From a5025e930706bff148bcb8897d50f9c598104526 Mon Sep 17 00:00:00 2001
From: Tyler Shipe <tjshipe@gmail.com>
Date: Tue, 27 Jul 2021 18:03:22 -0400
Subject: [PATCH] add express routes for queries

---
 src/collectStats.ts |  8 ++++--
 src/index.ts        | 60 ++++++++++++++++++++++++++++-----------------
 2 files changed, 44 insertions(+), 24 deletions(-)

diff --git a/src/collectStats.ts b/src/collectStats.ts
index a4a5c26..db0d0c7 100644
--- a/src/collectStats.ts
+++ b/src/collectStats.ts
@@ -49,6 +49,8 @@ const loadPerpMarkets = async (connection, groupConfig: GroupConfig) => {
 
 async function fetchSpotStats() {
   const mangoGroup = await client.getMangoGroup(groupConfig.publicKey)
+  const mangoCache = await mangoGroup.loadCache(connection)
+  // TODO: reduce calls in loadRootBanks
   await mangoGroup.loadRootBanks(connection)
 
   const spotMarketStats = groupConfig.spotMarkets.map((spotMarket, index) => {
@@ -63,7 +65,7 @@ async function fetchSpotStats() {
       depositRate: mangoGroup.getDepositRate(index).toNumber(),
       borrowRate: mangoGroup.getBorrowRate(index).toNumber(),
       utilization: totalDeposits.gt(I80F48.fromNumber(0)) ? totalBorrows.div(totalDeposits).toNumber() : 0,
-      baseOraclePrice: 0,
+      baseOraclePrice: mangoCache.priceCache[index].price.toNumber(),
     }
   })
   try {
@@ -77,6 +79,8 @@ async function fetchSpotStats() {
 }
 
 async function fetchPerpStats() {
+  const mangoGroup = await client.getMangoGroup(groupConfig.publicKey)
+  const mangoCache = await mangoGroup.loadCache(connection)
   const perpMarkets = await loadPerpMarkets(connection, groupConfig)
   console.log("6")
 
@@ -88,7 +92,7 @@ async function fetchPerpStats() {
       longFunding: perpMarket.longFunding.toNumber(),
       shortFunding: perpMarket.shortFunding.toNumber(),
       openInterest: perpMarket.openInterest.toNumber(),
-      baseOraclePrice: 0,
+      baseOraclePrice: mangoCache.priceCache[index].price.toNumber(),
     }
   })
 
diff --git a/src/index.ts b/src/index.ts
index 3f4e104..4488d0d 100644
--- a/src/index.ts
+++ b/src/index.ts
@@ -10,44 +10,60 @@ const app = express()
 
 app.use(express.json(), cors())
 
-app.get("/", async (req, res) => {
+app.get("/spot", 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", 
+    const mangoGroup = req.query.mangoGroup as string
+    if (!mangoGroup) {
+      throw new Error("Missing mangoGroup param")
+    }
+
+    const stats = await sequelize.query(
+      `SELECT time_bucket('60 minutes', time) AS "hourly", 
+          "name", 
           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
+        FROM spot_market_stats
         WHERE time > current_date - interval '90' day AND "mangoGroup" = :mangoGroup
-        GROUP BY "hourly", "symbol"
+        GROUP BY "hourly", "name"
         ORDER BY "hourly" ASC;`,
-        {
-          replacements: { mangoGroup },
-          type: QueryTypes.SELECT,
-        }
-      )
-    } else {
-      stats = await PerpMarketStats.findAll({
-        order: [["time", "ASC"]],
-        where: { mangoGroup: { [Op.or]: [null, mangoGroup] } },
-      })
-    }
+      {
+        replacements: { mangoGroup },
+        type: QueryTypes.SELECT,
+      }
+    )
+
     res.send(stats)
   } catch (e) {
     console.log("Error inserting data", e)
   }
 })
 
-app.get("/current", async (req, res) => {
+app.get("/perp/funding_rate", async (req, res) => {
   try {
-    const stats = await PerpMarketStats.findAll({ limit: 3, order: [["time", "DESC"]] })
+    const market = req.query.market as string
+    if (!market) {
+      throw new Error("Missing mangoGroup param")
+    }
+
+    const stats = await sequelize.query(
+      `SELECT 
+          "longFunding", 
+          "shortFunding", 
+          "openInterest", 
+          "baseOraclePrice",
+          "time"
+        FROM perp_market_stats
+        WHERE time > NOW() - interval '1 hour' AND "name" = :market`,
+      {
+        replacements: { market },
+        type: QueryTypes.SELECT,
+      }
+    )
+
     res.send(stats)
   } catch (e) {
     console.log("Error inserting data", e)