Merge pull request #55 from oraichain/task/FOU-634

Fix OHLCV price

.github/workflows/publish_package.yml

@@ -45,7 +45,7 @@ jobs:
         if: steps.yarn-cache.outputs.cache-hit != 'true'
         run: yarn
       - name: Build
-        run: yarn build
+        run: yarn build && yarn build-tsc packages/oraidex-sync && yarn --cwd packages/oraidex-server/ build
       - name: Authenticate with private NPM package
         run: echo "//registry.npmjs.org/:_authToken=${{ secrets.NPM_TOKEN }}" > ~/.npmrc
       - name: Publish Oraidex Server

.github/workflows/publish_staging_package.yml

@@ -48,7 +48,7 @@ jobs:
         if: steps.yarn-cache.outputs.cache-hit != 'true'
         run: yarn
       - name: Build
-        run: yarn build
+        run: yarn build-tsc packages/contracts-sdk && yarn build-tsc packages/oraidex-sync && yarn --cwd packages/oraidex-server-staging/ build
       - name: Authenticate with private NPM package
         run: echo "//registry.npmjs.org/:_authToken=${{ secrets.NPM_TOKEN }}" > ~/.npmrc
       - name: Publish

package.json

@@ -8,9 +8,10 @@
     "docs": "typedoc --entryPointStrategy expand --name 'Oraidex SDK' --readme none --tsconfig packages/contracts-sdk/tsconfig.json packages/contracts-sdk/src",
     "clean": "lerna clean --yes && lerna exec -- rimraf build/ dist/ cache/",
     "build": "lerna run build --concurrency 1",
+    "build-tsc": "tsc -p",
     "postbuild": "mkdir -p packages/oraidex-common/build/tronweb && cp -r packages/oraidex-common/src/tronweb/* packages/oraidex-common/build/tronweb",
     "deploy": "yarn publish --access public",
-    "start:server": "yarn build packages/oraidex-sync/ && npx ts-node-dev packages/oraidex-server/src/index.ts",
+    "start:server": "yarn build-tsc packages/oraidex-sync/ && npx ts-node-dev packages/oraidex-server/src/index.ts",
     "start:sync": "npx ts-node packages/oraidex-sync/src/sync-cmd.ts",
     "prepare": "husky install"
   },

packages/oraidex-server/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@oraichain/oraidex-server",
-  "version": "1.0.18",
+  "version": "1.0.19",
   "main": "dist/index.js",
   "bin": "dist/index.js",
   "license": "MIT",

packages/oraidex-server/package.staging.json

@@ -1,6 +1,6 @@
 {
   "name": "@oraichain/oraidex-server-staging",
-  "version": "1.0.17",
+  "version": "1.0.20",
   "main": "dist/index.js",
   "bin": "dist/index.js",
   "license": "MIT",

packages/oraidex-server/src/index.ts

@@ -469,6 +469,7 @@ app
     oraidexSync.sync();
     console.log(`[server]: oraiDEX info server is running at http://${hostname}:${port}`);
   })
-  .on("error", () => {
+  .on("error", (err) => {
+    console.log("error when start oraiDEX server", err);
     process.exit(1);
   });

packages/oraidex-sync/src/helper.ts

@@ -311,12 +311,8 @@ export function buildOhlcv(ops: SwapOperationData[]): Ohlcv[] {
 }
 
 export const calculateBasePriceFromSwapOp = (op: SwapOperationData): number => {
-  if (!op || !op.offerAmount || !op.returnAmount) {
-    return 0;
-  }
-  const offerAmount = op.offerAmount;
-  const askAmount = op.returnAmount;
-  return op.direction === "Buy" ? Number(offerAmount) / Number(askAmount) : Number(askAmount) / Number(offerAmount);
+  if (!op || !op.quotePoolAmount || !op.basePoolAmount) return 0;
+  return Number(op.quotePoolAmount) / Number(op.basePoolAmount);
 };
 
 export function getSwapDirection(offerDenom: string, askDenom: string): SwapDirection {

