nado-protocol 0.1.0__py3-none-any.whl

nado_protocol/indexer_client/types/query.py

@@ -0,0 +1,819 @@
+from nado_protocol.utils.enum import StrEnum
+from typing import Dict, Optional, Union
+
+from pydantic import Field, validator
+from nado_protocol.indexer_client.types.models import (
+    IndexerCandlestick,
+    IndexerCandlesticksGranularity,
+    IndexerEvent,
+    IndexerEventType,
+    IndexerHistoricalOrder,
+    IndexerLiquidatableAccount,
+    IndexerMarketMaker,
+    IndexerMatch,
+    IndexerOraclePrice,
+    IndexerPerpContractInfo,
+    IndexerProduct,
+    IndexerMarketSnapshot,
+    IndexerSubaccount,
+    IndexerTickerInfo,
+    IndexerTokenReward,
+    IndexerTradeInfo,
+    IndexerTx,
+    IndexerMerkleProof,
+    IndexerPayment,
+)
+from nado_protocol.utils.model import NadoBaseModel
+
+
+class IndexerQueryType(StrEnum):
+    """
+    Enumeration of query types available in the Indexer service.
+    """
+
+    ORDERS = "orders"
+    MATCHES = "matches"
+    EVENTS = "events"
+    SUMMARY = "summary"
+    PRODUCTS = "products"
+    MARKET_SNAPSHOTS = "market_snapshots"
+    CANDLESTICKS = "candlesticks"
+    FUNDING_RATE = "funding_rate"
+    FUNDING_RATES = "funding_rates"
+    PERP_PRICES = "price"
+    ORACLE_PRICES = "oracle_price"
+    REWARDS = "rewards"
+    MAKER_STATISTICS = "maker_statistics"
+    LIQUIDATION_FEED = "liquidation_feed"
+    LINKED_SIGNER_RATE_LIMIT = "linked_signer_rate_limit"
+    REFERRAL_CODE = "referral_code"
+    SUBACCOUNTS = "subaccounts"
+    USDC_PRICE = "usdc_price"
+    VRTX_MERKLE_PROOFS = "vrtx_merkle_proofs"
+    FOUNDATION_REWARDS_MERKLE_PROOFS = "foundation_rewards_merkle_proofs"
+    INTEREST_AND_FUNDING = "interest_and_funding"
+
+
+class IndexerBaseParams(NadoBaseModel):
+    """
+    Base parameters for the indexer queries.
+    """
+
+    idx: Optional[int] = Field(alias="submission_idx")
+    max_time: Optional[int]
+    limit: Optional[int]
+
+    class Config:
+        allow_population_by_field_name = True
+
+
+class IndexerSubaccountHistoricalOrdersParams(IndexerBaseParams):
+    """
+    Parameters for querying historical orders by subaccount.
+    """
+
+    subaccount: str
+    product_ids: Optional[list[int]]
+    isolated: Optional[bool]
+
+
+class IndexerHistoricalOrdersByDigestParams(NadoBaseModel):
+    """
+    Parameters for querying historical orders by digests.
+    """
+
+    digests: list[str]
+
+
+class IndexerMatchesParams(IndexerBaseParams):
+    """
+    Parameters for querying matches.
+    """
+
+    subaccount: Optional[str]
+    product_ids: Optional[list[int]]
+    isolated: Optional[bool]
+
+
+class IndexerEventsRawLimit(NadoBaseModel):
+    """
+    Parameters for limiting by events count.
+    """
+
+    raw: int
+
+
+class IndexerEventsTxsLimit(NadoBaseModel):
+    """
+    Parameters for limiting events by transaction count.
+    """
+
+    txs: int
+
+
+IndexerEventsLimit = Union[IndexerEventsRawLimit, IndexerEventsTxsLimit]
+
+
+class IndexerEventsParams(IndexerBaseParams):
+    """
+    Parameters for querying events.
