fix(trading): settlement price of closed markets (#3831)

apps/trading-e2e/src/integration/closed-markets.cy.ts

@@ -1,5 +1,10 @@
 import { aliasGQLQuery } from '@vegaprotocol/cypress';
-import { MarketState, MarketStateMapping } from '@vegaprotocol/types';
+import type { DataSourceDefinition } from '@vegaprotocol/types';
+import {
+  MarketState,
+  MarketStateMapping,
+  PropertyKeyType,
+} from '@vegaprotocol/types';
 import { addDays, subDays } from 'date-fns';
 import {
   chainIdQuery,
@@ -20,6 +25,25 @@ import {
 } from '@vegaprotocol/utils';
 
 describe('Closed markets', { tags: '@smoke' }, () => {
+  const settlementDataProperty = 'settlement-data-property';
+  const settlementDataPropertyKey = {
+    __typename: 'PropertyKey' as const,
+    name: settlementDataProperty,
+    type: PropertyKeyType.TYPE_INTEGER,
+    numberDecimalPlaces: 2,
+  };
+  const settlementDataSourceData: DataSourceDefinition = {
+    sourceType: {
+      sourceType: {
+        filters: [
+          {
+            __typename: 'Filter',
+            key: settlementDataPropertyKey,
+          },
+        ],
+      },
+    },
+  };
   const rowSelector =
     '[data-testid="tab-closed-markets"] .ag-center-cols-container .ag-row';
 
@@ -37,11 +61,15 @@ describe('Closed markets', { tags: '@smoke' }, () => {
     tradableInstrument: {
       instrument: {
         product: {
+          dataSourceSpecBinding: {
+            settlementDataProperty,
+          },
           dataSourceSpecForTradingTermination: {
             id: 'market-1-trading-termination-oracle-id',
           },
           dataSourceSpecForSettlementData: {
             id: 'market-1-settlement-data-oracle-id',
+            data: settlementDataSourceData,
           },
           settlementAsset,
         },
@@ -63,6 +91,15 @@ describe('Closed markets', { tags: '@smoke' }, () => {
             `settlement-expiry-date:${addDays(new Date(), 4).toISOString()}`,
           ],
         },
+        product: {
+          dataSourceSpecBinding: {
+            settlementDataProperty,
+          },
+          dataSourceSpecForSettlementData: {
+            id: 'market-1-settlement-data-oracle-id',
+            data: settlementDataSourceData,
+          },
+        },
       },
     },
   });
@@ -81,6 +118,15 @@ describe('Closed markets', { tags: '@smoke' }, () => {
             `settlement-expiry-date:${subDays(new Date(), 2).toISOString()}`,
           ],
         },
+        product: {
+          dataSourceSpecBinding: {
+            settlementDataProperty,
+          },
+          dataSourceSpecForSettlementData: {
+            id: 'market-1-settlement-data-oracle-id',
+            data: settlementDataSourceData,
+          },
+        },
       },
     },
   });
@@ -301,7 +347,7 @@ describe('Closed markets', { tags: '@smoke' }, () => {
         addDecimalsFormatNumber(
           // @ts-ignore cannot deep un-partial
           specDataConnection.externalData.data.data[0].value,
-          settledMarket.decimalPlaces
+          settlementDataPropertyKey.numberDecimalPlaces
         )
       );
 

apps/trading/client-pages/markets/closed.spec.tsx

@@ -1,6 +1,6 @@
 import { act, render, screen, within } from '@testing-library/react';
 import { Closed } from './closed';
-import { MarketStateMapping } from '@vegaprotocol/types';
+import { MarketStateMapping, PropertyKeyType } from '@vegaprotocol/types';
 import { PositionStatus } from '@vegaprotocol/types';
 import { MarketState } from '@vegaprotocol/types';
 import { subDays } from 'date-fns';
@@ -55,6 +55,23 @@ describe('Closed', () => {
         product: {
           dataSourceSpecForSettlementData: {
             id: settlementDataId,
+            data: {
+              sourceType: {
+                sourceType: {
+                  filters: [
+                    {
+                      __typename: 'Filter',
+                      key: {
+                        __typename: 'PropertyKey',
+                        name: settlementDataProperty,
+                        type: PropertyKeyType.TYPE_INTEGER,
+                        numberDecimalPlaces: 5,
+                      },
+                    },
+                  ],
+                },
+              },
+            },
           },
           dataSourceSpecBinding: {
             settlementDataProperty,

