feat(yield): return liquidity pools info (#99)

.env.example

@@ -47,6 +47,13 @@
 #ORDERBOOK_DATABASE_USERNAME=
 #ORDERBOOK_DATABASE_PASSWORD=
 
+# Analytics database (used in Yield aka Vampire attack)
+#COW_ANALYTICS_DATABASE_NAME=
+#COW_ANALYTICS_DATABASE_HOST=
+#COW_ANALYTICS_DATABASE_PORT=
+#COW_ANALYTICS_DATABASE_USERNAME=
+#COW_ANALYTICS_DATABASE_PASSWORD=
+
 # CMS
 #CMS_API_KEY=
 #CMS_BASE_URL=https://cms.cow.fi

apps/api/src/app/data/poolInfo.ts

@@ -0,0 +1,32 @@
+import {
+  Column,
+  Entity,
+  PrimaryColumn
+} from 'typeorm';
+import { bufferToString, stringToBuffer } from '@cowprotocol/shared';
+
+@Entity({ name: 'cow_amm_competitor_info', schema: 'public' })
+export class PoolInfo {
+  @PrimaryColumn('bytea', {
+    transformer: { from: bufferToString, to: stringToBuffer },
+  })
+  contract_address: string;
+
+  @Column('int')
+  chain_id: number;
+
+  @Column('varchar')
+  project: string;
+
+  @Column('double precision')
+  apr: number;
+
+  @Column('double precision')
+  fee: number;
+
+  @Column('double precision')
+  tvl: number;
+
+  @Column('double precision')
+  volume: number;
+}

apps/api/src/app/plugins/env.ts

@@ -41,6 +41,23 @@ const schema = {
     MORALIS_API_KEY: {
       type: 'string',
     },
+
+    // CoW Analytics DB
+    COW_ANALYTICS_DATABASE_NAME: {
+      type: 'string',
+    },
+    COW_ANALYTICS_DATABASE_HOST: {
+      type: 'string',
+    },
+    COW_ANALYTICS_DATABASE_PORT: {
+      type: 'number',
+    },
+    COW_ANALYTICS_DATABASE_USERNAME: {
+      type: 'string',
+    },
+    COW_ANALYTICS_DATABASE_PASSWORD: {
+      type: 'string',
+    },
   },
 };
 

apps/api/src/app/plugins/orm.ts

@@ -0,0 +1,42 @@
+import 'reflect-metadata';
+import { FastifyInstance } from 'fastify';
+import typeORMPlugin from 'typeorm-fastify-plugin';
+import fp from 'fastify-plugin';
+import { PoolInfo } from '../data/poolInfo';
+
+export default fp(async function (fastify: FastifyInstance) {
+  const dbParams = {
+    host: fastify.config.COW_ANALYTICS_DATABASE_HOST,
+    port: Number(fastify.config.COW_ANALYTICS_DATABASE_PORT),
+    database: fastify.config.COW_ANALYTICS_DATABASE_NAME,
+    username: fastify.config.COW_ANALYTICS_DATABASE_USERNAME,
+    password: fastify.config.COW_ANALYTICS_DATABASE_PASSWORD,
+  }
+
+  const dbParamsAreInvalid = Object.values(dbParams).some((v) => Number.isNaN(v) || v === undefined);
+
+  if (dbParamsAreInvalid) {
+    console.error('Invalid CoW Analytics database parameters, please check COW_ANALYTICS_* env vars');
+    return
+  }
+
+  fastify.register(typeORMPlugin, {
+    ...dbParams,
+    type: 'postgres',
+    entities: [PoolInfo],
+    ssl: true,
+    extra: {
+      ssl: {
+        rejectUnauthorized: false
+      }
+    }
+  });
+
+  fastify.ready((err) => {
+    if (err) {
+      throw err;
+    }
+
+    fastify.orm.runMigrations({ transaction: 'all' });
+  });
+});

apps/api/src/app/routes/__chainId/yield/const.ts

@@ -0,0 +1,4 @@
+import ms from 'ms';
+
+export const POOLS_RESULT_LIMIT = 500
+export const POOLS_QUERY_CACHE = ms('12h')

