LaconicNetwork/vega-frontend-monorepo
3
0
Fork 0
Code Issues Pull Requests 1 Packages Projects Releases Wiki Activity

feat: pool market info, use market data as source of current funding period startTime

Browse Source
This commit is contained in:
Bartłomiej Głownia 2023-12-20 09:40:05 +01:00 committed by Matthew Russell
parent 59b2f75b13
commit 5d792d2458
No known key found for this signature in database
7 changed files with 144 additions and 67 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

15
apps/trading/client-pages/market/market-header-stats.tsx
View File

@ -15,10 +15,10 @@ import {
getDataSourceSpecForSettlementSchedule,
isMarketInAuction,
marketInfoProvider,
useFundingPeriodsQuery,
useFundingRate,
useMarketTradingMode,
useExternalTwap,
useFundingPeriodStartTime,
} from '@vegaprotocol/markets';
import { MarketState as State } from '@vegaprotocol/types';
import { HeaderStat } from '../../components/header';
@ -212,16 +212,9 @@ const useEvery = (marketId: string) => {
};
const useStartTime = (marketId: string) => {
const { data: fundingPeriods } = useFundingPeriodsQuery({
variables: {
marketId: marketId,
pagination: { first: 1 },
},
});
const node = fundingPeriods?.fundingPeriods.edges?.[0]?.node;
let startTime: number | undefined = undefined;
if (node && node.startTime && !node.endTime) {
startTime = fromNanoSeconds(node.startTime).getTime();
const { data: startTime } = useFundingPeriodStartTime(marketId);
if (startTime) {
return fromNanoSeconds(startTime).getTime();
}
return startTime;
};