apps/trading/client-pages/markets/closed.tsx

@@ -13,7 +13,10 @@ import {
   getMarketExpiryDate,
 } from '@vegaprotocol/utils';
 import { usePositionsQuery } from '@vegaprotocol/positions';
-import type { MarketMaybeWithData } from '@vegaprotocol/markets';
+import type {
+  DataSourceFilterFragment,
+  MarketMaybeWithData,
+} from '@vegaprotocol/markets';
 import {
   MarketTableActions,
   closedMarketsWithDataProvider,
@@ -42,6 +45,7 @@ interface Row {
   markPrice: string | undefined;
   settlementDataOracleId: string;
   settlementDataSpecBinding: string;
+  setlementDataSourceFilter: DataSourceFilterFragment | undefined;
   tradingTerminationOracleId: string;
   settlementAsset: SettlementAsset;
   realisedPNL: string | undefined;
@@ -74,28 +78,40 @@ export const Closed = () => {
       }
     );
 
+    const instrument = market.tradableInstrument.instrument;
+
+    const spec =
+      instrument.product.dataSourceSpecForSettlementData.data.sourceType
+        .__typename === 'DataSourceDefinitionExternal'
+        ? instrument.product.dataSourceSpecForSettlementData.data.sourceType
+            .sourceType
+        : undefined;
+    const filters = spec?.filters || [];
+
+    const settlementDataSpecBinding =
+      instrument.product.dataSourceSpecBinding.settlementDataProperty;
+    const filter = filters?.find((filter) => {
+      return filter.key.name === settlementDataSpecBinding;
+    });
+
     const row: Row = {
       id: market.id,
-      code: market.tradableInstrument.instrument.code,
+      code: instrument.code,
-      name: market.tradableInstrument.instrument.name,
+      name: instrument.name,
       decimalPlaces: market.decimalPlaces,
       state: market.state,
-      metadata: market.tradableInstrument.instrument.metadata.tags ?? [],
+      metadata: instrument.metadata.tags ?? [],
       closeTimestamp: market.marketTimestamps.close,
       bestBidPrice: market.data?.bestBidPrice,
       bestOfferPrice: market.data?.bestOfferPrice,
       markPrice: market.data?.markPrice,
       settlementDataOracleId:
-        market.tradableInstrument.instrument.product
+        instrument.product.dataSourceSpecForSettlementData.id,
-          .dataSourceSpecForSettlementData.id,
+      settlementDataSpecBinding,
-      settlementDataSpecBinding:
+      setlementDataSourceFilter: filter,
-        market.tradableInstrument.instrument.product.dataSourceSpecBinding
-          .settlementDataProperty,
       tradingTerminationOracleId:
-        market.tradableInstrument.instrument.product
+        instrument.product.dataSourceSpecForTradingTermination.id,
-          .dataSourceSpecForTradingTermination.id,
+      settlementAsset: instrument.product.settlementAsset,
-      settlementAsset:
-        market.tradableInstrument.instrument.product.settlementAsset,
       realisedPNL: position?.node.realisedPNL,
     };
 
@@ -238,8 +254,8 @@ const ClosedMarketsDataGrid = ({ rowData }: { rowData: Row[] }) => {
         }: VegaICellRendererParams<Row, 'settlementDataOracleId'>) => (
           <SettlementPriceCell
             oracleSpecId={value}
-            decimalPlaces={data?.decimalPlaces ?? 0}
             settlementDataSpecBinding={data?.settlementDataSpecBinding}
+            filter={data?.setlementDataSourceFilter}
           />
         ),
       },

