init commit

.gitignore

@@ -0,0 +1,3 @@
+.env
+node_modules
+dist

config/config.js

@@ -0,0 +1,37 @@
+require('dotenv').config();
+
+module.exports = {
+  development: {
+    use_env_variable: 'TIMESCALEDB_URL',
+    dialect: 'postgres',
+    protocol: 'postgres',
+    dialectOptions: {
+      ssl: {
+        require: true,
+        rejectUnauthorized: false,
+      },
+    },
+  },
+  test: {
+    use_env_variable: 'TIMESCALEDB_URL',
+    dialect: 'postgres',
+    protocol: 'postgres',
+    dialectOptions: {
+      ssl: {
+        require: true,
+        rejectUnauthorized: false,
+      },
+    },
+  },
+  production: {
+    use_env_variable: 'TIMESCALEDB_URL',
+    dialect: 'postgres',
+    protocol: 'postgres',
+    dialectOptions: {
+      ssl: {
+        require: true,
+        rejectUnauthorized: false,
+      },
+    },
+  },
+};

lib/fetchStats.ts

@@ -0,0 +1,43 @@
+import { Connection, PublicKey } from "@solana/web3.js"
+import { IDS, MangoClient } from "@blockworks-foundation/mango-client"
+import PerpMarketStats from "../models/perp_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)
+  // }
+}
+
+export default fetchAndPersistStats

migrations/20210216034345-add_tsdb_extension.js

@@ -0,0 +1,11 @@
+'use strict';
+
+module.exports = {
+  up: (queryInterface, Sequelize) => {
+    return queryInterface.sequelize.query('CREATE EXTENSION IF NOT EXISTS timescaledb CASCADE;');
+  },
+
+  down: (queryInterface, Sequelize) => {
+    return queryInterface.sequelize.query('DROP EXTENSION timescaledb;');
+  },
+};

migrations/20210216035848-create-spot-market-stats.js

@@ -0,0 +1,44 @@
+"use strict"
+module.exports = {
+  up: async (queryInterface, Sequelize) => {
+    await queryInterface.createTable(
+      "spot_market_stats",
+      {
+        name: {
+          type: Sequelize.STRING,
+        },
+        publicKey: {
+          type: Sequelize.STRING,
+        },
+        mangoGroup: {
+          type: Sequelize.STRING,
+        },
+        depositRate: {
+          type: Sequelize.DECIMAL,
+        },
+        borrowRate: {
+          type: Sequelize.DECIMAL,
+        },
+        totalDeposits: {
+          type: Sequelize.DECIMAL,
+        },
+        totalBorrows: {
+          type: Sequelize.DECIMAL,
+        },
+        baseOraclePrice: {
+          type: Sequelize.DECIMAL,
+        },
+        time: {
+          type: Sequelize.DATE,
+        },
+        utilization: {
+          type: Sequelize.DECIMAL,
+        },
+      },
+      { timestamps: false }
+    )
+  },
+  down: async (queryInterface, Sequelize) => {
+    await queryInterface.dropTable("spot_market_stats")
+  },
+}

migrations/20210216035849-create-perp-market-stats.js

@@ -0,0 +1,38 @@
+"use strict"
+module.exports = {
+  up: async (queryInterface, Sequelize) => {
+    await queryInterface.createTable(
+      "perp_market_stats",
+      {
+        name: {
+          type: Sequelize.STRING,
+        },
+        publicKey: {
+          type: Sequelize.STRING,
+        },
+        mangoGroup: {
+          type: Sequelize.STRING,
+        },
+        longFunding: {
+          type: Sequelize.DECIMAL,
+        },
+        shortFunding: {
+          type: Sequelize.DECIMAL,
+        },
+        openInterest: {
+          type: Sequelize.DECIMAL,
+        },
+        baseOraclePrice: {
+          type: Sequelize.DECIMAL,
+        },
+        time: {
+          type: Sequelize.DATE,
+        },
+      },
+      { timestamps: false }
+    )
+  },
+  down: async (queryInterface, Sequelize) => {
+    await queryInterface.dropTable("perp_market_stats")
+  },
+}

