Gmx v2 - Funding rates (#6)
* Setup GMX v2 * Add get markets * Map token with service * Add get market info data * Add get markets * Add get market token prices * Get markets infos multicall * Try call datastore * Add some tests to figure out why datastore call dont work * Update funding rates * clean
This commit is contained in:
Oda
531
src/Managing.Infrastructure.Web3/Services/Gmx/GmxV2Service.cs
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531
src/Managing.Infrastructure.Web3/Services/Gmx/GmxV2Service.cs
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using System.Numerics;
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using Managing.ABI.GmxV2.DataStore;
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using Managing.ABI.GmxV2.DataStore.ContractDefinition;
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using Managing.ABI.GmxV2.Multicall3.ContractDefinition;
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using Managing.ABI.GmxV2.Reader;
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using Managing.ABI.GmxV2.Reader.ContractDefinition;
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using Managing.Common;
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using Managing.Domain.Statistics;
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using Managing.Infrastructure.Evm.Models.Gmx.v2;
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using Managing.Infrastructure.Evm.Referentials;
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using Managing.Infrastructure.Evm.Services.Gmx;
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using Nethereum.Contracts;
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using Nethereum.Contracts.Standards.ERC20.ContractDefinition;
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using Nethereum.Hex.HexConvertors.Extensions;
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using Nethereum.Web3;
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public class GmxV2Service
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{
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private readonly GmxV2Helpers _helpers = new GmxV2Helpers();
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public GmxV2Service()
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{
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}
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public async Task<object> GetMarkets(Web3 web3)
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{
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var reader = new ReaderService(web3, Arbitrum.AddressV2.Reader);
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var result = await reader.GetMarketsQueryAsync(Arbitrum.AddressV2.DataStore, 0, 100);
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return result;
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}
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public async Task<List<GmxMarket>> GetMarketsAsync(Web3 web3)
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{
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var getMarketCallData = new GetMarketsFunction
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{
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DataStore = Arbitrum.AddressV2.DataStore,
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Start = 0,
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End = 100
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}.GetCallData();
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var call1 = new Call
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{
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Target = Arbitrum.AddressV2.Reader,
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CallData = getMarketCallData
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};
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var aggregateFunction = new AggregateFunction();
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aggregateFunction.Calls = new List<Call>();
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aggregateFunction.Calls.Add(call1);
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var queryHandler = web3.Eth.GetContractQueryHandler<AggregateFunction>();
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var returnCalls = await queryHandler
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.QueryDeserializingToObjectAsync<AggregateOutputDTO>(aggregateFunction, Arbitrum.AddressV2.Multicall)
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.ConfigureAwait(false);
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var markets = new GetMarketsOutputDTO().DecodeOutput(returnCalls.ReturnData[0].ToHex());
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var result = new List<GmxMarket>();
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foreach (var market in markets.ReturnValue1)
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{
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try
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{
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result.Add(GmxMappers.MapInfos(market));
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}
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catch (Exception e)
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{
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Console.WriteLine(e);
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}
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}
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return result;
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}
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public async Task<GmxMarketInfo> GetMarketInfo(Web3 web3)
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{
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var reader = new ReaderService(web3, Arbitrum.AddressV2.Reader);
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var market = (await GetMarketsAsync(web3)).First();
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var tokensData = await GetTokensData(web3);
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var marketPrices = GmxHelpers.GetContractMarketPrices(tokensData, market);
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var response =
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await reader.GetMarketInfoQueryAsync(Arbitrum.AddressV2.DataStore, marketPrices, market.MarketToken);
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// Get hashed key to call datastore