apps/trading/client-pages/markets/settlement-price-cell.spec.tsx

@@ -1,13 +1,17 @@
 import { render, screen } from '@testing-library/react';
 import type { Property } from '@vegaprotocol/types';
+import { PropertyKeyType } from '@vegaprotocol/types';
 import type { MockedResponse } from '@apollo/client/testing';
 import { MockedProvider } from '@apollo/client/testing';
 import type { OracleSpecDataConnectionQuery } from '@vegaprotocol/markets';
 import { OracleSpecDataConnectionDocument } from '@vegaprotocol/markets';
 import type { SettlementPriceCellProps } from './settlement-price-cell';
 import { SettlementPriceCell } from './settlement-price-cell';
+import { addDecimalsFormatNumber } from '@vegaprotocol/utils';
 
 describe('SettlementPriceCell', () => {
+  const settlementDataSpecBinding = 'settlement-data-spec-binding';
+
   const createMock = (
     id: string,
     property: Property
@@ -40,11 +44,19 @@ describe('SettlementPriceCell', () => {
       },
     };
   };
-  const createProps = (): SettlementPriceCellProps => {
+  const createProps = (
+    filterKey = {
+      name: settlementDataSpecBinding,
+      type: PropertyKeyType.TYPE_INTEGER,
+      numberDecimalPlaces: 2,
+    }
+  ): SettlementPriceCellProps => {
     return {
       oracleSpecId: 'oracle-spec-id',
-      decimalPlaces: 2,
+      filter: {
-      settlementDataSpecBinding: 'settlement-data-spec-binding',
+        key: filterKey,
+      },
+      settlementDataSpecBinding,
     };
   };
   it('renders fetches and renders the settlment data value', async () => {
@@ -65,14 +77,19 @@ describe('SettlementPriceCell', () => {
 
     expect(screen.getByText('-')).toBeInTheDocument();
     const link = await screen.findByRole('link');
-    expect(link).toHaveTextContent('12.34');
+    expect(link).toHaveTextContent(
+      addDecimalsFormatNumber(
+        property.value,
+        props.filter?.key.numberDecimalPlaces || 0
+      )
+    );
     expect(link).toHaveAttribute(
       'href',
       expect.stringContaining(`/oracles/${props.oracleSpecId}`)
     );
   });
 
-  it('renders "-" if no spec value is found', async () => {
+  it('renders "Unknown" if no spec value is found', async () => {
     const props = createProps();
     const property = {
       __typename: 'Property' as const,
@@ -90,7 +107,7 @@ describe('SettlementPriceCell', () => {
 
     expect(screen.getByText('-')).toBeInTheDocument();
     const link = await screen.findByRole('link');
-    expect(link).toHaveTextContent('-');
+    expect(link).toHaveTextContent('Unknown');
     expect(link).toHaveAttribute(
       'href',
       expect.stringContaining(`/oracles/${props.oracleSpecId}`)
@@ -110,4 +127,33 @@ describe('SettlementPriceCell', () => {
     expect(screen.getByText('-')).toBeInTheDocument();
     expect(screen.queryByRole('link')).not.toBeInTheDocument();
   });
+
+  it('does not format value if property key type is not integer', async () => {
+    const props = createProps({
+      name: settlementDataSpecBinding,
+      type: PropertyKeyType.TYPE_TIMESTAMP,
+      numberDecimalPlaces: 2,
+    });
+    const property = {
+      __typename: 'Property' as const,
+      name: props.settlementDataSpecBinding as string,
+      value: '1234',
+    };
+    // eslint-disable-next-line @typescript-eslint/no-non-null-assertion
+    const mock = createMock(props.oracleSpecId!, property);
+
+    render(
+      <MockedProvider mocks={[mock]}>
+        <SettlementPriceCell {...props} />
+      </MockedProvider>
+    );
+
+    expect(screen.getByText('-')).toBeInTheDocument();
+    const link = await screen.findByRole('link');
+    expect(link).toHaveTextContent(property.value);
+    expect(link).toHaveAttribute(
+      'href',
+      expect.stringContaining(`/oracles/${props.oracleSpecId}`)
+    );
+  });
 });

