Merge pull request #945 from rainlanguage/2024-10-16-apy

crates/js_api/src/subgraph/order.rs

@@ -117,3 +117,18 @@ pub async fn order_vaults_volume(
         .await?;
     Ok(to_value(&volumes)?)
 }
+
+/// Measures an order's performance (including vaults apy and vol and total apy and vol)
+#[wasm_bindgen(js_name = "getOrderPerformance")]
+pub async fn order_performance(
+    url: &str,
+    order_id: &str,
+    start_timestamp: Option<u64>,
+    end_timestamp: Option<u64>,
+) -> Result<JsValue, OrderbookSubgraphClientError> {
+    let client = OrderbookSubgraphClient::new(Url::parse(url)?);
+    let performance = client
+        .order_performance(Id::new(order_id), start_timestamp, end_timestamp)
+        .await?;
+    Ok(to_value(&performance)?)
+}

crates/subgraph/Cargo.toml

@@ -18,9 +18,11 @@ serde = { workspace = true }
 serde_json = { workspace = true }
 alloy = { workspace = true, features = ["rand"] }
 rain_orderbook_bindings = { workspace = true }
+rain_orderbook_math = { workspace = true }
 chrono = { workspace = true }
 url = { workspace = true, features = ["serde"] }
 cynic-introspection = "3.7.3"
+once_cell = { workspace = true }
 futures = "0.3.17"
 
 [target.'cfg(target_family = "wasm")'.dependencies]

crates/subgraph/src/lib.rs

@@ -2,11 +2,11 @@ mod cynic_client;
 mod multi_orderbook_client;
 mod orderbook_client;
 mod pagination;
+pub mod performance;
 pub mod types;
 pub mod utils;
 pub mod validate;
 mod vault_balance_changes_query;
-pub mod vol;
 
 #[cynic::schema("orderbook")]
 pub mod schema {}

crates/subgraph/src/orderbook_client.rs

@@ -1,5 +1,7 @@
 use crate::cynic_client::{CynicClient, CynicClientError};
 use crate::pagination::{PaginationArgs, PaginationClient, PaginationClientError};
+use crate::performance::vol::{get_vaults_vol, VaultVolume};
+use crate::performance::OrderPerformance;
 use crate::types::common::*;
 use crate::types::order::{
     BatchOrderDetailQuery, BatchOrderDetailQueryVariables, OrderDetailQuery, OrderIdList,
@@ -8,11 +10,10 @@ use crate::types::order::{
 use crate::types::order_trade::{OrderTradeDetailQuery, OrderTradesListQuery};
 use crate::types::vault::{VaultDetailQuery, VaultsListQuery};
 use crate::vault_balance_changes_query::VaultBalanceChangesListPageQueryClient;
-use crate::vol::{get_vaults_vol, VaultVolume};
 use cynic::Id;
 use reqwest::Url;
+use std::num::ParseIntError;
 use thiserror::Error;
-
 #[cfg(target_family = "wasm")]
 use wasm_bindgen::{JsError, JsValue};
 
@@ -30,6 +31,10 @@ pub enum OrderbookSubgraphClientError {
     ParseError(#[from] alloy::primitives::ruint::ParseError),
     #[error(transparent)]
     UrlParseError(#[from] url::ParseError),
+    #[error(transparent)]
+    PerformanceError(#[from] crate::performance::PerformanceError),
+    #[error(transparent)]
+    ParseIntError(#[from] ParseIntError),
     #[cfg(target_family = "wasm")]
     #[error(transparent)]
     SerdeWasmBindgenError(#[from] serde_wasm_bindgen::Error),
@@ -233,6 +238,25 @@ impl OrderbookSubgraphClient {
         Ok(get_vaults_vol(&trades)?)
     }
 
+    /// Fetches order data and measures an order's detailed performance (apy and vol)
+    pub async fn order_performance(
+        &self,
+        order_id: cynic::Id,
+        start_timestamp: Option<u64>,
+        end_timestamp: Option<u64>,
+    ) -> Result<OrderPerformance, OrderbookSubgraphClientError> {
+        let order = self.order_detail(order_id.clone()).await?;
+        let trades = self
+            .order_trades_list_all(order_id, start_timestamp, end_timestamp)
+            .await?;
+        Ok(OrderPerformance::measure(
+            &order,
+            &trades,
+            start_timestamp,
+            end_timestamp,
+        )?)
+    }
+
     /// Fetch single vault
     pub async fn vault_detail(&self, id: Id) -> Result<Vault, OrderbookSubgraphClientError> {
         let data = self