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var marketKeys = GmxKeysService.GetMarketKeys(market.MarketToken);
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var longInterestUsingLongTokenCallData = new GetUintFunction()
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{
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Key = marketKeys.LongInterestUsingLongToken.HexToByteArray()
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}.GetCallData();
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var longInterestUsingLongTokenCall = new Call
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{
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Target = Arbitrum.AddressV2.DataStore,
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CallData = longInterestUsingLongTokenCallData
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};
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var longInterestUsingShortTokenCallData = new GetUintFunction()
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{
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Key = marketKeys.LongInterestUsingShortToken.HexToByteArray()
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}.GetCallData();
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var longInterestUsingShortTokenCall = new Call
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{
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Target = Arbitrum.AddressV2.DataStore,
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CallData = longInterestUsingShortTokenCallData
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};
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var shortInterestUsingLongTokenCallData = new GetUintFunction()
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{
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Key = marketKeys.ShortInterestUsingLongToken.HexToByteArray()
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}.GetCallData();
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var shortInterestUsingLongTokenCall = new Call
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{
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Target = Arbitrum.AddressV2.DataStore,
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CallData = shortInterestUsingLongTokenCallData
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};
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var shortInterestUsingShortTokenCallData = new GetUintFunction()
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{
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Key = marketKeys.ShortInterestUsingShortToken.HexToByteArray()
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}.GetCallData();
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var shortInterestUsingShortTokenCall = new Call
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{
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Target = Arbitrum.AddressV2.DataStore,
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CallData = shortInterestUsingShortTokenCallData
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};
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var dataStoreMulticall = new AggregateFunction();
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dataStoreMulticall.Calls = new List<Call>();
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dataStoreMulticall.Calls.Add(longInterestUsingLongTokenCall);
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dataStoreMulticall.Calls.Add(longInterestUsingShortTokenCall);
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dataStoreMulticall.Calls.Add(shortInterestUsingLongTokenCall);
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dataStoreMulticall.Calls.Add(shortInterestUsingShortTokenCall);
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var queryHandler = web3.Eth.GetContractQueryHandler<AggregateFunction>();
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var returnCalls = await queryHandler
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.QueryDeserializingToObjectAsync<AggregateOutputDTO>(dataStoreMulticall, Arbitrum.AddressV2.Multicall)
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.ConfigureAwait(false);
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var marketInfos = GmxMappers.Map(response.ReturnValue1);
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var result = new GmxMarketInfo()
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{
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Market = marketInfos,
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Infos = DecodeFundingRateOutput(returnCalls, marketInfos.IsSameCollaterals)
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};
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return result;
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}
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public async Task<GmxMarketTokenPrice> GetMarketTokenPrice(Web3 web3, bool maximize = true)
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{
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var reader = new ReaderService(web3, Arbitrum.AddressV2.Reader);
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var market = (await GetMarketsAsync(web3)).First();
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var tokensData = await GetTokensData(web3);
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var marketPrices = GmxHelpers.GetContractMarketPrices(tokensData, market);
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var marketProps = new MarketsProps()
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{
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MarketToken = market.MarketToken,
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IndexToken = market.IndexToken,
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LongToken = market.LongToken,
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ShortToken = market.ShortToken
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};
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var response = await reader.GetMarketTokenPriceQueryAsync(Arbitrum.AddressV2.DataStore, marketProps,
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marketPrices.IndexTokenPrice, marketPrices.LongTokenPrice, marketPrices.ShortTokenPrice,
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_helpers.HashString(Constants.GMX.MAX_PNL_FACTOR_FOR_TRADERS), maximize);