apps/trading/client-pages/markets/settlement-price-cell.tsx

@@ -1,19 +1,21 @@
 import { DApp, EXPLORER_ORACLE, useLinks } from '@vegaprotocol/environment';
 import { t } from '@vegaprotocol/i18n';
+import type { DataSourceFilterFragment } from '@vegaprotocol/markets';
 import { useOracleSpecBindingData } from '@vegaprotocol/markets';
+import { PropertyKeyType } from '@vegaprotocol/types';
 import { Link } from '@vegaprotocol/ui-toolkit';
 import { addDecimalsFormatNumber } from '@vegaprotocol/utils';
 
 export interface SettlementPriceCellProps {
   oracleSpecId: string | undefined;
-  decimalPlaces: number;
   settlementDataSpecBinding: string | undefined;
+  filter: DataSourceFilterFragment | undefined;
 }
 
 export const SettlementPriceCell = ({
   oracleSpecId,
-  decimalPlaces,
   settlementDataSpecBinding,
+  filter,
 }: SettlementPriceCellProps) => {
   const linkCreator = useLinks(DApp.Explorer);
   const { property, loading } = useOracleSpecBindingData(
@@ -25,15 +27,32 @@ export const SettlementPriceCell = ({
     return <span>-</span>;
   }
 
+  const renderText = () => {
+    if (!property || !filter) {
+      return t('Unknown');
+    }
+
+    if (
+      filter.key.type === PropertyKeyType.TYPE_INTEGER &&
+      filter.key.numberDecimalPlaces !== null &&
+      filter.key.numberDecimalPlaces !== undefined
+    ) {
+      return addDecimalsFormatNumber(
+        property.value,
+        filter.key.numberDecimalPlaces
+      );
+    }
+
+    return property.value;
+  };
+
   return (
     <Link
       href={linkCreator(EXPLORER_ORACLE.replace(':id', oracleSpecId))}
       className="underline font-mono"
       target="_blank"
     >
-      {property
+      {renderText()}
-        ? addDecimalsFormatNumber(property.value, decimalPlaces)
-        : t('-')}
     </Link>
   );
 };

libs/markets/src/lib/OracleMarketsSpec.graphql

@@ -31,27 +31,6 @@ fragment OracleMarketSpecFields on Market {
   }
 }
 
-fragment DataSourceSpec on DataSourceDefinition {
-  sourceType {
-    ... on DataSourceDefinitionExternal {
-      sourceType {
-        ... on DataSourceSpecConfiguration {
-          signers {
-            signer {
-              ... on PubKey {
-                key
-              }
-              ... on ETHAddress {
-                address
-              }
-            }
-          }
-        }
-      }
-    }
-  }
-}
-
 query OracleMarketsSpec {
   marketsConnection {
     edges {

libs/markets/src/lib/__generated__/OracleMarketsSpec.ts

@@ -1,39 +1,16 @@
 import * as Types from '@vegaprotocol/types';
 
 import { gql } from '@apollo/client';
+import { DataSourceSpecFragmentDoc } from './markets';
 import * as Apollo from '@apollo/client';
 const defaultOptions = {} as const;
-export type OracleMarketSpecFieldsFragment = { __typename?: 'Market', id: string, state: Types.MarketState, tradingMode: Types.MarketTradingMode, tradableInstrument: { __typename?: 'TradableInstrument', instrument: { __typename?: 'Instrument', id: string, name: string, code: string, product: { __typename?: 'Future', dataSourceSpecForSettlementData: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null } } | { __typename?: 'DataSourceDefinitionInternal' } } }, dataSourceSpecForTradingTermination: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null } } | { __typename?: 'DataSourceDefinitionInternal' } } }, dataSourceSpecBinding: { __typename?: 'DataSourceSpecToFutureBinding', settlementDataProperty: string, tradingTerminationProperty: string } } } } };
+export type OracleMarketSpecFieldsFragment = { __typename?: 'Market', id: string, state: Types.MarketState, tradingMode: Types.MarketTradingMode, tradableInstrument: { __typename?: 'TradableInstrument', instrument: { __typename?: 'Instrument', id: string, name: string, code: string, product: { __typename?: 'Future', dataSourceSpecForSettlementData: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null } }> | null } } | { __typename?: 'DataSourceDefinitionInternal' } } }, dataSourceSpecForTradingTermination: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null } }> | null } } | { __typename?: 'DataSourceDefinitionInternal' } } }, dataSourceSpecBinding: { __typename?: 'DataSourceSpecToFutureBinding', settlementDataProperty: string, tradingTerminationProperty: string } } } } };
-
-export type DataSourceSpecFragment = { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null } } | { __typename?: 'DataSourceDefinitionInternal' } };
 
 export type OracleMarketsSpecQueryVariables = Types.Exact<{ [key: string]: never; }>;
 
