combined hourly and daily data (#725)

Co-authored-by: Mike <[email protected]>
dydxprotocol · Oct 23, 2024 · 7743172 · 7743172
1 parent 0f9f73b
commit 7743172
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Showing 8 changed files with 66 additions and 26 deletions.
diff --git a/build.gradle.kts b/build.gradle.kts
@@ -52,7 +52,7 @@ allprojects {
 }
 
 group = "exchange.dydx.abacus"
-version = "1.13.8"
+version = "1.13.9"
 
 repositories {
     google()

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/functional/vault/Vault.kt b/src/commonMain/kotlin/exchange.dydx.abacus/functional/vault/Vault.kt
@@ -94,13 +94,15 @@ object VaultCalculator {
         return parser.asTypedObject<IndexerMegavaultPositionResponse>(apiResponse)
     }
 
-    fun calculateVaultSummary(historical: IndexerMegavaultHistoricalPnlResponse?): VaultDetails? {
-        if (historical?.megavaultPnl.isNullOrEmpty()) {
+    fun calculateVaultSummary(historicals: List<IndexerMegavaultHistoricalPnlResponse>?): VaultDetails? {
+        val combinedPnls = historicals?.flatMap { it.megavaultPnl?.toList() ?: emptyList() } // Convert Array to List
+
+        if (combinedPnls.isNullOrEmpty()) {
             return null
         }
 
         val vaultOfVaultsPnl =
-            historical!!.megavaultPnl!!.sortedByDescending { parser.asDatetime(it.createdAt)?.toEpochMilliseconds() ?: 0 }
+            combinedPnls.sortedByDescending { parser.asDatetime(it.createdAt)?.toEpochMilliseconds() ?: 0 }
 
         val history = vaultOfVaultsPnl.mapNotNull { entry ->
             parser.asDatetime(entry.createdAt)?.toEpochMilliseconds()?.toDouble()?.let { createdAt ->

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/processor/vault/VaultProcessor.kt b/src/commonMain/kotlin/exchange.dydx.abacus/processor/vault/VaultProcessor.kt
@@ -25,7 +25,7 @@ internal class VaultProcessor(
 
     fun processMegaVaultsHistoricalPnl(
         existing: InternalVaultState?,
-        payload: IndexerMegavaultHistoricalPnlResponse?,
+        payload: List<IndexerMegavaultHistoricalPnlResponse>?,
     ): InternalVaultState? {
         if (payload == null) {
             return existing

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/state/model/TradingStateMachine+Vault.kt b/src/commonMain/kotlin/exchange.dydx.abacus/state/model/TradingStateMachine+Vault.kt
@@ -13,10 +13,10 @@ import indexer.models.chain.OnChainAccountVaultResponse
 import kollections.iListOf
 
 internal fun TradingStateMachine.onMegaVaultPnl(
-    payload: String
+    payloads: List<String>
 ): StateChanges {
-    val pnlResponse = parser.asTypedObject<IndexerMegavaultHistoricalPnlResponse>(payload)
-    val newState = vaultProcessor.processMegaVaultsHistoricalPnl(internalState.vault, pnlResponse)
+    val responses = payloads.mapNotNull { parser.asTypedObject<IndexerMegavaultHistoricalPnlResponse>(it) }
+    val newState = vaultProcessor.processMegaVaultsHistoricalPnl(internalState.vault, responses)
     return updateVaultState(internalState, newState)
 }
 

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/state/v2/supervisor/VaultSupervisor.kt b/src/commonMain/kotlin/exchange.dydx.abacus/state/v2/supervisor/VaultSupervisor.kt
@@ -13,6 +13,10 @@ import exchange.dydx.abacus.utils.CoroutineTimer
 import exchange.dydx.abacus.utils.Logger
 import indexer.models.chain.OnChainAccountVaultResponse
 import indexer.models.chain.OnChainNumShares
+import kotlinx.coroutines.CoroutineScope
+import kotlinx.coroutines.Dispatchers
+import kotlinx.coroutines.async
+import kotlinx.coroutines.launch
 
 internal class VaultSupervisor(
     stateMachine: TradingStateMachine,
@@ -132,18 +136,25 @@ internal class VaultSupervisor(
     }
 
     private fun retrieveMegaVaultPnl() {
-        val url = helper.configs.publicApiUrl("vaultHistoricalPnl")
-        if (url != null) {
-            helper.get(
-                url = url,
-                params = mapOf("resolution" to "day"),
-                headers = null,
-            ) { _, response, httpCode, _ ->
-                if (helper.success(httpCode) && response != null) {
-                    stateMachine.onMegaVaultPnl(response)
-                } else {
+        val scope = CoroutineScope(Dispatchers.Unconfined)
+        scope.launch {
+            val url = helper.configs.publicApiUrl("vaultHistoricalPnl")
+            if (url != null) {
+                val deferredDaily = async { helper.getAsync(url, params = mapOf("resolution" to "day"), headers = null) }
+                val deferredHourly = async { helper.getAsync(url, params = mapOf("resolution" to "hour"), headers = null) }
+
+                val dailyResponse = deferredDaily.await()
+                val hourlyResponse = deferredHourly.await()
+
+                if (dailyResponse.response != null || hourlyResponse.response != null) {
+                    stateMachine.onMegaVaultPnl(listOfNotNull(dailyResponse.response, hourlyResponse.response))
+                } else if (dailyResponse.error != null) {
+                    Logger.e {
+                        "Failed to retrieve day mega vault pnl: ${dailyResponse.error}"
+                    }
+                } else if (hourlyResponse.error != null) {
                     Logger.e {
-                        "Failed to retrieve mega vault pnl: $httpCode, $response"
+                        "Failed to retrieve hourly mega vault pnl: ${hourlyResponse.error}"
                     }
                 }
             }

