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ticker.go
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ticker.go
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package coingecko
import (
"context"
"encoding/json"
"github.com/cosmos/cosmos-sdk/types"
"github.com/dezswap/dezswap-api/api/service"
"github.com/pkg/errors"
"gorm.io/gorm"
"math"
"net/http"
"net/url"
"strconv"
"strings"
"time"
)
const priceTokenId = "axlusdc"
const coinGeckoEndpoint = "https://api.coingecko.com/api/v3/coins/"
const queryTimeout = 10 * time.Second
type priceInfo int
const (
priceTimestamp priceInfo = 0 + iota
priceValue
priceInfoLength
)
type tickerService struct {
chainId string
*gorm.DB
cachedPrices [][priceInfoLength]float64
}
func NewTickerService(chainId string, db *gorm.DB) service.Getter[Ticker] {
return &tickerService{chainId, db, [][priceInfoLength]float64{}}
}
// Get implements Getter
func (s *tickerService) Get(key string) (*Ticker, error) {
tokens := strings.Split(key, "_")
if len(tokens) < 2 {
return nil, errors.New("unable to parse ticker: " + key)
}
tickers, err := s.tickers(" and p.asset0 = ? and p.asset1 = ?", tokens...)
if err != nil {
return nil, errors.Wrap(err, "tickerService.Get")
}
ticker := &Ticker{}
if len(tickers) > 0 {
ticker = &tickers[len(tickers)-1]
if ticker.LastPrice == "" {
price, err := s.lastSwapPrice(ticker.PoolId)
if err != nil {
return nil, errors.Wrap(err, "tickerService.Get")
}
ticker.LastPrice = price
}
} else {
err := s.liquidity(tokens[0], tokens[1], ticker)
if err != nil {
return nil, errors.Wrap(err, "tickerService.Get")
}
}
if p := s.price(ticker.Timestamp, false); p == 0 {
err := s.cachePriceInUsd(priceTokenId)
if err != nil {
return nil, err
}
}
baseLiquidityInUsd, err := s.liquidityInUsd(*ticker)
if err != nil {
return nil, errors.Wrap(err, "tickerService.Get")
}
ticker.BaseLiquidityInPrice = baseLiquidityInUsd
return ticker, nil
}
func (s *tickerService) lastSwapPrice(poolId string) (string, error) {
cond := "p.contract = '" + poolId + "'"
inactiveTickers, err := s.inactivePools(cond)
if err != nil {
return "", err
}
if len(inactiveTickers) == 0 {
return "", errors.New("no ticker has returned")
}
return inactiveTickers[0].LastPrice, nil
}
func (s *tickerService) liquidity(base string, target string, ticker *Ticker) error {
query := `
select p.asset0 base_currency,
p.asset1 target_currency,
'0' base_volume,
'0' target_volume,
ps.last_swap_price last_price,
t0.decimals base_decimals,
t1.decimals target_decimals,
liquidity0_in_price base_liquidity_in_price,
p.contract pool_id,
extract(epoch from now()) * 1000 as timestamp
from pair_stats_30m ps
join (select pair_id, max(timestamp) latest_timestamp
from pair_stats_30m
group by pair_id) t on ps.pair_id = t.pair_id and ps.timestamp = t.latest_timestamp
join pair p on ps.pair_id = p.id
join tokens t0 on p.chain_id = t0.chain_id and p.asset0 = t0.address
join tokens t1 on p.chain_id = t1.chain_id and p.asset1 = t1.address
where p.chain_id = ? and p.asset0 = ? and p.asset1 = ?
`
if tx := s.Raw(query, s.chainId, base, target).Find(&ticker); tx.Error != nil {
return errors.Wrap(tx.Error, "TickerService.liquidity")
}
return nil
}
// GetAll implements Getter
func (s *tickerService) GetAll() ([]Ticker, error) {
tickers, err := s.tickers("")
if err != nil {
return nil, errors.Wrap(err, "tickerService.GetAll")
}
var activePoolIds []string
zeroPricePoolIdIdxMap := make(map[string]int)
var latestTs float64
if len(tickers) > 0 {
latestTs = tickers[len(tickers)-1].Timestamp
}
for i, t := range tickers {
if len(t.LastPrice) > 0 {
activePoolIds = append(activePoolIds, t.PoolId)
} else {
zeroPricePoolIdIdxMap[t.PoolId] = i
}
}
var cond string
if len(activePoolIds) > 0 {
cond = "p.contract not in ('" + strings.Join(activePoolIds, "','") + "')"
}
inactiveTickers, err := s.inactivePools(cond)
if err != nil {
return nil, errors.Wrap(err, "tickerService.GetAll")
}
for _, t := range inactiveTickers {
if i, ok := zeroPricePoolIdIdxMap[t.PoolId]; ok {
tickers[i].LastPrice = t.LastPrice
} else {
tickers = append(tickers, t)
}
}
if latestTs == 0 {
for _, t := range inactiveTickers {
if latestTs < t.Timestamp {
latestTs = t.Timestamp
}
}
}
if p := s.price(latestTs, false); p == 0 {
err := s.cachePriceInUsd(priceTokenId)
if err != nil {
return nil, err
}
}
for i, t := range tickers {
baseLiquidityInUsd, err := s.liquidityInUsd(t)
if err != nil {
return nil, errors.Wrap(err, "tickerService.GetAll")
}
tickers[i].BaseLiquidityInPrice = baseLiquidityInUsd
}
return tickers, nil
}
func (s *tickerService) tickers(cond string, bindings ...string) ([]Ticker, error) {
query := `
select distinct
p.asset0 base_currency,
p.asset1 target_currency,
sum(ps.volume0) over (partition by ps.pair_id) base_volume,
sum(ps.volume1) over (partition by ps.pair_id) target_volume,
t0.decimals base_decimals,
t1.decimals target_decimals,
first_value(ps.liquidity0_in_price) over (partition by ps.pair_id order by ps.timestamp desc) base_liquidity_in_price,
p.contract pool_id,
first_value(ps.timestamp) over (partition by ps.pair_id order by ps.timestamp desc) as timestamp
from pair_stats_recent ps
join pair p on ps.pair_id = p.id
join tokens t0 on p.chain_id = t0.chain_id and p.asset0 = t0.address
join tokens t1 on p.chain_id = t1.chain_id and p.asset1 = t1.address
where ps.chain_id = ?
