CMN-654: Fix volumes (include input and output) and scale according t…

…o decimals (#31)
Cardinal-Cryptography · Jul 5, 2024 · f8eca95 · f8eca95
1 parent ec8e20f
commit f8eca95
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Showing 3 changed files with 50 additions and 16 deletions.
diff --git a/src/grapqhl/pools.ts b/src/grapqhl/pools.ts
@@ -153,7 +153,9 @@ export async function pairSwapVolume(
     pool: poolId,
     // can't do 0n b/c it breaks in runtime with serialization error.
     amount0_in: 0 as unknown as bigint,
+    amount0_out: 0 as unknown as bigint,
     amount1_in: 0 as unknown as bigint,
+    amount1_out: 0 as unknown as bigint,
   };
   const query = client.iterate({
     query: pairSwapVolumeQuery(poolId, fromMillis, toMillis),
@@ -212,7 +214,9 @@ function pairSwapVolumesQuery(fromMillis: bigint, toMillis: bigint): string {
     pairSwapVolumes(fromMillis: ${fromMillis}, toMillis: ${toMillis}) {
       pool
       amount0_in
+      amount0_out
       amount1_in
+      amount1_out
     }
   }
 `;
@@ -228,7 +232,9 @@ function pairSwapVolumeQuery(
     pairSwapVolume(poolId: "${poolId}", fromMillis: ${fromMillis}, toMillis: ${toMillis}) {
       pool
       amount0_in
+      amount0_out
       amount1_in
+      amount1_out
     }
   }
 `;

diff --git a/src/models/pool.ts b/src/models/pool.ts
@@ -20,7 +20,14 @@ export interface PoolV2 {
 export interface PairSwapVolume {
   pool: string;
   amount0_in: bigint;
+  amount0_out: bigint;
   amount1_in: bigint;
+  amount1_out: bigint;
+}
+
+export interface TotalPairSwapVolume {
+  token0Volume: number;
+  token1Volume: number;
 }
 
 export interface LowestHighestSwapPrice {

diff --git a/src/services/coingeckoIntegration.ts b/src/services/coingeckoIntegration.ts
@@ -1,4 +1,9 @@
-import { LowestHighestSwapPrice, Pools, PoolV2 } from "../models/pool";
+import {
+  LowestHighestSwapPrice,
+  Pools,
+  PoolV2,
+  TotalPairSwapVolume,
+} from "../models/pool";
 import { PairSwapVolume } from "../models/pool";
 import { UsdPriceCache, NamedUsdPriceCaches } from "./coingeckoPriceCache";
 import { TokenInfoById } from "../models/tokens";
@@ -40,7 +45,7 @@ export class CoingeckoIntegration {
       pools.map((pool) => this.pools.lastPoolSwapPrice(pool, this.tokenInfo)),
     );
     const poolVolumes = await Promise.all(
-      pools.map((pool) => this.pairVolume(pool.id)),
+      pools.map((pool) => this.pairVolume(pool, this.tokenInfo)),
     );
     const lowestHighest = await Promise.all(
       pools.map((pool) =>
@@ -61,23 +66,39 @@ export class CoingeckoIntegration {
     return tickers;
   }
 
-  private async pairVolume(poolId: string): Promise<PairSwapVolume> {
+  private async pairVolume(
+    pool: PoolV2,
+    tokenInfo: TokenInfoById,
+  ): Promise<TotalPairSwapVolume> {
+    // token0 volume, token1 volume
+    let volume = {
+      token0Volume: 0,
+      token1Volume: 0,
+    };
     let now_millis = new Date().getTime();
     let yesterday_millis = now_millis - DAY_IN_MILLIS;
-    const volume = await this.pools.poolSwapVolume(
-      poolId,
+    const poolVolume = await this.pools.poolSwapVolume(
+      pool.id,
       BigInt(yesterday_millis),
       BigInt(now_millis),
     );
-    if (!volume) {
-      return {
-        pool: poolId,
-        amount0_in: 0n,
-        amount1_in: 0n,
-      };
-    } else {
-      return volume;
+    if (poolVolume) {
+      let decimals0 = this.tokenInfo.getDecimals(pool.token0);
+      let decimals1 = this.tokenInfo.getDecimals(pool.token1);
+      if (decimals0 && decimals1) {
+        const vol0 =
+          Number(poolVolume.amount0_in + poolVolume.amount0_out) /
+          10 ** decimals0;
+        const vol1 =
+          Number(poolVolume.amount1_in + poolVolume.amount1_out) /
+          10 ** decimals1;
+        volume = {
+          token0Volume: vol0,
+          token1Volume: vol1,
+        };
+      }
     }
+    return volume;
   }
 
   private async pairLowestHighestSwapPrice(
@@ -105,7 +126,7 @@ export class CoingeckoIntegration {
 
   private poolToTicker(
     pool: PoolV2,
-    poolVolume: PairSwapVolume,
+    poolVolume: TotalPairSwapVolume,
     lastPrice: number | null,
     liquidityInUsd: number,
     lowestHighest: LowestHighestSwapPrice,
@@ -116,8 +137,8 @@ export class CoingeckoIntegration {
       target_currency: pool.token1,
       pool_id: pool.id,
       last_price: lastPrice !== null ? lastPrice.toString() : null,
-      base_volume: poolVolume.amount0_in.toString(),
-      target_volume: poolVolume.amount1_in.toString(),
+      base_volume: poolVolume.token0Volume.toString(),
+      target_volume: poolVolume.token1Volume.toString(),
       liquidity_in_usd: liquidityInUsd.toString(),
       high:
         lowestHighest.max_price_0in !== null