feat: add orders report (#51)

* Add orders report * Clean up * [bot] New pkg version: 0.0.0-alpha.6 * Fix tests * Add asset time series report * Fix error handling in balance sheet report * Add missing fields to tokenPrice report * Add name to assetList report * Add trancheId to investorList * Add fromAsset and toAsset in AssetTransaction report * Fix failing test --------- Co-authored-by: GitHub Actions <actions@github.com>
centrifuge · Jan 27, 2025 · da1e121 · da1e121
1 parent 1e4b291
commit da1e121
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Showing 13 changed files with 503 additions and 104 deletions.
diff --git a/package.json b/package.json
@@ -1,6 +1,6 @@
 {
   "name": "@centrifuge/sdk",
-  "version": "0.0.0-alpha.5",
+  "version": "0.0.0-alpha.6",
   "description": "",
   "homepage": "https://github.com/centrifuge/sdk/tree/main#readme",
   "author": "",

diff --git a/src/IndexerQueries/assetSnapshots.ts b/src/IndexerQueries/assetSnapshots.ts
@@ -8,7 +8,7 @@ export type AssetSnapshot = {
   advanceRate: Rate | undefined
   assetId: string
   collateralValue: Currency | undefined
-  currentPrice: Currency | undefined
+  currentPrice: Currency
   discountRate: Rate | undefined
   faceValue: Currency | undefined
   lossGivenDefault: Rate | undefined
@@ -81,7 +81,9 @@ export const assetSnapshotsPostProcess = (data: SubqueryAssetSnapshots): AssetSn
       collateralValue: tx.asset?.collateralValue
         ? new Currency(tx.asset?.collateralValue, currencyDecimals)
         : undefined,
-      currentPrice: tx.currentPrice ? new Currency(tx.currentPrice, currencyDecimals).mul(10n ** 18n) : undefined,
+      currentPrice: tx.currentPrice
+        ? new Currency(tx.currentPrice, currencyDecimals).mul(10n ** 18n)
+        : new Currency(0n, currencyDecimals),
       discountRate: tx.asset.discountRate ? new Rate(tx.asset.discountRate) : undefined,
       faceValue:
         tx.asset.notional && tx.outstandingQuantity

diff --git a/src/IndexerQueries/assetTransactions.ts b/src/IndexerQueries/assetTransactions.ts
@@ -29,11 +29,13 @@ export type AssetTransaction = {
     id: string
     metadata: string
     type: AssetType
+    name: string
   }
   toAsset?: {
     id: string
     metadata: string
     type: AssetType
+    name: string
   }
 }
 

