Merge pull request #1 from clober-dex/feat/add-inverted-market-chart

feat: add inverted market chart
clober-dex · Mar 26, 2024 · b415b4a · b415b4a
2 parents d6f3ebb + 813b3fc
commit b415b4a
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Showing 2 changed files with 87 additions and 12 deletions.
diff --git a/src/book-manager.ts b/src/book-manager.ts
@@ -21,6 +21,7 @@ import {
   createToken,
   decodeBookIdFromOrderId,
   encodeOrderId,
+  formatInvertedPrice,
   formatPrice,
   formatUnits,
   rawToBase,
@@ -198,9 +199,14 @@ export function handleTake(event: Take): void {
 
   // update chart
   const baseTakenAmount = rawToBase(book, event.params.amount, price)
+  const quoteTakenAmount = rawToQuote(book, event.params.amount)
   const baseToken = Token.load(book.base) as Token
   const quoteToken = Token.load(book.quote) as Token
-  const formattedPrice = formatPrice(price)
+  const formattedPrice = formatPrice(
+    price,
+    baseToken.decimals,
+    quoteToken.decimals,
+  )
   const formattedBaseTakenAmount = formatUnits(
     baseTakenAmount,
     baseToken.decimals.toI32() as u8,
@@ -212,6 +218,8 @@ export function handleTake(event: Take): void {
     const timestampForAcc = (Math.floor(
       (event.block.timestamp.toI64() as number) / intervalInNumber,
     ) * intervalInNumber) as i64
+
+    // natural chart log
     const chartLogId = buildChartLogId(
       baseToken,
       quoteToken,
@@ -241,6 +249,48 @@ export function handleTake(event: Take): void {
       chartLog.baseVolume = chartLog.baseVolume.plus(formattedBaseTakenAmount)
     }
     chartLog.save()
+
+    // inverted chart log
+    const formattedInvertedPrice = formatInvertedPrice(
+      price,
+      baseToken.decimals,
+      quoteToken.decimals,
+    )
+    const formattedQuoteTakenAmount = formatUnits(
+      quoteTakenAmount,
+      quoteToken.decimals.toI32() as u8,
+    )
+    const invertedChartLogId = buildChartLogId(
+      quoteToken,
+      baseToken,
+      intervalType,
+      timestampForAcc,
+    )
+    const invertedMarketCode = buildMarketCode(quoteToken, baseToken)
+    let invertedChartLog = ChartLog.load(invertedChartLogId)
+    if (invertedChartLog === null) {
+      invertedChartLog = new ChartLog(invertedChartLogId)
+      invertedChartLog.marketCode = invertedMarketCode
+      invertedChartLog.intervalType = intervalType
+      invertedChartLog.timestamp = BigInt.fromI64(timestampForAcc)
+      invertedChartLog.open = formattedInvertedPrice
+      invertedChartLog.high = formattedInvertedPrice
+      invertedChartLog.low = formattedInvertedPrice
+      invertedChartLog.close = formattedInvertedPrice
+      invertedChartLog.baseVolume = formattedQuoteTakenAmount
+    } else {
+      if (formattedInvertedPrice.gt(invertedChartLog.high)) {
+        invertedChartLog.high = formattedInvertedPrice
+      }
+      if (formattedInvertedPrice.lt(invertedChartLog.low)) {
+        invertedChartLog.low = formattedInvertedPrice
+      }
+      invertedChartLog.close = formattedInvertedPrice
+      invertedChartLog.baseVolume = invertedChartLog.baseVolume.plus(
+        formattedQuoteTakenAmount,
+      )
+    }
+    invertedChartLog.save()
   }
 }
 

diff --git a/src/helpers.ts b/src/helpers.ts
@@ -56,23 +56,21 @@ export function buildDepthId(bookId: string, tick: BigInt): string {
 }
 
 export function buildChartLogId(
-  token0: Token,
-  token1: Token,
+  base: Token,
+  quote: Token,
   intervalType: string,
   timestamp: i64,
 ): string {
-  const marketCode = buildMarketCode(token0, token1)
+  const marketCode = buildMarketCode(base, quote)
   return marketCode
     .concat('-')
     .concat(intervalType)
     .concat('-')
     .concat(timestamp.toString())
 }
 
-export function buildMarketCode(token0: Token, token1: Token): string {
-  return token0.id < token1.id
-    ? token0.id.concat('-').concat(token1.id)
-    : token1.id.concat('-').concat(token0.id)
+export function buildMarketCode(base: Token, quote: Token): string {
+  return base.id.concat('/').concat(quote.id)
 }
 
 export function createToken(tokenAddress: Address): Token {
@@ -87,10 +85,37 @@ export function createToken(tokenAddress: Address): Token {
   return token
 }
 
-export function formatPrice(price: BigInt): BigDecimal {
-  return BigDecimal.fromString(price.toString()).div(
-    pricePrecision.toBigDecimal(),
-  )
+export function formatPrice(
+  price: BigInt,
+  baseDecimals: BigInt,
+  quoteDecimals: BigInt,
+): BigDecimal {
+  return BigDecimal.fromString(price.toString())
+    .div(pricePrecision.toBigDecimal())
+    .times(
+      BigDecimal.fromString(
+        BigInt.fromI32(10)
+          .pow(baseDecimals.minus(quoteDecimals).toI32() as u8)
+          .toString(),
+      ),
+    )
+}
+
+export function formatInvertedPrice(
+  price: BigInt,
+  baseDecimals: BigInt,
+  quoteDecimals: BigInt,
+): BigDecimal {
+  return pricePrecision
+    .toBigDecimal()
+    .div(BigDecimal.fromString(price.toString()))
+    .times(
+      BigDecimal.fromString(
+        BigInt.fromI32(10)
+          .pow(quoteDecimals.minus(baseDecimals).toI32() as u8)
+          .toString(),
+      ),
+    )
 }
 
 export function formatUnits(