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common.ts
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common.ts
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import { getRetryProvider, paginatedEventQuery } from "@uma/common";
import { NetworkerInterface } from "@uma/financial-templates-lib";
import type { Provider } from "@ethersproject/abstract-provider";
import { GraphQLClient } from "graphql-request";
import { BigNumber, Event, ethers } from "ethers";
import { OptimisticOracleEthers, OptimisticOracleV2Ethers } from "@uma/contracts-node";
import { ProposePriceEvent } from "@uma/contracts-node/dist/packages/contracts-node/typechain/core/ethers/OptimisticOracleV2";
import { getContractInstanceWithProvider } from "../utils/contracts";
export { Logger } from "@uma/financial-templates-lib";
export { getContractInstanceWithProvider } from "../utils/contracts";
const { Datastore } = require("@google-cloud/datastore");
const datastore = new Datastore();
export const ONE_SCALED = ethers.utils.parseUnits("1", 18);
const POLYGON_BLOCKS_PER_HOUR = 1800;
export interface MonitoringParams {
binaryAdapterAddress: string;
ctfAdapterAddress: string;
ctfAdapterAddressV2: string;
ctfExchangeAddress: string;
maxBlockLookBack: number;
graphqlEndpoint: string;
polymarketApiKey: string;
apiEndpoint: string;
provider: Provider;
chainId: number;
pollingDelay: number;
unknownProposalNotificationInterval: number;
}
interface PolymarketMarketGraphql {
question: string;
outcomes: string;
outcomePrices: string;
volumeNum: number;
clobTokenIds: string;
}
export interface PolymarketMarketGraphqlProcessed {
volumeNum: number;
outcomes: [string, string];
outcomePrices: [string, string];
clobTokenIds: [string, string];
question: string;
}
export interface PolymarketTradeInformation {
price: number;
type: "buy" | "sell";
amount: number;
timestamp: number;
}
interface PolymarketOrderBook {
market: string;
asset_id: string;
bids: { price: string; size: string }[];
asks: { price: string; size: string }[];
hash: string;
}
export type Order = { price: number; size: number }[];
export interface MarketOrderbook {
bids: Order;
asks: Order;
}
export interface OptimisticPriceRequest {
requestHash: string;
requestTimestamp: BigNumber;
requestLogIndex: number;
requester: string;
ancillaryData: string;
requestBlockNumber: number;
proposedPrice: BigNumber;
proposalTimestamp: BigNumber;
proposalHash: string;
proposalExpirationTimestamp: BigNumber;
proposalLogIndex: number;
}
interface StoredNotifiedProposal {
proposalHash: string;
}
export const getPolymarketProposedPriceRequestsOO = async (
params: MonitoringParams,
version: "v1" | "v2",
requesterAddresses: string[]
): Promise<OptimisticPriceRequest[]> => {
const currentBlockNumber = await params.provider.getBlockNumber();
const oneDayInBlocks = POLYGON_BLOCKS_PER_HOUR * 24;
const startBlockNumber = currentBlockNumber - oneDayInBlocks;
const maxBlockLookBack = params.maxBlockLookBack;
const searchConfig = {
fromBlock: startBlockNumber,
toBlock: currentBlockNumber,
maxBlockLookBack,
};
const oo = await getContractInstanceWithProvider<OptimisticOracleEthers | OptimisticOracleV2Ethers>(
version == "v1" ? "OptimisticOracle" : "OptimisticOracleV2",
params.provider
);
const events = await paginatedEventQuery<ProposePriceEvent>(
oo,
oo.filters.ProposePrice(null, null, null, null, null, null, null, null),
searchConfig
);
return events
.filter((event) => requesterAddresses.map((r) => r.toLowerCase()).includes(event.args.requester.toLowerCase()))
.filter((event) => event.args.expirationTimestamp.gt(BigNumber.from(Math.floor(Date.now() / 1000))))
.map((event) => {
return {
requestHash: event.transactionHash,
requestLogIndex: event.logIndex,
requester: event.args.requester,
requestTimestamp: event.args.timestamp,
