Fix: Twap and Price Bugs (#90)

* fix: some bugs with prices and twaps * chore: ver bump
metaDAOproject · May 16, 2024 · f207082 · f207082
1 parent db94ef6
commit f207082
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Showing 11 changed files with 476 additions and 284 deletions.
diff --git a/lib/client/indexer/__generated__/schema.graphql b/lib/client/indexer/__generated__/schema.graphql
diff --git a/lib/client/indexer/__generated__/schema.ts b/lib/client/indexer/__generated__/schema.ts
diff --git a/lib/client/indexer/__generated__/types.ts b/lib/client/indexer/__generated__/types.ts
diff --git a/lib/client/indexer/markets.ts b/lib/client/indexer/markets.ts
@@ -22,6 +22,8 @@ import {
 } from "./__generated__";
 import { Client as GQLWebSocketClient } from "graphql-ws";
 import { FutarchyMarketsRPCClient } from "../rpc/markets";
+import { PriceMath } from "@metadaoproject/futarchy-ts";
+import { BN } from "@coral-xyz/anchor";
 
 export class FutarchyIndexerMarketsClient implements FutarchyMarketsClient {
   public openbook: FutarchyIndexerOpenbookMarketsClient;
@@ -66,9 +68,18 @@ export class FutarchyIndexerMarketsClient implements FutarchyMarketsClient {
             {
               created_at: "asc"
             }
-          ]
+          ],
+          distinct_on: ["created_at"]
         },
         token_amount: true,
+        market: {
+          tokenByQuoteMintAcct: {
+            decimals: true
+          },
+          tokenByBaseMintAcct: {
+            decimals: true
+          }
+        },
         updated_slot: true,
         created_at: true
       }
@@ -80,14 +91,28 @@ export class FutarchyIndexerMarketsClient implements FutarchyMarketsClient {
           token_amount: number;
           updated_slot: number;
           created_at: Date;
+          // TODO this query might be a bit slow... hasura warned about caching directive, we need to watch for this
+          market: {
+            tokenByQuoteMintAcct: {
+              decimals: number;
+            };
+            tokenByBaseMintAcct: {
+              decimals: number;
+            };
+          };
         }[];
       }>(
         { query, variables },
         {
           next: (data) => {
             const twapObservations = data.data?.twaps?.map<TwapObservation>(
               (d) => ({
-                price: d.token_amount,
+                priceUi: PriceMath.getHumanPrice(
+                  new BN(d.token_amount),
+                  d.market?.tokenByBaseMintAcct.decimals!!,
+                  d.market?.tokenByQuoteMintAcct.decimals!!
+                ),
+                priceRaw: d.token_amount,
                 slot: d.updated_slot,
                 createdAt: d.created_at
               })
@@ -281,29 +306,52 @@ export class FutarchyIndexerMarketsClient implements FutarchyMarketsClient {
           },
           order_by: [
             {
-              created_at: "desc"
+              created_at: "asc"
             }
-          ]
+          ],
+          distinct_on: ["created_at"]
         },
         created_at: true,
-        price: true
+        price: true,
+        quote_amount: true,
+        base_amount: true,
+        market: {
+          tokenByQuoteMintAcct: {
+            decimals: true
+          },
+          tokenByBaseMintAcct: {
+            decimals: true
+          }
+        }
       }
     });
 
     return new Observable((subscriber) => {
       const subscriptionCleanup = this.graphqlWSClient.subscribe<{
-        takes: {
+        prices: {
           created_at: Date;
           price: number;
+          quote_amount: number;
+          base_amount: number;
+          market: {
+            tokenByQuoteMintAcct: {
+              decimals: number;
+            };
+            tokenByBaseMintAcct: {
+              decimals: number;
+            };
+          };
         }[];
       }>(
         { query, variables },
         {
           next: (data) => {
-            const spotObservations = data.data?.takes?.map<SpotObservation>(
+            const spotObservations = data.data?.prices?.map<SpotObservation>(
               (d) => ({
-                price: d.price,
-                createdAt: d.created_at
+                priceUi: d.price,
+                createdAt: d.created_at,
+                quoteAmount: d.quote_amount,
+                baseAmount: d.base_amount
               })
             );
             subscriber.next(spotObservations ?? []);

diff --git a/lib/client/indexer/proposals.ts b/lib/client/indexer/proposals.ts
@@ -46,10 +46,18 @@ export class FutarchyIndexerProposalsClient implements FutarchyProposalsClient {
           dao_acct: true,
           treasury_acct: true,
           tokenByBaseAcct: {
-            mint_acct: true
+            mint_acct: true,
+            image_url: true,
+            decimals: true,
+            symbol: true,
+            name: true
           },
           tokenByQuoteAcct: {
-            mint_acct: true
+            mint_acct: true,
+            image_url: true,
+            decimals: true,
+            symbol: true,
+            name: true
           },
           program: {
             program_acct: true,
@@ -247,6 +255,20 @@ export class FutarchyIndexerProposalsClient implements FutarchyProposalsClient {
                   tokenMint: d.tokenByBaseAcct
                     ? new PublicKey(d.tokenByBaseAcct.mint_acct)
                     : undefined
+                },
+                baseToken: {
+                  decimals: d.tokenByBaseAcct?.decimals ?? 0,
+                  name: d.tokenByBaseAcct?.name ?? "",
+                  symbol: d.tokenByBaseAcct?.symbol ?? "",
+                  url: d.tokenByBaseAcct?.image_url ?? "",
+                  publicKey: d.tokenByBaseAcct?.mint_acct ?? ""
+                },
+                quoteToken: {
+                  decimals: d.tokenByQuoteAcct?.decimals ?? 0,
+                  name: d.tokenByQuoteAcct?.name ?? "",
+                  symbol: d.tokenByQuoteAcct?.symbol ?? "",
+                  url: d.tokenByQuoteAcct?.image_url ?? "",
+                  publicKey: d.tokenByQuoteAcct?.mint_acct ?? ""
                 }
               },
               participants: [],