feat: add trading fee apr for syncswap vaults

data/constants.js

@@ -156,6 +156,7 @@ const TRADING_APY_TYPES = {
   UNISWAP_GAMMA_API: 'UNISWAP_GAMMA_API',
   NOTIONAL_API: 'NOTIONAL_API',
   ZKSWAP: 'ZKSWAP',
+  SYNCSWAP: 'SYNCSWAP',
 }
 
 const POOL_TYPES = {

data/mainnet/pools.js

@@ -8,6 +8,10 @@ module.exports = [
     chain: CHAIN_IDS.ZKSYNC,
     id: 'syncswap_ETH_USDCe_aqua',
     type: POOL_TYPES.INCENTIVE,
+    tradingApyFunction: {
+      type: TRADING_APY_TYPES.SYNCSWAP,
+      params: [addresses.ZKSYNC.V2.syncswap_ETH_USDCe_aqua.Underlying, CHAIN_IDS.ZKSYNC],
+    },
     contractAddress: addresses.ZKSYNC.V2.syncswap_ETH_USDCe_aqua.NewPool,
     collateralAddress: addresses.ZKSYNC.V2.syncswap_ETH_USDCe_aqua.NewVault,
     rewardAPY: [],
@@ -34,6 +38,10 @@ module.exports = [
     chain: CHAIN_IDS.ZKSYNC,
     id: 'syncswap_ETH_USDCe_classic',
     type: POOL_TYPES.INCENTIVE,
+    tradingApyFunction: {
+      type: TRADING_APY_TYPES.SYNCSWAP,
+      params: [addresses.ZKSYNC.V2.syncswap_ETH_USDCe_classic.Underlying, CHAIN_IDS.ZKSYNC],
+    },
     contractAddress: addresses.ZKSYNC.V2.syncswap_ETH_USDCe_classic.NewPool,
     collateralAddress: addresses.ZKSYNC.V2.syncswap_ETH_USDCe_classic.NewVault,
     rewardAPY: [],
@@ -60,6 +68,10 @@ module.exports = [
     chain: CHAIN_IDS.ZKSYNC,
     id: 'syncswap_USDCe_USDT_stable',
     type: POOL_TYPES.INCENTIVE,
+    tradingApyFunction: {
+      type: TRADING_APY_TYPES.SYNCSWAP,
+      params: [addresses.ZKSYNC.V2.syncswap_USDCe_USDT_stable.Underlying, CHAIN_IDS.ZKSYNC],
+    },
     contractAddress: addresses.ZKSYNC.V2.syncswap_USDCe_USDT_stable.NewPool,
     collateralAddress: addresses.ZKSYNC.V2.syncswap_USDCe_USDT_stable.NewVault,
     rewardAPY: [],
@@ -86,6 +98,10 @@ module.exports = [
     chain: CHAIN_IDS.ZKSYNC,
     id: 'syncswap_wrsETH_ETH_aqua',
     type: POOL_TYPES.INCENTIVE,
+    tradingApyFunction: {
+      type: TRADING_APY_TYPES.SYNCSWAP,
+      params: [addresses.ZKSYNC.V2.syncswap_wrsETH_ETH_aqua.Underlying, CHAIN_IDS.ZKSYNC],
+    },
     contractAddress: addresses.ZKSYNC.V2.syncswap_wrsETH_ETH_aqua.NewPool,
     collateralAddress: addresses.ZKSYNC.V2.syncswap_wrsETH_ETH_aqua.NewVault,
     rewardAPY: [],

src/lib/constants.js

@@ -215,6 +215,14 @@ const STAKEWISE_API_URLS = {
 const ZKSWAP_URL =
   'https://zkswap-dex-api-git-production-buzzteam.vercel.app/api/pools-data/zksyncMainnet'
 
+const SYNCSWAP_API_URL =
+  'https://api.syncswap.xyz/api/fetchers/fetchAllPools?network=zkSyncMainnet&type=v2'
+
+const SYNCSWAP_FEE_API_URL = 'https://api.syncswap.xyz/api/fetchers/fetchFees?network=zkSyncMainnet'
+
+const SYNCSWAP_SUBGRAPH_URL =
+  'https://api.studio.thegraph.com/query/30365/zksync-blocks/version/latest'
+
 const DEXSCREENER_API_URL = 'https://api.dexscreener.com/latest/dex/tokens'
 
 const CURVE_API_URLS = {
@@ -365,4 +373,7 @@ module.exports = {
   ZKSYNC_RPC_URL,
   CURRENCY_RATES,
   ZKSWAP_URL,
+  SYNCSWAP_API_URL,
+  SYNCSWAP_FEE_API_URL,
+  SYNCSWAP_SUBGRAPH_URL,
 }