apps/api/src/app/routes/__chainId/yield/getPoolsAverageApr.ts

@@ -0,0 +1,65 @@
+import { FastifyPluginAsync } from 'fastify';
+import { FromSchema } from 'json-schema-to-ts';
+import { PoolInfo } from '../../../data/poolInfo';
+import {
+  errorSchema,
+  paramsSchema,
+  poolsAverageAprBodySchema
+} from './schemas';
+import { trimDoubleQuotes } from './utils';
+import { CACHE_CONTROL_HEADER, getCacheControlHeaderValue } from '../../../../utils/cache';
+
+type RouteSchema = FromSchema<typeof paramsSchema>;
+type SuccessSchema = FromSchema<typeof poolsAverageAprBodySchema>;
+type ErrorSchema = FromSchema<typeof errorSchema>;
+
+interface PoolInfoResult {
+  project: string;
+  average_apr: number;
+}
+
+const CACHE_SECONDS = 21600; // 6 hours
+
+const root: FastifyPluginAsync = async (fastify): Promise<void> => {
+  fastify.get<{
+    Params: RouteSchema;
+    Reply: SuccessSchema | ErrorSchema;
+  }>(
+    '/pools-average-apr',
+    {
+      schema: {
+        params: paramsSchema,
+        response: {
+          '2XX': poolsAverageAprBodySchema,
+          '400': errorSchema,
+        },
+      },
+    },
+    async function (request, reply) {
+      const { chainId } = request.params;
+
+      const poolInfoRepository = fastify.orm.getRepository(PoolInfo);
+
+      const result = await poolInfoRepository.query(`
+          SELECT project,
+                 AVG(apr) AS average_apr
+          FROM cow_amm_competitor_info
+          WHERE chain_id = ${chainId}
+          GROUP BY project;
+      `)
+
+      const averageApr = result.reduce((acc: Record<string, number>, val: PoolInfoResult) => {
+        const projectName = trimDoubleQuotes(val.project)
+
+        acc[projectName] = +val.average_apr.toFixed(6)
+
+        return acc
+      }, {})
+
+      reply.header(CACHE_CONTROL_HEADER, getCacheControlHeaderValue(CACHE_SECONDS));
+      reply.status(200).send(averageApr);
+    }
+  );
+};
+
+export default root;

apps/api/src/app/routes/__chainId/yield/getPoolsInfo.ts

@@ -0,0 +1,58 @@
+import { FastifyPluginAsync } from 'fastify';
+import { FromSchema } from 'json-schema-to-ts';
+import { PoolInfo } from '../../../data/poolInfo';
+import { In } from 'typeorm';
+import { poolsInfoBodySchema, errorSchema, paramsSchema, poolsInfoSuccessSchema } from './schemas';
+import { POOLS_QUERY_CACHE, POOLS_RESULT_LIMIT } from './const';
+import { trimDoubleQuotes } from './utils';
+
+type RouteSchema = FromSchema<typeof paramsSchema>;
+type SuccessSchema = FromSchema<typeof poolsInfoSuccessSchema>;
+type ErrorSchema = FromSchema<typeof errorSchema>;
+type BodySchema = FromSchema<typeof poolsInfoBodySchema>;
+
+const root: FastifyPluginAsync = async (fastify): Promise<void> => {
+  fastify.post<{
+    Params: RouteSchema;
+    Reply: SuccessSchema | ErrorSchema;
+    Body: BodySchema;
+  }>(
+    '/pools',
+    {
+      schema: {
+        params: paramsSchema,
+        response: {
+          '2XX': poolsInfoSuccessSchema,
+          '400': errorSchema,
+        },
+        body: poolsInfoBodySchema
+      },
+    },
+    async function (request, reply) {
+      const { chainId } = request.params;
+      const poolsAddresses = request.body;
+
+      const poolInfoRepository = fastify.orm.getRepository(PoolInfo);
+
+      const results = await poolInfoRepository.find({
+        take: POOLS_RESULT_LIMIT,
+        where: {
+          ...(poolsAddresses.length > 0 ? { contract_address: In(poolsAddresses) } : null),
+          chain_id: chainId
+        },
+        cache: POOLS_QUERY_CACHE
+      })
+
+      const mappedResults = results.map(res => {
+        return {
+          ...res,
+          project: trimDoubleQuotes(res.project)
+        }
+      })
+
+      reply.status(200).send(mappedResults);
+    }
+  );
+};
+
+export default root;

