[Limit Orders]: Feat add v3 designs

packages/server/src/queries/complex/orderbooks/active-orders.ts

@@ -1,32 +1,157 @@
-import { Chain } from "@osmosis-labs/types";
+import { Dec, Int } from "@keplr-wallet/unit";
+import { tickToPrice } from "@osmosis-labs/math";
+import { AssetList, Chain } from "@osmosis-labs/types";
+import { getAssetFromAssetList } from "@osmosis-labs/utils";
 import cachified, { CacheEntry } from "cachified";
+import dayjs from "dayjs";
 import { LRUCache } from "lru-cache";
 
 import { DEFAULT_LRU_OPTIONS } from "../../../utils/cache";
 import { LimitOrder, queryOrderbookActiveOrders } from "../../osmosis";
+import { getOrderbookDenoms } from "./denoms";
+import {
+  getOrderbookTickState,
+  getOrderbookTickUnrealizedCancels,
+} from "./tick-state";
+import type { MappedLimitOrder, OrderStatus } from "./types";
 
 const activeOrdersCache = new LRUCache<string, CacheEntry>(DEFAULT_LRU_OPTIONS);
 
 export function getOrderbookActiveOrders({
   orderbookAddress,
   userOsmoAddress,
   chainList,
+  assetLists,
 }: {
   orderbookAddress: string;
   userOsmoAddress: string;
   chainList: Chain[];
+  assetLists: AssetList[];
 }) {
   return cachified({
     cache: activeOrdersCache,
     key: `orderbookActiveOrders-${orderbookAddress}-${userOsmoAddress}`,
-    ttl: 1000 * 3, // 3 seconds
+    ttl: 500, // 2 seconds
     getFreshValue: () =>
       queryOrderbookActiveOrders({
         orderbookAddress,
         userAddress: userOsmoAddress,
         chainList,
       }).then(
-        ({ data }: { data: { count: number; orders: LimitOrder[] } }) => data
+        async ({ data }: { data: { count: number; orders: LimitOrder[] } }) => {
+          const { quoteAsset, baseAsset } = await getOrderbookDenoms({
+            orderbookAddress,
+            chainList,
+            assetLists,
+          });
+
+          return getTickInfoAndTransformOrders(
+            orderbookAddress,
+            data.orders,
+            chainList,
+            quoteAsset,
+            baseAsset
+          );
+        }
       ),
   });
 }
+
+function mapOrderStatus(order: LimitOrder, percentFilled: Dec): OrderStatus {
+  const quantInt = parseInt(order.quantity);
+  if (quantInt === 0 || percentFilled.equals(new Dec(1))) return "filled";
+  if (percentFilled.isZero()) return "open";
+  if (percentFilled.lt(new Dec(1))) return "partiallyFilled";
+
+  return "open";
+}
+
+async function getTickInfoAndTransformOrders(
+  orderbookAddress: string,
+  orders: LimitOrder[],
+  chainList: Chain[],
+  quoteAsset: ReturnType<typeof getAssetFromAssetList>,
+  baseAsset: ReturnType<typeof getAssetFromAssetList>
+): Promise<MappedLimitOrder[]> {
+  const tickIds = [...new Set(orders.map((o) => o.tick_id))];
+  const tickStates = await getOrderbookTickState({
+    orderbookAddress,
+    chainList,
+    tickIds,
+  });
+  const unrealizedTickCancels = await getOrderbookTickUnrealizedCancels({
+    orderbookAddress,
+    chainList,
+    tickIds,
+  });
+
+  const fullTickState = tickStates.map(({ tick_id, tick_state }) => ({
+    tickId: tick_id,
+    tickState: tick_state,
+    unrealizedCancels: unrealizedTickCancels.find((c) => c.tick_id === tick_id),
+  }));
+
+  return orders.map((o) => {
+    const { tickState, unrealizedCancels } = fullTickState.find(
+      ({ tickId }) => tickId === o.tick_id
+    ) ?? { tickState: undefined, unrealizedCancels: undefined };
+
+    const quantity = parseInt(o.quantity);
+    const placedQuantity = parseInt(o.placed_quantity);
+
+    const percentClaimed = new Dec(
+      (placedQuantity - quantity) / placedQuantity
+    );
+
+    const normalizationFactor = new Dec(10).pow(
+      new Int((quoteAsset?.decimals ?? 0) - (baseAsset?.decimals ?? 0))
+    );
+    const [tickEtas, tickUnrealizedCancelled] =
+      o.order_direction === "bid"
+        ? [
+            parseInt(
+              tickState?.bid_values.effective_total_amount_swapped ?? "0"
+            ),
+            parseInt(
+              unrealizedCancels?.unrealized_cancels.bid_unrealized_cancels ??
+                "0"
+            ),
+          ]
+        : [
+            parseInt(
+              tickState?.ask_values.effective_total_amount_swapped ?? "0"
+            ),
+            parseInt(
+              unrealizedCancels?.unrealized_cancels.ask_unrealized_cancels ??
+                "0"
+            ),
+          ];
+    const tickTotalEtas = tickEtas + tickUnrealizedCancelled;
+    const totalFilled = Math.max(
+      tickTotalEtas - (parseInt(o.etas) - (placedQuantity - quantity)),
+      0
+    );
+    const percentFilled = new Dec(Math.min(totalFilled / placedQuantity, 1));
+    const price = tickToPrice(new Int(o.tick_id));
+    const status = mapOrderStatus(o, percentFilled);
+    const output =
+      o.order_direction === "bid"
+        ? new Dec(placedQuantity).quo(price)
+        : new Dec(placedQuantity).mul(price);
+    return {
+      ...o,
+      price: price.quo(normalizationFactor),
+      quantity,
+      placed_quantity: placedQuantity,
+      percentClaimed,
+      totalFilled,
+      percentFilled,
+      orderbookAddress,
+      status,
+      output,
+      quoteAsset,
+      baseAsset,
+      placed_at: dayjs(parseInt(o.placed_at) / 1_000).unix(),
+    };
+  });
+}

