track separate volume on both sides of trade

projects/subgraph-basin/schema.graphql

@@ -122,6 +122,9 @@ type Well @entity {
   " All trade volume occurred in this well, in USD. This includes any net trading activity as a result of add/remove liquidity. Should be equal to the sum of all entries in cumulativeTradeVolumeReservesUSD "
   cumulativeTradeVolumeUSD: BigDecimal!
 
+  " All trade volume occurred for a specific token, in native amount. This includes absolute tokens on both sides of the trade unlike cumulativeTradeVolumeReserves. This includes any net trading activity as a result of add/remove liquidity. The ordering should be the same as the well's `tokens` field. "
+  cumulativeBiTradeVolumeReserves: [BigInt!]!
+
   " All transfer volume occurred for a specific token, in native amount. This includes the full amount of tokens transferred in ad/remove liquidity. The ordering should be the same as the well's `tokens` field. "
   cumulativeTransferVolumeReserves: [BigInt!]!
 
@@ -149,6 +152,9 @@ type Well @entity {
   " Current rolling 24h trade volume in USD "
   rollingDailyTradeVolumeUSD: BigDecimal!
 
+  " Current rolling 24h reserve trade volume in token amounts, including absolute tokens on both side of the trade unlike rollingDailyTradeVolumeReserves. "
+  rollingDailyBiTradeVolumeReserves: [BigInt!]!
+
   " Current rolling 24h reserve transfer volume in token amounts "
   rollingDailyTransferVolumeReserves: [BigInt!]!
 
@@ -167,6 +173,9 @@ type Well @entity {
   " Current rolling weekly trade volume in USD "
   rollingWeeklyTradeVolumeUSD: BigDecimal!
 
+  " Current rolling weekly reserve trade volume in token amounts, including absolute tokens on both side of the trade unlike rollingWeeklyTradeVolumeReserves. "
+  rollingWeeklyBiTradeVolumeReserves: [BigInt!]!
+
   " Current rolling weekly reserve transfer volume in token amounts "
   rollingWeeklyTransferVolumeReserves: [BigInt!]!
 
@@ -235,6 +244,9 @@ type WellDailySnapshot @entity {
   " All trade volume occurred in this well, in USD. This includes any net trading activity as a result of add/remove liquidity. Should be equal to the sum of all entries in cumulativeTradeVolumeReservesUSD "
   cumulativeTradeVolumeUSD: BigDecimal!
 
+  " All trade volume occurred for a specific token, in native amount. This includes absolute tokens on both sides of the trade unlike cumulativeTradeVolumeReserves. This includes any net trading activity as a result of add/remove liquidity. The ordering should be the same as the well's `tokens` field. "
+  cumulativeBiTradeVolumeReserves: [BigInt!]!
+
   " All transfer volume occurred for a specific token, in native amount. This includes the full amount of tokens transferred in ad/remove liquidity. The ordering should be the same as the well's `tokens` field. "
   cumulativeTransferVolumeReserves: [BigInt!]!
 
@@ -270,6 +282,9 @@ type WellDailySnapshot @entity {
   " Delta of cumulativeTradeVolumeUSD "
   deltaTradeVolumeUSD: BigDecimal!
 
+  " Delta of cumulativeBiTradeVolumeReserves "
+  deltaBiTradeVolumeReserves: [BigInt!]!
+
   " Delta of cumulativeTransferVolumeReserves "
   deltaTransferVolumeReserves: [BigInt!]!
 
@@ -322,6 +337,9 @@ type WellHourlySnapshot @entity {
   " All trade volume occurred in this well, in USD. This includes any net trading activity as a result of add/remove liquidity. Should be equal to the sum of all entries in cumulativeTradeVolumeReservesUSD "
   cumulativeTradeVolumeUSD: BigDecimal!
 
+  " All trade volume occurred for a specific token, in native amount. This includes absolute tokens on both sides of the trade unlike cumulativeTradeVolumeReserves. This includes any net trading activity as a result of add/remove liquidity. The ordering should be the same as the well's `tokens` field. "
+  cumulativeBiTradeVolumeReserves: [BigInt!]!
+
   " All transfer volume occurred for a specific token, in native amount. This includes the full amount of tokens transferred in ad/remove liquidity. The ordering should be the same as the well's `tokens` field. "
   cumulativeTransferVolumeReserves: [BigInt!]!
 
@@ -357,6 +375,9 @@ type WellHourlySnapshot @entity {
   " Delta of cumulativeTradeVolumeUSD "
   deltaTradeVolumeUSD: BigDecimal!
 