+    """
+
+    subaccount: Optional[str]
+    product_ids: Optional[list[int]]
+    event_types: Optional[list[IndexerEventType]]
+    isolated: Optional[bool]
+    limit: Optional[IndexerEventsLimit]  # type: ignore
+
+
+class IndexerSubaccountSummaryParams(NadoBaseModel):
+    """
+    Parameters for querying subaccount summary.
+    """
+
+    subaccount: str
+    timestamp: Optional[int]
+
+
+class IndexerProductSnapshotsParams(IndexerBaseParams):
+    """
+    Parameters for querying product snapshots.
+    """
+
+    product_id: int
+
+
+class IndexerMarketSnapshotInterval(NadoBaseModel):
+    count: int
+    granularity: int
+    max_time: Optional[int]
+
+
+class IndexerMarketSnapshotsParams(NadoBaseModel):
+    """
+    Parameters for querying market snapshots.
+    """
+
+    interval: IndexerMarketSnapshotInterval
+    product_ids: Optional[list[int]]
+
+
+class IndexerCandlesticksParams(IndexerBaseParams):
+    """
+    Parameters for querying candlestick data.
+    """
+
+    product_id: int
+    granularity: IndexerCandlesticksGranularity
+
+    class Config:
+        fields = {"idx": {"exclude": True}}
+
+
+class IndexerFundingRateParams(NadoBaseModel):
+    """
+    Parameters for querying funding rates.
+    """
+
+    product_id: int
+
+
+class IndexerFundingRatesParams(NadoBaseModel):
+    """
+    Parameters for querying funding rates.
+    """
+
+    product_ids: list
+
+
+class IndexerPerpPricesParams(NadoBaseModel):
+    """
+    Parameters for querying perpetual prices.
+    """
+
+    product_id: int
+
+
+class IndexerOraclePricesParams(NadoBaseModel):
+    """
+    Parameters for querying oracle prices.
+    """
+
+    product_ids: list[int]
+
+
+class IndexerTokenRewardsParams(NadoBaseModel):
+    """
+    Parameters for querying token rewards.
+    """
+
+    address: str
+
+
+class IndexerMakerStatisticsParams(NadoBaseModel):
+    """
+    Parameters for querying maker statistics.
+    """
+
+    product_id: int
+    epoch: int
+    interval: int
+
+
+class IndexerLiquidationFeedParams(NadoBaseModel):
+    """
+    Parameters for querying liquidation feed.
+    """
+
+    pass
+
+
+class IndexerLinkedSignerRateLimitParams(NadoBaseModel):
+    """
+    Parameters for querying linked signer rate limits.
+    """
+
+    subaccount: str
+
+
+class IndexerReferralCodeParams(NadoBaseModel):
+    """
+    Parameters for querying a referral code.
+    """
+
+    subaccount: str
+
+
+class IndexerSubaccountsParams(NadoBaseModel):
+    """
+    Parameters for querying subaccounts.
+    """
+
+    address: Optional[str]
+    limit: Optional[int]
+    start: Optional[int]
+
+
+class IndexerUsdcPriceParams(NadoBaseModel):
+    """
+    Parameters for querying usdc price.
+    """
+
+    pass
+
+
+class IndexerVrtxMerkleProofsParams(NadoBaseModel):
+    """
+    Parameters for querying VRTX merkle proofs.
+    """
+
+    address: str
+
+
+class IndexerFoundationRewardsMerkleProofsParams(NadoBaseModel):
+    """
+    Parameters for querying Foundation Rewards merkle proofs.
+    """
+
+    address: str
+
+
+class IndexerInterestAndFundingParams(NadoBaseModel):
+    """
+    Parameters for querying interest and funding payments.