154
libs/data-provider/src/generic-data-provider.ts
View File

@ -7,6 +7,7 @@ import type {
FetchResult,
ErrorPolicy,
ApolloQueryResult,
QueryOptions,
} from '@apollo/client';
import type { GraphQLErrors } from '@apollo/client/errors';
import type { Subscription } from 'zen-observable-ts';
@ -158,6 +159,7 @@ interface DataProviderParams<
};
fetchPolicy?: FetchPolicy;
resetDelay?: number;
pollInterval?: number;
additionalContext?: Record<string, unknown>;
errorPolicyGuard?: (graphqlErrors: GraphQLErrors) => boolean;
getQueryVariables?: (variables: Variables) => QueryVariables;
@ -198,6 +200,7 @@ function makeDataProviderInternal<
errorPolicyGuard,
getQueryVariables,
getSubscriptionVariables,
pollInterval,
}: DataProviderParams<
QueryData,
Data,
@ -222,6 +225,7 @@ function makeDataProviderInternal<
let client: ApolloClient<object>;
let subscription: Subscription[] | undefined;
let pageInfo: PageInfo | null = null;
let watchQuerySubscription: Subscription | null = null;
// notify single callback about current state, delta is passes optionally only if notify was invoked onNext
const notify = (
@ -243,34 +247,100 @@ function makeDataProviderInternal<
callbacks.forEach((callback) => notify(callback, updateData));
};
const call = (
const getQueryOptions = (
pagination?: Pagination,
policy?: ErrorPolicy
): QueryOptions<OperationVariables, QueryData> => ({
query,
variables: {
...(getQueryVariables ? getQueryVariables(variables) : variables),
...(pagination && {
// let the variables pagination be prior to provider param
pagination: {
...pagination,
...(variables?.['pagination'] ?? null),
},
}),
},
fetchPolicy: fetchPolicy || 'no-cache',
context: additionalContext,
errorPolicy: policy || 'none',
pollInterval,
});
const onNext = (res: ApolloQueryResult<QueryData>) => {
data = getData(res.data, variables);
if (data && pagination) {
if (!(data instanceof Array)) {
throw new Error(
'data needs to be instance of Edge[] when using pagination'
);
}
pageInfo = pagination.getPageInfo(res.data);
}
// if there was some updates received from subscription during initial query loading apply them on just received data
if (update && data && updateQueue && updateQueue.length > 0) {
while (updateQueue.length) {
const delta = updateQueue.shift();
if (delta) {
setData(update(data, delta, reload, variables));
}
}
}
loaded = true;
};
const onError = (e: Error) => {
if (isNotFoundGraphQLError(e, ['party'])) {
data = getData(null, variables);
loaded = true;
return;
}
// if error will occur data provider stops subscription
error = e;
subscriptionUnsubscribe();
};
const onComplete = (isUpdate?: boolean) => {
loading = false;
notifyAll({ isUpdate });
};
const callWatchQuery = (pagination?: Pagination, policy?: ErrorPolicy) => {
let onNextCalled = false;
try {
watchQuerySubscription = client
.watchQuery(getQueryOptions(pagination, policy))
.subscribe(
(res) => {
onNext(res);
onComplete(onNextCalled);
onNextCalled = true;
},
(error) => {
onError(error as Error);
onComplete();
}
);
} catch (e) {
onError(e as Error);
onComplete();
}
};
const callQuery = (
pagination?: Pagination,
policy?: ErrorPolicy
): Promise<ApolloQueryResult<QueryData>> =>
client
.query<QueryData>({
query,
variables: {
...(getQueryVariables ? getQueryVariables(variables) : variables),
...(pagination && {
// let the variables pagination be prior to provider param
pagination: {
...pagination,
...(variables?.['pagination'] ?? null),
},
}),
},
fetchPolicy: fetchPolicy || 'no-cache',
context: additionalContext,
errorPolicy: policy || 'none',
})
.query<QueryData>(getQueryOptions(pagination, policy))
.catch((err) => {
if (
err.graphQLErrors &&
errorPolicyGuard &&
errorPolicyGuard(err.graphQLErrors)
) {
return call(pagination, 'ignore');
return callQuery(pagination, 'ignore');
} else {
throw err;
}
@ -294,7 +364,7 @@ function makeDataProviderInternal<
}
}
const res = await call(paginationVariables);
const res = await callQuery(paginationVariables);
const insertionData = getData(res.data, variables);
const insertionPageInfo = pagination.getPageInfo(res.data);
@ -329,7 +399,7 @@ function makeDataProviderInternal<
variables,
fetchPolicy,
})
.subscribe(onNext, onError)
.subscribe(subscriptionOnNext, subscriptionOnError)
);
};
@ -347,39 +417,16 @@ function makeDataProviderInternal<
const paginationVariables = pagination
? { first: pagination.first }
: undefined;
if (pollInterval) {
callWatchQuery();
return;
}
try {
const res = await call(paginationVariables);
data = getData(res.data, variables);
if (data && pagination) {
if (!(data instanceof Array)) {
throw new Error(
'data needs to be instance of Edge[] when using pagination'
);
}
pageInfo = pagination.getPageInfo(res.data);
}
// if there was some updates received from subscription during initial query loading apply them on just received data
if (update && data && updateQueue && updateQueue.length > 0) {
while (updateQueue.length) {
const delta = updateQueue.shift();
if (delta) {
setData(update(data, delta, reload, variables));
}
}
}
loaded = true;
onNext(await callQuery(paginationVariables));
} catch (e) {
if (isNotFoundGraphQLError(e as Error, ['party'])) {
data = getData(null, variables);
loaded = true;
return;
}
// if error will occur data provider stops subscription
error = e as Error;
subscriptionUnsubscribe();
onError(e as Error);
} finally {
loading = false;
notifyAll({ isUpdate });
onComplete(isUpdate);
}
};
@ -399,7 +446,7 @@ function makeDataProviderInternal<
}
};
const onNext = ({
const subscriptionOnNext = ({
data: subscriptionData,
}: FetchResult<SubscriptionData>) => {
if (!subscriptionData || !getDelta || !update) {
@ -418,7 +465,7 @@ function makeDataProviderInternal<
}
};
const onError = (e: Error) => {
const subscriptionOnError = (e: Error) => {
error = e;
subscriptionUnsubscribe();
notifyAll();
@ -442,6 +489,9 @@ function makeDataProviderInternal<
};
const reset = () => {
if (watchQuerySubscription) {
watchQuerySubscription.unsubscribe();
}
subscriptionUnsubscribe();
initialized = false;
data = null;