+  " Delta of cumulativeBiTradeVolumeReserves "
+  deltaBiTradeVolumeReserves: [BigInt!]!
+
   " Delta of cumulativeTransferVolumeReserves "
   deltaTransferVolumeReserves: [BigInt!]!
 

projects/subgraph-basin/src/utils/VolumeCP.ts

@@ -118,10 +118,13 @@ export function calcLiquidityVolume(currentReserves: BigInt[], addedReserves: Bi
 function updateVolumeStats(well: Well, deltaTradeVolumeReserves: BigInt[], deltaTransferVolumeReserves: BigInt[]): void {
   let tradeVolumeReserves = well.cumulativeTradeVolumeReserves;
   let tradeVolumeReservesUSD = well.cumulativeTradeVolumeReservesUSD;
+  let biTradeVolumeReserves = well.cumulativeBiTradeVolumeReserves;
   let rollingDailyTradeVolumeReserves = well.rollingDailyTradeVolumeReserves;
   let rollingDailyTradeVolumeReservesUSD = well.rollingDailyTradeVolumeReservesUSD;
+  let rollingDailyBiTradeVolumeReserves = well.rollingDailyBiTradeVolumeReserves;
   let rollingWeeklyTradeVolumeReserves = well.rollingWeeklyTradeVolumeReserves;
   let rollingWeeklyTradeVolumeReservesUSD = well.rollingWeeklyTradeVolumeReservesUSD;
+  let rollingWeeklyBiTradeVolumeReserves = well.rollingWeeklyBiTradeVolumeReserves;
 
   let transferVolumeReserves = well.cumulativeTransferVolumeReserves;
   let transferVolumeReservesUSD = well.cumulativeTransferVolumeReservesUSD;
@@ -141,6 +144,9 @@ function updateVolumeStats(well: Well, deltaTradeVolumeReserves: BigInt[], delta
       rollingWeeklyTradeVolumeReserves[i] = rollingWeeklyTradeVolumeReserves[i].plus(deltaTradeVolumeReserves[i]);
       usdTradeAmount = toDecimal(deltaTradeVolumeReserves[i], tokenInfo.decimals).times(tokenInfo.lastPriceUSD);
     }
+    biTradeVolumeReserves[i] = biTradeVolumeReserves[i].plus(deltaTradeVolumeReserves[i].abs());
+    rollingDailyBiTradeVolumeReserves[i] = rollingDailyBiTradeVolumeReserves[i].plus(deltaTradeVolumeReserves[i].abs());
+    rollingWeeklyBiTradeVolumeReserves[i] = rollingWeeklyBiTradeVolumeReserves[i].plus(deltaTradeVolumeReserves[i].abs());
 
     transferVolumeReserves[i] = transferVolumeReserves[i].plus(deltaTransferVolumeReserves[i].abs());
     rollingDailyTransferVolumeReserves[i] = rollingDailyTransferVolumeReserves[i].plus(deltaTransferVolumeReserves[i].abs());
@@ -162,6 +168,7 @@ function updateVolumeStats(well: Well, deltaTradeVolumeReserves: BigInt[], delta
   well.cumulativeTradeVolumeReserves = tradeVolumeReserves;
   well.cumulativeTradeVolumeReservesUSD = tradeVolumeReservesUSD;
   well.cumulativeTradeVolumeUSD = well.cumulativeTradeVolumeUSD.plus(totalTradeUSD);
+  well.cumulativeBiTradeVolumeReserves = biTradeVolumeReserves;
 
   well.cumulativeTransferVolumeReserves = transferVolumeReserves;
   well.cumulativeTransferVolumeReservesUSD = transferVolumeReservesUSD;
@@ -173,13 +180,15 @@ function updateVolumeStats(well: Well, deltaTradeVolumeReserves: BigInt[], delta
   well.rollingDailyTradeVolumeReserves = rollingDailyTradeVolumeReserves;
   well.rollingDailyTradeVolumeReservesUSD = rollingDailyTradeVolumeReservesUSD;
   well.rollingDailyTradeVolumeUSD = well.rollingDailyTradeVolumeUSD.plus(totalTradeUSD);
+  well.rollingDailyBiTradeVolumeReserves = rollingDailyBiTradeVolumeReserves;
   well.rollingDailyTransferVolumeReserves = rollingDailyTransferVolumeReserves;
   well.rollingDailyTransferVolumeReservesUSD = rollingDailyTransferVolumeReservesUSD;
   well.rollingDailyTransferVolumeUSD = well.rollingDailyTransferVolumeUSD.plus(totalTransferUSD);
 