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return GmxMappers.Map(response);
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}
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public async Task<bool> GetIsMarketDisabled(Web3 web3)
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{
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var dataStoreService = new DataStoreService(web3, Arbitrum.AddressV2.DataStore);
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var market = (await GetMarketsAsync(web3)).First();
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var hashString = _helpers.HashString(Constants.GMX.MARKET_DISABLED_KEY);
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var response = await dataStoreService.GetBoolQueryAsync(_helpers.HashData(
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new[] { "bytes32", "address" },
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new object[] { hashString, market.MarketToken }));
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return response;
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}
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public async Task<BigInteger> GetLongInterestAmount(Web3 web3)
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{
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var dataStoreService = new DataStoreService(web3, Arbitrum.AddressV2.DataStore);
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var market = (await GetMarketsAsync(web3)).First();
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var keys = GmxKeysService.GetMarketKeys(market.MarketToken);
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var response = await dataStoreService.GetUintQueryAsync(keys.LongInterestUsingLongToken.HexToByteArray());
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return response;
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}
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public async Task<List<GmxMarketInfo>> GetMarketInfosAsync(Web3 web3)
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{
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var markets = await GetMarketsAsync(web3);
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var readerResult = new List<GmxMarketInfo>();
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foreach (var market in markets)
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{
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var tokensData = await GetTokensData(web3);
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var marketPrices = GmxHelpers.GetContractMarketPrices(tokensData, market);
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var marketProps = new MarketsProps()
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{
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MarketToken = market.MarketToken,
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IndexToken = market.IndexToken,
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LongToken = market.LongToken,
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ShortToken = market.ShortToken
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};
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var getMarketInfoCallData = new GetMarketInfoFunction
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{
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DataStore = Arbitrum.AddressV2.DataStore,
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Prices = marketPrices,
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MarketKey = market.MarketToken
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}.GetCallData();
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var getMarketInfoCall = new Call
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{
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Target = Arbitrum.AddressV2.Reader,
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CallData = getMarketInfoCallData
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};
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var getMarketTokenPriceCallData = new GetMarketTokenPriceFunction
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{
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DataStore = Arbitrum.AddressV2.DataStore,
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Market = marketProps,
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IndexTokenPrice = marketPrices.IndexTokenPrice,
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LongTokenPrice = marketPrices.LongTokenPrice,
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ShortTokenPrice = marketPrices.ShortTokenPrice,
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PnlFactorType = _helpers.HashString(Constants.GMX.MAX_PNL_FACTOR_FOR_TRADERS),
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Maximize = true
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}.GetCallData();
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var getMarketTokenPriceCall = new Call
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{
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Target = Arbitrum.AddressV2.Reader,
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CallData = getMarketTokenPriceCallData
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};
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var getMarketTokenPriceMinCallData = new GetMarketTokenPriceFunction
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{
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DataStore = Arbitrum.AddressV2.DataStore,
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Market = marketProps,
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IndexTokenPrice = marketPrices.IndexTokenPrice,
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LongTokenPrice = marketPrices.LongTokenPrice,
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ShortTokenPrice = marketPrices.ShortTokenPrice,
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PnlFactorType = _helpers.HashString(Constants.GMX.MAX_PNL_FACTOR_FOR_TRADERS),
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Maximize = false
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}.GetCallData();
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var getMarketTokenPriceMinCall = new Call
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{
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Target = Arbitrum.AddressV2.Reader,
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CallData = getMarketTokenPriceMinCallData