src/lib/third-party/syncswap.js

@@ -0,0 +1,55 @@
+const { get } = require('lodash')
+const axios = require('axios')
+const { SYNCSWAP_SUBGRAPH_URL } = require('../constants')
+
+const executeSyncswapCall = (url, type, query, variables) => {
+  return axios
+    .post(url, {
+      query: query,
+      variables: variables,
+    })
+    .then(response => {
+      let data
+
+      if (type) {
+        data = get(response, `data.data.${type}`)
+      } else {
+        data = get(response, `data.data`)
+      }
+      if (data) {
+        return data
+      } else {
+        console.error(get(response, 'data.errors', response))
+        return null
+      }
+    })
+    .catch(error => {
+      console.error(`Syncswap subgraph (${query}) failed:`, error)
+      return null
+    })
+}
+
+const getTradingVolumeDaily = async (pair, date) => {
+  const tradingVolQuery = `
+    query DailyData($pair: Bytes!, $date: Int!) {
+      pairDayDatas(
+      where: { pairAddress: $pair, date: $date }
+      ) {
+        dailyVolumeUSD
+      }}
+`
+
+  const variables = { pair, date }
+
+  const tradingVolInfo = await executeSyncswapCall(
+    SYNCSWAP_SUBGRAPH_URL,
+    null,
+    tradingVolQuery,
+    variables,
+  )
+  return parseFloat(tradingVolInfo?.pairDayDatas[0].dailyVolumeUSD)
+}
+
+module.exports = {
+  getTradingVolumeDaily,
+}

src/vaults/trading-apys/implementations/syncswap.js

@@ -0,0 +1,80 @@
+const BigNumber = require('bignumber.js')
+const { get } = require('lodash')
+const { cachedAxios } = require('../../../lib/db/models/cache')
+const { SYNCSWAP_API_URL, SYNCSWAP_FEE_API_URL } = require('../../../lib/constants')
+const { getTokenPrice } = require('../../../prices')
+const { getTradingVolumeDaily } = require('../../../lib/third-party/syncswap')
+
+const getTradingApy = async (pair, chain) => {
+  let apy
+
+  try {
+    const poolResponse = await cachedAxios.get(SYNCSWAP_API_URL)
+    const poolData = get(poolResponse, `data.pools`, []).find(pool => pool.p === pair)
+    const token0Price = new BigNumber(await getTokenPrice(poolData.t0[0], chain))
+    const token0Decimal = poolData.t0[3]
+    const token1Price = new BigNumber(await getTokenPrice(poolData.t1[0], chain))
+    const token1Decimal = poolData.t1[3]
+
+    const token0VolumeUSD = new BigNumber(poolData.r0)
+      .dividedBy(new BigNumber(10).pow(token0Decimal))
+      .times(token0Price)
+      .toFixed(2, 1)
+    const token1VolumeUSD = new BigNumber(poolData.r1)
+      .dividedBy(new BigNumber(10).pow(token1Decimal))
+      .times(token1Price)
+      .toFixed(2, 1)
+
+    if (poolData.t == 3) {
+      //aqua pool
+      const feeResponse = await cachedAxios.get(SYNCSWAP_FEE_API_URL)
+      const feeData = get(feeResponse, `data.data`, []).find(
+        data => data.pair.toLowerCase() === pair.toLowerCase(),
+      )
+
+      const token0DailyFee = new BigNumber(feeData.amount0)
+        .dividedBy(new BigNumber(10).pow(token0Decimal))
+        .times(token0Price)
+        .toFixed(2, 1)
+
+      const token1DailyFee = new BigNumber(feeData.amount1)
+        .dividedBy(new BigNumber(10).pow(token1Decimal))
+        .times(token1Price)
+        .toFixed(2, 1)
+
+      // fee apr calculation : APR = (24h volume * pool swap fee * LP fee share * 365) / TVL
+      // dailyFee = 24h volume * pool swap fee
+      // LP fee Share = 1 - protocolFee
+      apy =
+        ((Number(token0DailyFee) + Number(token1DailyFee)) *
+          (1 - Number(poolData.pf) / 100000) *
+          365 *
+          100) /
+        (Number(token0VolumeUSD) + Number(token1VolumeUSD))
+    } else {
+      const today = new Date()
+      today.setHours(0, 0, 0, 0)
+      const yesterday = new Date(today)
+      yesterday.setDate(today.getDate() - 1)
+      const timestamp = Math.floor(yesterday.getTime() / 1000)
+      const dailyVolume = await getTradingVolumeDaily(pair.toLowerCase(), timestamp)
+      const swapFee = new BigNumber(poolData.f0).toFixed()
+      apy =
+        (Number(dailyVolume) *
+          (swapFee / 100000) *
+          (1 - Number(poolData.pf) / 100000) *
+          365 *
+          100) /
+        (Number(token0VolumeUSD) + Number(token1VolumeUSD))
+    }
+  } catch (err) {
+    console.error('syncswap API error: ', err)
+    apy = 0
+  }
+
+  return apy !== 0 ? apy.toFixed(2, 1) : 0
+}
+
+module.exports = {
+  getTradingApy,
+}