migrations/20210216052323-add_hypertable.js

@@ -0,0 +1,9 @@
+"use strict"
+
+module.exports = {
+  up: (queryInterface, Sequelize) => {
+    return queryInterface.sequelize.query("SELECT create_hypertable('spot_market_stats', 'time');")
+  },
+
+  down: (queryInterface, Sequelize) => {},
+}

migrations/20210216052324-add_hypertable.js

@@ -0,0 +1,9 @@
+"use strict"
+
+module.exports = {
+  up: (queryInterface, Sequelize) => {
+    return queryInterface.sequelize.query("SELECT create_hypertable('perp_market_stats', 'time');")
+  },
+
+  down: (queryInterface, Sequelize) => {},
+}

models/index.js

@@ -0,0 +1,21 @@
+"use strict"
+const Sequelize = require("sequelize")
+const env = process.env.NODE_ENV || "development"
+const config = require(__dirname + "/../config/config.js")[env]
+const db = {}
+
+const sequelize = new Sequelize(process.env[config.use_env_variable], config)
+
+sequelize
+  .authenticate()
+  .then(function (err) {
+    console.log("Connection has been established successfully.")
+  })
+  .catch(function (err) {
+    console.log("Unable to connect to the database:", err)
+  })
+
+db.sequelize = sequelize
+db.Sequelize = Sequelize
+
+module.exports = db

models/perp_market_stats.ts

@@ -0,0 +1,47 @@
+import { Sequelize, DataTypes } from "sequelize"
+import db from "./index"
+
+const PerpMarketStats = db.sequelize.define(
+  "perp_market_stats",
+  {
+    name: { type: DataTypes.STRING, allowNull: false },
+    longFunding: {
+      type: DataTypes.DECIMAL,
+      get() {
+        const value = this.getDataValue("longFunding")
+        return value ? parseFloat(value) : null
+      },
+    },
+    shortFunding: {
+      type: DataTypes.DECIMAL,
+      get() {
+        const value = this.getDataValue("shortFunding")
+        return value ? parseFloat(value) : null
+      },
+    },
+    openInterest: {
+      type: DataTypes.DECIMAL,
+      get() {
+        const value = this.getDataValue("openInterest")
+        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,
+    time: DataTypes.DATE,
+  },
+  {
+    timestamps: false,
+  }
+)
+
+PerpMarketStats.removeAttribute("id")
+
+export default PerpMarketStats

models/spot_market_stats.ts

@@ -0,0 +1,48 @@
+import { Sequelize, DataTypes } from "sequelize"
+import db from "./index"
+
+const PerpMarketStats = db.sequelize.define(
+  "perp_market_stats",
+  {
+    symbol: { type: DataTypes.STRING, allowNull: false },
+    totalDeposits: {
+      type: DataTypes.DECIMAL,
+      get() {
+        const value = this.getDataValue("totalDeposits")
+        return value ? parseFloat(value) : null
+      },
+    },
+    totalBorrows: {
+      type: DataTypes.DECIMAL,
+      get() {
+        const value = this.getDataValue("totalBorrows")
+        return value ? parseFloat(value) : null
+      },
+    },
+    depositRate: {
+      type: DataTypes.DECIMAL,
+      get() {
+        const value = this.getDataValue("depositRate")
+        return value === null ? null : parseFloat(value)
+      },
+    },
+    borrowRate: {
+      type: DataTypes.DECIMAL,
+      get() {
+        const value = this.getDataValue("borrowRate")
+        return value === null ? null : parseFloat(value)
+      },
+    },
+    mangoGroup: DataTypes.STRING,
+    publicKey: DataTypes.STRING,
+    utilization: DataTypes.DECIMAL,
+    time: DataTypes.DATE,
+  },
+  {
+    timestamps: false,
+  }
+)
+
+PerpMarketStats.removeAttribute("id")
+
+export default PerpMarketStats