packages/server/src/queries/complex/orderbooks/denoms.ts

@@ -1,4 +1,5 @@
-import { Chain } from "@osmosis-labs/types";
+import { AssetList, Chain } from "@osmosis-labs/types";
+import { getAssetFromAssetList } from "@osmosis-labs/utils";
 import cachified, { CacheEntry } from "cachified";
 import { LRUCache } from "lru-cache";
 
@@ -12,17 +13,30 @@ const orderbookDenomsCache = new LRUCache<string, CacheEntry>(
 export function getOrderbookDenoms({
   orderbookAddress,
   chainList,
+  assetLists,
 }: {
   orderbookAddress: string;
   chainList: Chain[];
+  assetLists: AssetList[];
 }) {
   return cachified({
     cache: orderbookDenomsCache,
     key: `orderbookDenoms-${orderbookAddress}`,
-    ttl: 1000 * 60 * 60 * 24 * 7, // 7 days
+    ttl: 1000 * 60 * 60 * 24 * 30, // 30 days
     getFreshValue: () =>
       queryOrderbookDenoms({ orderbookAddress, chainList }).then(
-        ({ data }) => data
+        ({ data: { quote_denom, base_denom } }) => {
+          const quoteAsset = getAssetFromAssetList({
+            coinMinimalDenom: quote_denom,
+            assetLists,
+          });
+          const baseAsset = getAssetFromAssetList({
+            coinMinimalDenom: base_denom,
+            assetLists,
+          });
+
+          return { quoteAsset, baseAsset };
+        }
       ),
   });
 }

packages/server/src/queries/complex/orderbooks/historical-orders.ts

@@ -1,24 +1,35 @@
+import { Dec, Int } from "@keplr-wallet/unit";
+import { tickToPrice } from "@osmosis-labs/math";
+import { AssetList, Chain } from "@osmosis-labs/types";
+import { getAssetFromAssetList } from "@osmosis-labs/utils";
 import cachified, { CacheEntry } from "cachified";
+import dayjs from "dayjs";
 import { LRUCache } from "lru-cache";
 
 import { DEFAULT_LRU_OPTIONS } from "../../../utils/cache";
 import { HistoricalLimitOrder, queryHistoricalOrders } from "../../osmosis";
+import { getOrderbookDenoms } from "./denoms";
+import type { MappedLimitOrder, OrderStatus } from "./types";
 
 const orderbookHistoricalOrdersCache = new LRUCache<string, CacheEntry>(
   DEFAULT_LRU_OPTIONS
 );
 