diff --git a/src/commonTest/kotlin/exchange.dydx.abacus/functional/vault/VaultTests.kt b/src/commonTest/kotlin/exchange.dydx.abacus/functional/vault/VaultTests.kt
@@ -27,7 +27,7 @@ class VaultTests {
 
     @Test
     fun calculateVaultSummary_basic() {
-        val historicalPnl = IndexerMegavaultHistoricalPnlResponse(
+        val historicalPnl1 = IndexerMegavaultHistoricalPnlResponse(
             megavaultPnl = arrayOf(
                 IndexerPnlTicksResponseObject(
                     equity = "10000.0",
@@ -44,7 +44,24 @@ class VaultTests {
             ),
         )
 
-        val vaultDetails = calculateVaultSummary(historicalPnl)
+        val historicalPnl2 = IndexerMegavaultHistoricalPnlResponse(
+            megavaultPnl = arrayOf(
+                IndexerPnlTicksResponseObject(
+                    equity = "10000.0",
+                    totalPnl = "1000.0",
+                    netTransfers = "0.0",
+                    createdAt = Instant.fromEpochMilliseconds(1659465500000).toString(),
+                ),
+                IndexerPnlTicksResponseObject(
+                    equity = "5000.0",
+                    totalPnl = "500",
+                    netTransfers = "0.0",
+                    createdAt = Instant.fromEpochMilliseconds(1659379200001).toString(),
+                ),
+            ),
+        )
+
+        val vaultDetails = calculateVaultSummary(listOf(historicalPnl1, historicalPnl2))
 
         val expectedVaultDetails = VaultDetails(
             totalValue = 10000.0,
@@ -55,6 +72,16 @@ class VaultTests {
                     equity = 10000.0,
                     totalPnl = 1000.0,
                 ),
+                VaultHistoryEntry(
+                    date = 1659465500000.0,
+                    equity = 10000.0,
+                    totalPnl = 1000.0,
+                ),
+                VaultHistoryEntry(
+                    date = 1659379200001.0,
+                    equity = 5000.0,
+                    totalPnl = 500.0,
+                ),
                 VaultHistoryEntry(
                     date = 1659379200000.0,
                     equity = 5000.0,
@@ -71,8 +98,8 @@ class VaultTests {
         val nullHistoricalPnl = IndexerMegavaultHistoricalPnlResponse(megavaultPnl = null)
         val emptyHistoricalPnl = IndexerMegavaultHistoricalPnlResponse(megavaultPnl = arrayOf())
 
-        val nullVaultDetails = calculateVaultSummary(nullHistoricalPnl)
-        val emptyVaultDetails = calculateVaultSummary(emptyHistoricalPnl)
+        val nullVaultDetails = calculateVaultSummary(listOf(nullHistoricalPnl))
+        val emptyVaultDetails = calculateVaultSummary(listOf(emptyHistoricalPnl))
 
         assertEquals(null, nullVaultDetails)
         assertEquals(null, emptyVaultDetails)
@@ -120,7 +147,7 @@ class VaultTests {
             ),
         )
 
-        val vaultDetails = calculateVaultSummary(historicalPnl)
+        val vaultDetails = calculateVaultSummary(listOf(historicalPnl))
 
         assertNotNull(vaultDetails)
         assertEquals(0.6403508771929824, vaultDetails.thirtyDayReturnPercent)

diff --git a/src/commonTest/kotlin/exchange.dydx.abacus/tests/extensions/TradingStateMachine+TestUtils.kt b/src/commonTest/kotlin/exchange.dydx.abacus/tests/extensions/TradingStateMachine+TestUtils.kt
@@ -597,7 +597,7 @@ fun TradingStateMachine.rest(
         }
 
         "/v4/vault/v1/megavault/historicalPnl" -> {
-            changes = onMegaVaultPnl(payload)
+            changes = onMegaVaultPnl(listOf(payload))
         }
 
         "/v4/vault/v1/megavault/positions" -> {

diff --git a/v4_abacus.podspec b/v4_abacus.podspec
@@ -1,6 +1,6 @@
 Pod::Spec.new do |spec|
     spec.name                     = 'v4_abacus'
-    spec.version                  = '1.13.8'
+    spec.version                  = '1.13.9'
     spec.homepage                 = 'https://github.com/dydxprotocol/v4-abacus'
     spec.source                   = { :http=> ''}
     spec.authors                  = ''