diff --git a/src/IndexerQueries/epochs.ts b/src/IndexerQueries/epochs.ts
@@ -0,0 +1,95 @@
+import { Currency, Price } from '../utils/BigInt.js'
+
+export type EpochFilter = Partial<Record<keyof SubqueryEpochs['epoches']['nodes'][0], any>>
+
+export type Epoch = {
+  epochId: string
+  closedAt: string
+  paidFees: Currency
+  tokenPrice: Price
+  sumOutstandingInvestOrders: Currency
+  sumFulfilledInvestOrders: Currency
+  sumOutstandingRedeemOrders: Currency
+  sumFulfilledRedeemOrders: Currency
+  netAssetValue: Currency
+}
+
+type SubqueryEpochs = {
+  epoches: {
+    nodes: {
+      id: string
+      sumPoolFeesPaidAmount: string
+      closedAt: string
+      epochStates: {
+        nodes: {
+          tokenPrice: string
+          sumOutstandingInvestOrders: string
+          sumFulfilledInvestOrders: string
+          sumOutstandingRedeemOrders: string
+          sumFulfilledRedeemOrders: string
+        }[]
+      }
+      pool: {
+        currency: {
+          decimals: number
+        }
+      }
+      poolSnapshots: {
+        nodes: {
+          netAssetValue: string
+        }[]
+      }
+    }[]
+  }
+}
+
+export const epochsPostProcess = (data: SubqueryEpochs): Epoch[] => {
+  return data.epoches.nodes.map((order) => {
+    const index = order.epochStates.nodes.length > 1 ? order.epochStates.nodes.length - 1 : 0
+    const epochStates = order.epochStates.nodes[index]
+    const currencyDecimals = order.pool.currency.decimals
+    return {
+      epochId: order.id,
+      closedAt: order.closedAt,
+      paidFees: new Currency(order.sumPoolFeesPaidAmount, currencyDecimals),
+      tokenPrice: new Price(epochStates?.tokenPrice ?? '0'),
+      sumOutstandingInvestOrders: new Currency(epochStates?.sumOutstandingInvestOrders ?? '0', currencyDecimals),
+      sumFulfilledInvestOrders: new Currency(epochStates?.sumFulfilledInvestOrders ?? '0', currencyDecimals),
+      sumOutstandingRedeemOrders: new Currency(epochStates?.sumOutstandingRedeemOrders ?? '0', currencyDecimals),
+      sumFulfilledRedeemOrders: new Currency(epochStates?.sumFulfilledRedeemOrders ?? '0', currencyDecimals),
+      netAssetValue: new Currency(order.poolSnapshots.nodes[index]?.netAssetValue ?? '0', currencyDecimals),
+    } satisfies Epoch
+  })
+}
+
+export const epochsQuery = `
+query($filter: EpochFilter) {
+  epoches(filter: $filter) {
+    nodes {
+      poolId
+      id
+      sumPoolFeesPaidAmount
+      closedAt
+      epochStates {
+        nodes {
+          tokenPrice
+          sumOutstandingInvestOrders
+          sumFulfilledInvestOrders
+          sumOutstandingRedeemOrders
+          sumFulfilledRedeemOrders
+        }
+      }
+      pool {
+        currency {
+          decimals
+        }
+      }
+      poolSnapshots {
+        nodes {
+          netAssetValue
+        }
+      }
+    }
+  }
+}
+`
diff --git a/src/IndexerQueries/index.ts b/src/IndexerQueries/index.ts
@@ -19,10 +19,10 @@ import { AssetSnapshotFilter, assetSnapshotsPostProcess, assetSnapshotsQuery } f
 import {
   trancheCurrencyBalancePostProcessor,
   trancheCurrencyBalanceQuery,
-  TrancheCurrencyBalanceFilter,
   TrancheBalanceFilter,
   CurrencyBalanceFilter,
 } from './trancheCurrencyBalance.js'
+import { EpochFilter, epochsPostProcess, epochsQuery } from './epochs.js'
 
 export class IndexerQueries extends Entity {
   constructor(
@@ -44,6 +44,10 @@ export class IndexerQueries extends Entity {
     return this._root._queryIndexer(trancheSnapshotsQuery, { filter }, trancheSnapshotsPostProcess)
   }
 
+  poolEpochsQuery(filter?: EpochFilter) {
+    return this._root._queryIndexer(epochsQuery, { filter }, epochsPostProcess)
+  }
+
   investorTransactionsQuery(filter?: InvestorTransactionFilter) {
     return this._root._queryIndexer(investorTransactionsQuery, { filter }, investorTransactionsPostProcess)
   }

diff --git a/src/IndexerQueries/trancheCurrencyBalance.ts b/src/IndexerQueries/trancheCurrencyBalance.ts
@@ -95,48 +95,6 @@ export type SubqueryCurrencyBalances = {
   }
 }
 