 
-export type OracleMarketsSpecQuery = { __typename?: 'Query', marketsConnection?: { __typename?: 'MarketConnection', edges: Array<{ __typename?: 'MarketEdge', node: { __typename?: 'Market', id: string, state: Types.MarketState, tradingMode: Types.MarketTradingMode, tradableInstrument: { __typename?: 'TradableInstrument', instrument: { __typename?: 'Instrument', id: string, name: string, code: string, product: { __typename?: 'Future', dataSourceSpecForSettlementData: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null } } | { __typename?: 'DataSourceDefinitionInternal' } } }, dataSourceSpecForTradingTermination: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null } } | { __typename?: 'DataSourceDefinitionInternal' } } }, dataSourceSpecBinding: { __typename?: 'DataSourceSpecToFutureBinding', settlementDataProperty: string, tradingTerminationProperty: string } } } } } }> } | null };
+export type OracleMarketsSpecQuery = { __typename?: 'Query', marketsConnection?: { __typename?: 'MarketConnection', edges: Array<{ __typename?: 'MarketEdge', node: { __typename?: 'Market', id: string, state: Types.MarketState, tradingMode: Types.MarketTradingMode, tradableInstrument: { __typename?: 'TradableInstrument', instrument: { __typename?: 'Instrument', id: string, name: string, code: string, product: { __typename?: 'Future', dataSourceSpecForSettlementData: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null } }> | null } } | { __typename?: 'DataSourceDefinitionInternal' } } }, dataSourceSpecForTradingTermination: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null } }> | null } } | { __typename?: 'DataSourceDefinitionInternal' } } }, dataSourceSpecBinding: { __typename?: 'DataSourceSpecToFutureBinding', settlementDataProperty: string, tradingTerminationProperty: string } } } } } }> } | null };
 
-export const DataSourceSpecFragmentDoc = gql`
-    fragment DataSourceSpec on DataSourceDefinition {
-  sourceType {
-    ... on DataSourceDefinitionExternal {
-      sourceType {
-        ... on DataSourceSpecConfiguration {
-          signers {
-            signer {
-              ... on PubKey {
-                key
-              }
-              ... on ETHAddress {
-                address
-              }
-            }
-          }
-        }
-      }
-    }
-  }
-}
-    `;
 export const OracleMarketSpecFieldsFragmentDoc = gql`
     fragment OracleMarketSpecFields on Market {
   id

libs/markets/src/lib/__generated__/markets.ts

@@ -1,16 +1,53 @@
 import * as Types from '@vegaprotocol/types';
 
