Rysk finance

options/rysk-finance/index.ts

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+import BigNumber from "bignumber.js";
+import request, { gql } from "graphql-request";
+import { BreakdownAdapter, Fetch, FetchResultOptions, IJSON, SimpleAdapter } from "../../adapters/types";
+import { CHAIN } from "../../helpers/chains";
+import { getPrices } from "../../utils/prices"
+
+interface IoTokenTrade {
+    timestamp: string
+    otoken: {
+        strikeAsset: {
+            name: string
+            id: string
+            decimals: number
+        }
+        underlyingAsset: {
+            name: string
+            id: string
+            decimals: number
+        }
+        strikePrice: string
+        decimals: number
+    }
+    amount: string;
+    premium: string;
+    fee: string;
+}
+
+const query = gql`
+query trades($timestampFrom: Int!, $timestampTo: Int!) {
+    optionsBoughtActions(
+        where: {timestamp_gt: $timestampFrom, timestamp_lte: $timestampTo}
+    ) {
+          otoken {
+              strikeAsset {
+                  name
+                  id
+                  decimals
+              }
+              underlyingAsset {
+                  id
+              }
+              strikePrice
+              decimals
+          }
+          amount
+          premium
+          fee
+          timestamp
+    }
+}
+`
+
+const querySold = gql`
+query trades($timestampFrom: Int!, $timestampTo: Int!) {
+  optionsSoldActions(
+        where: {timestamp_gt: $timestampFrom, timestamp_lte: $timestampTo}
+    ) {
+          otoken {
+              strikeAsset {
+                  name
+                  id
+                  decimals
+              }
+              underlyingAsset {
+                  id
+              }
+              strikePrice
+              decimals
+          }
+          amount
+          premium
+          fee
+          timestamp
+    }
+}
+`
+
+const normalizeValues = (value: string, decimals: number) => BigNumber(value).dividedBy(10 ** decimals)
+
+const endpoints = {
+    [CHAIN.ARBITRUM]: "https://api.goldsky.com/api/public/project_clhf7zaco0n9j490ce421agn4/subgraphs/arbitrum-one/0.1.17/gn",
+};
+
+const prices = {} as IJSON<number>
+const getUnderlyingSpotPrice = async (address: string, timestamp: number) => {
+    const key = `${CHAIN.ARBITRUM}:${address}`
+    if (!prices[address]) prices[address] = (await getPrices([key], timestamp))[key].price
+    return prices[address]
+}
+const fetch: Fetch = async (timestamp) => {
+    const timestampFrom = timestamp - 60 * 60 * 24
+    const response = await request(endpoints[CHAIN.ARBITRUM], query, {
+        timestampFrom,
+        timestampTo: timestamp,
+    }) as { optionsBoughtActions: IoTokenTrade[] }
+
+    const response_sold = await request(endpoints[CHAIN.ARBITRUM], querySold, {
+      timestampFrom,
+      timestampTo: timestamp,
+  }) as { optionsSoldActions: IoTokenTrade[] }
+
+    const fetchResult: FetchResultOptions = { timestamp: timestampFrom }
+    const processed = await response.optionsBoughtActions.reduce(async (accP, curr) => {
+        const acc = await accP
+        const underlyingAssetSpotPrice = await getUnderlyingSpotPrice(curr.otoken.underlyingAsset.id, +curr.timestamp)
+        acc.notional = acc.notional.plus(
+            normalizeValues(curr.amount, 18)
+                .multipliedBy(underlyingAssetSpotPrice)
+        )
+        acc.premium = acc.premium.plus(normalizeValues(curr.premium, 6))
+        return acc
+    }, Promise.resolve({ notional: BigNumber(0), premium: BigNumber(0) }) as Promise<{ notional: BigNumber, premium: BigNumber }>)
+    const processedSold = await response_sold.optionsSoldActions.reduce(async (accP, curr) => {
+      const acc = await accP
+      const underlyingAssetSpotPrice = await getUnderlyingSpotPrice(curr.otoken.underlyingAsset.id, +curr.timestamp)
+      acc.notional = acc.notional.plus(
+          normalizeValues(curr.amount, 18)
+              .multipliedBy(underlyingAssetSpotPrice)
+      )
+      acc.premium = acc.premium.plus(normalizeValues(curr.premium, 6))
+      return acc
+  }, Promise.resolve({ notional: BigNumber(0), premium: BigNumber(0) }) as Promise<{ notional: BigNumber, premium: BigNumber }>)
+    fetchResult.dailyNotionalVolume = processed.notional.plus(processedSold.notional).toString()
+    fetchResult.dailyPremiumVolume = processed.premium.plus(processedSold.premium).toString()
+    return fetchResult
+}
+const adapter: SimpleAdapter = {
+  adapter: {
+    [CHAIN.ARBITRUM]: {
+      fetch: fetch,
+      start: async () => 1688428800
+    },
+  },
+};
+export default adapter;