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[PFT-713] Add Vault APR data #40

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Apr 3, 2024
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6 changes: 6 additions & 0 deletions src/subgraph/index.ts
Original file line number Diff line number Diff line change
Expand Up @@ -22,6 +22,7 @@ import {
getTotalPoolsValue,
getUserTotalPoolsValue,
getUserVaultDataByChain,
getVaultApr,
getVaultDataByChain,
} from './vaults';
import { Pyth } from '../pyth';
Expand Down Expand Up @@ -222,4 +223,9 @@ export class Subgraph {
const subgraphEndpoint = this.getSubgraphEndpoint(this.rpcConfig.chainId);
return await getUserTotalPoolsValue(userAddress, this.rpcConfig.chainId, subgraphEndpoint, this.pyth.pythClient);
}

public async getVaultApr(vaultId: string): Promise<{ apr7Days: Decimal; apr30Days: Decimal; aprAllTime: Decimal }> {
const subgraphEndpoint = this.getSubgraphEndpoint(this.rpcConfig.chainId);
return await getVaultApr(subgraphEndpoint, vaultId);
}
}
60 changes: 54 additions & 6 deletions src/subgraph/vaults/index.ts
Original file line number Diff line number Diff line change
@@ -1,19 +1,15 @@
import { request } from 'graphql-request';
import { Vault, VaultPositionsResponse } from '../../interfaces';
import { fetchAllVaultsQuery, fetchUserAllVaultsQuery } from './subgraphQueries';
import { fetchAllVaultsQuery, fetchUserAllVaultsQuery, fetchVaultAprDetails } from './subgraphQueries';
import { mapVaultsArrayToInterface } from '../../common/subgraphMapper';
import { NotFoundError } from '../../error/not-found.error';
import { Chain as SupportedChain, availableVaultsPerChain } from '@parifi/references';

import { PRICE_FEED_DECIMALS, getNormalizedPriceByIdFromPriceIdArray } from '../../common';
import { DECIMAL_ZERO, PRICE_FEED_DECIMALS, getNormalizedPriceByIdFromPriceIdArray } from '../../common';
import Decimal from 'decimal.js';
import { getLatestPricesFromPyth, normalizePythPriceForParifi } from '../../pyth/pyth';
import { AxiosInstance } from 'axios';

// const matchChain: Record<SupportedChain, Chain> = {
// [SupportedChain.ARBITRUM_SEPOLIA]: arbitrumSepolia,
// };

// Get all vaults from subgraph
export const getAllVaults = async (subgraphEndpoint: string): Promise<Vault[]> => {
try {
Expand Down Expand Up @@ -135,3 +131,55 @@ export const getTotalPoolsValue = async (
const totalPoolValue = data.reduce((a, b) => a + b.totatVaultValue, 0);
return { data, totalPoolValue };
};

export const getVaultApr = async (
subgraphEndpoint: string,
vaultId: string,
): Promise<{ apr7Days: Decimal; apr30Days: Decimal; aprAllTime: Decimal }> => {
// Interface for subgraph response
interface VaultAprInterface {
vaultDailyDatas: {
apr: Decimal;
vault: {
allTimeApr: Decimal;
};
}[];
}

let apr7Days: Decimal = DECIMAL_ZERO;
let apr30Days: Decimal = DECIMAL_ZERO;
let aprAllTime: Decimal = DECIMAL_ZERO;

try {
const subgraphResponse: VaultAprInterface = await request(subgraphEndpoint, fetchVaultAprDetails(vaultId));
console.log(subgraphResponse);
const vaultDatas = subgraphResponse.vaultDailyDatas;

// If no APR data found, return 0;
if (vaultDatas.length == 0) {
return { apr7Days, apr30Days, aprAllTime };
} else {
// Set All Time APR for the vault from response
aprAllTime = vaultDatas[0].vault.allTimeApr;
}

/// Calculate the APR of vault based on timeframe data. If enough data points are not available,
/// the value is set to 0;
for (let index = 0; index < vaultDatas.length; index++) {
const vaultData = vaultDatas[index];