apps/api/src/app/routes/__chainId/yield/schemas.ts

@@ -0,0 +1,92 @@
+import { AddressSchema, ChainIdSchema } from '../../../schemas';
+import { JSONSchema } from 'json-schema-to-ts';
+import { POOLS_RESULT_LIMIT } from './const';
+
+export const paramsSchema = {
+  type: 'object',
+  required: ['chainId'],
+  additionalProperties: false,
+  properties: {
+    chainId: ChainIdSchema,
+  },
+} as const satisfies JSONSchema;
+
+export const poolsInfoSuccessSchema = {
+  type: 'array',
+  items: {
+    type: 'object',
+    required: [
+      'contract_address',
+      'chain_id',
+      'project',
+      'apr',
+      'fee',
+      'tvl',
+      'volume'
+    ],
+    additionalProperties: false,
+    properties: {
+      contract_address: {
+        title: 'Pool address',
+        type: 'string',
+        pattern: AddressSchema.pattern
+      },
+      chain_id: ChainIdSchema,
+      project: {
+        title: 'Liquidity provider',
+        type: 'string',
+      },
+      apr: {
+        title: 'APR',
+        description: 'Annual Percentage Rate',
+        type: 'number',
+      },
+      fee: {
+        title: 'Fee tier',
+        description: 'Pool fee percent',
+        type: 'number',
+      },
+      tvl: {
+        title: 'TVL',
+        description: 'Total value locked (in USD)',
+        type: 'number',
+      },
+      volume: {
+        title: 'Volume 24h',
+        description: 'Trading volume in the last 24 hours (in USD)',
+        type: 'number',
+      },
+    },
+  },
+} as const satisfies JSONSchema;
+
+export const poolsInfoBodySchema = {
+  type: 'array',
+  items: {
+    title: 'Pool address',
+    description: 'Blockchain address of the pool',
+    type: 'string',
+    pattern: AddressSchema.pattern,
+  },
+  maxItems: POOLS_RESULT_LIMIT
+} as const satisfies JSONSchema;
+
+export const poolsAverageAprBodySchema = {
+  type: 'object',
+  title: 'Liquidity provider - apr',
+  additionalProperties: true
+} as const satisfies JSONSchema;
+
+
+export const errorSchema = {
+  type: 'object',
+  required: ['message'],
+  additionalProperties: false,
+  properties: {
+    message: {
+      title: 'Message',
+      description: 'Message describing the error.',
+      type: 'string',
+    },
+  },
+} as const satisfies JSONSchema;

apps/api/src/app/routes/__chainId/yield/types.ts

@@ -0,0 +1,6 @@
+export interface PoolInfo {
+  apy: number
+  tvl: number
+  feeTier: number
+  volume24h: number
+}

apps/api/src/app/routes/__chainId/yield/utils.ts

@@ -0,0 +1,11 @@
+export function trimDoubleQuotes(value: string): string {
+  if (value[0] === '"') {
+    return trimDoubleQuotes(value.slice(1))
+  }
+
+  if (value[value.length - 1] === '"') {
+    return trimDoubleQuotes(value.slice(0, -1))
+  }
+
+  return value
+}

apps/api/src/datasource.config.ts

@@ -0,0 +1,16 @@
+import * as dotenv from 'dotenv';
+import { DataSource } from 'typeorm';
+
+dotenv.config();
+
+export const cowAnalyticsDb = new DataSource({
+  type: 'postgres',
+  host: process.env.COW_ANALYTICS_DATABASE_HOST,
+  port: Number(process.env.COW_ANALYTICS_DATABASE_PORT),
+  username: process.env.COW_ANALYTICS_DATABASE_USERNAME,
+  password: process.env.COW_ANALYTICS_DATABASE_PASSWORD,
+  database: process.env.COW_ANALYTICS_DATABASE_NAME,
+  entities: ['src/app/data/*.ts'],
+});
+
+cowAnalyticsDb.initialize();

apps/api/tsconfig.app.json

@@ -3,7 +3,7 @@
   "compilerOptions": {
     "outDir": "../../dist/out-tsc",
     "module": "commonjs",
-    "types": ["node"]
+    "types": ["node"],
   },
   "exclude": ["jest.config.ts", "src/**/*.spec.ts", "src/**/*.test.ts"],
   "include": ["src/**/*.ts"]

apps/api/tsconfig.json

@@ -11,6 +11,7 @@
     }
   ],
   "compilerOptions": {
+    "strictPropertyInitialization": false,
     "esModuleInterop": true
   }
 }