blockworks-foundation
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mango-stats-v3
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collect v3 stats

This commit is contained in:
Tyler Shipe 2021-07-26 17:32:08 -04:00
parent 0b646d8187
commit c188103ec0
5 changed files with 122 additions and 50 deletions
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138
lib/fetchStats.ts
View File

@ -1,43 +1,107 @@
import { Connection, PublicKey } from "@solana/web3.js"
import { IDS, MangoClient } from "@blockworks-foundation/mango-client"
import {
Config,
getMultipleAccounts,
GroupConfig,
I80F48,
IDS,
MangoClient,
PerpMarket,
PerpMarketLayout,
} from "@blockworks-foundation/mango-client"
import PerpMarketStats from "../models/perp_market_stats"
import SpotMarketStats from "../models/spot_market_stats"
async function fetchAndPersistStats() {
// const clusterUrls = IDS.cluster_urls[cluster]
// if (!clusterUrls) return
// const client = new MangoClient()
// const connection = new Connection(IDS.cluster_urls[cluster], "singleGossip")
// const stats: any[][] = await Promise.all(
// MANGO_GROUPS.map(async (mangoGroupName) => {
// const assets = IDS[cluster].mango_groups?.[mangoGroupName]?.symbols
// const mangoGroupId = IDS[cluster].mango_groups?.[mangoGroupName]?.mango_group_pk
// const mangoGroupPk = new PublicKey(mangoGroupId)
// const mangoGroup = await client.getMangoGroup(connection, mangoGroupPk)
// const mangoGroupStats = Object.keys(assets).map((symbol, index) => {
// const totalDeposits = mangoGroup.getUiTotalDeposit(index)
// const totalBorrows = mangoGroup.getUiTotalBorrow(index)
// return {
// time: new Date(),
// symbol,
// totalDeposits,
// totalBorrows,
// depositInterest: mangoGroup.getDepositRate(index),
// borrowInterest: mangoGroup.getBorrowRate(index),
// utilization: totalDeposits > 0.0 ? totalBorrows / totalDeposits : 0.0,
// mangoGroup: mangoGroupName,
// }
// })
// return mangoGroupStats
// })
// )
// const tableName = cluster === "devnet" ? DevnetStats : MainnetStats
// try {
// console.log("stats", stats.flat())
// await tableName.bulkCreate(stats.flat())
// console.log("stats inserted")
// } catch (err) {
// console.log("failed to insert stats", err)
// }
const CLUSTER_URLS = [
{
name: "mainnet-beta",
url: "https://mango.rpcpool.com/",
websocket: "https://mango.rpcpool.com/",
},
{
name: "devnet",
url: "https://mango.devnet.rpcpool.com",
websocket: "https://api.devnet.solana.com",
},
]
export type CLUSTER_TYPE = "devnet" | "mainnet-beta"
const loadPerpMarkets = async (connection, groupConfig: GroupConfig) => {
const perpMarketPks = groupConfig.perpMarkets.map((p) => p.publicKey)
const allMarketAccountInfos = await getMultipleAccounts(connection, perpMarketPks)
return groupConfig.perpMarkets.map((config, i) => {
const decoded = PerpMarketLayout.decode(allMarketAccountInfos[i].accountInfo.data)
return new PerpMarket(config.publicKey, config.baseDecimals, config.quoteDecimals, decoded)
})
}
async function fetchAndPersistStats(cluster: CLUSTER_TYPE) {
const clusterUrl = CLUSTER_URLS.find((c) => c.name === cluster)
if (!clusterUrl) return
const connection = new Connection(clusterUrl.url, "singleGossip")
const config = new Config(IDS)
const groupConfig = config.getGroup(cluster, "mango_test_v3.8")
console.log("1")
const client = new MangoClient(connection, groupConfig.mangoProgramId)
console.log("2")
const mangoGroup = await client.getMangoGroup(groupConfig.publicKey)
console.log("3")
await mangoGroup.loadRootBanks(connection)
console.log("4")
const spotMarketStats = groupConfig.spotMarkets.map((spotMarket, index) => {
const totalDeposits = mangoGroup.getUiTotalDeposit(index)
const totalBorrows = mangoGroup.getUiTotalBorrow(index)
return {
time: new Date(),
name: groupConfig.spotMarkets[index].name,
publicKey: spotMarket.publicKey.toString(),
mangoGroup: groupConfig.name,
totalDeposits: totalDeposits.toNumber(),
totalBorrows: totalBorrows.toNumber(),
depositRate: mangoGroup.getDepositRate(index).toNumber(),
borrowRate: mangoGroup.getBorrowRate(index).toNumber(),
utilization: totalDeposits.gt(I80F48.fromNumber(0)) ? totalBorrows.div(totalDeposits).toNumber() : 0,
baseOraclePrice: 0,
}
})
try {
await SpotMarketStats.bulkCreate(spotMarketStats)
console.log("spot stats inserted")
} catch (err) {
console.log("failed to insert spot stats", `${err}`)
}
const perpMarkets = await loadPerpMarkets(connection, groupConfig)
console.log("6")
const perpMarketStats = perpMarkets.map((perpMarket, index) => {
return {
time: new Date(),
name: groupConfig.perpMarkets[index].name,
publicKey: perpMarket.publicKey.toString(),
mangoGroup: groupConfig.name,
longFunding: perpMarket.longFunding.toNumber(),
shortFunding: perpMarket.shortFunding.toNumber(),
openInterest: perpMarket.openInterest.toNumber(),
baseOraclePrice: 0,
}
})
try {
await PerpMarketStats.bulkCreate(perpMarketStats)
console.log("perp stats inserted")
} catch (err) {
console.log("failed to insert spot stats", `${err}`)
}
}
export default fetchAndPersistStats