// Do not calculate 7 day APR if less than 7 days of data is available
if (index < 7 && vaultDatas.length >= 7) {
apr7Days = apr7Days.add(vaultData.apr);
}

// Do not calculate 30 day APR if less than 30 days of data is available
if (index < 30 && vaultDatas.length >= 30) {
apr30Days = apr30Days.add(vaultData.apr);
}
}
return { apr7Days: apr7Days.div(7), apr30Days: apr30Days.div(30), aprAllTime: aprAllTime };
} catch (error) {
throw error;
}
};
14 changes: 14 additions & 0 deletions src/subgraph/vaults/subgraphQueries.ts
Original file line number Diff line number Diff line change
Expand Up @@ -76,3 +76,17 @@ query vaultInfo {
}
}
`;

export const fetchVaultAprDetails = (vaultId: string) => gql`
{
vaultDailyDatas(
first: 30
orderBy: startTimestamp
orderDirection: desc
where: { vault: "${vaultId}" }
) {
vault { allTimeApr }
apr
}
}
`;
45 changes: 33 additions & 12 deletions test/subgraph-tests/vaults.test.ts
Original file line number Diff line number Diff line change
@@ -1,14 +1,33 @@
import { Chain } from '@parifi/references';
import { PRICE_FEED_DECIMALS, ParifiSdk } from '../../src';
import { RpcConfig } from '../../src/interfaces/classConfigs';
import { assert } from 'ethers';
import Decimal from 'decimal.js';
import { PythConfig, RelayerConfig, RelayerI, RpcConfig, SubgraphConfig } from '../../src/interfaces/classConfigs';

const rpcConfig: RpcConfig = {
chainId: Chain.ARBITRUM_SEPOLIA,
chainId: Chain.ARBITRUM_MAINNET,
};

const parifiSdk = new ParifiSdk(rpcConfig, {}, {}, {});
const subgraphConfig: SubgraphConfig = {
subgraphEndpoint: process.env.SUBGRAPH_ENDPOINT,
};

const pythConfig: PythConfig = {
pythEndpoint: process.env.PYTH_SERVICE_ENDPOINT,
username: process.env.PYTH_SERVICE_USERNAME,
password: process.env.PYTH_SERVICE_PASSWORD,
isStable: true,
};

const gelatoConfig: RelayerI = {
apiKey: process.env.GELATO_KEY,
};

const relayerConfig: RelayerConfig = {
gelatoConfig: gelatoConfig,
};

const parifiSdk = new ParifiSdk(rpcConfig, subgraphConfig, relayerConfig, pythConfig);

describe('Vault fetching logic from subgraph', () => {
it('should return correct vault details', async () => {
Expand All @@ -19,33 +38,35 @@ describe('Vault fetching logic from subgraph', () => {

expect(vaults.length).not.toBe(0);
});
});

describe('Vault fetching logic from subgraph', () => {
it('should return correct vault details', async () => {
it('should return correct Total Pool Value', async () => {
await parifiSdk.init();
const data = await parifiSdk.subgraph.getTotalPoolsValue();
console.log(data);

expect(data.totalPoolValue).not.toBe(0);
});
});

describe('Vault fetching logic from subgraph', () => {
it('should return correct vault details', async () => {
it('should return correct user vault data', async () => {
await parifiSdk.init();
const data = await parifiSdk.subgraph.getUserVaultDataByChain('0x30f06f86F107f9523f5b91A8E8AEB602b7b260BD');
console.log(data);

expect(data.length).not.toBe(0);
});
});
describe('Vault fetching logic from subgraph', () => {
it('should return correct vault details', async () => {

it('should return correct user total pools vaule', async () => {
await parifiSdk.init();
const data = await parifiSdk.subgraph.getUserTotalPoolsValue('0x30f06f86F107f9523f5b91A8E8AEB602b7b260BD');
console.log(data);

expect(data.myTotalPoolValue).not.toBe(0);
});

it('should return correct APR details', async () => {
await parifiSdk.init();
const vaultId = '0x13a78809528b02ad5e7c42f39232d332761dfb1d';
const data = await parifiSdk.subgraph.getVaultApr(vaultId);
console.log(data);
});
});
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