+    """
+
+    subaccount: str
+    product_ids: list[int]
+    max_idx: Optional[Union[str, int]]
+    limit: int
+
+
+IndexerParams = Union[
+    IndexerSubaccountHistoricalOrdersParams,
+    IndexerHistoricalOrdersByDigestParams,
+    IndexerMatchesParams,
+    IndexerEventsParams,
+    IndexerSubaccountSummaryParams,
+    IndexerProductSnapshotsParams,
+    IndexerCandlesticksParams,
+    IndexerFundingRateParams,
+    IndexerPerpPricesParams,
+    IndexerOraclePricesParams,
+    IndexerTokenRewardsParams,
+    IndexerMakerStatisticsParams,
+    IndexerLiquidationFeedParams,
+    IndexerLinkedSignerRateLimitParams,
+    IndexerReferralCodeParams,
+    IndexerSubaccountsParams,
+    IndexerUsdcPriceParams,
+    IndexerMarketSnapshotsParams,
+    IndexerVrtxMerkleProofsParams,
+    IndexerFoundationRewardsMerkleProofsParams,
+    IndexerInterestAndFundingParams,
+]
+
+
+class IndexerHistoricalOrdersRequest(NadoBaseModel):
+    """
+    Request object for querying historical orders.
+    """
+
+    orders: Union[
+        IndexerSubaccountHistoricalOrdersParams, IndexerHistoricalOrdersByDigestParams
+    ]
+
+
+class IndexerMatchesRequest(NadoBaseModel):
+    """
+    Request object for querying matches.
+    """
+
+    matches: IndexerMatchesParams
+
+
+class IndexerEventsRequest(NadoBaseModel):
+    """
+    Request object for querying events.
+    """
+
+    events: IndexerEventsParams
+
+
+class IndexerSubaccountSummaryRequest(NadoBaseModel):
+    """
+    Request object for querying subaccount summary.
+    """
+
+    summary: IndexerSubaccountSummaryParams
+
+
+class IndexerProductSnapshotsRequest(NadoBaseModel):
+    """
+    Request object for querying product snapshots.
+    """
+
+    products: IndexerProductSnapshotsParams
+
+
+class IndexerMarketSnapshotsRequest(NadoBaseModel):
+    """
+    Request object for querying market snapshots.
+    """
+
+    market_snapshots: IndexerMarketSnapshotsParams
+
+
+class IndexerCandlesticksRequest(NadoBaseModel):
+    """
+    Request object for querying candlestick data.
+    """
+
+    candlesticks: IndexerCandlesticksParams
+
+
+class IndexerFundingRateRequest(NadoBaseModel):
+    """
+    Request object for querying funding rates.
+    """
+
+    funding_rate: IndexerFundingRateParams
+
+
+class IndexerFundingRatesRequest(NadoBaseModel):
+    """
+    Request object for querying funding rates.
+    """
+
+    funding_rates: IndexerFundingRatesParams
+
+
+class IndexerPerpPricesRequest(NadoBaseModel):
+    """
+    Request object for querying perpetual prices.
+    """
+
+    price: IndexerPerpPricesParams
+
+
+class IndexerOraclePricesRequest(NadoBaseModel):
+    """
+    Request object for querying oracle prices.
+    """
+
+    oracle_price: IndexerOraclePricesParams
+
+
+class IndexerTokenRewardsRequest(NadoBaseModel):
+    """
+    Request object for querying token rewards.
+    """
+
+    rewards: IndexerTokenRewardsParams
+
+
+class IndexerMakerStatisticsRequest(NadoBaseModel):
+    """
+    Request object for querying maker statistics.
+    """
+
+    maker_statistics: IndexerMakerStatisticsParams
+
+
+class IndexerLiquidationFeedRequest(NadoBaseModel):
+    """
+    Request object for querying liquidation feed.
+    """
+
+    liquidation_feed: IndexerLiquidationFeedParams
+
+
+class IndexerLinkedSignerRateLimitRequest(NadoBaseModel):
+    """
+    Request object for querying linked signer rate limits.
+    """
+
+    linked_signer_rate_limit: IndexerLinkedSignerRateLimitParams
+
+
+class IndexerReferralCodeRequest(NadoBaseModel):
+    """
+    Request object for querying a referral code.
