chore: add file

scripts/omen_subgraph_utils.py

@@ -0,0 +1,223 @@
+# -*- coding: utf-8 -*-
+# ------------------------------------------------------------------------------
+#
+#   Copyright 2024 Valory AG
+#
+#   Licensed under the Apache License, Version 2.0 (the "License");
+#   you may not use this file except in compliance with the License.
+#   You may obtain a copy of the License at
+#
+#       http://www.apache.org/licenses/LICENSE-2.0
+#
+#   Unless required by applicable law or agreed to in writing, software
+#   distributed under the License is distributed on an "AS IS" BASIS,
+#   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+#   See the License for the specific language governing permissions and
+#   limitations under the License.
+#
+# ------------------------------------------------------------------------------
+
+"""Script for retrieving Omen markets."""
+
+import json
+import time
+from datetime import datetime
+from enum import Enum
+from typing import Any, Dict
+
+from gql import Client, gql
+from gql.transport.requests import RequestsHTTPTransport
+from tqdm import tqdm
+
+
+TEXT_ALIGNMENT = 30
+MINIMUM_WRITE_FILE_DELAY_SECONDS = 20
+FPMMS_JSON_PATH = "fpmms.json"
+THEGRAPH_ENDPOINT = "https://api.thegraph.com/subgraphs/name/protofire/omen-xdai"
+
+FPMMS_QUERY = """
+query fpmms_query($creator: Bytes, $id_gt: ID) {
+    fixedProductMarketMakers(
+        where: {creator: $creator, id_gt: $id_gt}
+        orderBy: id
+        orderDirection: asc
+        first: 1000
+    ) {
+        question {
+            title
+            outcomes
+            currentAnswer
+            currentAnswerTimestamp
+            answers {
+            answer
+            }
+        }
+        id
+        openingTimestamp
+        resolutionTimestamp
+        creationTimestamp
+        isPendingArbitration
+        answerFinalizedTimestamp
+        currentAnswer
+        collateralVolume
+    }
+}
+"""
+
+TRADES_QUERY = """
+query fpmms_query($fpmm: String, $id_gt: ID) {
+    fpmmTrades(
+        where: {fpmm: $fpmm, id_gt: $id_gt, type: Buy}
+        orderBy: id
+        orderDirection: asc
+        first: 1000        
+    ) {
+        collateralAmount
+        outcomeIndex
+        outcomeTokensTraded
+        id
+        oldOutcomeTokenMarginalPrice
+        outcomeTokenMarginalPrice
+        type
+        collateralAmountUSD
+        creationTimestamp
+        feeAmount
+  }
+}
+"""
+
+
+class MarketState(Enum):
+    """Market state"""
+
+    OPEN = 1
+    PENDING = 2
+    FINALIZING = 3
+    ARBITRATING = 4
+    CLOSED = 5
+    UNKNOWN = 6
+
+
+def _get_market_state(market: Dict[str, Any]) -> MarketState:
+    try:
+        now = datetime.utcnow()
+
+        market_status = MarketState.CLOSED
+        if market["currentAnswer"] is None and now >= datetime.utcfromtimestamp(
+            float(market.get("openingTimestamp", 0))
+        ):
+            market_status = MarketState.PENDING
+        elif market["currentAnswer"] is None:
+            market_status = MarketState.OPEN
+        elif market["isPendingArbitration"]:
+            market_status = MarketState.ARBITRATING
+        elif now < datetime.utcfromtimestamp(
+            float(market.get("answerFinalizedTimestamp", 0))
+        ):
+            market_status = MarketState.FINALIZING
+
+        return market_status
+    except Exception:  # pylint: disable=broad-except
+        return MarketState.UNKNOWN
+
+
+def _populate_missing_fpmms(creator: str, fpmms: Dict[str, Any]) -> None:
+    print(f"{'Fetching fpmms...':>{TEXT_ALIGNMENT}}")
+
+    transport = RequestsHTTPTransport(url=THEGRAPH_ENDPOINT)
+    client = Client(transport=transport, fetch_schema_from_transport=True)
+
+    id_gt = "0x00"
+    while True:
+        variables = {
+            "creator": creator,
+            "id_gt": id_gt,
+        }
+        response = client.execute(gql(FPMMS_QUERY), variable_values=variables)
+        items = response.get("fixedProductMarketMakers", [])
+
+        if not items:
+            break
+
+        for fpmm in items:
+            if fpmm["id"] not in fpmms:
+                fpmms[fpmm["id"]] = fpmm
+
+        id_gt = items[-1]["id"]
+        _write_db_to_file(fpmms)
+
+    _write_db_to_file(fpmms, True)
+
+
+def _populate_missing_buy_trades(fpmms: Dict[str, Any]) -> None:
+    transport = RequestsHTTPTransport(url=THEGRAPH_ENDPOINT)
+    client = Client(transport=transport, fetch_schema_from_transport=True)
+
+    for _, fpmm in tqdm(
+        fpmms.items(),
+        desc=f"{'Fetching trades':>{TEXT_ALIGNMENT}}",
+        miniters=1,
+    ):
+        state = _get_market_state(fpmm)
+
+        if state is not MarketState.CLOSED:
+            continue
+
+        if "trades" in fpmm:
+            continue
+
+        trades = fpmm.setdefault("trades", {})
+        id_gt = "0x00"
+        while True:
+            variables = {
+                "fpmm": fpmm["id"],
+                "id_gt": id_gt,
+            }
+            response = client.execute(gql(TRADES_QUERY), variable_values=variables)
+            items = response.get("fpmmTrades", [])
+
+            if not items:
+                break
+
+            for trade in items:
+                if trade["id"] not in trades:
+                    trades[trade["id"]] = trade
+
+            id_gt = items[-1]["id"]
+            _write_db_to_file(fpmms)
+
+    _write_db_to_file(fpmms, True)
+
+
+last_write_time = 0.0
+
+
+def _write_db_to_file(fpmms: Dict[str, Any], force_write: bool = False) -> None:
+    global last_write_time  # pylint: disable=global-statement
+    now = time.time()
+
+    if force_write or (now - last_write_time) >= MINIMUM_WRITE_FILE_DELAY_SECONDS:
+        with open(FPMMS_JSON_PATH, "w", encoding="utf-8") as file:
+            json.dump(
+                {"fixedProductMarketMakers": fpmms}, file, indent=2, sort_keys=True
+            )
+        last_write_time = now
+
+
+def get_fpmms(creator: str) -> Dict[str, Any]:
+    """Get Fixed Product Market Makers."""
+    fpmms = {}
+    try:
+        with open(FPMMS_JSON_PATH, "r", encoding="UTF-8") as json_file:
+            existing_data = json.load(json_file)
+            fpmms = existing_data.get("fixedProductMarketMakers", {})
+    except FileNotFoundError:
+        pass  # File doesn't exist yet, so there are no existing requests
+
+    _populate_missing_fpmms(creator.lower(), fpmms)
+    _populate_missing_buy_trades(fpmms)
+    return fpmms
+
+
+if __name__ == "__main__":
+    x = get_fpmms("0x89c5cc945dd550bcffb72fe42bff002429f46fec")