 import { gql } from '@apollo/client';
-import { DataSourceSpecFragmentDoc } from './OracleMarketsSpec';
 import * as Apollo from '@apollo/client';
 const defaultOptions = {} as const;
-export type MarketFieldsFragment = { __typename?: 'Market', id: string, decimalPlaces: number, positionDecimalPlaces: number, state: Types.MarketState, tradingMode: Types.MarketTradingMode, fees: { __typename?: 'Fees', factors: { __typename?: 'FeeFactors', makerFee: string, infrastructureFee: string, liquidityFee: string } }, tradableInstrument: { __typename?: 'TradableInstrument', instrument: { __typename?: 'Instrument', id: string, name: string, code: string, metadata: { __typename?: 'InstrumentMetadata', tags?: Array<string> | null }, product: { __typename?: 'Future', quoteName: string, settlementAsset: { __typename?: 'Asset', id: string, symbol: string, name: string, decimals: number }, dataSourceSpecForTradingTermination: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null } } | { __typename?: 'DataSourceDefinitionInternal' } } }, dataSourceSpecForSettlementData: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null } } | { __typename?: 'DataSourceDefinitionInternal' } } }, dataSourceSpecBinding: { __typename?: 'DataSourceSpecToFutureBinding', settlementDataProperty: string, tradingTerminationProperty: string } } } }, marketTimestamps: { __typename?: 'MarketTimestamps', open: any, close: any } };
+export type DataSourceFilterFragment = { __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null } };
+
+export type DataSourceSpecFragment = { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null } }> | null } } | { __typename?: 'DataSourceDefinitionInternal' } };
+
+export type MarketFieldsFragment = { __typename?: 'Market', id: string, decimalPlaces: number, positionDecimalPlaces: number, state: Types.MarketState, tradingMode: Types.MarketTradingMode, fees: { __typename?: 'Fees', factors: { __typename?: 'FeeFactors', makerFee: string, infrastructureFee: string, liquidityFee: string } }, tradableInstrument: { __typename?: 'TradableInstrument', instrument: { __typename?: 'Instrument', id: string, name: string, code: string, metadata: { __typename?: 'InstrumentMetadata', tags?: Array<string> | null }, product: { __typename?: 'Future', quoteName: string, settlementAsset: { __typename?: 'Asset', id: string, symbol: string, name: string, decimals: number }, dataSourceSpecForTradingTermination: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null } }> | null } } | { __typename?: 'DataSourceDefinitionInternal' } } }, dataSourceSpecForSettlementData: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null } }> | null } } | { __typename?: 'DataSourceDefinitionInternal' } } }, dataSourceSpecBinding: { __typename?: 'DataSourceSpecToFutureBinding', settlementDataProperty: string, tradingTerminationProperty: string } } } }, marketTimestamps: { __typename?: 'MarketTimestamps', open: any, close: any } };
 
 export type MarketsQueryVariables = Types.Exact<{ [key: string]: never; }>;
 
 
-export type MarketsQuery = { __typename?: 'Query', marketsConnection?: { __typename?: 'MarketConnection', edges: Array<{ __typename?: 'MarketEdge', node: { __typename?: 'Market', id: string, decimalPlaces: number, positionDecimalPlaces: number, state: Types.MarketState, tradingMode: Types.MarketTradingMode, fees: { __typename?: 'Fees', factors: { __typename?: 'FeeFactors', makerFee: string, infrastructureFee: string, liquidityFee: string } }, tradableInstrument: { __typename?: 'TradableInstrument', instrument: { __typename?: 'Instrument', id: string, name: string, code: string, metadata: { __typename?: 'InstrumentMetadata', tags?: Array<string> | null }, product: { __typename?: 'Future', quoteName: string, settlementAsset: { __typename?: 'Asset', id: string, symbol: string, name: string, decimals: number }, dataSourceSpecForTradingTermination: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null } } | { __typename?: 'DataSourceDefinitionInternal' } } }, dataSourceSpecForSettlementData: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null } } | { __typename?: 'DataSourceDefinitionInternal' } } }, dataSourceSpecBinding: { __typename?: 'DataSourceSpecToFutureBinding', settlementDataProperty: string, tradingTerminationProperty: string } } } }, marketTimestamps: { __typename?: 'MarketTimestamps', open: any, close: any } } }> } | null };
+export type MarketsQuery = { __typename?: 'Query', marketsConnection?: { __typename?: 'MarketConnection', edges: Array<{ __typename?: 'MarketEdge', node: { __typename?: 'Market', id: string, decimalPlaces: number, positionDecimalPlaces: number, state: Types.MarketState, tradingMode: Types.MarketTradingMode, fees: { __typename?: 'Fees', factors: { __typename?: 'FeeFactors', makerFee: string, infrastructureFee: string, liquidityFee: string } }, tradableInstrument: { __typename?: 'TradableInstrument', instrument: { __typename?: 'Instrument', id: string, name: string, code: string, metadata: { __typename?: 'InstrumentMetadata', tags?: Array<string> | null }, product: { __typename?: 'Future', quoteName: string, settlementAsset: { __typename?: 'Asset', id: string, symbol: string, name: string, decimals: number }, dataSourceSpecForTradingTermination: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null } }> | null } } | { __typename?: 'DataSourceDefinitionInternal' } } }, dataSourceSpecForSettlementData: { __typename?: 'DataSourceSpec', id: string, data: { __typename?: 'DataSourceDefinition', sourceType: { __typename?: 'DataSourceDefinitionExternal', sourceType: { __typename?: 'DataSourceSpecConfiguration', signers?: Array<{ __typename?: 'Signer', signer: { __typename?: 'ETHAddress', address?: string | null } | { __typename?: 'PubKey', key?: string | null } }> | null, filters?: Array<{ __typename?: 'Filter', key: { __typename?: 'PropertyKey', name?: string | null, type: Types.PropertyKeyType, numberDecimalPlaces?: number | null } }> | null } } | { __typename?: 'DataSourceDefinitionInternal' } } }, dataSourceSpecBinding: { __typename?: 'DataSourceSpecToFutureBinding', settlementDataProperty: string, tradingTerminationProperty: string } } } }, marketTimestamps: { __typename?: 'MarketTimestamps', open: any, close: any } } }> } | null };
 
