feat: add funding observation

rage/generated/schema.ts

@@ -1958,6 +1958,15 @@ export class RageTradePool extends Entity {
   set dayData(value: string) {
     this.set("dayData", Value.fromString(value));
   }
+
+  get fundingObservations(): Array<string> {
+    let value = this.get("fundingObservations");
+    return value.toStringArray();
+  }
+
+  set fundingObservations(value: Array<string>) {
+    this.set("fundingObservations", Value.fromStringArray(value));
+  }
 }
 
 export class VToken extends Entity {
@@ -2067,6 +2076,64 @@ export class VPoolWrapper extends Entity {
   }
 }
 
+export class FundingObservation extends Entity {
+  constructor(id: string) {
+    super();
+    this.set("id", Value.fromString(id));
+  }
+
+  save(): void {
+    let id = this.get("id");
+    assert(id !== null, "Cannot save FundingObservation entity without an ID");
+    assert(
+      id.kind == ValueKind.STRING,
+      "Cannot save FundingObservation entity with non-string ID. " +
+        'Considering using .toHex() to convert the "id" to a string.'
+    );
+    store.set("FundingObservation", id.toString(), this);
+  }
+
+  static load(id: string): FundingObservation | null {
+    return store.get("FundingObservation", id) as FundingObservation | null;
+  }
+
+  get id(): string {
+    let value = this.get("id");
+    return value.toString();
+  }
+
+  set id(value: string) {
+    this.set("id", Value.fromString(value));
+  }
+
+  get timestamp(): BigInt {
+    let value = this.get("timestamp");
+    return value.toBigInt();
+  }
+
+  set timestamp(value: BigInt) {
+    this.set("timestamp", Value.fromBigInt(value));
+  }
+
+  get fundingRate(): BigDecimal {
+    let value = this.get("fundingRate");
+    return value.toBigDecimal();
+  }
+
+  set fundingRate(value: BigDecimal) {
+    this.set("fundingRate", Value.fromBigDecimal(value));
+  }
+
+  get pool(): string {
+    let value = this.get("pool");
+    return value.toString();
+  }
+
+  set pool(value: string) {
+    this.set("pool", Value.fromString(value));
+  }
+}
+
 export class Collection extends Entity {
   constructor(id: string) {
     super();

