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Merge pull request #300 from contango-xyz/contango
Contango: looping: lending shoehorn
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*.csv |
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{ | ||
"name": "contango", | ||
"version": "1.0.0", | ||
"description": "", | ||
"main": "index.js", | ||
"type": "commonjs", | ||
"scripts": { | ||
"start": "tsx src/index.ts" | ||
}, | ||
"keywords": [], | ||
"author": "", | ||
"license": "UNLICENSED", | ||
"dependencies": { | ||
"csv-parser": "^3.0.0", | ||
"fast-csv": "^5.0.1", | ||
"tsx": "^4.19.1" | ||
}, | ||
"devDependencies": { | ||
"@types/node": "^20.11.17", | ||
"typescript": "^5.3.3" | ||
} | ||
} |
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import csv from "csv-parser"; | ||
import fs from "fs"; | ||
import { write } from "fast-csv"; | ||
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||
type OutputDataSchemaRow = { | ||
block_number: number; | ||
timestamp: number; | ||
user_address: string; | ||
token_address: string; | ||
token_balance: bigint; | ||
token_symbol: string; | ||
usd_price?: number; | ||
}; | ||
interface BlockData { | ||
blockNumber: number; | ||
blockTimestamp: number; | ||
} | ||
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const PAGE_SIZE = 1_000; | ||
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type Asset = { | ||
id: string; | ||
symbol: string; | ||
}; | ||
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type Position = { | ||
owner: string; | ||
collateral: string; | ||
debt: string; | ||
instrument: { | ||
base: Asset; | ||
quote: Asset; | ||
}; | ||
}; | ||
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const graphQuery = async (query: string) => { | ||
return await fetch( | ||
`https://subgraph.satsuma-prod.com/ec9157ac5152/egills-team/contango-linea-points/api`, | ||
{ | ||
headers: { | ||
accept: "application/json", | ||
"content-type": "application/json", | ||
}, | ||
body: JSON.stringify({ query }), | ||
method: "POST", | ||
}, | ||
).then((res) => res.json()); | ||
}; | ||
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const queryAllPositions = async (block: number): Promise<Position[]> => { | ||
const query = async ( | ||
block: number, | ||
first: number, | ||
skip: number, | ||
): Promise<Position[]> => { | ||
const query = `query ContangoPositions { | ||
positions( | ||
block: {number: ${block}} | ||
first: ${first} | ||
skip: ${skip} | ||
) { | ||
owner | ||
collateral | ||
debt | ||
instrument { | ||
base { | ||
id | ||
symbol | ||
} | ||
quote { | ||
id | ||
symbol | ||
} | ||
} | ||
} | ||
}`; | ||
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return await graphQuery(query).then((json) => json.data.positions); | ||
}; | ||
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let positions: Position[] = []; | ||
let skip = 0; | ||
do { | ||
positions.push(...(await query(block, PAGE_SIZE, skip))); | ||
skip += PAGE_SIZE; | ||
} while (positions.length === PAGE_SIZE); | ||
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return positions; | ||
}; | ||
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type User = string; | ||
type AssetAddress = string; | ||
enum Side { | ||
Collateral, | ||
Debt, | ||
} | ||
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const row = ( | ||
block: BlockData, | ||
owner: User, | ||
asset: Asset, | ||
): OutputDataSchemaRow => { | ||
return { | ||
block_number: block.blockNumber, | ||
timestamp: block.blockTimestamp, | ||
user_address: owner, | ||
token_address: asset.id, | ||
token_balance: 0n, | ||
token_symbol: asset.symbol, | ||
}; | ||
}; | ||
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export const getUserTVLByBlock = async ( | ||
block: BlockData, | ||
): Promise<OutputDataSchemaRow[]> => { | ||
const positions = await queryAllPositions(block.blockNumber); | ||
console.log( | ||
`Processing block ${block.blockNumber} with ${positions.length} positions`, | ||
); | ||
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const positionsByUser = new Map< | ||
User, | ||
Map<AssetAddress, Map<Side, OutputDataSchemaRow>> | ||
>(); | ||
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positions.forEach((position) => { | ||
const { owner, collateral, debt, instrument } = position; | ||
const { base, quote } = instrument; | ||
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if (!positionsByUser.has(owner)) { | ||
positionsByUser.set( | ||
