CMN-654: Fix low high (#32)

src/grapqhl/pools.ts

@@ -5,6 +5,7 @@ import {
   PairSwapVolume,
   PoolV2,
   SwapAmounts,
+  TotalLowestHighestSwapPrice,
 } from "../models/pool";
 import { Observable, mergeMap } from "rxjs";
 import { poolsV2ConnectionsQuery as poolReservesV2 } from "./v2/queries";
@@ -73,12 +74,7 @@ export async function pairLowestHighestSwapPrice(
   tokenInfo: TokenInfoById,
   fromMillis: bigint,
   toMillis: bigint,
-): Promise<LowestHighestSwapPrice> {
-  let swapPrice: LowestHighestSwapPrice = {
-    pool: pool.id,
-    min_price_0in: null,
-    max_price_0in: null,
-  };
+): Promise<LowestHighestSwapPrice | null> {
   const query = client.iterate({
     query: lowestHighestSwapsPriceQuery(pool.id, fromMillis, toMillis),
   });
@@ -91,32 +87,31 @@ export async function pairLowestHighestSwapPrice(
       if (swapPrices.length > 2 || swapPrices.length == 0) {
         console.error(`Expected 1 or 2 swap prices, got ${swapPrices.length}`);
       } else {
-        if (
-          swapPrices[0].min_price_0in === null ||
-          swapPrices[0].max_price_0in === null
-        ) {
-          return swapPrice;
-        }
-        const decimals0 = tokenInfo.getDecimals(pool.token0);
-        const decimals1 = tokenInfo.getDecimals(pool.token1);
-        if (decimals0 && decimals1) {
-          const minPrice =
-            swapPrices[0].min_price_0in * 10 ** (decimals0 - decimals1);
-          const maxPrice =
-            swapPrices[0].max_price_0in * 10 ** (decimals0 - decimals1);
-          swapPrice = {
-            pool: pool.id,
-            min_price_0in: minPrice,
-            max_price_0in: maxPrice,
-          };
-        }
+        // If swapPrices[1] exists, then input prices are in swapPrices[0], and output prices are in
+        // swapPrices[1]. If swapPrices[1] doesn't exist then all prices must be null, which is also
+        // handled by the logic below. See the corresponding query in common-amm-indexer.
+        const minPrice0In = swapPrices[0].min_price_0in;
+        const maxPrice0In = swapPrices[0].max_price_0in;
+        const minPrice0Out = swapPrices[1]
+          ? swapPrices[1].min_price_0out
+          : null;
+        const maxPrice0Out = swapPrices[1]
+          ? swapPrices[1].max_price_0out
+          : null;
+
+        return {
+          pool: swapPrices[0].pool,
+          min_price_0in: minPrice0In,
+          max_price_0in: maxPrice0In,
+          min_price_0out: minPrice0Out,
+          max_price_0out: maxPrice0Out,
+        };
       }
     }
   } catch (err) {
     console.error(err);
   }
-
-  return swapPrice;
+  return null;
 }
 
 /// Query all pair swap volumes from the GraphQL server.
@@ -202,7 +197,9 @@ function lowestHighestSwapsPriceQuery(
     lowestHighestSwapPrice(poolId: "${poolId}", fromMillis: ${fromMillis}, toMillis: ${toMillis}) {
       pool
       min_price_0in
+      min_price_0out
       max_price_0in
+      max_price_0out
     }
   }
 `;

src/models/pool.ts

@@ -33,7 +33,14 @@ export interface TotalPairSwapVolume {
 export interface LowestHighestSwapPrice {
   pool: string;
   min_price_0in: number | null;
+  min_price_0out: number | null;
   max_price_0in: number | null;
+  max_price_0out: number | null;
+}
+
+export interface TotalLowestHighestSwapPrice {
+  lowestPrice: number | null;
+  highestPrice: number | null;
 }
 