rage/schema.graphql

@@ -28,17 +28,20 @@ type Account @entity {
   "Total number of swaps made by the account"
   tokenPositionChangeEntriesCount: BigInt!
   "list all swaps made by the account"
-  tokenPositionChangeEntries: [TokenPositionChangeEntry!]! @derivedFrom(field: "account")
+  tokenPositionChangeEntries: [TokenPositionChangeEntry!]!
+    @derivedFrom(field: "account")
   "list of all margin/collateral tokens deposited by the account, currently only USDC"
   margin: [Collateral!]! @derivedFrom(field: "account")
   "total number time a funding payment realized for an account"
   fundingPaymentRealizedEntriesCount: BigInt!
   "list of funding payment realized entries for an account"
-  fundingPaymentRealizedEntries: [FundingPaymentRealizedEntry!]! @derivedFrom(field: "account")
+  fundingPaymentRealizedEntries: [FundingPaymentRealizedEntry!]!
+    @derivedFrom(field: "account")
   "total number of liquidations that occurred for this account"
   tokenPositionLiquidatedEntriesCount: BigInt!
   "list of all liquidations that occurred for this account"
-  tokenPositionLiquidatedEntries: [TokenPositionLiquidatedEntry!]! @derivedFrom(field: "account")
+  tokenPositionLiquidatedEntries: [TokenPositionLiquidatedEntry!]!
+    @derivedFrom(field: "account")
   "list of all V-Token tokens positions held by the account, currently only ETH"
   tokenPositions: [TokenPosition!]! @derivedFrom(field: "account")
   "total number of margin changes made by the account ie. withdraws and deposits"
@@ -148,21 +151,24 @@ type TokenPosition @entity {
   "Total number of swaps made by the account, for this pool"
   tokenPositionChangeEntriesCount: BigInt!
   "list all swaps made by the account, for this pool"
-  tokenPositionChangeEntries: [TokenPositionChangeEntry!]! @derivedFrom(field: "tokenPosition")
+  tokenPositionChangeEntries: [TokenPositionChangeEntry!]!
+    @derivedFrom(field: "tokenPosition")
   "total number time a funding payment realized entry was created for this position"
   fundingPaymentRealizedEntriesCount: BigInt!
   "timestamp of the last funding payment realized entry for this position"
   lastFundingPaymentRealizedEntryTimestamp: BigInt!
   "list of funding payment realized entries for this position"
-  fundingPaymentRealizedEntries: [FundingPaymentRealizedEntry!]! @derivedFrom(field: "tokenPosition")
+  fundingPaymentRealizedEntries: [FundingPaymentRealizedEntry!]!
+    @derivedFrom(field: "tokenPosition")
   "list of id(s) of the token position change entries, that are 'open' positions, used for calculating the pnl"
   openPositionEntries: [String!]!
   "the latest token position change entry, used in calculation for TokenPositionLiquidated event"
   lastTokenPositionChangeEntry: TokenPositionChangeEntry!
   "total number of liquidations that occurred for this position"
   tokenPositionLiquidatedEntriesCount: BigInt!
   "list of all liquidations that occurred for this position"
-  tokenPositionLiquidatedEntries: [TokenPositionLiquidatedEntry!]! @derivedFrom(field: "tokenPosition")
+  tokenPositionLiquidatedEntries: [TokenPositionLiquidatedEntry!]!
+    @derivedFrom(field: "tokenPosition")
   "total funding payment amount for this position"
   totalRealizedFundingPaymentAmount: BigDecimal!
   "latest sum of all the A terms in the pool, at the time of the position change"
@@ -178,7 +184,7 @@ type TokenPosition @entity {
   "sum aff (vTokenQuantity * entryPrice), across all token position change entries"
   entryValue: BigDecimal!
   "entryPrice = abs(entryValue / netPosition)"
-  entryPrice: BigDecimal! 
+  entryPrice: BigDecimal!
 }
 
 """
@@ -194,7 +200,7 @@ token position change
 """
 type MarginChangeEntry @entity {
   "unique id of the margin change entry"
-  id: ID! 
+  id: ID!
   "block.timestamp of the transaction of the margin change entry"
   timestamp: BigInt!
   "transaction.hash of the event that triggered this margin change entry"
@@ -422,6 +428,8 @@ type RageTradePool @entity {
   hourData: Collection!
   "list of collection of candles, recorded for each day"
   dayData: Collection!
+  "list of funding observations"
+  fundingObservations: [FundingObservation!]! @derivedFrom(field: "pool")
 }
 
 type VToken @entity {
@@ -444,6 +452,16 @@ type VPoolWrapper @entity {
   pool: RageTradePool!
 }
 
+type FundingObservation @entity {
+  id: ID!
+  "timestamp of the observation"
+  timestamp: BigInt!
+  "funding rate over 24hrs -  (virtualPrice - realPrice) / (realPrice * 24)"
+  fundingRate: BigDecimal!
+  "pool to which the observation belongs to"
+  pool: RageTradePool!
+}
+
 type Collection @entity {
   "unique id of the collection"
   id: ID!
@@ -699,7 +717,7 @@ type UniswapV3Transaction @entity {
 }
 
 type UniswapV3Mint @entity {
-  "transaction hash + "#" + index in mints Transaction array"
+  "transaction hash + " #" + index in mints Transaction array"
   id: ID!
   "which txn the mint was included in"
   transaction: UniswapV3Transaction!
@@ -734,7 +752,7 @@ type UniswapV3Mint @entity {
 }
 
