Sf 1135

schema.graphql

@@ -156,3 +156,20 @@ type TransactionCandleStick @entity {
   volumeInFV: BigInt!
   lendingMarket: LendingMarket!
 }
+
+type DailyTransactionStatsContainer @entity {
+  id: ID!
+  stats: [DailyTransactionStats!]! @derivedFrom(field: "container")
+}
+
+type DailyTransactionStats @entity {
+  id: ID!
+  currency: Bytes!
+  maturity: BigInt!
+  timestamp: BigInt!
+  close: BigInt!
+  open: BigInt!
+  container: DailyTransactionStatsContainer!
+  change: BigInt!
+  percentageChange: BigInt!
+}

src/helper/initializer.ts

@@ -6,6 +6,8 @@ import {
     log,
 } from '@graphprotocol/graph-ts';
 import {
+    DailyTransactionStats,
+    DailyTransactionStatsContainer,
     DailyVolume,
     Deposit,
     LendingMarket,
@@ -18,6 +20,7 @@ import {
     User,
 } from '../../generated/schema';
 import {
+    getDailyTransactionEntityId,
     getDailyVolumeEntityId,
     getTransactionCandleStickEntityId,
 } from '../utils/id-generation';
@@ -276,6 +279,59 @@ export const initTransfer = (
     user.save();
 };
 
+export function initOrUpdateDailyTransactionStats(
+    currency: Bytes,
+    maturity: BigInt,
+    currentTimestamp: BigInt
+): void {
+    const currentCandleStickId = getTransactionCandleStickEntityId(
+        currency,
+        maturity,
+        BigInt.fromI32(86400), // 24 hours in seconds
+        currentTimestamp.div(BigInt.fromI32(86400))
+    );
+    const currentCandleStick =
+        TransactionCandleStick.load(currentCandleStickId);
+
+    const containerId = 'TRANSACTION_STATS_CONTAINER';
+    let container = DailyTransactionStatsContainer.load(containerId);
+
+    if (!container) {
+        container = new DailyTransactionStatsContainer(containerId);
+        container.save();
+    }
+
+    const statsId = getDailyTransactionEntityId(currency, maturity);
+    let stats = DailyTransactionStats.load(statsId);
+
+    if (!stats) {
+        stats = new DailyTransactionStats(statsId);
+    }
+
+    stats.currency = currency;
+    stats.maturity = maturity;
+    stats.container = container.id;
+    stats.timestamp = currentTimestamp;
+
+    if (currentCandleStick) {
+        stats.open = currentCandleStick.open;
+        stats.close = currentCandleStick.close;
+        stats.change = currentCandleStick.close.minus(currentCandleStick.open);
+        stats.percentageChange = currentCandleStick.open.isZero()
+            ? BigInt.fromI32(0)
+            : stats.change
+                  .times(BigInt.fromI32(10000))
+                  .div(currentCandleStick.open);
+    } else {
+        stats.open = BigInt.fromI32(0);
+        stats.close = BigInt.fromI32(0);
+        stats.change = BigInt.fromI32(0);
+        stats.percentageChange = BigInt.fromI32(0);
+    }
+
+    stats.save();
+}
+
 export const initOrUpdateTransactionCandleStick = (
     currency: Bytes,
     maturity: BigInt,

src/mappings/lending-market.ts

@@ -11,6 +11,7 @@ import { ItayoseExecuted } from '../../generated/templates/OrderBookLogic/OrderB
 import {
     getOrInitDailyVolume,
     getOrInitLendingMarket,
+    initOrUpdateDailyTransactionStats,
     initOrUpdateTransactionCandleStick,
     initOrder,
     initTransaction,
@@ -112,6 +113,12 @@ export function handleOrderExecuted(event: OrderExecuted): void {
                 BigInt.fromI32(intervals[i])
             );
         }
+
+        initOrUpdateDailyTransactionStats(
+            event.params.ccy,
+            event.params.maturity,
+            event.block.timestamp
+        );
     }
 }
 
@@ -213,6 +220,12 @@ export function handlePositionUnwound(event: PositionUnwound): void {
                 BigInt.fromI32(intervals[i])
             );
         }
+
+        initOrUpdateDailyTransactionStats(
+            event.params.ccy,
+            event.params.maturity,
+            event.block.timestamp
+        );
     }
 }
 
@@ -321,6 +334,11 @@ export function handleItayoseExecuted(event: ItayoseExecuted): void {
             BigInt.fromI32(intervals[i])
         );
     }
+    initOrUpdateDailyTransactionStats(
+        event.params.ccy,
+        event.params.maturity,
+        event.block.timestamp
+    );
 }
 
 function addToTransactionVolume(

src/utils/id-generation.ts

@@ -24,3 +24,10 @@ export function getTransactionCandleStickEntityId(
 ): string {
     return `${ccy.toString()}-${maturity.toString()}-${interval.toString()}-${epochTime.toString()}`;
 }
+
+export function getDailyTransactionEntityId(
+    ccy: Bytes,
+    maturity: BigInt
+): string {
+    return `${ccy.toHexString()}-${maturity.toString()}`;
+}

