mango-v4-ui/apis/datafeed.ts

/* eslint-disable @typescript-eslint/no-explicit-any */
import { makeApiRequest, parseResolution } from './birdeye/helpers'
import {
  makeApiRequest as makePerpApiRequest,
  parseResolution as parsePerpResolution,
} from './mngo/helpers'
import {
  closeSocket,
  // isOpen,
  subscribeOnStream as subscribeOnSpotStream,
} from './birdeye/streaming'
import {
  closeSocket as closePerpSocket,
  // isOpen as isPerpOpen,
  subscribeOnStream as subscribeOnPerpStream,
  unsubscribeFromStream as unsubscribeFromPerpStream,
} from './mngo/streaming'
import mangoStore from '@store/mangoStore'
import {
  DatafeedConfiguration,
  LibrarySymbolInfo,
  ResolutionString,
  SearchSymbolResultItem,
} from '@public/charting_library'
import { PublicKey } from '@solana/web3.js'
import {
  Group,
  PerpMarket,
  Serum3Market,
} from '@blockworks-foundation/mango-v4'

export const SUPPORTED_RESOLUTIONS = [
  '1',
  '3',
  '5',
  '15',
  '30',
  '60',
  '120',
  '240',
  '1D',
] as const

type BaseBar = {
  low: number
  high: number
  open: number
  close: number
}

type KlineBar = BaseBar & {
  volume: number
  timestamp: number
}

type TradingViewBar = BaseBar & {
  time: number
}

type Bar = KlineBar & TradingViewBar

export type SymbolInfo = LibrarySymbolInfo & {
  address: string
  quote_token: string
  base_token: string
}

const lastBarsCache = new Map()

const subscriptionIds = new Map()

const configurationData = {
  supported_resolutions: SUPPORTED_RESOLUTIONS,
  intraday_multipliers: ['1', '3', '5', '15', '30', '60', '120', '240'],
  exchanges: [],
}

const getMktFromMktAddress = (
  group: Group,
  symbolAddress: string,
): Serum3Market | PerpMarket | null => {
  try {
    const serumMkt = group.getSerum3MarketByExternalMarket(
      new PublicKey(symbolAddress),
    )

    if (serumMkt) {
      return serumMkt
    }
  } catch {
    console.log('Address is not a serum market')
  }

  const perpMarkets = Array.from(group.perpMarketsMapByMarketIndex.values())
  const perpMkt = perpMarkets.find(
    (perpMarket) => perpMarket.publicKey.toString() === symbolAddress,
  )

  if (perpMkt) {
    return perpMkt
  }

  return null
}

let marketType: 'spot' | 'perp'

export const queryPerpBars = async (
  tokenAddress: string,
  resolution: (typeof SUPPORTED_RESOLUTIONS)[number],
  periodParams: {
    firstDataRequest: boolean
    from: number
    to: number
  },
): Promise<Bar[]> => {
  const { from, to } = periodParams
  if (tokenAddress === 'Loading') return []
  const urlParameters = {
    'perp-market': tokenAddress,
    resolution: parsePerpResolution(resolution),
    start_datetime: new Date((from - 3_000_000) * 1000).toISOString(),
    end_datetime: new Date(to * 1000).toISOString(),
  }

  const query = Object.keys(urlParameters)
    .map((name: string) => `${name}=${(urlParameters as any)[name]}`)
    .join('&')
  const data = await makePerpApiRequest(`/stats/candles-perp?${query}`)
  if (!data || !data.length) {
    return []
  }
  let bars: Bar[] = []
  let previousBar: Bar | undefined = undefined
  for (const bar of data) {
    const timestamp = new Date(bar.candle_start).getTime()
    bars = [
      ...bars,
      {
        time: timestamp,
        low: bar.low,
        high: bar.high,
        open: previousBar ? previousBar.close : bar.open,
        close: bar.close,
        volume: bar.volume,
        timestamp,
      },
    ]
    previousBar = bar
  }
  return bars
}

export const queryBirdeyeBars = async (
  tokenAddress: string,
  resolution: (typeof SUPPORTED_RESOLUTIONS)[number],
  periodParams: {
    firstDataRequest: boolean
    from: number
    to: number
  },
  quote_token: string,
  market: string,
): Promise<Bar[]> => {
  try {
    const { from, to } = periodParams

    const urlParameters = {
      base_address: tokenAddress,
      quote_address: quote_token,
      type: parseResolution(resolution),
      time_from: from,
      time_to: to,
      merge_market_id: market,
    }

    const query = Object.keys(urlParameters)
      .map(
        (name: string) =>
          `${name}=${encodeURIComponent((urlParameters as any)[name])}`,
      )
      .join('&')

    const data = await makeApiRequest(`defi/ohlcv/base_quote_merge?${query}`)
    if (!data.success || data.data.items.length === 0) {
      return []
    }

    let bars: Bar[] = []
    for (const bar of data.data.items) {
      if (bar.unixTime >= from && bar.unixTime < to) {
        const timestamp = bar.unixTime * 1000
        if (bar.h >= 223111) continue
        bars = [
          ...bars,
          {
            time: timestamp,
            low: bar.l,
            high: bar.h,
            open: bar.o,
            close: bar.c,
            volume: bar.vQuote,
            timestamp,
          },
        ]
      }
    }
    return bars
  } catch (e) {
    console.log('failed to query birdeye bars', e)
    return []
  }
}

