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Merge pull request #300 from contango-xyz/contango
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Contango: looping: lending shoehorn
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0xroll authored Sep 26, 2024
2 parents f8929c1 + 7b6bb99 commit 23ba48d
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1 change: 1 addition & 0 deletions adapters/contango/.gitignore
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*.csv
22 changes: 22 additions & 0 deletions adapters/contango/package.json
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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"
}
}
217 changes: 217 additions & 0 deletions adapters/contango/src/index.ts
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import csv from "csv-parser";
import fs from "fs";
import { write } from "fast-csv";

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;
}

const PAGE_SIZE = 1_000;

type Asset = {
id: string;
symbol: string;
};

type Position = {
owner: string;
collateral: string;
debt: string;
instrument: {
base: Asset;
quote: Asset;
};
};

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());
};

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
}
}
}
}`;

return await graphQuery(query).then((json) => json.data.positions);
};

let positions: Position[] = [];
let skip = 0;
do {
positions.push(...(await query(block, PAGE_SIZE, skip)));
skip += PAGE_SIZE;
} while (positions.length === PAGE_SIZE);

return positions;
};

type User = string;
type AssetAddress = string;
enum Side {
Collateral,
Debt,
}

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,
};
};

export const getUserTVLByBlock = async (
block: BlockData,
): Promise<OutputDataSchemaRow[]> => {
const positions = await queryAllPositions(block.blockNumber);
console.log(
`Processing block ${block.blockNumber} with ${positions.length} positions`,
);

const positionsByUser = new Map<
User,
Map<AssetAddress, Map<Side, OutputDataSchemaRow>>
>();

positions.forEach((position) => {
const { owner, collateral, debt, instrument } = position;
const { base, quote } = instrument;

if (!positionsByUser.has(owner)) {
positionsByUser.set(
owner,
new Map<AssetAddress, Map<Side, OutputDataSchemaRow>>(),
);
}
const userAssets = positionsByUser.get(owner)!;

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));
}

userAssets.get(base.id)!.get(Side.Collateral)!.token_balance +=
BigInt(collateral);
userAssets.get(quote.id)!.get(Side.Debt)!.token_balance -= BigInt(debt);
});

return Array.from(positionsByUser.values())
.flatMap((positions) => Array.from(positions.values()))
.flatMap((sides) => Array.from(sides.values()));
};

const readBlocksFromCSV = async (filePath: string): Promise<BlockData[]> => {
const blocks: BlockData[] = [];

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);
});
});

return blocks;
};

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;

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;
});
});

// Clear the accumulated CSV rows
// allCsvRows.length = 0;
})
.catch((err) => {
console.error("Error reading CSV file:", err);
});
101 changes: 101 additions & 0 deletions adapters/contango/tsconfig.json
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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. */
}
}

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