-export const trancheBalancesQuery = `
-query($filter: TrancheBalanceFilter) {
-    trancheBalances(filter: $filter) {
-    nodes {
-      accountId
-      trancheId
-      account {
-        chainId
-        evmAddress
-      }
-      pool {
-        currency {
-          decimals
-        }
-      }
-      pendingInvestCurrency
-      claimableTrancheTokens
-      sumClaimedTrancheTokens
-      pendingRedeemTrancheTokens
-      claimableCurrency
-      sumClaimedCurrency
-    }
-  }
-}`
-
-export const currencyBalancesQuery = `
-query($filter: CurrencyBalanceFilter) {
-  currencyBalances(filter: $filter) {
-    nodes {
-      accountId
-      account {
-        chainId
-        evmAddress
-      }
-      currency {
-        trancheId
-      }
-      amount
-    }
-  }
-}`
-
 export const trancheCurrencyBalanceQuery = `
 query($filterTranches: TrancheBalanceFilter, $filterCurrencies: CurrencyBalanceFilter) {
   trancheBalances(filter: $filterTranches) {

diff --git a/src/Reports/Processor.test.ts b/src/Reports/Processor.test.ts
@@ -9,6 +9,7 @@ import { mockInvestorTransactions } from '../tests/mocks/mockInvestorTransaction
 import { mockAssetTransactions } from '../tests/mocks/mockAssetTransactions.js'
 import { mockAssetSnapshots } from '../tests/mocks/mockAssetSnapshots.js'
 import { mockInvestorCurrencyBalances } from '../tests/mocks/mockInvestorCurrencyBalance.js'
+import { mockEpochs } from '../tests/mocks/mockEpochs.js'
 import { PoolSnapshot } from '../IndexerQueries/poolSnapshots.js'
 import { Currency, Price, Token } from '../utils/BigInt.js'
 import { PoolFeeSnapshot, PoolFeeSnapshotsByDate } from '../IndexerQueries/poolFeeSnapshots.js'
@@ -30,14 +31,6 @@ describe('Processor', () => {
         })
       ).to.deep.equal([])
     })
-    it('should throw error when no tranches found', () => {
-      expect(() =>
-        processor.balanceSheet({
-          poolSnapshots: mockPoolSnapshots,
-          trancheSnapshots: {},
-        })
-      ).to.throw('No tranches found for snapshot')
-    })
     it('should process pool and tranche data correctly', () => {
       const result = processor.balanceSheet({
         poolSnapshots: mockPoolSnapshots,
@@ -542,6 +535,19 @@ describe('Processor', () => {
         expect(result).to.have.lengthOf(expected)
       }
     })
+    it('should make sure all the fields exist', () => {
+      const result = processor.assetTransactions({ assetTransactions: mockAssetTransactions })
+      expect(result).to.have.lengthOf(3)
+      expect(result[0]).to.have.property('type')
+      expect(result[0]).to.have.property('timestamp')
+      expect(result[0]).to.have.property('assetId')
+      expect(result[0]).to.have.property('transactionType')
+      expect(result[0]).to.have.property('amount')
+      expect(result[0]).to.have.property('epoch')
+      expect(result[0]).to.have.property('transactionHash')
+      expect(result[0]).to.have.property('fromAsset') // optional
+      expect(result[1]).to.have.property('toAsset') // optional
+    })
   })
 
   describe('fee transactions processor', () => {
@@ -593,6 +599,22 @@ describe('Processor', () => {
       const result = processor.tokenPrice({ trancheSnapshots: mockTrancheSnapshots }, { groupBy: 'month' })
       expect(result).to.have.lengthOf(1)
     })
+    it('should make sure all fields are present', () => {
+      const result = processor.tokenPrice({ trancheSnapshots: mockTrancheSnapshots }, { groupBy: 'day' })
+      expect(result).to.have.lengthOf(2)
+      expect(result[0]).to.have.property('tranches')
+      expect(result[0]).to.have.property('timestamp')
+      expect(result[0]?.tranches[0]).to.have.property('id')
+      expect(result[0]?.tranches[0]).to.have.property('yieldMTD')
+      expect(result[0]?.tranches[0]).to.have.property('yieldQTD')
+      expect(result[0]?.tranches[0]).to.have.property('yieldYTD')
+      expect(result[0]?.tranches[0]).to.have.property('yield7daysAnnualized')
+      expect(result[0]?.tranches[0]).to.have.property('yield30daysAnnualized')
+      expect(result[0]?.tranches[0]).to.have.property('yield90daysAnnualized')
+      expect(result[0]?.tranches[0]).to.have.property('timestamp')
+      expect(result[0]?.tranches[0]).to.have.property('supply')
+      expect(result[0]?.tranches[0]).to.have.property('price')
+    })
   })
 
