Add FPMM Liquidity entity

Add a new `FPMMLiquidity` entity with the record of every
`FPMMFundingAdded` and `FPMMFundingRemoved` events from all
FixedProductMarketMakert contracts.

Add a new `fpmm.calculateLiquidityParameter` method to calculate with the
`nthRoot` the collateral liquidity parameter.

Resolves: protofire#71

schema.graphql

@@ -187,6 +187,11 @@ enum TradeType {
   Sell
 }
 
+enum LiquidityType {
+  Add
+  Remove
+}
+
 type FpmmTrade @entity {
   id: ID!
   fpmm: FixedProductMarketMaker!
@@ -205,6 +210,18 @@ type FpmmTrade @entity {
   outcomeTokensTraded: BigInt!
 }
 
+type FpmmLiquidity @entity {
+  id: ID!
+  fpmm: FixedProductMarketMaker!
+  type: LiquidityType!
+  outcomeTokenAmounts: [BigInt!]
+  collateralTokenAmounts: BigInt!
+  funder: Account!
+  sharesAmount: BigInt!
+  collateralRemovedFromFeePool: BigInt
+  creationTimestamp: BigInt! 
+}
+
 type Account @entity {
   id: ID!
   tradeNonce: BigInt!

src/FixedProductMarketMakerMapping.ts

@@ -7,6 +7,7 @@ import {
   FpmmParticipation,
   Global,
   FpmmTrade,
+  FpmmLiquidity,
 } from "../generated/schema"
 import {
   FPMMFundingAdded,
@@ -17,12 +18,14 @@ import {
 } from "../generated/templates/FixedProductMarketMaker/FixedProductMarketMaker"
 import { secondsPerHour, hoursPerDay, zero, zeroDec } from './utils/constants';
 import { joinDayAndVolume } from './utils/day-volume';
-import { updateScaledVolumes, setLiquidity } from './utils/fpmm';
+import { updateScaledVolumes, calculateLiquidityParameter, setLiquidity } from './utils/fpmm';
 import { requireToken } from './utils/token';
 import { requireGlobal } from './utils/global';
 
 const TRADE_TYPE_BUY = "Buy";
 const TRADE_TYPE_SELL = "Sell";
+const LIQUIDITY_TYPE_ADD = "Add";
+const LIQUIDITY_TYPE_REMOVE = "Remove";
 
 function requireAccount(accountAddress: string): Account | null {
   let account = Account.load(accountAddress);
@@ -65,6 +68,37 @@ function recordTrade(fpmm: FixedProductMarketMaker,
 
 }
 
+function recordFPMMLiquidity(fpmm: FixedProductMarketMaker, 
+    liquidityType: string,
+    outcomeTokenAmounts: BigInt[],
+    funder: string,
+    sharesAmount: BigInt,
+    collateralRemovedFromFeePool: BigInt,
+    creationTimestamp: BigInt): void {
+  let account = requireAccount(funder);
+  account.tradeNonce = account.tradeNonce.plus(BigInt.fromI32(1));
+  account.save();
+
+  let fpmmLiquidityId = fpmm.id.concat(funder).concat(account.tradeNonce.toHexString());
+  let fpmmLiquidity = FpmmLiquidity.load(fpmmLiquidityId);
+  if (fpmmLiquidity == null) {
+    fpmmLiquidity = new FpmmLiquidity(fpmmLiquidityId);
+    fpmmLiquidity.fpmm = fpmm.id;
+    fpmmLiquidity.type = liquidityType;
+    fpmmLiquidity.funder = funder;
+    fpmmLiquidity.creationTimestamp = creationTimestamp;
+
+    fpmmLiquidity.outcomeTokenAmounts = outcomeTokenAmounts;
+    fpmmLiquidity.collateralTokenAmounts = calculateLiquidityParameter(outcomeTokenAmounts);
+
+    fpmmLiquidity.sharesAmount = sharesAmount;
+    fpmmLiquidity.collateralRemovedFromFeePool = collateralRemovedFromFeePool;
+
+    fpmmLiquidity.save();
+  }  
+
+}
+
 function recordParticipation(fpmm: FixedProductMarketMaker, participantAddress: string): void {
   requireAccount(participantAddress);
 
@@ -214,6 +248,14 @@ export function handleFundingAdded(event: FPMMFundingAdded): void {
   setLiquidity(fpmm as FixedProductMarketMaker, newAmounts, collateralScaleDec, collateralUSDPrice)
 
   fpmm.save();
+
+  recordFPMMLiquidity(fpmm as FixedProductMarketMaker, 
+    LIQUIDITY_TYPE_ADD,
+    event.params.amountsAdded,
+    event.params.funder.toHexString(),
+    event.params.sharesMinted,
+    new BigInt(0),
+    event.block.timestamp);
 }
 
 export function handleFundingRemoved(event: FPMMFundingRemoved): void {
@@ -243,6 +285,14 @@ export function handleFundingRemoved(event: FPMMFundingRemoved): void {
   setLiquidity(fpmm as FixedProductMarketMaker, newAmounts, collateralScaleDec, collateralUSDPrice);
 
   fpmm.save();
+
+  recordFPMMLiquidity(fpmm as FixedProductMarketMaker, 
+    LIQUIDITY_TYPE_REMOVE,
+    event.params.amountsRemoved,
+    event.params.funder.toHexString(),
+    event.params.sharesBurnt,
+    event.params.collateralRemovedFromFeePool,
+    event.block.timestamp);
 }
 
 export function handleBuy(event: FPMMBuy): void {

src/utils/fpmm.ts

@@ -166,6 +166,14 @@ export function updateScaledVolumes(
   );
 }
 
+export function calculateLiquidityParameter(outcomeTokenAmounts: BigInt[]): BigInt {
+  let amountsProduct = one;
+  for(let i = 0; i < outcomeTokenAmounts.length; i++) {
+    amountsProduct = amountsProduct.times(outcomeTokenAmounts[i]);
+  }
+  return nthRoot(amountsProduct, outcomeTokenAmounts.length);
+}
+
 export function setLiquidity(
   fpmm: FixedProductMarketMaker,
   outcomeTokenAmounts: BigInt[],
@@ -174,11 +182,7 @@ export function setLiquidity(
 ): void {
   fpmm.outcomeTokenAmounts = outcomeTokenAmounts;
 
-  let amountsProduct = one;
-  for(let i = 0; i < outcomeTokenAmounts.length; i++) {
-    amountsProduct = amountsProduct.times(outcomeTokenAmounts[i]);
-  }
-  let liquidityParameter = nthRoot(amountsProduct, outcomeTokenAmounts.length);
+  let liquidityParameter = calculateLiquidityParameter(outcomeTokenAmounts);
   fpmm.liquidityParameter = liquidityParameter;
   let scaledLiquidityParameter = liquidityParameter.divDecimal(collateralScaleDec);
   fpmm.scaledLiquidityParameter = scaledLiquidityParameter;