   well.rollingWeeklyTradeVolumeReserves = rollingWeeklyTradeVolumeReserves;
   well.rollingWeeklyTradeVolumeReservesUSD = rollingWeeklyTradeVolumeReservesUSD;
   well.rollingWeeklyTradeVolumeUSD = well.rollingWeeklyTradeVolumeUSD.plus(totalTradeUSD);
+  well.rollingWeeklyBiTradeVolumeReserves = rollingWeeklyBiTradeVolumeReserves;
   well.rollingWeeklyTransferVolumeReserves = rollingWeeklyTransferVolumeReserves;
   well.rollingWeeklyTransferVolumeReservesUSD = rollingWeeklyTransferVolumeReservesUSD;
   well.rollingWeeklyTransferVolumeUSD = well.rollingWeeklyTransferVolumeUSD.plus(totalTransferUSD);

projects/subgraph-basin/src/utils/Well.ts

@@ -52,6 +52,7 @@ export function createWell(wellAddress: Address, implementation: Address, inputT
   well.cumulativeTradeVolumeReserves = emptyBigIntArray(inputTokens.length);
   well.cumulativeTradeVolumeReservesUSD = emptyBigDecimalArray(inputTokens.length);
   well.cumulativeTradeVolumeUSD = ZERO_BD;
+  well.cumulativeBiTradeVolumeReserves = emptyBigIntArray(inputTokens.length);
   well.cumulativeTransferVolumeReserves = emptyBigIntArray(inputTokens.length);
   well.cumulativeTransferVolumeReservesUSD = emptyBigDecimalArray(inputTokens.length);
   well.cumulativeTransferVolumeUSD = ZERO_BD;
@@ -61,12 +62,14 @@ export function createWell(wellAddress: Address, implementation: Address, inputT
   well.rollingDailyTradeVolumeReserves = emptyBigIntArray(inputTokens.length);
   well.rollingDailyTradeVolumeReservesUSD = emptyBigDecimalArray(inputTokens.length);
   well.rollingDailyTradeVolumeUSD = ZERO_BD;
+  well.rollingDailyBiTradeVolumeReserves = emptyBigIntArray(inputTokens.length);
   well.rollingDailyTransferVolumeReserves = emptyBigIntArray(inputTokens.length);
   well.rollingDailyTransferVolumeReservesUSD = emptyBigDecimalArray(inputTokens.length);
   well.rollingDailyTransferVolumeUSD = ZERO_BD;
   well.rollingWeeklyTradeVolumeReserves = emptyBigIntArray(inputTokens.length);
   well.rollingWeeklyTradeVolumeReservesUSD = emptyBigDecimalArray(inputTokens.length);
   well.rollingWeeklyTradeVolumeUSD = ZERO_BD;
+  well.rollingWeeklyBiTradeVolumeReserves = emptyBigIntArray(inputTokens.length);
   well.rollingWeeklyTransferVolumeReserves = emptyBigIntArray(inputTokens.length);
   well.rollingWeeklyTransferVolumeReservesUSD = emptyBigDecimalArray(inputTokens.length);
   well.rollingWeeklyTransferVolumeUSD = ZERO_BD;
@@ -218,6 +221,10 @@ export function takeWellDailySnapshot(wellAddress: Address, dayID: i32, timestam
     priorSnapshot.cumulativeTradeVolumeReservesUSD
   );
   newSnapshot.deltaTradeVolumeUSD = newSnapshot.cumulativeTradeVolumeUSD.minus(priorSnapshot.cumulativeTradeVolumeUSD);
+  newSnapshot.deltaBiTradeVolumeReserves = deltaBigIntArray(
+    newSnapshot.cumulativeBiTradeVolumeReserves,
+    priorSnapshot.cumulativeBiTradeVolumeReserves
+  );
   newSnapshot.deltaTransferVolumeReserves = deltaBigIntArray(
     newSnapshot.cumulativeTransferVolumeReserves,
     priorSnapshot.cumulativeTransferVolumeReserves
@@ -249,6 +256,7 @@ export function loadOrCreateWellDailySnapshot(wellAddress: Address, dayID: i32,
     snapshot.cumulativeTradeVolumeReserves = well.cumulativeTradeVolumeReserves;
     snapshot.cumulativeTradeVolumeReservesUSD = well.cumulativeTradeVolumeReservesUSD;
     snapshot.cumulativeTradeVolumeUSD = well.cumulativeTradeVolumeUSD;
+    snapshot.cumulativeBiTradeVolumeReserves = well.cumulativeBiTradeVolumeReserves;
     snapshot.cumulativeTransferVolumeReserves = well.cumulativeTransferVolumeReserves;
     snapshot.cumulativeTransferVolumeReservesUSD = well.cumulativeTransferVolumeReservesUSD;
     snapshot.cumulativeTransferVolumeUSD = well.cumulativeTransferVolumeUSD;
