feat: Data reports (#23)

* Refactor processing and fix caching and fix tests

* Clean up processor and add tests and mocks

* Clean up types

* Add cashflow report and tests

* Remove defer and use querywith poolid

* Refactor tests and add comments

* Add query for metadata and utils around it

* Add data for pool fee snapshots and use in cashflow statments

* Group tranche data by id to prevent double processing

* fix zero case in fromFloat wrapper

* Prevent fees and endCashBalance from being aggregated

* Add fee snapshot mocks and improve fee testing

* Add a few more fee test

* Differentiate public and private credit for cashflows

* Remove identifying info

* Fix data aggregation and improve test coverage with real data

* Add code coverage support

* Add coverage summary

* Exclude types from coverage

* And P&L report and processor tests

* Add tests for applyGrouping

* Add readme for reports

* Add test to applyGrouping

* Fix test

* Fix BigInt tests

* Clean up metadata fetching

* Remove cache time

* Remove filtering in keys

* Fix import so that decimal.js-light works in browser and test env

* Update README.md

Co-authored-by: Jeroen <1748621+hieronx@users.noreply.github.com>

* Update README.md

Co-authored-by: Jeroen <1748621+hieronx@users.noreply.github.com>

* Use purchases and financings instead of acquisistions

* Remove coverage in favor of nyc in ci PR

* Remove c8 config

* Restore sinon stub to fix error

* Add fix to P&L report

* Add investor tx data and report

* Provide access to P&L

* Add tests

* Add filters and tests to investor transaction report

* Add more test cases

* Test investor report generation

* Optimize processing

* Add asset transaction report

* Fix typo

* Rename so it doesn't appear as main README in repo

* Fix asset transaction filtering

* Add fee transactions report

* Make filtering more efficient

* Add token price report

* Move types for reports so they're excluded from coverage

* Convert date to UTC to prevent timezone bugs in grouping

* Fix filtering by type for fee transactions

* Improve test coverage and fix some filtering bugs

* Remove log and comment

* More test coverage improvements

* Move indexer querying into separate class

* Add asset list report

* Add tests for asset list

* Add investor list report

* ci: fix issue with pr_number check

* ci: fix release script logic

* ci: debugging pr-check script

* ci: final fix for PR checks on release events

* [bot] New pkg version: 0.0.0-alpha.3

* ci: final cleanup

---------

Co-authored-by: Jeroen <1748621+hieronx@users.noreply.github.com>
Co-authored-by: Guillermo Perez <gpmayorga@users.noreply.github.com>
Co-authored-by: GitHub Actions <actions@github.com>

.github/DOCS.md

@@ -15,7 +15,6 @@ This workflow is responsible for versioning and preparing releases based on pull
 
 - **Alpha Versioning**: When a PR includes the `alpha` label, versions are created with an `-alpha.N` suffix (e.g., `1.2.3-alpha.1`, `1.2.3-alpha.2`). This continues until the alpha label is removed, at which point the version returns to standard semantic versioning.
 
-
 ### 2. `build-test-report.yml`
 
 This workflow handles building, testing, and reporting.
@@ -56,4 +55,3 @@ This workflow handles the publishing of releases to NPM.
 2. **Draft Release Creation**: The `create-release.yml` workflow creates a draft release if `package.json` contains a new version on the `main` branch.
 
 3. **Publishing**: When a release is published on GitHub (moved from draft to released), the `publish-release.yml` workflow is triggered. It builds the project and publishes it to NPM, ensuring the package is available for public use.
-