packages/oraidex-sync/src/tx-parsing.ts

@@ -22,7 +22,13 @@ import {
 } from "./helper";
 import { pairWithStakingAsset, pairs } from "./pairs";
 import { parseAssetInfoOnlyDenom, parseCw20DenomToAssetInfo } from "./parse";
-import { accumulatePoolAmount, calculateLiquidityFee, getPriceAssetByUsdt, isPoolHasFee } from "./pool-helper";
+import {
+  accumulatePoolAmount,
+  calculateLiquidityFee,
+  getPoolInfos,
+  getPriceAssetByUsdt,
+  isPoolHasFee
+} from "./pool-helper";
 import { fetchAllRewardInfo } from "./query";
 import {
   AccountTx,
@@ -34,12 +40,15 @@ import {
   MsgType,
   OraiswapPairCw20HookMsg,
   OraiswapRouterCw20HookMsg,
+  PoolInfo,
   ProvideLiquidityOperationData,
   StakingOperationData,
   SwapOperationData,
   TxAnlysisResult,
   WithdrawLiquidityOperationData
 } from "./types";
+import { AssetInfo } from "@oraichain/oraidex-contracts-sdk";
+import { PoolResponse } from "@oraichain/oraidex-contracts-sdk/build/OraiswapPair.types";
 
 function parseWasmEvents(events: readonly Event[]): (readonly Attribute[])[] {
   return events.filter((event) => event.type === "wasm").map((event) => event.attributes);
@@ -151,6 +160,84 @@ async function calculateLpPrice(stakingAssetDenom: string): Promise<number> {
   }
 }
 
+export const getBaseQuoteAmountFromSwapOps = (swapOp: SwapOperationData) => {
+  // Sell: offer is ORAI, return is USDT
+  // Buy: offer is USDT, return is ORAI
+  let baseAmount = swapOp.direction === "Sell" ? swapOp.offerAmount : swapOp.returnAmount;
+  let quoteAmount = -(swapOp.direction === "Sell" ? swapOp.returnAmount : swapOp.offerAmount);
+  if (swapOp.direction === "Buy") {
+    baseAmount = -baseAmount;
+    quoteAmount = -quoteAmount;
+  }
+  return [BigInt(baseAmount), BigInt(quoteAmount)];
+};
+
+export const getPoolFromSwapDenom = (swapOp: SwapOperationData, poolInfos: PoolResponse[]) => {
+  const baseDenom = swapOp.direction === "Sell" ? swapOp.offerDenom : swapOp.askDenom;
+  const quoteDenom = swapOp.direction === "Sell" ? swapOp.askDenom : swapOp.offerDenom;
+  const pool = poolInfos.find(
+    (info) =>
+      info.assets.some((assetInfo) => parseAssetInfoOnlyDenom(assetInfo.info) === baseDenom) &&
+      info.assets.some((assetInfo) => parseAssetInfoOnlyDenom(assetInfo.info) === quoteDenom)
+  );
+  return pool;
+};
+
+export const calculateSwapOpsWithPoolAmount = async (swapOps: SwapOperationData[]): Promise<SwapOperationData[]> => {
+  try {
+    if (swapOps.length === 0) return [];
+    const duckDb = DuckDb.instances;
+    const pairInfos = await duckDb.queryPairInfos();
+
+    const minTxHeight = swapOps[0].txheight;
+    const poolInfos = await getPoolInfos(
+      pairInfos.map((pair) => pair.pairAddr),
+      minTxHeight - 1 // assume data is sorted by height and timestamp
+    );
+    let accumulatePoolAmount: {
+      [key: string]: PoolInfo;
+    } = {};
+
+    let updatedSwapOps = JSON.parse(JSON.stringify(swapOps)) as SwapOperationData[];
+    for (const swapOp of updatedSwapOps) {
+      const pool = getPoolFromSwapDenom(swapOp, poolInfos);
+
+      // get pair addr to combine by address
+      let assetInfos = pool.assets.map((asset) => asset.info) as [AssetInfo, AssetInfo];
+      if (isAssetInfoPairReverse(assetInfos)) assetInfos.reverse();
+      const pairInfo = await duckDb.getPoolByAssetInfos(assetInfos);
+      if (!pairInfo) throw new Error("cannot find pair info when collectAccumulateLpAndSwapData");
+      const { pairAddr } = pairInfo;
+
+      const [baseAmount, quoteAmount] = getBaseQuoteAmountFromSwapOps(swapOp);
+      // accumulate pool amount by pair addr
+      if (!accumulatePoolAmount[pairAddr]) {
+        let initialFirstTokenAmount = BigInt(
+          pool.assets.find((asset) => parseAssetInfoOnlyDenom(asset.info) === parseAssetInfoOnlyDenom(assetInfos[0]))
+            .amount
+        );
+        let initialSecondTokenAmount = BigInt(
+          pool.assets.find((asset) => parseAssetInfoOnlyDenom(asset.info) === parseAssetInfoOnlyDenom(assetInfos[1]))
+            .amount
+        );
+        accumulatePoolAmount[pairAddr] = {
+          offerPoolAmount: initialFirstTokenAmount + baseAmount,
+          askPoolAmount: initialSecondTokenAmount + quoteAmount
+        };
+      } else {
+        accumulatePoolAmount[pairAddr].offerPoolAmount += baseAmount;
+        accumulatePoolAmount[pairAddr].askPoolAmount += quoteAmount;
+      }
+      // update pool amount for swap ops
+      swapOp.basePoolAmount = accumulatePoolAmount[pairAddr].offerPoolAmount;
+      swapOp.quotePoolAmount = accumulatePoolAmount[pairAddr].askPoolAmount;
+    }
+    return updatedSwapOps;
+  } catch (error) {
+    console.log("error in calculateSwapOpsWithPoolAmount: ", error.message);
+  }
+};
+
 async function extractStakingOperations(
   txData: BasicTxData,
   wasmAttributes: (readonly Attribute[])[]
@@ -550,9 +637,10 @@ async function parseTxs(txs: Tx[]): Promise<TxAnlysisResult> {
   // accumulate liquidity pool amount via provide/withdraw liquidity and swap ops
   const poolAmountHistories = await accumulatePoolAmount(lpOpsData, [...swapOpsData]);
 