11
models/spot_market_stats.ts
View File

@ -2,9 +2,9 @@ import { Sequelize, DataTypes } from "sequelize"
import db from "./index"
const PerpMarketStats = db.sequelize.define(
"perp_market_stats",
"spot_market_stats",
{
symbol: { type: DataTypes.STRING, allowNull: false },
name: { type: DataTypes.STRING, allowNull: false },
totalDeposits: {
type: DataTypes.DECIMAL,
get() {
@ -33,6 +33,13 @@ const PerpMarketStats = db.sequelize.define(
return value === null ? null : parseFloat(value)
},
},
baseOraclePrice: {
type: DataTypes.DECIMAL,
get() {
const value = this.getDataValue("baseOraclePrice")
return value === null ? null : parseFloat(value)
},
},
mangoGroup: DataTypes.STRING,
publicKey: DataTypes.STRING,
utilization: DataTypes.DECIMAL,

4
package.json
View File

@ -10,7 +10,7 @@
"start": "node dist/src/index.js",
"lint": "eslint src/**/*.ts",
"format": "eslint src/**/*.ts --fix",
"db-setup": "sequelize db:drop && sequelize db:create tsdb && sequelize db:migrate",
"db-setup": "sequelize db:drop && sequelize db:create mango_stats_v3_dev && sequelize db:migrate",
"db-migrate": "sequelize db:migrate"
},
"devDependencies": {
@ -25,7 +25,7 @@
"typescript": "^4.1.5"
},
"dependencies": {
"@blockworks-foundation/mango-client": "^3.0.1",
"@blockworks-foundation/mango-client": "https://github.com/blockworks-foundation/mango-client-v3",
"@solana/web3.js": "^1.18.0",
"cors": "^2.8.5",
"dotenv": "^8.2.0",

6
src/schedule.ts
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@ -1,3 +1,5 @@
import fetchAndPersistStats from '../lib/fetchStats';
import fetchAndPersistStats, { CLUSTER_TYPE } from "../lib/fetchStats"
fetchAndPersistStats();
const cluster = (process.env.CLUSTER || "devnet") as CLUSTER_TYPE
fetchAndPersistStats(cluster)

13
yarn.lock
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@ -39,12 +39,11 @@
dependencies:
regenerator-runtime "^0.13.4"
"@blockworks-foundation/mango-client@^3.0.1":
"@blockworks-foundation/mango-client@https://github.com/blockworks-foundation/mango-client-v3":
version "3.0.1"
resolved "https://registry.yarnpkg.com/@blockworks-foundation/mango-client/-/mango-client-3.0.1.tgz#10e54c6fe2ef196a4092af82e49c7cd8b25cccf6"
integrity sha512-iiMD6HoR7cOkrHBvorBP1DCNarusG/QO8JWYEkTUqfF4de7Gw/rWg1oyaQ+9gnDoMyGe61W9kTsTp4COEEKOFw==
resolved "https://github.com/blockworks-foundation/mango-client-v3#06d0d92b5d15d319ef7db5320b8427851c7c4a03"
dependencies:
"@project-serum/serum" "^0.13.38"
"@project-serum/serum" "^0.13.45"
"@project-serum/sol-wallet-adapter" "^0.2.0"
"@solana/spl-token" "^0.1.6"
"@solana/web3.js" "^1.18.0"
@ -120,7 +119,7 @@
bn.js "^5.1.2"
buffer-layout "^1.2.0"
"@project-serum/serum@^0.13.38":
"@project-serum/serum@^0.13.45":
version "0.13.54"
resolved "https://registry.yarnpkg.com/@project-serum/serum/-/serum-0.13.54.tgz#f7a05ade7a044b87f693928c3a0cd01e82fe0484"
integrity sha512-kYNAFcLbqhYocQ+cl3s+QZSroVOIrPiKo81fvdyrE/r2U2qshmULzMVDNpXqdrd3qdJUIZGroXMi1DHTaG2qjA==
@ -585,9 +584,9 @@ borsh@^0.4.0:
bs58 "^4.0.0"
text-encoding-utf-8 "^1.0.2"
"borsh@git+https://github.com/defactojob/borsh-js.git#field-mapper":
"borsh@https://github.com/defactojob/borsh-js#field-mapper":
version "0.3.1"
resolved "git+https://github.com/defactojob/borsh-js.git#33a0d24af281112c0a48efb3fa503f3212443de9"
resolved "https://github.com/defactojob/borsh-js#33a0d24af281112c0a48efb3fa503f3212443de9"
dependencies:
"@types/bn.js" "^4.11.5"
bn.js "^5.0.0"