+    """
+
+    referral_code: IndexerReferralCodeParams
+
+
+class IndexerSubaccountsRequest(NadoBaseModel):
+    """
+    Request object for querying subaccounts.
+    """
+
+    subaccounts: IndexerSubaccountsParams
+
+
+class IndexerUsdcPriceRequest(NadoBaseModel):
+    """
+    Request object for querying usdc price.
+    """
+
+    usdc_price: IndexerUsdcPriceParams
+
+
+class IndexerVrtxMerkleProofsRequest(NadoBaseModel):
+    """
+    Request object for querying VRTX merkle proofs.
+    """
+
+    vrtx_merkle_proofs: IndexerVrtxMerkleProofsParams
+
+
+class IndexerFoundationRewardsMerkleProofsRequest(NadoBaseModel):
+    """
+    Request object for querying Foundation Rewards merkle proofs.
+    """
+
+    foundation_rewards_merkle_proofs: IndexerFoundationRewardsMerkleProofsParams
+
+
+class IndexerInterestAndFundingRequest(NadoBaseModel):
+    """
+    Request object for querying Interest and funding payments.
+    """
+
+    interest_and_funding: IndexerInterestAndFundingParams
+
+
+IndexerRequest = Union[
+    IndexerHistoricalOrdersRequest,
+    IndexerMatchesRequest,
+    IndexerEventsRequest,
+    IndexerSubaccountSummaryRequest,
+    IndexerProductSnapshotsRequest,
+    IndexerCandlesticksRequest,
+    IndexerFundingRateRequest,
+    IndexerPerpPricesRequest,
+    IndexerOraclePricesRequest,
+    IndexerTokenRewardsRequest,
+    IndexerMakerStatisticsRequest,
+    IndexerLiquidationFeedRequest,
+    IndexerLinkedSignerRateLimitRequest,
+    IndexerReferralCodeRequest,
+    IndexerSubaccountsRequest,
+    IndexerUsdcPriceRequest,
+    IndexerMarketSnapshotsRequest,
+    IndexerVrtxMerkleProofsRequest,
+    IndexerFoundationRewardsMerkleProofsRequest,
+    IndexerInterestAndFundingRequest,
+]
+
+
+class IndexerHistoricalOrdersData(NadoBaseModel):
+    """
+    Data object for historical orders.
+    """
+
+    orders: list[IndexerHistoricalOrder]
+
+
+class IndexerMatchesData(NadoBaseModel):
+    """
+    Data object for matches.
+    """
+
+    matches: list[IndexerMatch]
+    txs: list[IndexerTx]
+
+
+class IndexerEventsData(NadoBaseModel):
+    """
+    Data object for events.
+    """
+
+    events: list[IndexerEvent]
+    txs: list[IndexerTx]
+
+
+class IndexerSubaccountSummaryData(NadoBaseModel):
+    """
+    Data object for subaccount summary.
+    """
+
+    events: list[IndexerEvent]
+
+
+class IndexerProductSnapshotsData(NadoBaseModel):
+    """
+    Data object for product snapshots.
+    """
+
+    products: list[IndexerProduct]
+    txs: list[IndexerTx]
+
+
+class IndexerMarketSnapshotsData(NadoBaseModel):
+    """
+    Data object for market snapshots.
+    """
+
+    snapshots: list[IndexerMarketSnapshot]
+
+
+class IndexerCandlesticksData(NadoBaseModel):
+    """
+    Data object for candlestick data.
+    """
+
+    candlesticks: list[IndexerCandlestick]
+
+
+class IndexerFundingRateData(NadoBaseModel):
+    """
+    Data object for funding rates.
+    """
+
+    product_id: int
+    funding_rate_x18: str
+    update_time: str
+
+
+IndexerFundingRatesData = Dict[str, IndexerFundingRateData]
+
+
+class IndexerPerpPricesData(NadoBaseModel):
+    """
+    Data object for perpetual prices.