+export const DataSourceFilterFragmentDoc = gql`
+    fragment DataSourceFilter on Filter {
+  key {
+    name
+    type
+    numberDecimalPlaces
+  }
+}
+    `;
+export const DataSourceSpecFragmentDoc = gql`
+    fragment DataSourceSpec on DataSourceDefinition {
+  sourceType {
+    ... on DataSourceDefinitionExternal {
+      sourceType {
+        ... on DataSourceSpecConfiguration {
+          signers {
+            signer {
+              ... on PubKey {
+                key
+              }
+              ... on ETHAddress {
+                address
+              }
+            }
+          }
+          filters {
+            ...DataSourceFilter
+          }
+        }
+      }
+    }
+  }
+}
+    ${DataSourceFilterFragmentDoc}`;
 export const MarketFieldsFragmentDoc = gql`
     fragment MarketFields on Market {
   id

libs/markets/src/lib/hooks/use-market-oracle.ts

@@ -4,7 +4,7 @@ import { useMarket } from '../markets-provider';
 
 import { useMemo } from 'react';
 import type { Provider } from '../oracle-schema';
-import type { DataSourceSpecFragment } from '../__generated__/OracleMarketsSpec';
+import type { DataSourceSpecFragment } from '../__generated__';
 
 export const getMatchingOracleProvider = (
   dataSourceSpec: DataSourceSpecFragment,

libs/markets/src/lib/markets.graphql

@@ -1,3 +1,11 @@
+fragment DataSourceFilter on Filter {
+  key {
+    name
+    type
+    numberDecimalPlaces
+  }
+}
+
 fragment DataSourceSpec on DataSourceDefinition {
   sourceType {
     ... on DataSourceDefinitionExternal {
@@ -13,6 +21,9 @@ fragment DataSourceSpec on DataSourceDefinition {
               }
             }
           }
+          filters {
+            ...DataSourceFilter
+          }
         }
       }
     }

libs/markets/src/lib/markets.mock.ts

@@ -80,6 +80,17 @@ export const createMarketFragment = (
                       },
                     },
                   ],
+                  filters: [
+                    {
+                      __typename: 'Filter',
+                      key: {
+                        __typename: 'PropertyKey',
+                        name: 'settlement-data-property',
+                        type: Schema.PropertyKeyType.TYPE_TIMESTAMP,
+                        numberDecimalPlaces: null,
+                      },
+                    },
+                  ],
                 },
               },
             },
@@ -102,6 +113,17 @@ export const createMarketFragment = (
                       },
                     },
                   ],
+                  filters: [
+                    {
+                      __typename: 'Filter',
+                      key: {
+                        __typename: 'PropertyKey',
+                        name: 'settlement-data-property',
+                        type: Schema.PropertyKeyType.TYPE_INTEGER,
+                        numberDecimalPlaces: 2,
+                      },
+                    },
+                  ],
                 },
               },
             },