12
libs/markets/src/lib/__generated__/market-data.ts generated
View File

@ -3,23 +3,23 @@ import * as Types from '@vegaprotocol/types';
import { gql } from '@apollo/client';
import * as Apollo from '@apollo/client';
const defaultOptions = {} as const;
export type MarketDataUpdateFieldsFragment = { __typename?: 'ObservableMarketData', marketId: string, auctionEnd?: string | null, auctionStart?: string | null, bestBidPrice: string, bestBidVolume: string, bestOfferPrice: string, bestOfferVolume: string, bestStaticBidPrice: string, bestStaticBidVolume: string, bestStaticOfferPrice: string, bestStaticOfferVolume: string, indicativePrice: string, indicativeVolume: string, marketState: Types.MarketState, marketTradingMode: Types.MarketTradingMode, markPrice: string, midPrice: string, openInterest: string, staticMidPrice: string, suppliedStake?: string | null, targetStake?: string | null, trigger: Types.AuctionTrigger, lastTradedPrice: string, productData?: { __typename?: 'PerpetualData', fundingRate?: string | null, fundingPayment?: string | null, externalTwap?: string | null, internalTwap?: string | null } | null, priceMonitoringBounds?: Array<{ __typename?: 'PriceMonitoringBounds', minValidPrice: string, maxValidPrice: string, referencePrice: string, trigger: { __typename?: 'PriceMonitoringTrigger', horizonSecs: number, probability: number, auctionExtensionSecs: number } }> | null };
export type MarketDataUpdateFieldsFragment = { __typename?: 'ObservableMarketData', marketId: string, auctionEnd?: string | null, auctionStart?: string | null, bestBidPrice: string, bestBidVolume: string, bestOfferPrice: string, bestOfferVolume: string, bestStaticBidPrice: string, bestStaticBidVolume: string, bestStaticOfferPrice: string, bestStaticOfferVolume: string, indicativePrice: string, indicativeVolume: string, marketState: Types.MarketState, marketTradingMode: Types.MarketTradingMode, markPrice: string, midPrice: string, openInterest: string, staticMidPrice: string, suppliedStake?: string | null, targetStake?: string | null, trigger: Types.AuctionTrigger, lastTradedPrice: string, productData?: { __typename?: 'PerpetualData', fundingRate?: string | null, fundingPayment?: string | null, externalTwap?: string | null, internalTwap?: string | null, seqNum: number, startTime: any } | null, priceMonitoringBounds?: Array<{ __typename?: 'PriceMonitoringBounds', minValidPrice: string, maxValidPrice: string, referencePrice: string, trigger: { __typename?: 'PriceMonitoringTrigger', horizonSecs: number, probability: number, auctionExtensionSecs: number } }> | null };
export type MarketDataUpdateSubscriptionVariables = Types.Exact<{
marketId: Types.Scalars['ID'];
}>;
export type MarketDataUpdateSubscription = { __typename?: 'Subscription', marketsData: Array<{ __typename?: 'ObservableMarketData', marketId: string, auctionEnd?: string | null, auctionStart?: string | null, bestBidPrice: string, bestBidVolume: string, bestOfferPrice: string, bestOfferVolume: string, bestStaticBidPrice: string, bestStaticBidVolume: string, bestStaticOfferPrice: string, bestStaticOfferVolume: string, indicativePrice: string, indicativeVolume: string, marketState: Types.MarketState, marketTradingMode: Types.MarketTradingMode, markPrice: string, midPrice: string, openInterest: string, staticMidPrice: string, suppliedStake?: string | null, targetStake?: string | null, trigger: Types.AuctionTrigger, lastTradedPrice: string, productData?: { __typename?: 'PerpetualData', fundingRate?: string | null, fundingPayment?: string | null, externalTwap?: string | null, internalTwap?: string | null } | null, priceMonitoringBounds?: Array<{ __typename?: 'PriceMonitoringBounds', minValidPrice: string, maxValidPrice: string, referencePrice: string, trigger: { __typename?: 'PriceMonitoringTrigger', horizonSecs: number, probability: number, auctionExtensionSecs: number } }> | null }> };
export type MarketDataUpdateSubscription = { __typename?: 'Subscription', marketsData: Array<{ __typename?: 'ObservableMarketData', marketId: string, auctionEnd?: string | null, auctionStart?: string | null, bestBidPrice: string, bestBidVolume: string, bestOfferPrice: string, bestOfferVolume: string, bestStaticBidPrice: string, bestStaticBidVolume: string, bestStaticOfferPrice: string, bestStaticOfferVolume: string, indicativePrice: string, indicativeVolume: string, marketState: Types.MarketState, marketTradingMode: Types.MarketTradingMode, markPrice: string, midPrice: string, openInterest: string, staticMidPrice: string, suppliedStake?: string | null, targetStake?: string | null, trigger: Types.AuctionTrigger, lastTradedPrice: string, productData?: { __typename?: 'PerpetualData', fundingRate?: string | null, fundingPayment?: string | null, externalTwap?: string | null, internalTwap?: string | null, seqNum: number, startTime: any } | null, priceMonitoringBounds?: Array<{ __typename?: 'PriceMonitoringBounds', minValidPrice: string, maxValidPrice: string, referencePrice: string, trigger: { __typename?: 'PriceMonitoringTrigger', horizonSecs: number, probability: number, auctionExtensionSecs: number } }> | null }> };