+  const swapOpsWithPoolAmount = await calculateSwapOpsWithPoolAmount(swapOpsData);
   return {
     swapOpsData: groupByTime(swapOpsData) as SwapOperationData[],
-    ohlcv: buildOhlcv(swapOpsData),
+    ohlcv: buildOhlcv(swapOpsWithPoolAmount),
     accountTxs,
     provideLiquidityOpsData,
     withdrawLiquidityOpsData,

packages/oraidex-sync/src/types.ts

@@ -22,6 +22,8 @@ export type SwapOperationData = {
   returnAmount: number | bigint;
   spreadAmount: number;
   taxAmount: number;
+  basePoolAmount?: number | bigint;
+  quotePoolAmount?: number | bigint;
 } & BasicTxData;
 
 export type StakingOperationData = {

packages/oraidex-sync/tests/helper.spec.ts

@@ -582,30 +582,35 @@ describe("test-helper", () => {
   });
 
   it.each([
-    ["Buy" as SwapDirection, 2],
-    ["Sell" as SwapDirection, 0.5]
-  ])("test-calculateBasePriceFromSwapOp", (direction: SwapDirection, expectedPrice: number) => {
-    const swapOp = {
-      offerAmount: 2,
-      offerDenom: ORAI,
-      returnAmount: 1,
-      askDenom: usdtCw20Address,
-      direction,
-      uniqueKey: "1",
-      timestamp: 1,
-      txCreator: "a",
-      txhash: "a",
-      txheight: 1,
-      spreadAmount: 1,
-      taxAmount: 1,
-      commissionAmount: 1
-    } as SwapOperationData;
-    // first case undefined, return 0
-    expect(calculateBasePriceFromSwapOp(undefined as any)).toEqual(0);
-    // other cases
-    const price = calculateBasePriceFromSwapOp(swapOp);
-    expect(price).toEqual(expectedPrice);
-  });
+    ["Buy" as SwapDirection, 100n, 200n, 2],
+    ["Sell" as SwapDirection, 105n, 214n, 2.038095238095238]
+  ])(
+    "test-calculateBasePriceFromSwapOp",
+    (direction: SwapDirection, basePoolAmount, quotePoolAmount, expectedPrice: number) => {
+      const swapOp = {
+        offerAmount: 2,
+        offerDenom: ORAI,
+        returnAmount: 1,
+        askDenom: usdtCw20Address,
+        direction,
+        uniqueKey: "1",
+        timestamp: 1,
+        txCreator: "a",
+        txhash: "a",
+        txheight: 1,
+        spreadAmount: 1,
+        taxAmount: 1,
+        commissionAmount: 1,
+        basePoolAmount,
+        quotePoolAmount
+      } as SwapOperationData;
+      // first case undefined, return 0
+      expect(calculateBasePriceFromSwapOp(undefined as any)).toEqual(0);
+      // other cases
+      const price = calculateBasePriceFromSwapOp(swapOp);
+      expect(price).toEqual(expectedPrice);
+    }
+  );
 
   it.each([
     [usdtCw20Address, "orai", "Buy" as SwapDirection],