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};
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var readerMulticall = new AggregateFunction();
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readerMulticall.Calls = new List<Call>();
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readerMulticall.Calls.Add(getMarketInfoCall);
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readerMulticall.Calls.Add(getMarketTokenPriceCall);
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readerMulticall.Calls.Add(getMarketTokenPriceMinCall);
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var queryHandler = web3.Eth.GetContractQueryHandler<AggregateFunction>();
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var readerCallResults = await queryHandler
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.QueryDeserializingToObjectAsync<AggregateOutputDTO>(readerMulticall, Arbitrum.AddressV2.Multicall)
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.ConfigureAwait(false);
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var marketInfo = new GetMarketInfoOutputDTO().DecodeOutput(readerCallResults.ReturnData[0].ToHex());
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var marketTokenPriceMax =
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new GetMarketTokenPriceOutputDTO().DecodeOutput(readerCallResults.ReturnData[1].ToHex());
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var marketTokenPriceMin =
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new GetMarketTokenPriceOutputDTO().DecodeOutput(readerCallResults.ReturnData[2].ToHex());
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// Get hashed key to call datastore
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var marketKeys = GmxKeysService.GetMarketKeys(market.MarketToken);
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if (marketKeys == null)
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continue;
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var longInterestUsingLongTokenCallData = new GetUintFunction()
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{
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Key = marketKeys.LongInterestUsingLongToken.HexToByteArray()
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}.GetCallData();
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var longInterestUsingLongTokenCall = new Call
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{
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Target = Arbitrum.AddressV2.DataStore,
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CallData = longInterestUsingLongTokenCallData
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};
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var longInterestUsingShortTokenCallData = new GetUintFunction()
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{
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Key = marketKeys.LongInterestUsingShortToken.HexToByteArray()
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}.GetCallData();
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var longInterestUsingShortTokenCall = new Call
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{
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Target = Arbitrum.AddressV2.DataStore,
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CallData = longInterestUsingShortTokenCallData
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};
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var shortInterestUsingLongTokenCallData = new GetUintFunction()
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{
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Key = marketKeys.ShortInterestUsingLongToken.HexToByteArray()
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}.GetCallData();
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var shortInterestUsingLongTokenCall = new Call
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{
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Target = Arbitrum.AddressV2.DataStore,
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CallData = shortInterestUsingLongTokenCallData
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};
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var shortInterestUsingShortTokenCallData = new GetUintFunction()
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{
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Key = marketKeys.ShortInterestUsingShortToken.HexToByteArray()
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}.GetCallData();
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var shortInterestUsingShortTokenCall = new Call
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{
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Target = Arbitrum.AddressV2.DataStore,
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CallData = shortInterestUsingShortTokenCallData
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};
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var dataStoreMulticall = new AggregateFunction();
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dataStoreMulticall.Calls = new List<Call>();
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dataStoreMulticall.Calls.Add(longInterestUsingLongTokenCall);
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dataStoreMulticall.Calls.Add(longInterestUsingShortTokenCall);
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dataStoreMulticall.Calls.Add(shortInterestUsingLongTokenCall);
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dataStoreMulticall.Calls.Add(shortInterestUsingShortTokenCall);
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// Call datastore to get market info
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var dataStoreQueryHandler = web3.Eth.GetContractQueryHandler<AggregateFunction>();
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var dataStoreCallResults = await dataStoreQueryHandler
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.QueryDeserializingToObjectAsync<AggregateOutputDTO>(dataStoreMulticall, Arbitrum.AddressV2.Multicall)
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.ConfigureAwait(false);
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var marketInfos = GmxMappers.Map(marketInfo.ReturnValue1);
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readerResult.Add(new GmxMarketInfo()
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{
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Market = marketInfos,