export type MarketDataFieldsFragment = { __typename?: 'MarketData', auctionEnd?: string | null, auctionStart?: string | null, bestBidPrice: string, bestBidVolume: string, bestOfferPrice: string, bestOfferVolume: string, bestStaticBidPrice: string, bestStaticBidVolume: string, bestStaticOfferPrice: string, bestStaticOfferVolume: string, indicativePrice: string, indicativeVolume: string, marketState: Types.MarketState, marketTradingMode: Types.MarketTradingMode, markPrice: string, midPrice: string, openInterest: string, staticMidPrice: string, suppliedStake?: string | null, targetStake?: string | null, trigger: Types.AuctionTrigger, lastTradedPrice: string, market: { __typename?: 'Market', id: string }, productData?: { __typename?: 'PerpetualData', fundingRate?: string | null, fundingPayment?: string | null, externalTwap?: string | null, internalTwap?: string | null } | null, priceMonitoringBounds?: Array<{ __typename?: 'PriceMonitoringBounds', minValidPrice: string, maxValidPrice: string, referencePrice: string, trigger: { __typename?: 'PriceMonitoringTrigger', horizonSecs: number, probability: number, auctionExtensionSecs: number } }> | null };
export type MarketDataFieldsFragment = { __typename?: 'MarketData', auctionEnd?: string | null, auctionStart?: string | null, bestBidPrice: string, bestBidVolume: string, bestOfferPrice: string, bestOfferVolume: string, bestStaticBidPrice: string, bestStaticBidVolume: string, bestStaticOfferPrice: string, bestStaticOfferVolume: string, indicativePrice: string, indicativeVolume: string, marketState: Types.MarketState, marketTradingMode: Types.MarketTradingMode, markPrice: string, midPrice: string, openInterest: string, staticMidPrice: string, suppliedStake?: string | null, targetStake?: string | null, trigger: Types.AuctionTrigger, lastTradedPrice: string, market: { __typename?: 'Market', id: string }, productData?: { __typename?: 'PerpetualData', fundingRate?: string | null, fundingPayment?: string | null, externalTwap?: string | null, internalTwap?: string | null, seqNum: number, startTime: any } | null, priceMonitoringBounds?: Array<{ __typename?: 'PriceMonitoringBounds', minValidPrice: string, maxValidPrice: string, referencePrice: string, trigger: { __typename?: 'PriceMonitoringTrigger', horizonSecs: number, probability: number, auctionExtensionSecs: number } }> | null };
export type MarketDataQueryVariables = Types.Exact<{
marketId: Types.Scalars['ID'];
}>;
export type MarketDataQuery = { __typename?: 'Query', marketsConnection?: { __typename?: 'MarketConnection', edges: Array<{ __typename?: 'MarketEdge', node: { __typename?: 'Market', data?: { __typename?: 'MarketData', auctionEnd?: string | null, auctionStart?: string | null, bestBidPrice: string, bestBidVolume: string, bestOfferPrice: string, bestOfferVolume: string, bestStaticBidPrice: string, bestStaticBidVolume: string, bestStaticOfferPrice: string, bestStaticOfferVolume: string, indicativePrice: string, indicativeVolume: string, marketState: Types.MarketState, marketTradingMode: Types.MarketTradingMode, markPrice: string, midPrice: string, openInterest: string, staticMidPrice: string, suppliedStake?: string | null, targetStake?: string | null, trigger: Types.AuctionTrigger, lastTradedPrice: string, market: { __typename?: 'Market', id: string }, productData?: { __typename?: 'PerpetualData', fundingRate?: string | null, fundingPayment?: string | null, externalTwap?: string | null, internalTwap?: string | null } | null, priceMonitoringBounds?: Array<{ __typename?: 'PriceMonitoringBounds', minValidPrice: string, maxValidPrice: string, referencePrice: string, trigger: { __typename?: 'PriceMonitoringTrigger', horizonSecs: number, probability: number, auctionExtensionSecs: number } }> | null } | null } }> } | null };
export type MarketDataQuery = { __typename?: 'Query', marketsConnection?: { __typename?: 'MarketConnection', edges: Array<{ __typename?: 'MarketEdge', node: { __typename?: 'Market', data?: { __typename?: 'MarketData', auctionEnd?: string | null, auctionStart?: string | null, bestBidPrice: string, bestBidVolume: string, bestOfferPrice: string, bestOfferVolume: string, bestStaticBidPrice: string, bestStaticBidVolume: string, bestStaticOfferPrice: string, bestStaticOfferVolume: string, indicativePrice: string, indicativeVolume: string, marketState: Types.MarketState, marketTradingMode: Types.MarketTradingMode, markPrice: string, midPrice: string, openInterest: string, staticMidPrice: string, suppliedStake?: string | null, targetStake?: string | null, trigger: Types.AuctionTrigger, lastTradedPrice: string, market: { __typename?: 'Market', id: string }, productData?: { __typename?: 'PerpetualData', fundingRate?: string | null, fundingPayment?: string | null, externalTwap?: string | null, internalTwap?: string | null, seqNum: number, startTime: any } | null, priceMonitoringBounds?: Array<{ __typename?: 'PriceMonitoringBounds', minValidPrice: string, maxValidPrice: string, referencePrice: string, trigger: { __typename?: 'PriceMonitoringTrigger', horizonSecs: number, probability: number, auctionExtensionSecs: number } }> | null } | null } }> } | null };
export const MarketDataUpdateFieldsFragmentDoc = gql`
fragment MarketDataUpdateFields on ObservableMarketData {
@ -40,6 +40,8 @@ export const MarketDataUpdateFieldsFragmentDoc = gql`
fundingPayment
externalTwap
internalTwap
seqNum
startTime
}
}
indicativePrice
@ -87,6 +89,8 @@ export const MarketDataFieldsFragmentDoc = gql`
fundingPayment
externalTwap
internalTwap
seqNum
startTime
}
}
indicativePrice