owner, | ||
new Map<AssetAddress, Map<Side, OutputDataSchemaRow>>(), | ||
); | ||
} | ||
const userAssets = positionsByUser.get(owner)!; | ||
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if (!userAssets.has(base.id)) { | ||
userAssets.set(base.id, new Map<Side, OutputDataSchemaRow>()); | ||
} | ||
if (!userAssets.has(quote.id)) { | ||
userAssets.set(quote.id, new Map<Side, OutputDataSchemaRow>()); | ||
} | ||
if (!userAssets.get(base.id)!.has(Side.Collateral)) { | ||
userAssets.get(base.id)!.set(Side.Collateral, row(block, owner, base)); | ||
} | ||
if (!userAssets.get(quote.id)!.has(Side.Debt)) { | ||
userAssets.get(quote.id)!.set(Side.Debt, row(block, owner, quote)); | ||
} | ||
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userAssets.get(base.id)!.get(Side.Collateral)!.token_balance += | ||
BigInt(collateral); | ||
userAssets.get(quote.id)!.get(Side.Debt)!.token_balance -= BigInt(debt); | ||
}); | ||
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return Array.from(positionsByUser.values()) | ||
.flatMap((positions) => Array.from(positions.values())) | ||
.flatMap((sides) => Array.from(sides.values())); | ||
}; | ||
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const readBlocksFromCSV = async (filePath: string): Promise<BlockData[]> => { | ||
const blocks: BlockData[] = []; | ||
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await new Promise<void>((resolve, reject) => { | ||
fs.createReadStream(filePath) | ||
.pipe(csv()) // Specify the separator as '\t' for TSV files | ||
.on("data", (row) => { | ||
const blockNumber = parseInt(row.number, 10); | ||
const blockTimestamp = parseInt(row.timestamp, 10); | ||
if (!isNaN(blockNumber) && blockTimestamp) { | ||
blocks.push({ blockNumber: blockNumber, blockTimestamp }); | ||
} | ||
}) | ||
.on("end", () => { | ||
resolve(); | ||
}) | ||
.on("error", (err) => { | ||
reject(err); | ||
}); | ||
}); | ||
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return blocks; | ||
}; | ||
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readBlocksFromCSV("hourly_blocks.csv") | ||
.then(async (blocks: any[]) => { | ||
console.log(blocks); | ||
const allCsvRows: any[] = []; // Array to accumulate CSV rows for all blocks | ||
const batchSize = 1000; // Size of batch to trigger writing to the file | ||
let i = 0; | ||
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for (const block of blocks) { | ||
try { | ||
const result = await getUserTVLByBlock(block); | ||
allCsvRows.push(...result); | ||
} catch (error) { | ||
console.error(`An error occurred for block ${block}:`, error); | ||
} | ||
} | ||
await new Promise((resolve, reject) => { | ||
// const randomTime = Math.random() * 1000; | ||
// setTimeout(resolve, randomTime); | ||
const ws = fs.createWriteStream(`outputData.csv`, { flags: "w" }); | ||
write(allCsvRows, { headers: true }) | ||
.pipe(ws) | ||
.on("finish", () => { | ||
console.log(`CSV file has been written.`); | ||
resolve; | ||
}); | ||
}); | ||
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// Clear the accumulated CSV rows | ||
// allCsvRows.length = 0; | ||
}) | ||
.catch((err) => { | ||
console.error("Error reading CSV file:", err); | ||
}); |
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{ | ||
"compilerOptions": { | ||
/* Visit https://aka.ms/tsconfig to read more about this file */ | ||
/* Projects */ | ||
// "incremental": true, /* Save .tsbuildinfo files to allow for incremental compilation of projects. */ | ||
// "composite": true, /* Enable constraints that allow a TypeScript project to be used with project references. */ | ||
// "tsBuildInfoFile": "./.tsbuildinfo", /* Specify the path to .tsbuildinfo incremental compilation file. */ | ||
// "disableSourceOfProjectReferenceRedirect": true, /* Disable preferring source files instead of declaration files when referencing composite projects. */ | ||
// "disableSolutionSearching": true, /* Opt a project out of multi-project reference checking when editing. */ | ||
// "disableReferencedProjectLoad": true, /* Reduce the number of projects loaded automatically by TypeScript. */ | ||
/* Language and Environment */ | ||
"target": "es2022", /* Set the JavaScript language version for emitted JavaScript and include compatible library declarations. */ | ||
// "lib": [], /* Specify a set of bundled library declaration files that describe the target runtime environment. */ | ||
// "jsx": "preserve", /* Specify what JSX code is generated. */ | ||
