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feat: add open interest in market query #41

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feat: add open interest in market query #41

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64087aa
feat: add open interst in market query
May 25, 2022
3ad519a
fix: open interest
May 27, 2022
8f249d8
WIP open interest
May 30, 2022
d9bfec5
fix: open interest
May 31, 2022
be6e380
fix: restore format
May 31, 2022
757dd58
fix: open interest
May 31, 2022
c7eedbb
fix: PR comment
May 31, 2022
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3 changes: 3 additions & 0 deletions schema.graphql
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Original file line number Diff line number Diff line change
Expand Up @@ -63,6 +63,9 @@ type Market @entity {
positions: [Position!]! @derivedFrom(field: "marketRef")
"open orders"
openOrders: [OpenOrder!]! @derivedFrom(field: "marketRef")

"trader open interest"
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should change this comment as well

takerOpenInterest: BigDecimal!
}

type Token @entity {
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22 changes: 17 additions & 5 deletions src/mappings/clearingHouse.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -167,6 +167,8 @@ export function handlePositionChanged(event: PositionChangedEvent): void {
const traderMarket = getOrCreateTraderMarket(event.params.trader, event.params.baseToken)
traderMarket.blockNumber = event.block.number
traderMarket.timestamp = event.block.timestamp

const beforePositionSize = traderMarket.takerPositionSize
traderMarket.takerPositionSize = traderMarket.takerPositionSize.plus(positionChanged.exchangedPositionSize)
traderMarket.openNotional = positionChanged.openNotional
// NOTE: according to contract, a position size < 10 wei cannot be closed or liquidated so we set it to 0
Expand All @@ -185,6 +187,12 @@ export function handlePositionChanged(event: PositionChangedEvent): void {
const position = getOrCreatePosition(event.params.trader, event.params.baseToken)
position.blockNumber = event.block.number
position.timestamp = event.block.timestamp

// update open interest based on position change

const diff = abs(traderMarket.takerPositionSize).minus(abs(beforePositionSize))
market.takerOpenInterest = market.takerOpenInterest.plus(diff)

// NOTE: position size does not consider maker position
position.positionSize = position.positionSize.plus(positionChanged.exchangedPositionSize)
position.openNotional = positionChanged.openNotional
Expand Down Expand Up @@ -288,6 +296,11 @@ export function handleLiquidityChanged(event: LiquidityChangedEvent): void {
maker.timestamp = event.block.timestamp
maker.collectedFee = maker.collectedFee.plus(liquidityChanged.quoteFee)

// upsert market
const market = getOrCreateMarket(event.params.baseToken)
market.baseAmount = market.baseAmount.plus(liquidityChanged.base)
market.quoteAmount = market.quoteAmount.plus(liquidityChanged.quote)

// upsert Trader
const trader = getOrCreateTrader(event.params.maker)
trader.blockNumber = event.block.number
Expand All @@ -296,6 +309,7 @@ export function handleLiquidityChanged(event: LiquidityChangedEvent): void {

// upsert TraderMarket
const traderMarket = getOrCreateTraderMarket(event.params.maker, event.params.baseToken)
const beforePositionSize = traderMarket.takerPositionSize
traderMarket.blockNumber = event.block.number
traderMarket.timestamp = event.block.timestamp
traderMarket.makerFee = traderMarket.makerFee.plus(liquidityChanged.quoteFee)
Expand All @@ -314,6 +328,9 @@ export function handleLiquidityChanged(event: LiquidityChangedEvent): void {
const position = getOrCreatePosition(event.params.maker, event.params.baseToken)
position.positionSize = fixedDataMap.get("takerPositionSize")
position.openNotional = fixedDataMap.get("openNotional")

const diff = abs(traderMarket.takerPositionSize).minus(abs(beforePositionSize))
market.takerOpenInterest = market.takerOpenInterest.plus(diff)
}
}

Expand All @@ -334,11 +351,6 @@ export function handleLiquidityChanged(event: LiquidityChangedEvent): void {
}
openOrder.collectedFee = openOrder.collectedFee.plus(liquidityChanged.quoteFee)

// upsert market
const market = getOrCreateMarket(event.params.baseToken)
market.baseAmount = market.baseAmount.plus(liquidityChanged.base)
market.quoteAmount = market.quoteAmount.plus(liquidityChanged.quote)

// commit changes
liquidityChanged.save()
maker.save()
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