Merge pull request #11 from galacticcouncil/lp-apy

Add fees endpoint

app/routes/hydradx-ui/v1/stats/fees.mjs

@@ -0,0 +1,72 @@
+import yesql from "yesql";
+import path from "path";
+import { dirname } from "../../../../../variables.mjs";
+import { CACHE_SETTINGS } from "../../../../../variables.mjs";
+import { cachedFetch } from "../../../../../helpers/cache_helpers.mjs";
+
+const sqlQueries = yesql(path.join(dirname(), "queries/hydradx-ui/v1/stats"), {
+  type: "pg",
+});
+
+export const VALID_TIMEFRAMES = ["1d", "1w", "1mon", "1y"];
+
+export default async (fastify, opts) => {
+  fastify.route({
+    url: "/fees/:asset?",
+    method: ["GET"],
+    schema: {
+      description: "Omnipool trading fees for the HydraDX stats page.",
+      tags: ["hydradx-ui/v1"],
+      params: {
+        type: "object",
+        properties: {
+          asset: {
+            type: "integer",
+            description: "Asset (id). Leave empty for all assets.",
+          },
+        },
+      },
+      querystring: {
+        type: "object",
+        properties: {
+          timeframe: {
+            type: "string",
+            enum: VALID_TIMEFRAMES,
+            default: "1mon",
+          },
+        },
+      },
+      response: {
+        200: {
+          description: "Success Response",
+          type: "array",
+          items: {
+            type: "object",
+            properties: {
+              accrued_fees_usd: { type: "number" },
+              projected_apy_perc: { type: "number" },
+            },
+          },
+        },
+      },
+    },
+    handler: async (request, reply) => {
+      const asset = request.params.asset ? request.params.asset : null;
+      const timeframe = request.query.timeframe;
+
+      const sqlQuery = sqlQueries.statsFees({ asset, timeframe });
+
+      let cacheSetting = { ...CACHE_SETTINGS["hydradxUiV1StatsFees"] };
+      cacheSetting.key = cacheSetting.key + "_" + asset + "_" + timeframe;
+
+      const result = await cachedFetch(
+        fastify.pg,
+        fastify.redis,
+        cacheSetting,
+        sqlQuery
+      );
+
+      reply.send(JSON.parse(result));
+    },
+  });
+};

queries/hydradx-ui/v1/stats/fees.sql

@@ -0,0 +1,98 @@
+-- statsFees
+
+/* Returns fees and projected LP APY
+based on past :timeframe = 1d, 1w, 1mon, 1y
+*/
+
+WITH fees AS (
+    SELECT 
+        COALESCE(q1.asset_id, q2.asset_id) AS asset_id,
+        COALESCE(q1.amount, 0) + COALESCE(q2.amount, 0) AS amount
+    FROM 
+        (SELECT 
+             CAST(args ->> 'assetOut' AS numeric) AS asset_id, 
+             SUM(CAST(args ->> 'assetFeeAmount' AS numeric)) AS amount 
+         FROM event e 
+         JOIN block b ON e.block_id = b.id
+         WHERE timestamp > NOW() - :timeframe::interval 
+         AND name = 'Omnipool.SellExecuted'
+         AND
+            CASE
+            WHEN :asset::integer IS NOT NULL
+                THEN CAST(args ->> 'assetOut' AS numeric) = :asset
+            ELSE
+                true
+            END
+         GROUP BY 1) AS q1
+    FULL OUTER JOIN 
+        (SELECT 
+             CAST(args ->> 'assetIn' AS numeric) AS asset_id, 
+             SUM(CAST(args ->> 'assetFeeAmount' AS numeric)) AS amount 
+         FROM event e 
+         JOIN block b ON e.block_id = b.id
+         WHERE timestamp > NOW() - :timeframe::interval 
+         AND name = 'Omnipool.BuyExecuted'
+         AND
+            CASE
+            WHEN :asset::integer IS NOT NULL
+                THEN CAST(args ->> 'assetIn' AS numeric) = :asset
+            ELSE
+                true
+            END
+         GROUP BY 1) AS q2
+    ON q1.asset_id = q2.asset_id
+),
+last_price AS (
+    SELECT
+        asset_id,
+        price_usd
+    FROM (
+        SELECT 
+            asset_id,
+            price_usd,
+            ROW_NUMBER() OVER (
+                PARTITION BY asset_id 
+                ORDER BY timestamp DESC
+            ) AS rn 
+        FROM 
+            stats_historical
+    ) a 
+    WHERE 
+        rn = 1
+    UNION
+        (SELECT 1 AS asset_id, last_lrna_price AS price_usd FROM lrna_every_block ORDER BY 1 DESC LIMIT 1)
+),
+tvl AS (
+    SELECT
+        asset_id,
+        ROUND(SUM(oa.hub_reserve / 10^12 * leb.last_lrna_price)) AS asset_tvl
+    FROM 
+        lrna_every_block leb
+        JOIN (
+            SELECT 
+                LEAST(max_leb.max_height, max_oa.max_block) AS joined_height
+            FROM 
+                (SELECT MAX(height) AS max_height FROM lrna_every_block) max_leb,
+                (SELECT MAX(block) AS max_block FROM omnipool_asset) max_oa
+        ) subq ON leb.height = subq.joined_height
+        JOIN omnipool_asset oa ON leb.height = oa.block
+        JOIN token_metadata tm ON oa.asset_id = tm.id
+    GROUP BY 1
+)
+SELECT 
+    round(sum((amount / 10^decimals) * price_usd)::numeric, 2) AS accrued_fees_usd,
+    round(avg((POWER(1 + (COALESCE(ROUND((amount / 10^decimals) * price_usd), 0) * parts) / asset_tvl, parts) - 1)::numeric), 4) AS projected_apy_perc
+FROM 
+    fees
+    JOIN token_metadata tm ON asset_id = tm.id
+    JOIN last_price lp ON tm.id = lp.asset_id
+    JOIN tvl ON tm.id = tvl.asset_id
+    CROSS JOIN (SELECT 
+                    CASE 
+                        WHEN :timeframe = '1d' THEN 365
+                        WHEN :timeframe = '1w' THEN 52
+                        WHEN :timeframe = '1mon' THEN 12
+                        WHEN :timeframe = '1y' THEN 1
+                        ELSE 12 -- default to monthly if timeframe not recognized
+                    END AS parts
+                ) AS interval_calc

variables.mjs

@@ -70,6 +70,10 @@ export const CACHE_SETTINGS = {
     key: "hydradx-ui_v1_stats_volume",
     expire_after: 60,
   },
+  hydradxUiV1StatsFees: {
+    key: "hydradx-ui_v1_stats_fees",
+    expire_after: 10 * 60,
+  },
   hydradxUiV1statsVolumeAlltime: {
     key: "hydradx-ui_v1_stats_volume_alltime",
     expire_after: 60,