// "experimentalDecorators": true, /* Enable experimental support for legacy experimental decorators. */ | ||
// "emitDecoratorMetadata": true, /* Emit design-type metadata for decorated declarations in source files. */ | ||
// "jsxFactory": "", /* Specify the JSX factory function used when targeting React JSX emit, e.g. 'React.createElement' or 'h'. */ | ||
// "jsxFragmentFactory": "", /* Specify the JSX Fragment reference used for fragments when targeting React JSX emit e.g. 'React.Fragment' or 'Fragment'. */ | ||
// "jsxImportSource": "", /* Specify module specifier used to import the JSX factory functions when using 'jsx: react-jsx*'. */ | ||
// "reactNamespace": "", /* Specify the object invoked for 'createElement'. This only applies when targeting 'react' JSX emit. */ | ||
// "noLib": true, /* Disable including any library files, including the default lib.d.ts. */ | ||
// "useDefineForClassFields": true, /* Emit ECMAScript-standard-compliant class fields. */ | ||
// "moduleDetection": "auto", /* Control what method is used to detect module-format JS files. */ | ||
/* Modules */ | ||
"module": "commonjs", /* Specify what module code is generated. */ | ||
"rootDir": "src/", /* Specify the root folder within your source files. */ | ||
// "moduleResolution": "node10", /* Specify how TypeScript looks up a file from a given module specifier. */ | ||
// "baseUrl": "./", /* Specify the base directory to resolve non-relative module names. */ | ||
// "paths": {}, /* Specify a set of entries that re-map imports to additional lookup locations. */ | ||
// "rootDirs": [], /* Allow multiple folders to be treated as one when resolving modules. */ | ||
// "typeRoots": [], /* Specify multiple folders that act like './node_modules/@types'. */ | ||
// "types": [], /* Specify type package names to be included without being referenced in a source file. */ | ||
// "allowUmdGlobalAccess": true, /* Allow accessing UMD globals from modules. */ | ||
// "moduleSuffixes": [], /* List of file name suffixes to search when resolving a module. */ | ||
// "allowImportingTsExtensions": true, /* Allow imports to include TypeScript file extensions. Requires '--moduleResolution bundler' and either '--noEmit' or '--emitDeclarationOnly' to be set. */ | ||
// "resolvePackageJsonExports": true, /* Use the package.json 'exports' field when resolving package imports. */ | ||
// "resolvePackageJsonImports": true, /* Use the package.json 'imports' field when resolving imports. */ | ||
// "customConditions": [], /* Conditions to set in addition to the resolver-specific defaults when resolving imports. */ | ||
// "resolveJsonModule": true, /* Enable importing .json files. */ | ||
// "allowArbitraryExtensions": true, /* Enable importing files with any extension, provided a declaration file is present. */ | ||
// "noResolve": true, /* Disallow 'import's, 'require's or '<reference>'s from expanding the number of files TypeScript should add to a project. */ | ||
/* JavaScript Support */ | ||
// "allowJs": true, /* Allow JavaScript files to be a part of your program. Use the 'checkJS' option to get errors from these files. */ | ||
// "checkJs": true, /* Enable error reporting in type-checked JavaScript files. */ | ||
// "maxNodeModuleJsDepth": 1, /* Specify the maximum folder depth used for checking JavaScript files from 'node_modules'. Only applicable with 'allowJs'. */ | ||
/* Emit */ | ||
// "declaration": true, /* Generate .d.ts files from TypeScript and JavaScript files in your project. */ | ||
// "declarationMap": true, /* Create sourcemaps for d.ts files. */ | ||
// "emitDeclarationOnly": true, /* Only output d.ts files and not JavaScript files. */ | ||
// "sourceMap": true, /* Create source map files for emitted JavaScript files. */ | ||
// "inlineSourceMap": true, /* Include sourcemap files inside the emitted JavaScript. */ | ||
// "outFile": "./", /* Specify a file that bundles all outputs into one JavaScript file. If 'declaration' is true, also designates a file that bundles all .d.ts output. */ | ||
"outDir": "dist/", /* Specify an output folder for all emitted files. */ | ||
// "removeComments": true, /* Disable emitting comments. */ | ||
// "noEmit": true, /* Disable emitting files from a compilation. */ | ||
// "importHelpers": true, /* Allow importing helper functions from tslib once per project, instead of including them per-file. */ | ||
// "importsNotUsedAsValues": "remove", /* Specify emit/checking behavior for imports that are only used for types. */ | ||
