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

apps/trading/client-pages/market/market-header-stats.tsx

@@ -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({
+  const { data: startTime } = useFundingPeriodStartTime(marketId);
-    variables: {
+  if (startTime) {
-      marketId: marketId,
+    return fromNanoSeconds(startTime).getTime();
-      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();
   }
   return startTime;
 };

libs/data-provider/src/generic-data-provider.ts

@@ -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 = (
@@ -243,12 +247,10 @@ function makeDataProviderInternal<
     callbacks.forEach((callback) => notify(callback, updateData));
   };
 
-  const call = (
+  const getQueryOptions = (
     pagination?: Pagination,
     policy?: ErrorPolicy
-  ): Promise<ApolloQueryResult<QueryData>> =>
+  ): QueryOptions<OperationVariables, QueryData> => ({
-    client
-      .query<QueryData>({
     query,
     variables: {
       ...(getQueryVariables ? getQueryVariables(variables) : variables),
@@ -263,14 +265,82 @@ function makeDataProviderInternal<
     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>(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;
-    try {
+    if (pollInterval) {
-      const res = await call(paginationVariables);
+      callWatchQuery();
-      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;
-    } catch (e) {
-      if (isNotFoundGraphQLError(e as Error, ['party'])) {
-        data = getData(null, variables);
-        loaded = true;
       return;
     }
-      // if error will occur data provider stops subscription
+    try {
-      error = e as Error;
+      onNext(await callQuery(paginationVariables));
-      subscriptionUnsubscribe();
+    } catch (e) {
+      onError(e as Error);
     } finally {
-      loading = false;
+      onComplete(isUpdate);
-      notifyAll({ 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;

libs/markets/src/lib/__generated__/market-data.ts

@@ -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

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

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

libs/markets/src/lib/market-data-provider.ts

@@ -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,

libs/markets/src/lib/market-data.graphql

@@ -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

libs/types/src/__generated__/types.ts

@@ -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 = {