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Add ARBETH, ARBUSDC and USDT to the price delta metric (#59)
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* Add ARBETH, ARBUSDC and USDT to the price delta metric

* Add ARBETH, ARBUSDC to tokenDecimals
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@marcellorigotti
marcellorigotti authored Jun 25, 2024
1 parent 5f732f1 commit cf94fad
Showing 1 changed file with 80 additions and 16 deletions.
96 changes: 80 additions & 16 deletions src/metrics/chainflip/gaugePriceDelta.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -42,54 +42,96 @@ const ETHPriceId = 'evm-10x0000000000000000000000000000000000000000';
const FLIPPriceId = 'evm-10x826180541412D574cf1336d22c0C0a287822678A';
const USDCPriceId = 'evm-10xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48';
const DOTPriceId = 'dot0x0000000000000000000000000000000000000000';
const USDTPriceId = 'evm-10xdAC17F958D2ee523a2206206994597C13D831ec7';

const prices = new Map();
let ingressFees: any;
let egressFees: any;
type tokenDecimals = { BTC: number; ETH: number; FLIP: number; USDC: number; DOT: number };
type tokenDecimals = {
BTC: number;
ETH: number;
FLIP: number;
USDC: number;
DOT: number;
USDT: number;
ARBETH: number;
ARBUSDC: number;
};
const decimals: tokenDecimals = {
BTC: 1e8,
ETH: 1e18,
FLIP: 1e18,
USDC: 1e6,
DOT: 1e10,
USDT: 1e6,
ARBETH: 1e18,
ARBUSDC: 1e6,
};

type asset = {
asset: keyof tokenDecimals;
absoluteAsset: keyof tokenDecimals;
priceId: string;
chain: string;
chainAsset: keyof tokenDecimals;
chainAssetPriceId: string;
};
const BTC: asset = {
asset: 'BTC',
absoluteAsset: 'BTC',
priceId: BTCPriceId,
chain: 'Bitcoin',
chainAsset: 'BTC',
chainAssetPriceId: BTCPriceId,
};
const ETH: asset = {
asset: 'ETH',
absoluteAsset: 'ETH',
priceId: ETHPriceId,
chain: 'Ethereum',
chainAsset: 'ETH',
chainAssetPriceId: ETHPriceId,
};
const FLIP: asset = {
asset: 'FLIP',
absoluteAsset: 'FLIP',
priceId: FLIPPriceId,
chain: 'Ethereum',
chainAsset: 'ETH',
chainAssetPriceId: ETHPriceId,
};
const USDT: asset = {
asset: 'USDT',
absoluteAsset: 'USDT',
priceId: USDTPriceId,
chain: 'Ethereum',
chainAsset: 'ETH',
chainAssetPriceId: ETHPriceId,
};
const DOT: asset = {
asset: 'DOT',
absoluteAsset: 'DOT',
priceId: DOTPriceId,
chain: 'Polkadot',
chainAsset: 'DOT',
chainAssetPriceId: DOTPriceId,
};
const ARBETH: asset = {
asset: 'ETH',
absoluteAsset: 'ARBETH',
priceId: ETHPriceId,
chain: 'Arbitrum',
chainAsset: 'ETH',
chainAssetPriceId: ETHPriceId,
};
const ARBUSDC: asset = {
asset: 'USDC',
absoluteAsset: 'ARBUSDC',
priceId: USDCPriceId,
chain: 'Arbitrum',
chainAsset: 'ETH',
chainAssetPriceId: ETHPriceId,
};
export const gaugePriceDelta = async (context: Context): Promise<void> => {
const { logger, api, registry } = context;
logger.debug(`Scraping ${metricToUsdcName}, ${metricFromUsdcName}`);
Expand All @@ -116,7 +158,7 @@ export const gaugePriceDelta = async (context: Context): Promise<void> => {
// query all index prices
const data = await axios.post(
env.CACHE_ENDPOINT,
'{"query":"\\nquery GetTokenPrices($tokens: [PriceQueryInput\u0021]\u0021) {\\n tokenPrices: getTokenPrices(input: $tokens) {\\n chainId\\n address\\n usdPrice\\n }\\n}","variables":{"tokens":[{"chainId":"btc","address":"0x0000000000000000000000000000000000000000"},{"chainId":"evm-1","address":"0x0000000000000000000000000000000000000000"},{"chainId":"evm-1","address":"0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48"}, {"chainId":"evm-1","address":"0x826180541412D574cf1336d22c0C0a287822678A"}, {"chainId":"dot","address":"0x0000000000000000000000000000000000000000"}]}}',
'{"query":"\\nquery GetTokenPrices($tokens: [PriceQueryInput\u0021]\u0021) {\\n tokenPrices: getTokenPrices(input: $tokens) {\\n chainId\\n address\\n usdPrice\\n }\\n}","variables":{"tokens":[{"chainId":"btc","address":"0x0000000000000000000000000000000000000000"},{"chainId":"evm-1","address":"0x0000000000000000000000000000000000000000"},{"chainId":"evm-1","address":"0xdAC17F958D2ee523a2206206994597C13D831ec7"},{"chainId":"evm-1","address":"0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48"}, {"chainId":"evm-1","address":"0x826180541412D574cf1336d22c0C0a287822678A"}, {"chainId":"dot","address":"0x0000000000000000000000000000000000000000"}]}}',
);
const formattedData = JSON.parse(data.data).data.tokenPrices;
formattedData.forEach((element: any) => {
Expand All @@ -132,14 +174,17 @@ export const gaugePriceDelta = async (context: Context): Promise<void> => {
calculateRateToUsdc(BTC, pointOneBtc);
calculateRateToUsdc(BTC, pointFiveBtc);
calculateRateToUsdc(BTC, oneBtc);