// "downlevelIteration": true, /* Emit more compliant, but verbose and less performant JavaScript for iteration. */ | ||
// "sourceRoot": "", /* Specify the root path for debuggers to find the reference source code. */ | ||
// "mapRoot": "", /* Specify the location where debugger should locate map files instead of generated locations. */ | ||
// "inlineSources": true, /* Include source code in the sourcemaps inside the emitted JavaScript. */ | ||
// "emitBOM": true, /* Emit a UTF-8 Byte Order Mark (BOM) in the beginning of output files. */ | ||
// "newLine": "crlf", /* Set the newline character for emitting files. */ | ||
// "stripInternal": true, /* Disable emitting declarations that have '@internal' in their JSDoc comments. */ | ||
// "noEmitHelpers": true, /* Disable generating custom helper functions like '__extends' in compiled output. */ | ||
// "noEmitOnError": true, /* Disable emitting files if any type checking errors are reported. */ | ||
// "preserveConstEnums": true, /* Disable erasing 'const enum' declarations in generated code. */ | ||
// "declarationDir": "./", /* Specify the output directory for generated declaration files. */ | ||
// "preserveValueImports": true, /* Preserve unused imported values in the JavaScript output that would otherwise be removed. */ | ||
/* Interop Constraints */ | ||
// "isolatedModules": true, /* Ensure that each file can be safely transpiled without relying on other imports. */ | ||
// "verbatimModuleSyntax": true, /* Do not transform or elide any imports or exports not marked as type-only, ensuring they are written in the output file's format based on the 'module' setting. */ | ||
// "allowSyntheticDefaultImports": true, /* Allow 'import x from y' when a module doesn't have a default export. */ | ||
"esModuleInterop": true, /* Emit additional JavaScript to ease support for importing CommonJS modules. This enables 'allowSyntheticDefaultImports' for type compatibility. */ | ||
// "preserveSymlinks": true, /* Disable resolving symlinks to their realpath. This correlates to the same flag in node. */ | ||
"forceConsistentCasingInFileNames": true, /* Ensure that casing is correct in imports. */ | ||
/* Type Checking */ | ||
"strict": true, /* Enable all strict type-checking options. */ | ||
// "noImplicitAny": true, /* Enable error reporting for expressions and declarations with an implied 'any' type. */ | ||
// "strictNullChecks": true, /* When type checking, take into account 'null' and 'undefined'. */ | ||
// "strictFunctionTypes": true, /* When assigning functions, check to ensure parameters and the return values are subtype-compatible. */ | ||
// "strictBindCallApply": true, /* Check that the arguments for 'bind', 'call', and 'apply' methods match the original function. */ | ||
// "strictPropertyInitialization": true, /* Check for class properties that are declared but not set in the constructor. */ | ||
// "noImplicitThis": true, /* Enable error reporting when 'this' is given the type 'any'. */ | ||
// "useUnknownInCatchVariables": true, /* Default catch clause variables as 'unknown' instead of 'any'. */ | ||
// "alwaysStrict": true, /* Ensure 'use strict' is always emitted. */ | ||
// "noUnusedLocals": true, /* Enable error reporting when local variables aren't read. */ | ||
// "noUnusedParameters": true, /* Raise an error when a function parameter isn't read. */ | ||
// "exactOptionalPropertyTypes": true, /* Interpret optional property types as written, rather than adding 'undefined'. */ | ||
// "noImplicitReturns": true, /* Enable error reporting for codepaths that do not explicitly return in a function. */ | ||
// "noFallthroughCasesInSwitch": true, /* Enable error reporting for fallthrough cases in switch statements. */ | ||
// "noUncheckedIndexedAccess": true, /* Add 'undefined' to a type when accessed using an index. */ | ||
// "noImplicitOverride": true, /* Ensure overriding members in derived classes are marked with an override modifier. */ | ||
// "noPropertyAccessFromIndexSignature": true, /* Enforces using indexed accessors for keys declared using an indexed type. */ | ||
// "allowUnusedLabels": true, /* Disable error reporting for unused labels. */ | ||
// "allowUnreachableCode": true, /* Disable error reporting for unreachable code. */ | ||
/* Completeness */ | ||
// "skipDefaultLibCheck": true, /* Skip type checking .d.ts files that are included with TypeScript. */ | ||
"skipLibCheck": true /* Skip type checking all .d.ts files. */ | ||
} | ||
} |