1
libs/markets/src/lib/components/market-info/market-info-data-provider.ts
View File

@ -34,6 +34,7 @@ export const marketInfoProvider = makeDataProvider<
query: MarketInfoDocument,
getData,
errorPolicyGuard: marketDataErrorPolicyGuard,
pollInterval: 5000,
});
export const marketInfoWithDataProvider = makeDerivedDataProvider<

21
libs/markets/src/lib/market-data-provider.ts
View File

@ -124,6 +124,16 @@ export const marketTradingModeProvider = makeDerivedDataProvider<
(parts[0] as ReturnType<typeof getData>)?.marketTradingMode
);
export const fundingRateStartTimeProvider = makeDerivedDataProvider<
NonNullable<MarketDataFieldsFragment['productData']>['startTime'] | undefined,
never,
MarketDataQueryVariables
>(
[marketDataProvider],
(parts, variables, prevData) =>
(parts[0] as ReturnType<typeof getData>)?.productData?.startTime
);
export const marketStateProvider = makeDerivedDataProvider<
MarketDataFieldsFragment['marketState'] | undefined,
never,
@ -189,6 +199,17 @@ export const useMarketTradingMode = (marketId?: string, skip?: boolean) => {
});
};
export const useFundingPeriodStartTime = (
marketId?: string,
skip?: boolean
) => {
return useDataProvider({
dataProvider: fundingRateStartTimeProvider,
variables: { marketId: marketId || '' },
skip: skip || !marketId,
});
};
export const useMarketState = (marketId?: string, skip?: boolean) => {
return useDataProvider({
dataProvider: marketStateProvider,

4
libs/markets/src/lib/market-data.graphql
View File

@ -16,6 +16,8 @@ fragment MarketDataUpdateFields on ObservableMarketData {
fundingPayment
externalTwap
internalTwap
seqNum
startTime
}
}
indicativePrice
@ -68,6 +70,8 @@ fragment MarketDataFields on MarketData {
fundingPayment
externalTwap
internalTwap
seqNum
startTime
}
}
indicativePrice

4
libs/types/src/__generated__/types.ts generated
View File

@ -3683,6 +3683,10 @@ export type PerpetualData = {
fundingRate?: Maybe<Scalars['String']>;
/** Time-weighted average price calculated from data points for this period from the internal data source. */
internalTwap?: Maybe<Scalars['String']>;
/** Funding period sequence number */
seqNum: Scalars['Int'];
/** Time at which the funding period started */
startTime: Scalars['Timestamp'];
};
export type PerpetualProduct = {