+    """
+
+    product_id: int
+    index_price_x18: str
+    mark_price_x18: str
+    update_time: str
+
+
+class IndexerOraclePricesData(NadoBaseModel):
+    """
+    Data object for oracle prices.
+    """
+
+    prices: list[IndexerOraclePrice]
+
+
+class IndexerTokenRewardsData(NadoBaseModel):
+    """
+    Data object for token rewards.
+    """
+
+    rewards: list[IndexerTokenReward]
+    update_time: str
+    total_referrals: str
+
+
+class IndexerMakerStatisticsData(NadoBaseModel):
+    """
+    Data object for maker statistics.
+    """
+
+    reward_coefficient: float
+    makers: list[IndexerMarketMaker]
+
+
+class IndexerLinkedSignerRateLimitData(NadoBaseModel):
+    """
+    Data object for linked signer rate limits.
+    """
+
+    remaining_tx: str
+    total_tx_limit: str
+    wait_time: int
+    signer: str
+
+
+class IndexerReferralCodeData(NadoBaseModel):
+    """
+    Data object for referral codes.
+    """
+
+    referral_code: str
+
+    @validator("referral_code", pre=True, always=True)
+    def set_default_referral_code(cls, v):
+        return v or ""
+
+
+class IndexerSubaccountsData(NadoBaseModel):
+    """
+    Data object for subaccounts response from the indexer.
+    """
+
+    subaccounts: list[IndexerSubaccount]
+
+
+class IndexerUsdcPriceData(NadoBaseModel):
+    """
+    Data object for the usdc price response from the indexer.
+    """
+
+    price_x18: str
+
+
+class IndexerMerkleProofsData(NadoBaseModel):
+    """
+    Data object for the merkle proofs response from the indexer.
+    """
+
+    merkle_proofs: list[IndexerMerkleProof]
+
+
+class IndexerInterestAndFundingData(NadoBaseModel):
+    """
+    Data object for the interest and funding payments response from the indexer.
+    """
+
+    interest_payments: list[IndexerPayment]
+    funding_payments: list[IndexerPayment]
+    next_idx: str
+
+
+IndexerLiquidationFeedData = list[IndexerLiquidatableAccount]
+
+
+IndexerResponseData = Union[
+    IndexerHistoricalOrdersData,
+    IndexerMatchesData,
+    IndexerEventsData,
+    IndexerSubaccountSummaryData,
+    IndexerProductSnapshotsData,
+    IndexerCandlesticksData,
+    IndexerFundingRateData,
+    IndexerPerpPricesData,
+    IndexerOraclePricesData,
+    IndexerTokenRewardsData,
+    IndexerMakerStatisticsData,
+    IndexerLinkedSignerRateLimitData,
+    IndexerReferralCodeData,
+    IndexerSubaccountsData,
+    IndexerUsdcPriceData,
+    IndexerMarketSnapshotsData,
+    IndexerMerkleProofsData,
+    IndexerInterestAndFundingData,
+    IndexerLiquidationFeedData,
+    IndexerFundingRatesData,
+]
+
+
+class IndexerResponse(NadoBaseModel):
+    """
+    Represents the response returned by the indexer.
+
+    Attributes:
+        data (IndexerResponseData): The data contained in the response.
+    """
+
+    data: IndexerResponseData
+
+
+def to_indexer_request(params: IndexerParams) -> IndexerRequest:
+    """
+    Converts an IndexerParams object to the corresponding IndexerRequest object.
+
+    Args:
+        params (IndexerParams): The IndexerParams object to convert.
+
+    Returns:
+        IndexerRequest: The converted IndexerRequest object.