 export function getOrderbookHistoricalOrders({
   userOsmoAddress,
+  assetLists,
+  chainList,
 }: {
   userOsmoAddress: string;
+  assetLists: AssetList[];
+  chainList: Chain[];
 }) {
   return cachified({
     cache: orderbookHistoricalOrdersCache,
     key: `orderbookHistoricalOrders-${userOsmoAddress}`,
-    ttl: 1000 * 3, // 3 seconds
+    ttl: 1000 * 2, // 2 seconds
     getFreshValue: () =>
-      queryHistoricalOrders(userOsmoAddress).then((data) => {
+      queryHistoricalOrders(userOsmoAddress).then(async (data) => {
         const orders = data;
         orders.forEach((o) => {
           if (o.status === "cancelled" && o.claimed_quantity !== "0") {
@@ -30,7 +41,119 @@ export function getOrderbookHistoricalOrders({
             orders.push(newOrder);
           }
         });
-        return orders;
+
+        return await mapHistoricalToMapped(
+          orders,
+          userOsmoAddress,
+          assetLists,
+          chainList
+        );
       }),
   });
 }
+
+/**
+ * Gets an object containing a mapping between an orderbook address and it's quote and base asset.
+ * Each orderbook address is fetched once and only those present in the provided orders are queried.
+ */
+async function getRelevantOrderbookDenoms(
+  historicalOrders: HistoricalLimitOrder[],
+  assetLists: AssetList[],
+  chainList: Chain[]
+): Promise<
+  Record<
+    string,
+    {
+      quoteAsset: ReturnType<typeof getAssetFromAssetList>;
+      baseAsset: ReturnType<typeof getAssetFromAssetList>;
+    }
+  >
+> {
+  const orderbookAddresses = [
+    ...new Set(historicalOrders.map(({ contract }) => contract)),
+  ];
+
+  const promises = orderbookAddresses.map(async (orderbookAddress) => {
+    const denoms = await getOrderbookDenoms({
+      orderbookAddress,
+      assetLists,
+      chainList,
+    });
+    return [orderbookAddress, denoms];
+  });
+
+  const orderbookDenoms: Record<
+    string,
+    {
+      quoteAsset: ReturnType<typeof getAssetFromAssetList>;
+      baseAsset: ReturnType<typeof getAssetFromAssetList>;
+    }
+  > = {};
+  const orderbookDenomsArray = await Promise.all(promises);
+
+  for (let i = 0; i < orderbookDenomsArray.length; i++) {
+    const [contract, denoms]: any = orderbookDenomsArray[i];
+    orderbookDenoms[contract] = denoms;
+  }
+
+  return orderbookDenoms;
+}
+
+/**
+ * Data returned from the Numia query does not exactly match the interface used by the webapp.
+ * This function maps the Numia data to the webapp interface.
+ */
+async function mapHistoricalToMapped(
+  historicalOrders: HistoricalLimitOrder[],
+  userAddress: string,
+  assetLists: AssetList[],
+  chainList: Chain[]
+): Promise<MappedLimitOrder[]> {
+  const orderbookDenoms = await getRelevantOrderbookDenoms(
+    historicalOrders,
+    assetLists,
+    chainList
+  );
+  return historicalOrders.map((o) => {
+    const { quoteAsset, baseAsset } = orderbookDenoms[o.contract];
+    const quantityMin = parseInt(o.quantity);
+    const placedQuantityMin = parseInt(o.quantity);
+    const price = tickToPrice(new Int(o.tick_id));
+    const percentClaimed = new Dec(1);
+    const output =
+      o.order_direction === "bid"
+        ? new Dec(placedQuantityMin).quo(price)
+        : new Dec(placedQuantityMin).mul(price);
+
+    const normalizationFactor = new Dec(10).pow(
+      new Int((quoteAsset?.decimals ?? 0) - (baseAsset?.decimals ?? 0))
+    );
+
+    return {
+      quoteAsset,
+      baseAsset,
+      etas: "0",
+      order_direction: o.order_direction,
+      order_id: parseInt(o.order_id),
+      owner: userAddress,
+      placed_at:
+        dayjs(
+          o.place_timestamp && o.place_timestamp.length > 0
+            ? o.place_timestamp
+            : 0
+        ).unix() * 1000,
+      placed_quantity: parseInt(o.quantity),
+      placedQuantityMin,
+      quantityMin,
+      quantity: parseInt(o.quantity),
+      price: price.quo(normalizationFactor),
+      status: o.status as OrderStatus,
+      tick_id: parseInt(o.tick_id),
+      output,
+      percentClaimed,
+      percentFilled: new Dec(1),
+      totalFilled: parseInt(o.quantity),
+      orderbookAddress: o.contract,
+    };
+  });
+}

packages/server/src/queries/complex/orderbooks/index.ts

@@ -5,3 +5,4 @@ export * from "./maker-fee";
 export * from "./orderbook-state";
 export * from "./pools";
 export * from "./tick-state";
+export * from "./types";

packages/server/src/queries/complex/orderbooks/tick-state.ts

@@ -24,7 +24,7 @@ export function getOrderbookTickState({
     key: `orderbookTickInfo-${orderbookAddress}-${tickIds
       .sort((a, b) => a - b)
       .join(",")}`,
-    ttl: 1000 * 3, // 3 seconds
+    ttl: 1000 * 2, // 3 seconds
     getFreshValue: () =>
       queryOrderbookTicks({ orderbookAddress, chainList, tickIds }).then(
         ({ data }) => data.ticks
@@ -46,7 +46,7 @@ export function getOrderbookTickUnrealizedCancels({
     key: `orderbookTickUnrealizedCancels-${orderbookAddress}-${tickIds
       .sort((a, b) => a - b)
       .join(",")}`,
-    ttl: 1000 * 3, // 3 seconds
+    ttl: 1000 * 2, // 3 seconds
     getFreshValue: () =>
       queryOrderbookTickUnrealizedCancelsById({
         orderbookAddress,