const datafeed = {
  onReady: (callback: (configuration: DatafeedConfiguration) => void) => {
    setTimeout(() => callback(configurationData as any))
  },

  searchSymbols: async (
    _userInput: string,
    _exchange: string,
    _symbolType: string,
    _onResultReadyCallback: (items: SearchSymbolResultItem[]) => void,
  ) => {
    return
  },

  resolveSymbol: async (
    symbolAddress: string,
    onSymbolResolvedCallback: (symbolInfo: SymbolInfo) => void,
    // _onResolveErrorCallback: any,
    // _extension: any
  ) => {
    let symbolItem:
      | {
          address: string
          type: string
          symbol: string
        }
      | undefined

    if (!symbolItem) {
      symbolItem = {
        address: symbolAddress,
        type: 'pair',
        symbol: '',
      }
    }

    const mangoStoreState = mangoStore.getState()
    const group = mangoStoreState.group
    let ticker = mangoStoreState.selectedMarket.name
    let quote_token = ''
    let base_token = ''

    if (group && symbolAddress) {
      const market = getMktFromMktAddress(group, symbolAddress)
      if (market) {
        ticker = market.name
        if (market instanceof Serum3Market) {
          base_token = group
            .getFirstBankByTokenIndex(market.baseTokenIndex)
            .mint.toString()
          quote_token = group
            .getFirstBankByTokenIndex(market.quoteTokenIndex)
            .mint.toString()
        }
      }
    }

    const symbolInfo: SymbolInfo = {
      quote_token,
      base_token,
      address: symbolItem.address,
      ticker: symbolItem.address,
      name: ticker || symbolItem.address,
      description: ticker || symbolItem.address,
      type: symbolItem.type,
      session: '24x7',
      timezone: 'Etc/UTC',
      minmov: 1,
      pricescale: 10 ** 16,
      has_intraday: true,
      has_weekly_and_monthly: false,
      has_empty_bars: true,
      supported_resolutions: configurationData.supported_resolutions as any,
      intraday_multipliers: configurationData.intraday_multipliers,
      volume_precision: 2,
      data_status: 'streaming',
      full_name: '',
      exchange: '',
      listed_exchange: '',
      format: 'price',
    }

    onSymbolResolvedCallback(symbolInfo)
  },
  getBars: async (
    symbolInfo: SymbolInfo,
    resolution: ResolutionString,
    periodParams: {
      countBack: number
      firstDataRequest: boolean
      from: number
      to: number
    },
    onHistoryCallback: (
      bars: Bar[],
      t: {
        noData: boolean
      },
    ) => void,
    onErrorCallback: (e: any) => void,
  ) => {
    try {
      const { firstDataRequest } = periodParams
      let bars
      if (symbolInfo.description?.includes('PERP') && symbolInfo.address) {
        marketType = 'perp'
        bars = await queryPerpBars(
          symbolInfo.address,
          resolution as any,
          periodParams,
        )
      } else if (symbolInfo.address) {
        marketType = 'spot'
        bars = await queryBirdeyeBars(
          symbolInfo.base_token,
          resolution as any,
          periodParams,
          symbolInfo.quote_token,
          symbolInfo.address,
        )
      }
      if (!bars || bars.length === 0) {
        // "noData" should be set if there is no data in the requested period.
        onHistoryCallback([], {
          noData: true,
        })
        return
      }
      if (firstDataRequest) {
        lastBarsCache.set(symbolInfo.address, {
          ...bars[bars.length - 1],
        })
      }
      onHistoryCallback(bars, {
        noData: false,
      })
      return bars
    } catch (error) {
      console.warn('[getBars]: Get error', error)
      onErrorCallback(error)
    }
  },

  subscribeBars: (
    symbolInfo: SymbolInfo,
    resolution: string,
    onRealtimeCallback: (data: any) => void,
    subscriberUID: string,
    onResetCacheNeededCallback: () => void,
  ) => {
    subscriptionIds.set(subscriberUID, symbolInfo.address)
    if (symbolInfo.description?.includes('PERP')) {
      subscribeOnPerpStream(
        symbolInfo,
        resolution,
        onRealtimeCallback,
        subscriberUID,
        onResetCacheNeededCallback,
        lastBarsCache.get(symbolInfo.address),
      )
    } else {
      subscribeOnSpotStream(
        symbolInfo,
        resolution,
        onRealtimeCallback,
        subscriberUID,
        onResetCacheNeededCallback,
        lastBarsCache.get(symbolInfo.address),
      )
    }
  },

  unsubscribeBars: (subscriberUID: string) => {
    if (marketType === 'perp') {
      unsubscribeFromPerpStream(subscriberUID)
    } else {
      // unsubscribeFromStream()
    }
  },

  closeSocket: () => {
    if (marketType === 'spot') {
      closeSocket()
    } else {
      closePerpSocket()
    }
  },

  name: 'birdeye',

  // isSocketOpen: marketType === 'spot' ? isOpen : isPerpOpen,
}

export default datafeed