calculateRateToUsdc(ETH, fiveEth);
calculateRateToUsdc(ETH, twentyEth);

calculateRateToUsdc(DOT, oneKDot);

calculateRateToUsdc(FLIP, fiveKFlip);
calculateRateToUsdc(FLIP, tenKFlip);
calculateRateToUsdc(ARBETH, fiveEth);
calculateRateToUsdc(ARBETH, twentyEth);
calculateRateToUsdc(ARBUSDC, tenKUsdc);
calculateRateToUsdc(ARBUSDC, fiftyKUsdc);
calculateRateToUsdc(USDT, tenKUsdc);
calculateRateToUsdc(USDT, fiftyKUsdc);

/// USDC -> ...
calculateRateFromUsdc(BTC, tenKUsdc);
Expand All @@ -149,6 +194,12 @@ export const gaugePriceDelta = async (context: Context): Promise<void> => {
calculateRateFromUsdc(ETH, fiftyKUsdc);
calculateRateFromUsdc(FLIP, fiftyKUsdc);
calculateRateFromUsdc(DOT, tenKUsdc);
calculateRateFromUsdc(ARBETH, tenKUsdc);
calculateRateFromUsdc(ARBETH, fiftyKUsdc);
calculateRateFromUsdc(ARBUSDC, tenKUsdc);
calculateRateFromUsdc(ARBUSDC, fiftyKUsdc);
calculateRateFromUsdc(USDT, tenKUsdc);
calculateRateFromUsdc(USDT, fiftyKUsdc);
} catch (e: any) {
logger.error(e);
}
Expand All @@ -157,10 +208,14 @@ export const gaugePriceDelta = async (context: Context): Promise<void> => {
const labelAmount = (intialAmount / decimals[from.asset]).toString();
// we need to subtract ingress fee before calculating the swap rate
let netImputAmount = intialAmount - parseInt(ingressFees[from.chain][from.asset]);

netImputAmount = Math.round(netImputAmount);
// simulate the swap
api.rpc('cf_swap_rate', from.asset, 'USDC', netImputAmount.toString(16)).then(
api.rpc(
'cf_swap_rate',
{ chain: from.chain, asset: from.asset },
{ chain: 'Ethereum', asset: 'USDC' },
netImputAmount.toString(16),
).then(
(output: any) => {
const amount = output.output;
const netEgressAmount = (parseInt(amount) - egressFees.Ethereum.USDC) / 1e6;
Expand All @@ -169,12 +224,14 @@ export const gaugePriceDelta = async (context: Context): Promise<void> => {
(netEgressAmount * prices.get(USDCPriceId) * 100) /
(prices.get(from.priceId) * (intialAmount / decimals[from.asset])) -
100;
metricToUsdc.labels(from.asset, labelAmount).set(delta);
metricPriceDeltaNotWorking.labels(from.asset, 'USDC', labelAmount).set(0);
metricToUsdc.labels(from.absoluteAsset, labelAmount).set(delta);
metricPriceDeltaNotWorking.labels(from.absoluteAsset, 'USDC', labelAmount).set(0);
},
() => {
logger.info(`Failed to query cf_swap_rate: ${from.asset}(${labelAmount}) -> USDC`);
metricPriceDeltaNotWorking.labels(from.asset, 'USDC', labelAmount).set(1);
logger.info(
`Failed to query cf_swap_rate: ${from.absoluteAsset}(${labelAmount}) -> USDC`,
);
metricPriceDeltaNotWorking.labels(from.absoluteAsset, 'USDC', labelAmount).set(1);
},
);
}
Expand All @@ -186,7 +243,12 @@ export const gaugePriceDelta = async (context: Context): Promise<void> => {
netImputAmount = Math.round(netImputAmount);

// simulate the swap
api.rpc('cf_swap_rate', 'USDC', to.asset, netImputAmount.toString(16)).then(
api.rpc(
'cf_swap_rate',
{ chain: 'Ethereum', asset: 'USDC' },
{ chain: to.chain, asset: to.asset },
netImputAmount.toString(16),
).then(
(output: any) => {
const amount = output.output;
const netEgressAmount =
Expand All @@ -196,12 +258,14 @@ export const gaugePriceDelta = async (context: Context): Promise<void> => {
(netEgressAmount * prices.get(to.priceId) * 100) /
(prices.get(USDCPriceId) * (intialAmount / decimals.USDC)) -
100;
metricFromUsdc.labels(to.asset, labelAmount).set(delta);
metricPriceDeltaNotWorking.labels('USDC', to.asset, labelAmount).set(0);
metricFromUsdc.labels(to.absoluteAsset, labelAmount).set(delta);
metricPriceDeltaNotWorking.labels('USDC', to.absoluteAsset, labelAmount).set(0);
},
() => {
logger.info(`Failed to query cf_swap_rate: USDC(${labelAmount}) -> ${to.asset}`);
metricPriceDeltaNotWorking.labels('USDC', to.asset, labelAmount).set(1);
logger.info(
`Failed to query cf_swap_rate: USDC(${labelAmount}) -> ${to.absoluteAsset}`,
);
metricPriceDeltaNotWorking.labels('USDC', to.absoluteAsset, labelAmount).set(1);
},
);
}
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