ancillaryData: event.args.ancillaryData,
requestBlockNumber: event.blockNumber,
proposedPrice: event.args.proposedPrice,
proposalTimestamp: event.args.timestamp,
proposalHash: event.transactionHash,
proposalExpirationTimestamp: event.args.expirationTimestamp,
proposalLogIndex: event.logIndex,
};
});
};
export const getPolymarketMarketInformation = async (
params: MonitoringParams,
questionID: string
): Promise<PolymarketMarketGraphqlProcessed> => {
const query = `
{
markets(where: "LOWER(question_id) = LOWER('${questionID}') or LOWER(neg_risk_request_id) = LOWER('${questionID}')") {
clobTokenIds
volumeNum
outcomes
outcomePrices
question
}
}
`;
const graphQLClient = new GraphQLClient(params.graphqlEndpoint, {
headers: {
authorization: `Bearer ${params.polymarketApiKey}`,
},
});
const { markets } = (await graphQLClient.request(query)) as {
markets: PolymarketMarketGraphql[];
};
const market = markets[0];
if (!market) {
throw new Error(`No market found for question ID: ${questionID}`);
}
return {
...market,
outcomes: JSON.parse(market.outcomes),
outcomePrices: JSON.parse(market.outcomePrices),
clobTokenIds: JSON.parse(market.clobTokenIds),
};
};
const getTradeInfoFromOrderFilledEvent = async (
provider: Provider,
event: any
): Promise<PolymarketTradeInformation> => {
const blockTimestamp = (await provider.getBlock(event.blockNumber)).timestamp;
const isBuy = event.args.makerAssetId.toString() === "0";
const numerator = (isBuy ? event.args.makerAmountFilled : event.args.takerAmountFilled).mul(1000);
const denominator = isBuy ? event.args.takerAmountFilled : event.args.makerAmountFilled;
const price = numerator.div(denominator).toNumber() / 1000;
return {
price,
type: isBuy ? "buy" : "sell",
timestamp: blockTimestamp,
// Convert to decimal value with 2 decimals
amount: (isBuy ? event.args.takerAmountFilled : event.args.makerAmountFilled).div(10_000).toNumber() / 100,
};
};
export const getOrderFilledEvents = async (
params: MonitoringParams,
clobTokenIds: [string, string],
startBlockNumber: number
): Promise<[PolymarketTradeInformation[], PolymarketTradeInformation[]]> => {
const ctfExchange = new ethers.Contract(
params.ctfExchangeAddress,
require("./abi/ctfExchange.json"),
params.provider
);
const currentBlockNumber = await params.provider.getBlockNumber();
const maxBlockLookBack = params.maxBlockLookBack;
const searchConfig = {
fromBlock: startBlockNumber,
toBlock: currentBlockNumber,
maxBlockLookBack,
};
const events: Event[] = await paginatedEventQuery(
ctfExchange,
ctfExchange.filters.OrderFilled(null, null, null, null, null, null, null, null),
searchConfig
);
const outcomeTokenOne = await Promise.all(
events
.filter((event) => {
return [event?.args?.takerAssetId.toString(), event?.args?.makerAssetId.toString()].includes(clobTokenIds[0]);
})
.map((event) => getTradeInfoFromOrderFilledEvent(params.provider, event))
);
const outcomeTokenTwo = await Promise.all(
events
.filter((event) => {
return [event?.args?.takerAssetId.toString(), event?.args?.makerAssetId.toString()].includes(clobTokenIds[1]);
})
.map((event) => getTradeInfoFromOrderFilledEvent(params.provider, event))
);
return [outcomeTokenOne, outcomeTokenTwo];
};
export const calculatePolymarketQuestionID = (ancillaryData: string): string => {
return ethers.utils.keccak256(ancillaryData);
};
export const getPolymarketOrderBook = async (
params: MonitoringParams,
clobTokenIds: [string, string],
networker: NetworkerInterface
): Promise<[MarketOrderbook, MarketOrderbook]> => {
const [marketOne, marketTwo] = clobTokenIds;
const apiUrlOne = params.apiEndpoint + `/book?token_id=${marketOne}`;
const apiUrlTwo = params.apiEndpoint + `/book?token_id=${marketTwo}`;
// TODO: defaulting to [] is a temporary fix to handle the case where the API returns an error.