and ps.timestamp >= extract(epoch from now()-interval'24h')
`
var tickers []Ticker
if cond != "" {
b := make([]interface{}, len(bindings)+1)
b[0] = s.chainId
for i, v := range bindings {
b[i+1] = v
}
if tx := s.Raw(query+cond, b...).Find(&tickers); tx.Error != nil {
return nil, errors.Wrap(tx.Error, "tickerService.tickers")
}
} else {
if tx := s.Raw(query, s.chainId).Find(&tickers); tx.Error != nil {
return nil, errors.Wrap(tx.Error, "tickerService.tickers")
}
}
for i, t := range tickers {
var baseVolume types.Dec
if v, err := types.NewDecFromStr(t.BaseVolume); err != nil {
return nil, errors.Wrap(err, "tickerService.tickers")
} else {
baseVolume = types.NewDecFromIntWithPrec(v.TruncateInt(), int64(t.BaseDecimals))
}
var targetVolume types.Dec
if v, err := types.NewDecFromStr(t.TargetVolume); err != nil {
return nil, errors.Wrap(err, "tickerService.tickers")
} else {
targetVolume = types.NewDecFromIntWithPrec(v.TruncateInt(), int64(t.TargetDecimals))
}
tickers[i].BaseVolume = baseVolume.String()
tickers[i].TargetVolume = targetVolume.String()
targetDecimal := types.NewDec(10).Power(uint64(t.TargetDecimals))
if !baseVolume.IsZero() {
tickers[i].LastPrice = types.NewDecFromIntWithPrec(targetVolume.Quo(baseVolume).Mul(targetDecimal).RoundInt(), int64(t.TargetDecimals)).String()
}
}
return tickers, nil
}
func (s *tickerService) inactivePools(cond string) ([]Ticker, error) {
query := `
select p.asset0 base_currency,
p.asset1 target_currency,
'0' base_volume,
'0' target_volume,
ps.last_swap_price last_price,
t0.decimals base_decimals,
t1.decimals target_decimals,
liquidity0_in_price base_liquidity_in_price,
p.contract pool_id,
extract(epoch from now()) * 1000 as timestamp
from pair_stats_30m ps
join (select pair_id, max(timestamp) latest_timestamp
from pair_stats_30m
group by pair_id) t on ps.pair_id = t.pair_id and ps.timestamp = t.latest_timestamp
join pair p on ps.pair_id = p.id
join tokens t0 on p.chain_id = t0.chain_id and p.asset0 = t0.address
join tokens t1 on p.chain_id = t1.chain_id and p.asset1 = t1.address
where p.chain_id = ?
`
if cond != "" {
query += " and " + cond
}
var tickers []Ticker
if tx := s.Raw(query, s.chainId).Find(&tickers); tx.Error != nil {
return nil, errors.Wrap(tx.Error, "TickerService.inactivePools")
}
return tickers, nil
}
func (s *tickerService) liquidityInUsd(ticker Ticker) (string, error) {
baseLiquidityInPrice, err := strconv.ParseFloat(ticker.BaseLiquidityInPrice, 64)
if err != nil {
return "", err
}
priceTokenInUsd := s.price(ticker.Timestamp, true)
return strconv.FormatFloat(baseLiquidityInPrice*priceTokenInUsd, 'f', -1, 64), nil
}
// TODO: fixed endpoint and arguments
func (s *tickerService) cachePriceInUsd(priceCoinId string) error {
timeoutCtx, cancel := context.WithTimeout(context.Background(), queryTimeout)
defer cancel()
endpoint, err := url.Parse(coinGeckoEndpoint + priceCoinId + "/market_chart")
if err != nil {
return err
}
query := endpoint.Query()
query.Add("vs_currency", "usd")
query.Add("days", "1")
endpoint.RawQuery = query.Encode()
request, err := http.NewRequestWithContext(timeoutCtx, http.MethodGet, endpoint.String(), nil)
if err != nil {
return err
}
client := http.Client{}
response, err := client.Do(request)
if err != nil {
return err
}
defer response.Body.Close()
if response.StatusCode != http.StatusOK {
code := response.StatusCode
return errors.New(strings.Join([]string{"Price endpoint returns http code [", http.StatusText(code), " ", strconv.Itoa(code), "]"}, ""))
}
type queryResponse struct {
Prices [][priceInfoLength]float64
///...
}
var decoded queryResponse
decoder := json.NewDecoder(response.Body)
err = decoder.Decode(&decoded)
if err != nil {
return err
}
s.cachedPrices = decoded.Prices
return nil
}
func (s *tickerService) price(targetTimestamp float64, force bool) float64 {
price := float64(0)
for _, p := range s.cachedPrices {
if p[priceTimestamp] > math.Trunc(targetTimestamp)*1_000 {
return price
}
price = p[priceValue]
}
if force {
return price
}
return 0
}