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Infos = DecodeFundingRateOutput(dataStoreCallResults, marketInfos.IsSameCollaterals),
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MarketTokenPriceMax = GmxMappers.Map(marketTokenPriceMax),
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MarketTokenPriceMin = GmxMappers.Map(marketTokenPriceMin)
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});
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}
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return readerResult;
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}
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private GmxMarketInfos DecodeFundingRateOutput(AggregateOutputDTO results, bool isSameCollaterals)
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{
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var marketDivisor = new BigInteger(isSameCollaterals ? 2 : 1);
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var longInterestUsingLongToken =
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new GetUintOutputDTO().DecodeOutput(results.ReturnData[0].ToHex()).ReturnValue1 / marketDivisor;
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var longInterestUsingShortToken =
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new GetUintOutputDTO().DecodeOutput(results.ReturnData[1].ToHex()).ReturnValue1 / marketDivisor;
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var shortInterestUsingLongToken =
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new GetUintOutputDTO().DecodeOutput(results.ReturnData[2].ToHex()).ReturnValue1 / marketDivisor;
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var shortInterestUsingShortToken =
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new GetUintOutputDTO().DecodeOutput(results.ReturnData[3].ToHex()).ReturnValue1 / marketDivisor;
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var longInterestUsd = longInterestUsingLongToken + longInterestUsingShortToken;
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var shortInterestUsd = shortInterestUsingLongToken + shortInterestUsingShortToken;
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var marketInfos = new GmxMarketInfos()
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{
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LongInterestUsd = longInterestUsd,
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ShortInterestUsd = shortInterestUsd
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};
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return marketInfos;
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}
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public async Task<List<GmxTokenData>> GetTokensData(Web3 web3)
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{
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var tokens = TokenV2Service.GetTokens().ToList();
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var balances = await GetTokenBalances(web3, tokens);
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var prices = GetTokenPrices(web3, tokens);
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var result = new List<GmxTokenData>();
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foreach (var token in tokens)
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{
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BigInteger? balance = null;
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if (balances.Balances != null && balances.Balances.ContainsKey(token.Address))
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{
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balance = balances.Balances[token.Address];
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}
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var price = prices[token.Address].Price;
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var data = new GmxTokenData()
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{
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Address = token.Address,
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Name = token.Name,
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Symbol = token.Symbol,
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Decimals = token.Decimals,
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Price = price,
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Balance = balance
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};
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result.Add(data);
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}
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return result;
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}
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private Dictionary<string, GmxTokenPriceData> GetTokenPrices(Web3 web3, List<GmxToken> tokens)
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{
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var result = new Dictionary<string, GmxTokenPriceData>();
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foreach (var token in tokens)
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{
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// TODO fetch token price from oracle
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result.Add(token.Address, new GmxTokenPriceData()
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{
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Price = new MarketPrice()
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{
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Min = 0,
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Max = 0
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},
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Balance = 0,
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TotalSupply = 0
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});
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}
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return result;
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}
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public async Task<GmxTokenBalances> GetTokenBalances(Web3 web3, List<GmxToken> tokens, string? account = null)
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{
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var result = new GmxTokenBalances();
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result.Balances = new Dictionary<string, BigInteger>();
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var aggregateFunction = new AggregateFunction();