src/IndexerQueries/assetSnapshots.ts

@@ -0,0 +1,161 @@
+import { Currency, Rate } from '../utils/BigInt.js'
+
+export type AssetSnapshotFilter = Partial<Record<keyof SubqueryAssetSnapshots['assetSnapshots']['nodes'][0], any>>
+
+export type AssetSnapshot = {
+  actualMaturityDate: string | undefined
+  actualOriginationDate: number | undefined
+  advanceRate: Rate | undefined
+  assetId: string
+  collateralValue: Currency | undefined
+  currentPrice: Currency | undefined
+  discountRate: Rate | undefined
+  faceValue: Currency | undefined
+  lossGivenDefault: Rate | undefined
+  name: string
+  outstandingDebt: Currency | undefined
+  outstandingInterest: Currency | undefined
+  outstandingPrincipal: Currency | undefined
+  outstandingQuantity: Currency | undefined
+  presentValue: Currency | undefined
+  probabilityOfDefault: Rate | undefined
+  status: string
+  sumRealizedProfitFifo: Currency | undefined
+  timestamp: string
+  totalRepaidInterest: Currency | undefined
+  totalRepaidPrincipal: Currency | undefined
+  totalRepaidUnscheduled: Currency | undefined
+  unrealizedProfitAtMarketPrice: Currency | undefined
+  valuationMethod: string | undefined
+}
+
+export type SubqueryAssetSnapshots = {
+  assetSnapshots: {
+    nodes: {
+      asset: {
+        pool: {
+          currency: {
+            decimals: number
+          }
+        }
+        actualOriginationDate: number
+        advanceRate: string | undefined
+        collateralValue: string | undefined
+        discountRate: string | undefined
+        id: string
+        lossGivenDefault: string | undefined
+        actualMaturityDate: string | undefined
+        name: string
+        probabilityOfDefault: string | undefined
+        status: string
+        sumRealizedProfitFifo: string | undefined
+        unrealizedProfitAtMarketPrice: string | undefined
+        valuationMethod: string
+        notional: string | undefined
+      }
+      timestamp: string
+      assetId: string
+      presentValue: string | undefined
+      currentPrice: string | undefined
+      outstandingPrincipal: string | undefined
+      outstandingInterest: string | undefined
+      outstandingDebt: string | undefined
+      outstandingQuantity: string | undefined
+      totalRepaidPrincipal: string | undefined
+      totalRepaidInterest: string | undefined
+      totalRepaidUnscheduled: string | undefined
+    }[]
+  }
+}
+
+export const assetSnapshotsPostProcess = (data: SubqueryAssetSnapshots): AssetSnapshot[] => {
+  return data!.assetSnapshots.nodes.map((tx) => {
+    const currencyDecimals = tx.asset.pool.currency.decimals
+    return {
+      ...tx,
+      timestamp: tx.timestamp,
+      assetId: tx.assetId,
+      actualMaturityDate: tx.asset.actualMaturityDate || undefined,
+      actualOriginationDate: tx.asset.actualOriginationDate || undefined,
+      advanceRate: new Rate(tx.asset.advanceRate || '0'),
+      collateralValue: tx.asset?.collateralValue
+        ? new Currency(tx.asset?.collateralValue, currencyDecimals)
+        : undefined,
+      currentPrice: tx.currentPrice ? new Currency(tx.currentPrice, currencyDecimals).mul(10n ** 18n) : undefined,
+      discountRate: tx.asset.discountRate ? new Rate(tx.asset.discountRate) : undefined,
+      faceValue:
+        tx.asset.notional && tx.outstandingQuantity
+          ? new Currency(tx.asset.notional, currencyDecimals).mul(BigInt(tx.outstandingQuantity))
+          : undefined,
+      lossGivenDefault: tx.asset.lossGivenDefault ? new Rate(tx.asset.lossGivenDefault) : undefined,
+      name: tx.asset.name,
+      outstandingDebt: tx.outstandingDebt ? new Currency(tx.outstandingDebt, currencyDecimals) : undefined,
+      outstandingInterest: tx.outstandingInterest ? new Currency(tx.outstandingInterest, currencyDecimals) : undefined,
+      outstandingPrincipal: tx.outstandingPrincipal
+        ? new Currency(tx.outstandingPrincipal, currencyDecimals)
+        : undefined,
+      outstandingQuantity: tx.outstandingQuantity ? new Currency(tx.outstandingQuantity, 18) : undefined,
+      presentValue: tx.presentValue ? new Currency(tx.presentValue, currencyDecimals) : undefined,
+      probabilityOfDefault: tx.asset.probabilityOfDefault ? new Rate(tx.asset.probabilityOfDefault) : undefined,
+      status: tx.asset.status,
+      sumRealizedProfitFifo: tx.asset.sumRealizedProfitFifo
+        ? new Currency(tx.asset.sumRealizedProfitFifo, currencyDecimals)
+        : undefined,
+      totalRepaidInterest: tx.totalRepaidInterest ? new Currency(tx.totalRepaidInterest, currencyDecimals) : undefined,
+      totalRepaidPrincipal: tx.totalRepaidPrincipal
+        ? new Currency(tx.totalRepaidPrincipal, currencyDecimals)
+        : undefined,
+      totalRepaidUnscheduled: tx.totalRepaidUnscheduled
+        ? new Currency(tx.totalRepaidUnscheduled, currencyDecimals)
+        : undefined,
+      unrealizedProfitAtMarketPrice: tx.asset.unrealizedProfitAtMarketPrice
+        ? new Currency(tx.asset.unrealizedProfitAtMarketPrice, currencyDecimals)
+        : undefined,
+      valuationMethod: tx.asset.valuationMethod,
+    }
+  }) satisfies AssetSnapshot[]
+}
+
+export const assetSnapshotsQuery = `
+query($filter: AssetSnapshotFilter) {
+        assetSnapshots(
+          first: 1000,
+          orderBy: TIMESTAMP_ASC,
+          filter: $filter
+        ) {
+          nodes {
+            assetId
+            timestamp
+            totalRepaidUnscheduled
+            outstandingInterest
+            totalRepaidInterest
+            currentPrice
+            outstandingPrincipal
+            totalRepaidPrincipal
+            outstandingQuantity
+            presentValue
+            outstandingDebt
+            asset {
+               pool {
+                currency {
+                  decimals
+                }
+              }
+              actualMaturityDate
+              actualOriginationDate
+              advanceRate
+              collateralValue
+              discountRate
+              lossGivenDefault
+              name
+              notional
+              probabilityOfDefault
+              status
+              sumRealizedProfitFifo
+              unrealizedProfitAtMarketPrice
+              valuationMethod
+            }
+          }
+        }
+      }
+`

