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feat: change graph source to monarch #469
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,174 @@ | ||
| import { formatUnits } from 'viem'; | ||
| import { envioMarketDailySnapshotsQuery, envioMarketHourlySnapshotsQuery } from '@/graphql/envio-queries'; | ||
| import { convertAprToApy } from '@/utils/rateMath'; | ||
| import type { MarketRates, MarketVolumes, TimeseriesOptions } from '@/utils/types'; | ||
| import type { SupportedNetworks } from '@/utils/networks'; | ||
| import type { HistoricalDataSuccessResult } from '../morpho-api/historical'; | ||
| import { monarchGraphqlFetcher } from './fetchers'; | ||
|
|
||
| type MonarchHistoricalSnapshotRow = { | ||
| timestamp: string; | ||
| totalSupplyAssets: string; | ||
| totalBorrowAssets: string; | ||
| supplyRateApr: string; | ||
| borrowRateApr: string; | ||
| rateAtTargetApr: string; | ||
| utilization: string; | ||
| }; | ||
|
|
||
| type MonarchHistoricalSnapshotsResponse = { | ||
| data?: { | ||
| MarketHourlySnapshot?: MonarchHistoricalSnapshotRow[]; | ||
| MarketDailySnapshot?: MonarchHistoricalSnapshotRow[]; | ||
| }; | ||
| }; | ||
|
|
||
| const WAD_DECIMALS = 18; | ||
| const MONARCH_HISTORICAL_PAGE_LIMIT = 1_000; | ||
| const MONARCH_HISTORICAL_TIMEOUT_MS = 10_000; | ||
|
|
||
| const sortByTimestamp = (left: { x: number }, right: { x: number }): number => left.x - right.x; | ||
|
|
||
| const parseIntegerValue = (value: string): bigint | null => { | ||
| try { | ||
| return BigInt(value); | ||
| } catch { | ||
| return null; | ||
| } | ||
| }; | ||
|
|
||
| const parseWadDecimal = (value: string): number | null => { | ||
| try { | ||
| return Number(formatUnits(BigInt(value), WAD_DECIMALS)); | ||
| } catch { | ||
| return null; | ||
| } | ||
| }; | ||
|
|
||
| const createEmptyVolumes = (): MarketVolumes => ({ | ||
| supplyAssetsUsd: [], | ||
| borrowAssetsUsd: [], | ||
| liquidityAssetsUsd: [], | ||
| supplyAssets: [], | ||
| borrowAssets: [], | ||
| liquidityAssets: [], | ||
| }); | ||
|
|
||
| const transformSnapshotsToHistoricalResult = (snapshots: MonarchHistoricalSnapshotRow[]): HistoricalDataSuccessResult | null => { | ||
| if (snapshots.length === 0) { | ||
| return null; | ||
| } | ||
|
|
||
| const rates: MarketRates = { | ||
| supplyApy: [], | ||
| borrowApy: [], | ||
| apyAtTarget: [], | ||
| utilization: [], | ||
| }; | ||
| const volumes = createEmptyVolumes(); | ||
|
|
||
| for (const snapshot of snapshots) { | ||
| const timestamp = Number.parseInt(snapshot.timestamp, 10); | ||
| const supplyAssets = parseIntegerValue(snapshot.totalSupplyAssets); | ||
| const borrowAssets = parseIntegerValue(snapshot.totalBorrowAssets); | ||
| const supplyApr = parseWadDecimal(snapshot.supplyRateApr); | ||
| const borrowApr = parseWadDecimal(snapshot.borrowRateApr); | ||
| const targetApr = parseWadDecimal(snapshot.rateAtTargetApr); | ||
| const utilization = parseWadDecimal(snapshot.utilization); | ||
|
|
||
| if ( | ||
| !Number.isFinite(timestamp) || | ||
| supplyAssets === null || | ||
| borrowAssets === null || | ||
| supplyApr === null || | ||
| borrowApr === null || | ||
| targetApr === null || | ||
| utilization === null | ||
| ) { | ||
| continue; | ||
| } | ||
|
|
||
| rates.supplyApy.push({ | ||
| x: timestamp, | ||
| y: convertAprToApy(supplyApr), | ||
| }); | ||
| rates.borrowApy.push({ | ||
| x: timestamp, | ||
| y: convertAprToApy(borrowApr), | ||
| }); | ||
| rates.apyAtTarget.push({ | ||
| x: timestamp, | ||
| y: convertAprToApy(targetApr), | ||
| }); | ||
| rates.utilization.push({ | ||
| x: timestamp, | ||
| y: utilization, | ||
| }); | ||
|
|
||
| volumes.supplyAssets.push({ | ||
| x: timestamp, | ||
| y: supplyAssets, | ||
| }); | ||
| volumes.borrowAssets.push({ | ||
| x: timestamp, | ||
| y: borrowAssets, | ||
| }); | ||
| volumes.liquidityAssets.push({ | ||
| x: timestamp, | ||
| y: supplyAssets - borrowAssets, | ||
| }); | ||
| } | ||
|
|
||
| if (rates.supplyApy.length === 0) { | ||
| return null; | ||
| } | ||
|
|
||
| Object.values(rates).forEach((series) => series.sort(sortByTimestamp)); | ||
| Object.values(volumes).forEach((series) => series.sort(sortByTimestamp)); | ||
|
|
||
| return { rates, volumes }; | ||
| }; | ||
|
|
||
| export const fetchMonarchMarketHistoricalData = async ( | ||
| marketId: string, | ||
| chainId: SupportedNetworks, | ||
| options: TimeseriesOptions, | ||
| ): Promise<HistoricalDataSuccessResult | null> => { | ||
| const controller = new AbortController(); | ||
| const timeoutId = globalThis.setTimeout(() => { | ||
| controller.abort(); | ||
| }, MONARCH_HISTORICAL_TIMEOUT_MS); | ||
|
|
||
| const variables = { | ||
| chainId, | ||
| marketId: marketId.toLowerCase(), | ||
| startTimestamp: String(options.startTimestamp), | ||
| endTimestamp: String(options.endTimestamp), | ||
| limit: MONARCH_HISTORICAL_PAGE_LIMIT, | ||
| }; | ||
|
coderabbitai[bot] marked this conversation as resolved.
|
||
|
|
||
| const query = | ||
| options.interval === 'HOUR' | ||
| ? envioMarketHourlySnapshotsQuery | ||
| : envioMarketDailySnapshotsQuery; | ||
|
|
||
| try { | ||
| const response = await monarchGraphqlFetcher<MonarchHistoricalSnapshotsResponse>(query, variables, { | ||
| signal: controller.signal, | ||
| }); | ||
| const snapshots = | ||
| options.interval === 'HOUR' | ||
| ? (response.data?.MarketHourlySnapshot ?? []) | ||
| : (response.data?.MarketDailySnapshot ?? []); | ||
|
|
||
| return transformSnapshotsToHistoricalResult(snapshots); | ||
| } catch (error) { | ||
| if (error instanceof Error && error.name === 'AbortError') { | ||
| throw new Error(`Monarch historical request timed out after ${MONARCH_HISTORICAL_TIMEOUT_MS}ms`); | ||
| } | ||
|
|
||
| throw error; | ||
| } finally { | ||
| globalThis.clearTimeout(timeoutId); | ||
| } | ||
| }; | ||
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