test/lending-market.test.ts

@@ -17,6 +17,7 @@ import {
     handlePreOrderExecuted,
 } from '../src/mappings/lending-market';
 import {
+    getDailyTransactionEntityId,
     getDailyVolumeEntityId,
     getOrderEntityId,
     getTransactionCandleStickEntityId,
@@ -1911,6 +1912,7 @@ describe('Transaction Candle Stick', () => {
                 'interval',
                 interval.toString()
             );
+
             assert.fieldEquals(
                 'TransactionCandleStick',
                 id,
@@ -2479,3 +2481,194 @@ describe('Transaction Candle Stick', () => {
         }
     });
 });
+
+describe('Daily Transaction Stats', () => {
+    beforeEach(() => {
+        clearStore();
+        createLendingMarket(ccy, maturity);
+    });
+
+    test('order executed creates and updates daily stats correctly', () => {
+        const placedOrderId = BigInt.fromI32(0);
+        const filledAmount = BigInt.fromI32(81);
+        const filledUnitPrice = unitPrice;
+        const filledAmountInFV = BigInt.fromI32(90);
+        const totalAmount = filledAmount.plus(amount);
+        const feeInFV = BigInt.fromI32(1);
+
+        const event = createOrderExecutedEvent(
+            ALICE,
+            borrow,
+            ccy,
+            maturity,
+            totalAmount,
+            BigInt.fromI32(0),
+            filledAmount,
+            filledUnitPrice,
+            filledAmountInFV,
+            feeInFV,
+            placedOrderId,
+            BigInt.fromI32(0),
+            BigInt.fromI32(0),
+            true
+        );
+        handleOrderExecuted(event);
+
+        const id = getDailyTransactionEntityId(ccy, maturity);
+
+        assert.fieldEquals(
+            'DailyTransactionStats',
+            id,
+            'currency',
+            ccy.toHexString()
+        );
+        assert.fieldEquals(
+            'DailyTransactionStats',
+            id,
+            'maturity',
+            maturity.toString()
+        );
+        assert.fieldEquals(
+            'DailyTransactionStats',
+            id,
+            'open',
+            filledUnitPrice.toString()
+        );
+        assert.fieldEquals(
+            'DailyTransactionStats',
+            id,
+            'close',
+            filledUnitPrice.toString()
+        );
+        assert.fieldEquals(
+            'DailyTransactionStats',
+            id,
+            'change',
+            BigInt.fromI32(0).toString()
+        );
+        assert.fieldEquals(
+            'DailyTransactionStats',
+            id,
+            'percentageChange',
+            BigInt.fromI32(0).toString()
+        );
+    });
+
+    test('position unwound should update the daily stats', () => {
+        const futureValue = BigInt.fromI32(250);
+        const filledAmount = BigInt.fromI32(225);
+        const filledUnitPrice = unitPrice;
+        const filledAmountInFV = BigInt.fromI32(250);
+
+        const event = createPositionUnwoundEvent(
+            BOB,
+            lend,
+            ccy,
+            maturity,
+            futureValue,
+            filledAmount,
+            filledUnitPrice,
+            filledAmountInFV,
+            BigInt.fromI32(0),
+            false,
+            timestamp
+        );
+        handlePositionUnwound(event);
+
+        const id = getDailyTransactionEntityId(ccy, maturity);
+
+        assert.fieldEquals(
+            'DailyTransactionStats',
+            id,
+            'currency',
+            ccy.toHexString()
+        );
+        assert.fieldEquals(
+            'DailyTransactionStats',
+            id,
+            'maturity',
+            maturity.toString()
+        );
+        assert.fieldEquals(
+            'DailyTransactionStats',
+            id,
+            'open',
+            filledUnitPrice.toString()
+        );
+        assert.fieldEquals(
+            'DailyTransactionStats',
+            id,
+            'close',
+            filledUnitPrice.toString()
+        );
+        assert.fieldEquals(
+            'DailyTransactionStats',
+            id,
+            'change',
+            BigInt.fromI32(0).toString()
+        );
+        assert.fieldEquals(
+            'DailyTransactionStats',
+            id,
+            'percentageChange',
+            BigInt.fromI32(0).toString()
+        );
+    });
+
+    test('itayose executed event should update the daily stats', () => {
+        const openingUnitPrice = BigInt.fromI32(8050);
+        const lastLendUnitPrice = BigInt.fromI32(8100);
+        const lastBorrowUnitPrice = BigInt.fromI32(8000);
+        const offsetAmount = BigInt.fromI32(300);
+        const offsetAmountInFV = BigInt.fromI32(372);
+        const itayoseExecutedEvent = createItayoseExecutedEvent(
+            ccy,
+            maturity,
+            openingUnitPrice,
+            lastLendUnitPrice,
+            lastBorrowUnitPrice,
+            offsetAmount,
+            timestamp
+        );
+        handleItayoseExecuted(itayoseExecutedEvent);
+
+        const id = getDailyTransactionEntityId(ccy, maturity);
+
+        assert.fieldEquals(
+            'DailyTransactionStats',
+            id,
+            'currency',
+            ccy.toHexString()
+        );
+        assert.fieldEquals(
+            'DailyTransactionStats',
+            id,
+            'maturity',
+            maturity.toString()
+        );
+        assert.fieldEquals(
+            'DailyTransactionStats',
+            id,
+            'open',
+            openingUnitPrice.toString()
+        );
+        assert.fieldEquals(
+            'DailyTransactionStats',
+            id,
+            'close',
+            openingUnitPrice.toString()
+        );
+        assert.fieldEquals(
+            'DailyTransactionStats',
+            id,
+            'change',
+            BigInt.fromI32(0).toString()
+        );
+        assert.fieldEquals(
+            'DailyTransactionStats',
+            id,
+            'percentageChange',
+            BigInt.fromI32(0).toString()
+        );
+    });
+});