package.json

@@ -0,0 +1,40 @@
+{
+  "name": "mango-stats-v3",
+  "version": "0.0.1",
+  "main": "index.js",
+  "license": "MIT",
+  "scripts": {
+    "build": "tsc --resolveJsonModule",
+    "dev": "ts-node-dev src/index.ts",
+    "clean": "rm -rf dist",
+    "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-migrate": "sequelize db:migrate"
+  },
+  "devDependencies": {
+    "@types/express": "^4.17.11",
+    "@types/node": "^14.14.28",
+    "@types/validator": "^13.1.3",
+    "@typescript-eslint/eslint-plugin": "^4.15.1",
+    "@typescript-eslint/parser": "^4.15.1",
+    "eslint": "^7.20.0",
+    "prettier": "^2.2.1",
+    "ts-node-dev": "^1.1.1",
+    "typescript": "^4.1.5"
+  },
+  "dependencies": {
+    "@blockworks-foundation/mango-client": "^3.0.1",
+    "@solana/web3.js": "^1.18.0",
+    "cors": "^2.8.5",
+    "dotenv": "^8.2.0",
+    "express": "^4.17.1",
+    "node-cron": "^2.0.3",
+    "pg": "^8.5.1",
+    "pg-hstore": "^2.3.3",
+    "sequelize": "^6.5.0",
+    "sequelize-cli": "^6.2.0",
+    "ts-node": "^9.1.1"
+  }
+}

src/index.ts

@@ -0,0 +1,57 @@
+import dotenv from "dotenv"
+dotenv.config()
+import express from "express"
+import cors from "cors"
+import { Op, QueryTypes } from "sequelize"
+import PerpMarketStats from "../models/perp_market_stats"
+import { sequelize } from "../models"
+
+const app = express()
+
+app.use(express.json(), cors())
+
+app.get("/", async (req, res) => {
+  try {
+    const mangoGroup = (req.query.mangoGroup as string) || ""
+    let stats
+    if (mangoGroup === "BTC_ETH_USDT" || mangoGroup === "BTC_ETH_SOL_SRM_USDC") {
+      stats = await sequelize.query(
+        `SELECT time_bucket('60 minutes', time) AS "hourly", 
+          "symbol", 
+          avg("totalDeposits")::float AS "totalDeposits", 
+          avg("totalBorrows")::float AS "totalBorrows", 
+          avg("utilization")::float AS "utilization", 
+          avg("depositInterest")::float AS "depositInterest", 
+          avg("borrowInterest")::float AS "borrowInterest", 
+          min("time") AS "time"
+        FROM mainnet_stats
+        WHERE time > current_date - interval '90' day AND "mangoGroup" = :mangoGroup
+        GROUP BY "hourly", "symbol"
+        ORDER BY "hourly" ASC;`,
+        {
+          replacements: { mangoGroup },
+          type: QueryTypes.SELECT,
+        }
+      )
+    } else {
+      stats = await PerpMarketStats.findAll({
+        order: [["time", "ASC"]],
+        where: { mangoGroup: { [Op.or]: [null, mangoGroup] } },
+      })
+    }
+    res.send(stats)
+  } catch (e) {
+    console.log("Error inserting data", e)
+  }
+})
+
+app.get("/current", async (req, res) => {
+  try {
+    const stats = await PerpMarketStats.findAll({ limit: 3, order: [["time", "DESC"]] })
+    res.send(stats)
+  } catch (e) {
+    console.log("Error inserting data", e)
+  }
+})
+
+app.listen(process.env.PORT, () => console.log(`Server listening at http://localhost:${process.env.PORT}`))

src/schedule.ts

@@ -0,0 +1,3 @@
+import fetchAndPersistStats from '../lib/fetchStats';
+
+fetchAndPersistStats();

tsconfig.json

@@ -0,0 +1,15 @@
+{
+  "compilerOptions":
+    {
+      "allowJs": true,
+      "target": "es2019",
+      "module": "commonjs",
+      "outDir": "dist",
+      "sourceMap": true,
+      "esModuleInterop": true,
+      "skipLibCheck": true, 
+    },
+  "skipLibCheck": true,
+  "include": ["src/**/*.ts", "lib/**/*.ts", "config"],
+  "exclude": ["node_modules"],
+}