ORDERS = "match_orders"
+    MATCH_ORDER_A_M_M = "match_order_a_m_m"
+    SWAP_AMM = "swap_a_m_m"
+    MINT_LP = "mint_lp"
+    BURN_LP = "burn_lp"
+    MANUAL_ASSERT = "manual_assert"
+    LINK_SIGNER = "link_signer"
+    TRANSFER_QUOTE = "transfer_quote"
+    CREATE_ISOLATED_SUBACCOUNT = "create_isolated_subaccount"
+
+
+class IndexerCandlesticksGranularity(IntEnum):
+    ONE_MINUTE = 60
+    FIVE_MINUTES = 300
+    FIFTEEN_MINUTES = 900
+    ONE_HOUR = 3600
+    TWO_HOURS = 7200
+    FOUR_HOURS = 14400
+    ONE_DAY = 86400
+    ONE_WEEK = 604800
+    FOUR_WEEKS = 2419200
+
+
+class IndexerBaseModel(NadoBaseModel):
+    submission_idx: str
+    timestamp: Optional[str]
+
+
+class IndexerBaseOrder(NadoBaseModel):
+    sender: str
+    priceX18: str
+    amount: str
+    expiration: Union[str, int]
+    nonce: Union[str, int]
+
+
+class IndexerOrderFill(IndexerBaseModel):
+    digest: str
+    base_filled: str
+    quote_filled: str
+    fee: str
+
+
+class IndexerHistoricalOrder(IndexerOrderFill):
+    subaccount: str
+    product_id: int
+    amount: str
+    price_x18: str
+    expiration: str
+    nonce: str
+    isolated: bool
+
+
+class IndexerSignedOrder(NadoBaseModel):
+    order: IndexerBaseOrder
+    signature: str
+
+
+class IndexerMatch(IndexerOrderFill):
+    order: IndexerBaseOrder
+    cumulative_fee: str
+    cumulative_base_filled: str
+    cumulative_quote_filled: str
+    isolated: bool
+
+
+class IndexerMatchOrdersTxData(NadoBaseModel):
+    product_id: int
+    amm: bool
+    taker: IndexerSignedOrder
+    maker: IndexerSignedOrder
+
+
+class IndexerMatchOrdersTx(NadoBaseModel):
+    match_orders: IndexerMatchOrdersTxData
+
+
+class IndexerWithdrawCollateralTxData(NadoBaseModel):
+    sender: str
+    product_id: int
+    amount: str
+    nonce: int
+
+
+class IndexerWithdrawCollateralTx(NadoBaseModel):
+    withdraw_collateral: IndexerWithdrawCollateralTxData
+
+
+class IndexerLiquidateSubaccountTxData(NadoBaseModel):
+    sender: str
+    liquidatee: str
+    mode: int
+    health_group: int
+    amount: str
+    nonce: int
+
+
+class IndexerLiquidateSubaccountTx(NadoBaseModel):
+    liquidate_subaccount: IndexerLiquidateSubaccountTxData
+
+
+class IndexerMintLpTxData(NadoBaseModel):
+    sender: str
+    product_id: int
+    amount_base: str
+    quote_amount_low: str
+    quote_amount_high: str
+    nonce: int
+
+
+class IndexerMintLpTx(NadoBaseModel):
+    mint_lp: IndexerMintLpTxData
+
+
+class IndexerBurnLpTxData(NadoBaseModel):
+    sender: str
+    product_id: int
+    amount: str
+    nonce: int
+
+
+class IndexerBurnLpTx(NadoBaseModel):
+    burn_lp: IndexerBurnLpTxData
+
+
+IndexerTxData = Union[
+    IndexerMatchOrdersTx,
+    IndexerWithdrawCollateralTx,
+    IndexerLiquidateSubaccountTx,
+    IndexerMintLpTx,
+    IndexerBurnLpTx,
+]
+
+
+class IndexerTx(IndexerBaseModel):
+    tx: Union[IndexerTxData, Any]
+
+
+class IndexerSpotProductBalanceData(NadoBaseModel):
+    spot: SpotProductBalance
+
+
+class IndexerPerpProductBalanceData(NadoBaseModel):
+    perp: PerpProductBalance
+
+
+IndexerProductBalanceData = Union[
+    IndexerSpotProductBalanceData, IndexerPerpProductBalanceData
+]
+
+
+class IndexerSpotProductData(NadoBaseModel):
+    spot: SpotProduct
+
+
+class IndexerPerpProductData(NadoBaseModel):
+    perp: PerpProduct
+
+
+IndexerProductData = Union[IndexerSpotProductData, IndexerPerpProductData]
+
+
+class IndexerEventTrackedData(NadoBaseModel):
+    net_interest_unrealized: str
+    net_interest_cumulative: str
+    net_funding_unrealized: str
+    net_funding_cumulative: str
+    net_entry_unrealized: str
+    net_entry_cumulative: str
+    net_entry_lp_unrealized: str
+    net_entry_lp_cumulative: str
+
+
