feat: add open interest in market query

schema.graphql

@@ -445,6 +445,9 @@ type Maker @entity {
 
     "open orders"
     openOrders: [OpenOrder!]! @derivedFrom(field: "makerRef")
+
+    "trader open interest"
+    openInterest: BigDecimal!
 }
 
 type OpenOrder @entity {

src/mappings/clearingHouse.ts

@@ -1,4 +1,4 @@
-import { BigInt, Bytes } from "@graphprotocol/graph-ts"
+import { BigDecimal, BigInt, Bytes } from "@graphprotocol/graph-ts"
 import {
     FundingPaymentSettled as FundingPaymentSettledEvent,
     LiquidityChanged as LiquidityChangedEvent,
@@ -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
@@ -185,6 +187,18 @@ 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
+
+    // Here we only calculate taker's position size change (fee = 0 means it's maker)
+    // And add position change*2, that means we calculate maker's impermanent position in advance
+    // Which means when a maker removes liquidity, the corresponding taker position (fee = 0) is already included. So we should ignore this case.
+    if (!event.params.fee.isZero()) {
+        // taker
+        const diff = abs(traderMarket.takerPositionSize).minus(abs(beforePositionSize))
+        market.openInterest = market.openInterest.plus(diff.times(BigDecimal.fromString("2")))
+    }
+
     // NOTE: position size does not consider maker position
     position.positionSize = position.positionSize.plus(positionChanged.exchangedPositionSize)
     position.openNotional = positionChanged.openNotional
@@ -296,6 +310,7 @@ 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)
@@ -339,6 +354,11 @@ export function handleLiquidityChanged(event: LiquidityChangedEvent): void {
     market.baseAmount = market.baseAmount.plus(liquidityChanged.base)
     market.quoteAmount = market.quoteAmount.plus(liquidityChanged.quote)
 
+    const diff = abs(traderMarket.takerPositionSize).minus(abs(beforePositionSize))
+    if (diff.gt(BigDecimal.zero())) {
+        market.openInterest = market.openInterest.plus(diff.times(BigDecimal.fromString("2")))
+    }
+
     // commit changes
     liquidityChanged.save()
     maker.save()