 export interface SwapAmounts {
@@ -98,7 +105,7 @@ export class Pools {
     if (!this.graphqlClient) {
       return null;
     }
-    // We want to query the volumes for the nearest minut.
+    // We want to query the volumes for the nearest minute.
     // This way we can leverage GraphQL caching functionality.
     const fromNearestMinute = (fromMillis / 60000n) * 60000n;
     const toNearestMinute = (toMillis / 60000n) * 60000n;
@@ -119,7 +126,7 @@ export class Pools {
     if (!this.graphqlClient) {
       return null;
     }
-    // We want to query the volumes for the nearest minut.
+    // We want to query the volumes for the nearest minute.
     // This way we can leverage GraphQL caching functionality.
     const fromNearestMinute = (fromMillis / 60000n) * 60000n;
     const toNearestMinute = (toMillis / 60000n) * 60000n;

src/services/coingeckoIntegration.ts

@@ -2,6 +2,7 @@ import {
   LowestHighestSwapPrice,
   Pools,
   PoolV2,
+  TotalLowestHighestSwapPrice,
   TotalPairSwapVolume,
 } from "../models/pool";
 import { PairSwapVolume } from "../models/pool";
@@ -104,7 +105,11 @@ export class CoingeckoIntegration {
   private async pairLowestHighestSwapPrice(
     pool: PoolV2,
     tokenInfo: TokenInfoById,
-  ): Promise<LowestHighestSwapPrice> {
+  ): Promise<TotalLowestHighestSwapPrice> {
+    let swapPrice: TotalLowestHighestSwapPrice = {
+      lowestPrice: null,
+      highestPrice: null,
+    };
     let now_millis = new Date().getTime();
     let yesterday_millis = now_millis - DAY_IN_MILLIS;
     const price = await this.pools.poolLowestHighestSwapPrice(
@@ -113,23 +118,43 @@ export class CoingeckoIntegration {
       BigInt(yesterday_millis),
       BigInt(now_millis),
     );
-    if (!price) {
-      return {
-        pool: pool.id,
-        min_price_0in: null,
-        max_price_0in: null,
+    const decimals0 = tokenInfo.getDecimals(pool.token0);
+    const decimals1 = tokenInfo.getDecimals(pool.token1);
+    if (price !== null && decimals0 && decimals1) {
+      let minPrice = price.min_price_0in;
+      let maxPrice = price.max_price_0in;
+      if (price.min_price_0out !== null) {
+        minPrice =
+          minPrice === null
+            ? price.min_price_0out
+            : Math.min(minPrice, price.min_price_0out);
+      }
+      if (price.max_price_0out !== null) {
+        maxPrice =
+          maxPrice === null
+            ? price.max_price_0out
+            : Math.max(maxPrice, price.max_price_0out);
+      }
+
+      // both are null, or both aren't
+      if (minPrice !== null && maxPrice !== null) {
+        minPrice *= 10 ** (decimals0 - decimals1);
+        maxPrice *= 10 ** (decimals0 - decimals1);
+      }
+      swapPrice = {
+        lowestPrice: minPrice,
+        highestPrice: maxPrice,
       };
-    } else {
-      return price;
     }
+    return swapPrice;
   }
 
   private poolToTicker(
     pool: PoolV2,
     poolVolume: TotalPairSwapVolume,
     lastPrice: number | null,
     liquidityInUsd: number,
-    lowestHighest: LowestHighestSwapPrice,
+    lowestHighest: TotalLowestHighestSwapPrice,
   ): Ticker {
     return {
       ticker_id: `${pool.token0}_${pool.token1}`,
@@ -141,12 +166,12 @@ export class CoingeckoIntegration {
       target_volume: poolVolume.token1Volume.toString(),
       liquidity_in_usd: liquidityInUsd.toString(),
       high:
-        lowestHighest.max_price_0in !== null
-          ? lowestHighest.max_price_0in.toString()
+        lowestHighest.highestPrice !== null
+          ? lowestHighest.highestPrice.toString()
           : null,
       low:
-        lowestHighest.min_price_0in !== null
-          ? lowestHighest.min_price_0in.toString()
+        lowestHighest.lowestPrice !== null
+          ? lowestHighest.lowestPrice.toString()
           : null,
     };
   }