+class IndexerEvent(IndexerBaseModel, IndexerEventTrackedData):
+    subaccount: str
+    product_id: int
+    event_type: IndexerEventType
+    product: IndexerProductData
+    pre_balance: IndexerProductBalanceData
+    post_balance: IndexerProductBalanceData
+    isolated: bool
+    isolated_product_id: Optional[int]
+
+
+class IndexerProduct(IndexerBaseModel):
+    product_id: int
+    product: IndexerProductData
+
+
+class IndexerMarketSnapshot(NadoBaseModel):
+    timestamp: int
+    cumulative_users: int
+    daily_active_users: int
+    tvl: str
+
+    # product_id -> cumulative_metric
+    cumulative_trades: dict
+    cumulative_volumes: dict
+    cumulative_trade_sizes: dict
+    cumulative_sequencer_fees: dict
+    cumulative_maker_fees: dict
+    cumulative_liquidation_amounts: dict
+    open_interests: dict
+    total_deposits: dict
+    total_borrows: dict
+    funding_rates: dict
+    deposit_rates: dict
+    borrow_rates: dict
+    cumulative_inflows: dict
+    cumulative_outflows: dict
+
+
+class IndexerCandlestick(IndexerBaseModel):
+    product_id: int
+    granularity: int
+    open_x18: str
+    high_x18: str
+    low_x18: str
+    close_x18: str
+    volume: str
+
+
+class IndexerOraclePrice(NadoBaseModel):
+    product_id: int
+    oracle_price_x18: str
+    update_time: str
+
+
+class IndexerAddressReward(NadoBaseModel):
+    product_id: int
+    q_score: str
+    sum_q_min: str
+    uptime: int
+    maker_volume: str
+    taker_volume: str
+    maker_fee: str
+    taker_fee: str
+    maker_tokens: str
+    taker_tokens: str
+    taker_referral_tokens: str
+    rebates: str
+
+
+class IndexerGlobalRewards(NadoBaseModel):
+    product_id: int
+    reward_coefficient: str
+    q_scores: str
+    maker_volumes: str
+    taker_volumes: str
+    maker_fees: str
+    taker_fees: str
+    maker_tokens: str
+    taker_tokens: str
+
+
+class IndexerTokenReward(NadoBaseModel):
+    epoch: int
+    start_time: str
+    period: str
+    address_rewards: list[IndexerAddressReward]
+    global_rewards: list[IndexerGlobalRewards]
+
+
+class IndexerMarketMakerData(NadoBaseModel):
+    timestamp: str
+    maker_fee: str
+    uptime: str
+    sum_q_min: str
+    q_score: str
+    maker_share: str
+    expected_maker_reward: str
+
+
+class IndexerMarketMaker(NadoBaseModel):
+    address: str
+    data: list[IndexerMarketMakerData]
+
+
+class IndexerLiquidatableAccount(NadoBaseModel):
+    subaccount: str
+    update_time: int
+
+
+class IndexerSubaccount(NadoBaseModel):
+    id: str
+    subaccount: str
+
+
+class IndexerMerkleProof(NadoBaseModel):
+    total_amount: str
+    proof: list[str]
+
+
+class IndexerPayment(NadoBaseModel):
+    product_id: int
+    idx: str
+    timestamp: str
+    amount: str
+    balance_amount: str
+    rate_x18: str
+    oracle_price_x18: str
+
+
+class IndexerTickerInfo(NadoBaseModel):
+    ticker_id: str
+    base_currency: str
+    quote_currency: str
+    last_price: float
+    base_volume: float
+    quote_volume: float
+    price_change_percent_24h: float
+
+
+class IndexerPerpContractInfo(IndexerTickerInfo):
+    product_type: str
+    contract_price: float
+    contract_price_currency: str
+    open_interest: float
+    open_interest_usd: float
+    index_price: float
+    mark_price: float
+    funding_rate: float
+    next_funding_rate_timestamp: int
+
+
+class IndexerTradeInfo(NadoBaseModel):
+    ticker_id: str
+    # submission_idx
+    trade_id: int
+    price: float
+    base_filled: float
+    quote_filled: float
+    timestamp: int
+    # side
+    trade_type: str
+
+
+class MarketType(StrEnum):
+    SPOT = "spot"
+    PERP = "perp"
+
+
+class VrtxTokenQueryType(StrEnum):
+    TOTAL_SUPPLY = "total_supply"
+    CIRCULATING_SUPPLY = "circulating_supply"