   describe('asset list processor', () => {
@@ -647,6 +669,7 @@ describe('Processor', () => {
       expect(result?.[0]).to.have.property('probabilityOfDefault')
       expect(result?.[0]).to.have.property('lossGivenDefault')
       expect(result?.[0]).to.have.property('discountRate')
+      expect(result?.[0]).to.have.property('name')
     })
     it('should return the correct data for public credit pools', () => {
       const result = processor.assetList(
@@ -665,6 +688,7 @@ describe('Processor', () => {
       expect(result?.[0]).to.have.property('currentPrice')
       expect(result?.[0]).to.have.property('unrealizedProfit')
       expect(result?.[0]).to.have.property('realizedProfit')
+      expect(result?.[0]).to.have.property('name')
     })
   })
 
@@ -702,6 +726,49 @@ describe('Processor', () => {
       )
       expect(result2).to.have.lengthOf(0)
     })
+    it('should make sure all the fields exist', () => {
+      const result = processor.investorList({ trancheCurrencyBalance: mockInvestorCurrencyBalances })
+      expect(result).to.have.lengthOf(2)
+      expect(result[0]).to.have.property('type')
+      expect(result[0]).to.have.property('chainId')
+      expect(result[0]).to.have.property('accountId')
+      expect(result[0]).to.have.property('evmAddress')
+      expect(result[0]).to.have.property('position')
+      expect(result[0]).to.have.property('poolPercentage')
+      expect(result[0]).to.have.property('pendingInvest')
+      expect(result[0]).to.have.property('pendingRedeem')
+      expect(result[0]).to.have.property('trancheId')
+    })
+  })
+
+  describe('orders list processor', () => {
+    it('should return empty array when no epochs found', () => {
+      expect(processor.ordersList({ poolEpochs: [] })).to.deep.equal([])
+    })
+    it('should process orders list correctly', () => {
+      const result = processor.ordersList({ poolEpochs: mockEpochs })
+      expect(result).to.have.lengthOf(2)
+      expect(result[0]?.epoch).to.equal('1')
+      expect(result[0]?.netAssetValue.toString()).to.equal(Currency.fromFloat(1000, 6).toString())
+      expect(result[0]?.navPerShare.toString()).to.equal(new Price(1000000000000000000n).toString())
+      expect(result[0]?.lockedInvestments.toString()).to.equal(Currency.fromFloat(1000, 6).toString())
+      expect(result[0]?.lockedRedemptions.toString()).to.equal(Currency.fromFloat(100, 6).toString())
+      expect(result[0]?.executedInvestments.toString()).to.equal(Currency.fromFloat(900, 6).toString())
+      expect(result[0]?.executedRedemptions.toString()).to.equal(Currency.fromFloat(90, 6).toString())
+      expect(result[0]?.paidFees.toString()).to.equal(Currency.fromFloat(100, 6).toString())
+    })
+  })
+
+  describe('asset time series processor', () => {
+    it('should return empty array when no snapshots found', () => {
+      expect(processor.assetTimeSeries({ assetSnapshots: [] })).to.deep.equal([])
+    })
+    it('should process asset time series correctly', () => {
+      const result = processor.assetTimeSeries({ assetSnapshots: mockAssetSnapshots })
+      expect(result).to.have.lengthOf(2)
+      expect(result[0]?.assetId).to.equal('1')
+      expect(result[0]?.currentPrice.toString()).to.equal(Currency.fromFloat(1, 6).toString())
+    })
   })
 
   describe('applyGrouping', () => {