@@ -260,6 +268,7 @@ export function loadOrCreateWellDailySnapshot(wellAddress: Address, dayID: i32,
     snapshot.deltaTradeVolumeReserves = emptyBigIntArray(well.tokens.length);
     snapshot.deltaTradeVolumeReservesUSD = emptyBigDecimalArray(well.tokens.length);
     snapshot.deltaTradeVolumeUSD = ZERO_BD;
+    snapshot.deltaBiTradeVolumeReserves = emptyBigIntArray(well.tokens.length);
     snapshot.deltaTransferVolumeReserves = emptyBigIntArray(well.tokens.length);
     snapshot.deltaTransferVolumeReservesUSD = emptyBigDecimalArray(well.tokens.length);
     snapshot.deltaTransferVolumeUSD = ZERO_BD;
@@ -295,6 +304,10 @@ export function takeWellHourlySnapshot(wellAddress: Address, hourID: i32, timest
     priorSnapshot.cumulativeTradeVolumeReservesUSD
   );
   newSnapshot.deltaTradeVolumeUSD = newSnapshot.cumulativeTradeVolumeUSD.minus(priorSnapshot.cumulativeTradeVolumeUSD);
+  newSnapshot.deltaBiTradeVolumeReserves = deltaBigIntArray(
+    newSnapshot.cumulativeBiTradeVolumeReserves,
+    priorSnapshot.cumulativeBiTradeVolumeReserves
+  );
   newSnapshot.deltaTransferVolumeReserves = deltaBigIntArray(
     newSnapshot.cumulativeTransferVolumeReserves,
     priorSnapshot.cumulativeTransferVolumeReserves
@@ -323,6 +336,7 @@ export function takeWellHourlySnapshot(wellAddress: Address, hourID: i32, timest
       oldest24h.deltaTradeVolumeReservesUSD
     );
     well.rollingDailyTradeVolumeUSD = well.rollingDailyTradeVolumeUSD.minus(oldest24h.deltaTradeVolumeUSD);
+    well.rollingDailyBiTradeVolumeReserves = deltaBigIntArray(well.rollingDailyBiTradeVolumeReserves, oldest24h.deltaBiTradeVolumeReserves);
     well.rollingDailyTransferVolumeReserves = deltaBigIntArray(
       well.rollingDailyTransferVolumeReserves,
       oldest24h.deltaTransferVolumeReserves
@@ -339,6 +353,10 @@ export function takeWellHourlySnapshot(wellAddress: Address, hourID: i32, timest
         oldest7d.deltaTradeVolumeReservesUSD
       );
       well.rollingWeeklyTradeVolumeUSD = well.rollingWeeklyTradeVolumeUSD.minus(oldest7d.deltaTradeVolumeUSD);
+      well.rollingWeeklyBiTradeVolumeReserves = deltaBigIntArray(
+        well.rollingWeeklyBiTradeVolumeReserves,
+        oldest7d.deltaBiTradeVolumeReserves
+      );
       well.rollingWeeklyTransferVolumeReserves = deltaBigIntArray(
         well.rollingWeeklyTransferVolumeReserves,
         oldest7d.deltaTransferVolumeReserves
@@ -370,6 +388,7 @@ export function loadOrCreateWellHourlySnapshot(
     snapshot.cumulativeTradeVolumeReserves = well.cumulativeTradeVolumeReserves;
     snapshot.cumulativeTradeVolumeReservesUSD = well.cumulativeTradeVolumeReservesUSD;
     snapshot.cumulativeTradeVolumeUSD = well.cumulativeTradeVolumeUSD;
+    snapshot.cumulativeBiTradeVolumeReserves = well.cumulativeBiTradeVolumeReserves;
     snapshot.cumulativeTransferVolumeReserves = well.cumulativeTransferVolumeReserves;
     snapshot.cumulativeTransferVolumeReservesUSD = well.cumulativeTransferVolumeReservesUSD;
     snapshot.cumulativeTransferVolumeUSD = well.cumulativeTransferVolumeUSD;
@@ -381,6 +400,7 @@ export function loadOrCreateWellHourlySnapshot(
     snapshot.deltaTradeVolumeReserves = emptyBigIntArray(well.tokens.length);
     snapshot.deltaTradeVolumeReservesUSD = emptyBigDecimalArray(well.tokens.length);
     snapshot.deltaTradeVolumeUSD = ZERO_BD;
+    snapshot.deltaBiTradeVolumeReserves = emptyBigIntArray(well.tokens.length);
     snapshot.deltaTransferVolumeReserves = emptyBigIntArray(well.tokens.length);
     snapshot.deltaTransferVolumeReservesUSD = emptyBigDecimalArray(well.tokens.length);
     snapshot.deltaTransferVolumeUSD = ZERO_BD;