src/IndexerQueries/assetTransactions.ts

@@ -0,0 +1,174 @@
+import { Currency, Price } from '../utils/BigInt.js'
+
+export type AssetTransactionFilter = Partial<
+  Record<keyof SubqueryAssetTransactions['assetTransactions']['nodes'][0], any>
+>
+
+export type AssetTransaction = {
+  id: string
+  timestamp: Date
+  poolId: string
+  accountId: string
+  epochId: string
+  type: AssetTransactionType
+  amount: Currency
+  settlementPrice: Price | null
+  quantity: string | null
+  principalAmount: Currency | undefined
+  interestAmount: Currency | undefined
+  hash: string
+  realizedProfitFifo: Currency | undefined
+  unrealizedProfitAtMarketPrice: Currency | undefined
+  asset: {
+    id: string
+    metadata: string
+    type: AssetType
+    currentPrice: string | null
+  }
+  fromAsset?: {
+    id: string
+    metadata: string
+    type: AssetType
+  }
+  toAsset?: {
+    id: string
+    metadata: string
+    type: AssetType
+  }
+}
+
+export enum AssetType {
+  OnchainCash = 'OnchainCash',
+  OffchainCash = 'OffchainCash',
+  Other = 'Other',
+}
+
+export type AssetTransactionType =
+  | 'CREATED'
+  | 'PRICED'
+  | 'BORROWED'
+  | 'REPAID'
+  | 'CLOSED'
+  | 'CASH_TRANSFER'
+  | 'DEPOSIT_FROM_INVESTMENTS'
+  | 'WITHDRAWAL_FOR_REDEMPTIONS'
+  | 'WITHDRAWAL_FOR_FEES'
+  | 'INCREASE_DEBT'
+  | 'DECREASE_DEBT'
+
+type SubqueryAssetTransactions = {
+  assetTransactions: {
+    nodes: {
+      __typename?: 'AssetTransaction'
+      id: string
+      timestamp: string
+      poolId: string
+      accountId: string
+      hash: string
+      epochId: string
+      type: AssetTransactionType
+      amount: string | undefined
+      principalAmount: string | undefined
+      interestAmount: string | undefined
+      settlementPrice: string | null
+      quantity: string | null
+      realizedProfitFifo: string | undefined
+      pool: {
+        currency: {
+          decimals: number
+        }
+      }
+      asset: {
+        id: string
+        metadata: string
+        name: string
+        type: AssetType
+        sumRealizedProfitFifo: string
+        unrealizedProfitAtMarketPrice: string
+        currentPrice: string
+      }
+      fromAsset?: {
+        id: string
+        metadata: string
+        name: string
+        type: AssetType
+      }
+      toAsset?: {
+        id: string
+        metadata: string
+        name: string
+        type: AssetType
+      }
+    }[]
+  }
+}
+
+export const assetTransactionsPostProcess = (data: SubqueryAssetTransactions): AssetTransaction[] => {
+  return (
+    data.assetTransactions.nodes.map((tx) => {
+      const decimals = tx.pool.currency.decimals
+      return {
+        ...tx,
+        settlementPrice: tx.settlementPrice ? new Price(tx.settlementPrice) : null,
+        amount: new Currency(tx?.amount ?? 0n, decimals),
+        principalAmount: tx.principalAmount ? new Currency(tx.principalAmount, decimals) : undefined,
+        interestAmount: tx.interestAmount ? new Currency(tx.interestAmount, decimals) : undefined,
+        realizedProfitFifo: tx.realizedProfitFifo ? new Currency(tx.realizedProfitFifo, decimals) : undefined,
+        sumRealizedProfitFifo: tx.asset.sumRealizedProfitFifo
+          ? new Currency(tx.asset.sumRealizedProfitFifo, decimals)
+          : undefined,
+        unrealizedProfitAtMarketPrice: tx.asset.unrealizedProfitAtMarketPrice
+          ? new Currency(tx.asset.unrealizedProfitAtMarketPrice, decimals)
+          : undefined,
+        timestamp: new Date(`${tx.timestamp}+00:00`),
+      }
+    }) || ([] satisfies AssetTransaction[])
+  )
+}
+
+export const assetTransactionsQuery = `
+query($filter: AssetTransactionFilter) {
+  assetTransactions(
+    orderBy: TIMESTAMP_ASC,
+    filter: $filter
+  ) {
+    nodes {
+      principalAmount
+      interestAmount
+      epochId
+      type
+      timestamp
+      amount
+      settlementPrice
+      quantity
+      hash
+      realizedProfitFifo
+      pool {
+        currency {
+          decimals
+        }
+      }
+      asset {
+        id
+        metadata
+        name
+        type
+        sumRealizedProfitFifo
+        unrealizedProfitAtMarketPrice
+      }
+      fromAsset {
+        id
+        metadata
+        name
+        type
+      }
+      toAsset {
+        id
+        metadata
+        name
+        type
+      }
+    }
+  }
+}
+`