// This means we just assume there are no orders on that side. We don't expect this to happen, but it
// does occasionally. We should get to the bottom of this.
const { bids: outcome1Bids = [], asks: outcome1Asks = [] } = (await networker.getJson(apiUrlOne, {
method: "get",
})) as PolymarketOrderBook;
const { bids: outcome2Bids = [], asks: outcome2Asks = [] } = (await networker.getJson(apiUrlTwo, {
method: "get",
})) as PolymarketOrderBook;
const stringToNumber = (
orders: {
price: string;
size: string;
}[]
) => {
return orders.map((order) => {
return {
price: Number(order.price),
size: Number(order.size),
};
});
};
return [
{
bids: stringToNumber(outcome1Bids),
asks: stringToNumber(outcome1Asks),
},
{
bids: stringToNumber(outcome2Bids),
asks: stringToNumber(outcome2Asks),
},
];
};
export const getMarketKeyToStore = (market: StoredNotifiedProposal | OptimisticPriceRequest): string => {
return market.proposalHash;
};
export const storeNotifiedProposals = async (notifiedContracts: OptimisticPriceRequest[]): Promise<void> => {
const promises = notifiedContracts.map((contract) => {
const key = datastore.key(["NotifiedProposals", getMarketKeyToStore(contract)]);
datastore.save({
key: key,
data: {
proposalHash: contract.proposalHash,
},
});
});
await Promise.all(promises);
};
export const getNotifiedProposals = async (): Promise<{
[key: string]: StoredNotifiedProposal;
}> => {
const notifiedProposals = (await datastore.runQuery(datastore.createQuery("NotifiedProposals")))[0];
return notifiedProposals.reduce((contracts: StoredNotifiedProposal[], contract: StoredNotifiedProposal) => {
return {
...contracts,
[getMarketKeyToStore(contract)]: contract,
};
}, {});
};
export const initMonitoringParams = async (env: NodeJS.ProcessEnv): Promise<MonitoringParams> => {
const binaryAdapterAddress = "0xCB1822859cEF82Cd2Eb4E6276C7916e692995130";
const ctfAdapterAddress = "0x6A9D222616C90FcA5754cd1333cFD9b7fb6a4F74";
const ctfAdapterAddressV2 = "0x2f5e3684cb1f318ec51b00edba38d79ac2c0aa9d";
const ctfExchangeAddress = "0x4bFb41d5B3570DeFd03C39a9A4D8dE6Bd8B8982E";
const graphqlEndpoint = "https://gamma-api.polymarket.com/query";
const apiEndpoint = "https://clob.polymarket.com";
if (!env.CHAIN_ID) throw new Error("CHAIN_ID must be defined in env");
const chainId = Number(env.CHAIN_ID);
if (!env.POLYMARKET_API_KEY) throw new Error("POLYMARKET_API_KEY must be defined in env");
const polymarketApiKey = env.POLYMARKET_API_KEY;
// Creating provider will check for other chainId specific env variables.
const provider = getRetryProvider(chainId) as Provider;
// Default to 1 minute polling delay.
const pollingDelay = env.POLLING_DELAY ? Number(env.POLLING_DELAY) : 60;
const maxBlockLookBack = env.MAX_BLOCK_LOOK_BACK ? Number(env.MAX_BLOCK_LOOK_BACK) : 3499;
const unknownProposalNotificationInterval = env.UNKNOWN_PROPOSAL_NOTIFICATION_INTERVAL
? Number(env.UNKNOWN_PROPOSAL_NOTIFICATION_INTERVAL)
: 300; // 5 minutes
return {
binaryAdapterAddress,
ctfAdapterAddress,
ctfAdapterAddressV2,
ctfExchangeAddress,
maxBlockLookBack,
graphqlEndpoint,
polymarketApiKey,
apiEndpoint,
provider,
chainId,
pollingDelay,
unknownProposalNotificationInterval,
};
};