+    """
+    indexer_request_mapping = {
+        IndexerSubaccountHistoricalOrdersParams: (
+            IndexerHistoricalOrdersRequest,
+            IndexerQueryType.ORDERS.value,
+        ),
+        IndexerHistoricalOrdersByDigestParams: (
+            IndexerHistoricalOrdersRequest,
+            IndexerQueryType.ORDERS.value,
+        ),
+        IndexerMatchesParams: (IndexerMatchesRequest, IndexerQueryType.MATCHES.value),
+        IndexerEventsParams: (IndexerEventsRequest, IndexerQueryType.EVENTS.value),
+        IndexerSubaccountSummaryParams: (
+            IndexerSubaccountSummaryRequest,
+            IndexerQueryType.SUMMARY.value,
+        ),
+        IndexerProductSnapshotsParams: (
+            IndexerProductSnapshotsRequest,
+            IndexerQueryType.PRODUCTS.value,
+        ),
+        IndexerMarketSnapshotsParams: (
+            IndexerMarketSnapshotsRequest,
+            IndexerQueryType.MARKET_SNAPSHOTS.value,
+        ),
+        IndexerCandlesticksParams: (
+            IndexerCandlesticksRequest,
+            IndexerQueryType.CANDLESTICKS.value,
+        ),
+        IndexerFundingRateParams: (
+            IndexerFundingRateRequest,
+            IndexerQueryType.FUNDING_RATE.value,
+        ),
+        IndexerFundingRatesParams: (
+            IndexerFundingRatesRequest,
+            IndexerQueryType.FUNDING_RATES.value,
+        ),
+        IndexerPerpPricesParams: (
+            IndexerPerpPricesRequest,
+            IndexerQueryType.PERP_PRICES.value,
+        ),
+        IndexerOraclePricesParams: (
+            IndexerOraclePricesRequest,
+            IndexerQueryType.ORACLE_PRICES.value,
+        ),
+        IndexerTokenRewardsParams: (
+            IndexerTokenRewardsRequest,
+            IndexerQueryType.REWARDS.value,
+        ),
+        IndexerMakerStatisticsParams: (
+            IndexerMakerStatisticsRequest,
+            IndexerQueryType.MAKER_STATISTICS.value,
+        ),
+        IndexerLiquidationFeedParams: (
+            IndexerLiquidationFeedRequest,
+            IndexerQueryType.LIQUIDATION_FEED.value,
+        ),
+        IndexerLinkedSignerRateLimitParams: (
+            IndexerLinkedSignerRateLimitRequest,
+            IndexerQueryType.LINKED_SIGNER_RATE_LIMIT.value,
+        ),
+        IndexerReferralCodeParams: (
+            IndexerReferralCodeRequest,
+            IndexerQueryType.REFERRAL_CODE.value,
+        ),
+        IndexerSubaccountsParams: (
+            IndexerSubaccountsRequest,
+            IndexerQueryType.SUBACCOUNTS.value,
+        ),
+        IndexerUsdcPriceParams: (
+            IndexerUsdcPriceRequest,
+            IndexerQueryType.USDC_PRICE.value,
+        ),
+        IndexerVrtxMerkleProofsParams: (
+            IndexerVrtxMerkleProofsRequest,
+            IndexerQueryType.VRTX_MERKLE_PROOFS.value,
+        ),
+        IndexerFoundationRewardsMerkleProofsParams: (
+            IndexerFoundationRewardsMerkleProofsRequest,
+            IndexerQueryType.FOUNDATION_REWARDS_MERKLE_PROOFS.value,
+        ),
+        IndexerInterestAndFundingParams: (
+            IndexerInterestAndFundingRequest,
+            IndexerQueryType.INTEREST_AND_FUNDING.value,
+        ),
+    }
+
+    RequestClass, field_name = indexer_request_mapping[type(params)]
+    return RequestClass(**{field_name: params})
+
+
+IndexerTickersData = Dict[str, IndexerTickerInfo]
+
+IndexerPerpContractsData = Dict[str, IndexerPerpContractInfo]
+
+IndexerHistoricalTradesData = list[IndexerTradeInfo]