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aggregateFunction.Calls = new List<Call>();
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foreach (var token in tokens)
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{
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if (token.IsNative)
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{
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var nativeBalanceCallData = new GetEthBalanceFunction()
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{
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Addr = account ?? Nethereum.Util.AddressUtil.ZERO_ADDRESS
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}.GetCallData();
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aggregateFunction.Calls.Add(new Call
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{
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Target = Arbitrum.AddressV2.Multicall,
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CallData = nativeBalanceCallData
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});
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}
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else
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{
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var balanceCallData = new BalanceOfFunction()
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{
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Owner = account ?? GmxHelpers.GetRandomAddress()
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}.GetCallData();
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aggregateFunction.Calls.Add(new Call
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{
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Target = token.Address,
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CallData = balanceCallData
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});
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}
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var queryHandler = web3.Eth.GetContractQueryHandler<AggregateFunction>();
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var returnCalls = await queryHandler
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.QueryDeserializingToObjectAsync<AggregateOutputDTO>(aggregateFunction, Arbitrum.AddressV2.Multicall)
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.ConfigureAwait(false);
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var balances = new BalanceOfOutputDTOBase().DecodeOutput(returnCalls.ReturnData[0].ToHex());
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result.Balances.Add(token.Address, balances.Balance);
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}
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return result;
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}
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public async Task<List<FundingRate>> GetFundingRate(Web3 web3)
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{
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var market = await GetMarketInfo(web3);
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return Map(market);
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}
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private List<FundingRate> Map(GmxMarketInfo market)
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{
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var longApr = GetFundingFactorPerPeriod(market, true, Periods[Enums.Timeframe.OneHour]) * 100;
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var shortApr = GetFundingFactorPerPeriod(market, false, Periods[Enums.Timeframe.OneHour]) * 100;
|
||||
var longFundingRate = new FundingRate()
|
||||
{
|
||||
Ticker = GmxHelpers.GetTicker(market.Market.Symbol),
|
||||
Rate = GmxHelpers.FormatAmount(longApr, 30, 4),
|
||||
Direction = Enums.TradeDirection.Long
|
||||
};
|
||||
var shortFundingRate = new FundingRate()
|
||||
{
|
||||
Ticker = GmxHelpers.GetTicker(market.Market.Symbol),
|
||||
Rate = GmxHelpers.FormatAmount(shortApr, 30, 4),
|
||||
Direction = Enums.TradeDirection.Short
|
||||
};
|
||||
return new List<FundingRate>() { longFundingRate, shortFundingRate };
|
||||
}
|
||||
|
||||
public async Task<List<FundingRate>> GetFundingRates(Web3 web3)
|
||||
{
|
||||
var fundingRates = new List<FundingRate>();
|
||||
var marketDatas = await GetMarketInfosAsync(web3);
|
||||
foreach (var gmxMarketInfo in marketDatas)
|
||||
{
|
||||
var rates = Map(gmxMarketInfo);
|
||||
fundingRates.AddRange(rates);
|
||||
}
|
||||
|
||||
return fundingRates;
|
||||
}
|
||||
|
||||
private BigInteger GetFundingFactorPerPeriod(GmxMarketInfo marketInfo, bool isLong, int periodInSeconds)
|
||||
{
|
||||
var fundingFactorPerSecond = marketInfo.Market.FundingFactorPerSecond;
|
||||
var longsPayShorts = marketInfo.Market.LongsPayShorts;
|
||||
var longInterestUsd = marketInfo.Infos.LongInterestUsd;
|
||||
var shortInterestUsd = marketInfo.Infos.ShortInterestUsd;
|
||||
|
||||
var isLargerSide = isLong ? longsPayShorts : !longsPayShorts;
|
||||
|
||||
BigInteger factorPerSecond;
|
||||
|
||||
if (isLargerSide)
|
||||
{
|
||||
factorPerSecond = fundingFactorPerSecond * -1;
|
||||
}
|
||||
else
|
||||
{
|
||||
var largerInterestUsd = longsPayShorts ? longInterestUsd : shortInterestUsd;
|
||||
var smallerInterestUsd = longsPayShorts ? shortInterestUsd : longInterestUsd;
|
||||
|
||||
var ratio = smallerInterestUsd > 0
|
||||
? BigInteger.Multiply(largerInterestUsd, PRECISION) / smallerInterestUsd
|
||||
: 0;
|
||||
|
||||
factorPerSecond = ApplyFactor(ratio, fundingFactorPerSecond);
|
||||
}
|
||||
|
||||
return factorPerSecond * periodInSeconds;
|
||||
}
|
||||
|
||||
private BigInteger ApplyFactor(BigInteger ratio, BigInteger fundingFactorPerSecond)
|
||||
{
|
||||
// Implement the logic for applying the factor based on the ratio
|
||||
// This is a placeholder implementation
|
||||
return BigInteger.Multiply(ratio, fundingFactorPerSecond) / PRECISION;
|
||||
}
|
||||
|
||||
private static readonly BigInteger PRECISION = BigInteger.Pow(10, 18);
|
||||
|
||||
private Dictionary<Enums.Timeframe, int> Periods = new Dictionary<Enums.Timeframe, int>()
|
||||
{
|
||||
{ Enums.Timeframe.FiveMinutes, 300 },
|
||||
{ Enums.Timeframe.FifteenMinutes, 900 },
|
||||
{ Enums.Timeframe.OneHour, 3600 },
|
||||
{ Enums.Timeframe.FourHour, 14400 },
|
||||
{ Enums.Timeframe.OneDay, 86400 }
|
||||
};
|
||||
}
|
||||
Reference in New Issue
Block a user