 type UniswapV3Burn @entity {
-  "transaction hash + "#" + index in mints Transaction array"
+  "transaction hash + " #" + index in mints Transaction array"
   id: ID!
   "txn burn was included in"
   transaction: UniswapV3Transaction!
@@ -767,7 +785,7 @@ type UniswapV3Burn @entity {
 }
 
 type UniswapV3Swap @entity {
-  "transaction hash + "#" + index in swaps Transaction array"
+  "transaction hash + " #" + index in swaps Transaction array"
   id: ID!
   "pointer to transaction"
   transaction: UniswapV3Transaction!
@@ -800,7 +818,7 @@ type UniswapV3Swap @entity {
 }
 
 type UniswapV3Collect @entity {
-  "transaction hash + "#" + index in collect Transaction array"
+  "transaction hash + " #" + index in collect Transaction array"
   id: ID!
   "pointer to txn"
   transaction: UniswapV3Transaction!

rage/src/mappings/clearinghouse/handlers.ts

@@ -26,6 +26,7 @@ import {
   min,
   parsePriceX128,
   parseSqrtPriceX96,
+  recordFundingObservation,
   safeDiv,
 } from '../../utils';
 import { UniswapV3Pool } from '../../../generated/templates/UniswapV3Pool/UniswapV3Pool';
@@ -69,6 +70,12 @@ export function handleTokenPositionChanged(event: TokenPositionChanged): void {
     ]
   );
 
+  recordFundingObservation(
+    event.params.poolId,
+    event.block.timestamp,
+    getFundingRate(event.params.poolId)
+  );
+
   // update token position
   let account = getAccount(event.params.accountId);
 
@@ -538,6 +545,12 @@ export function handleTokenPositionFundingPaymentRealized(
 
   rageTradePool.fundingRate = getFundingRate(event.params.poolId);
 
+  recordFundingObservation(
+    event.params.poolId,
+    event.block.timestamp,
+    rageTradePool.fundingRate
+  );
+
   entry.side = tokenPosition.netPosition.gt(ZERO_BD) ? 'long' : 'short';
 
   tokenPosition.lastFundingPaymentRealizedEntryTimestamp = entry.timestamp;

rage/src/utils/index.ts

@@ -1,6 +1,9 @@
 /* eslint-disable prefer-const */
 import { BigInt, BigDecimal, ethereum, log } from '@graphprotocol/graph-ts';
-import { UniswapV3Transaction } from '../../generated/schema';
+import {
+  FundingObservation,
+  UniswapV3Transaction,
+} from '../../generated/schema';
 import {
   ONE_BI,
   ZERO_BI,
@@ -14,6 +17,7 @@ import { Address } from '@graphprotocol/graph-ts';
 import { ClearingHouse } from '../../generated/ClearingHouse/ClearingHouse';
 import { VPoolWrapperLogic } from '../../generated/templates/VPoolWrapperLogic/VPoolWrapperLogic';
 import { contracts } from './addresses';
+import { getRageTradePoolId } from '../mappings/ragetradeFactory/rageTradePool';
 
 export function exponentToBigDecimal(decimals: BigInt): BigDecimal {
   let bd = BigDecimal.fromString('1');
@@ -289,3 +293,18 @@ export function min(a: BigDecimal, b: BigDecimal): BigDecimal {
 export function max(a: BigDecimal, b: BigDecimal): BigDecimal {
   return a.gt(b) ? a : b;
 }
+
+export function recordFundingObservation(
+  poolId: BigInt,
+  timestamp: BigInt,
+  fundingRate: BigDecimal
+): void {
+  let observationId = generateId([poolId.toHexString(), timestamp.toString()]);
+  if (!FundingObservation.load(observationId)) {
+    let observation = new FundingObservation(observationId);
+    observation.pool = getRageTradePoolId(poolId);
+    observation.timestamp = timestamp;
+    observation.fundingRate = fundingRate;
+    observation.save();
+  }
+}