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process.lua
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process.lua
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local json = require("json")
local intervals = require("intervals")
local candles = require "candles"
local stats = require "stats"
local schemas = require "schemas"
local sqlite3 = require("lsqlite3")
local sqlschema = require("sqlschema")
local indicators = require("indicators")
local topNConsumers = require("top-n-consumers")
db = db or sqlite3.open_memory()
sqlschema.createTableIfNotExists(db)
--
OFFCHAIN_FEED_PROVIDER = 'P6i7xXWuZtuKJVJYNwEqduj0s8R_G4wZJ38TB5Knpy4'
TOKEN = ao.env.Process.Tags["Base-Token"]
AMM = ao.env.Process.Tags["Monitor-For"]
local function insertSingleMessage(msg, source, sourceAmm)
local valid, err = schemas.inputMessageSchema(msg)
assert(valid, 'Invalid input transaction data' .. json.encode(err))
local stmt, err = db:prepare [[
REPLACE INTO amm_transactions (
id, source, block_height, block_id, sender, created_at_ts,
to_token, from_token, from_quantity, to_quantity, fee, amm_process,
reserves_
) VALUES (:id, :source, :block_height, :block_id, :sender, :created_at_ts,
:to_token, :from_token, :from_quantity, :to_quantity, :fee, :amm_process);
]]
if not stmt then
error("Failed to prepare SQL statement: " .. db:errmsg())
end
stmt:bind_names({
id = msg.Id,
source = source,
block_height = msg['Block-Height'],
block_id = msg['Block-Id'] or '',
sender = msg.recipient or '',
created_at_ts = msg.Timestamp,
to_token = msg.Tags['To-Token'],
from_token = msg.Tags['From-Token'],
from_quantity = tonumber(msg.Tags['From-Quantity']),
to_quantity = tonumber(msg.Tags['To-Quantity']),
fee = tonumber(msg.Tags['Fee']),
amm_process = sourceAmm
})
stmt:step()
stmt:reset()
end
function debugTable()
local stmt = db:prepare [[
SELECT * FROM amm_transactions ORDER BY created_at_ts LIMIT 100;
]]
if not stmt then
error("Failed to prepare SQL statement: " .. db:errmsg())
end
return sqlschema.queryMany(stmt)
end
local function findPriceAroundTimestamp(targetTimestampBefore, ammProcessId)
local stmt = db:prepare [[
SELECT price
FROM amm_transactions_view
WHERE created_at_ts <= :target_timestamp_before
AND amm_process = :amm_process_id
ORDER BY created_at_ts DESC
LIMIT 1;
]]
if not stmt then
error("Failed to prepare SQL statement: " .. db:errmsg())
end
stmt:bind_names({
target_timestamp_before = targetTimestampBefore,
amm_process_id = ammProcessId
})
local row = sqlschema.queryOne(stmt)
local price = row and row.price or nil
return price
end
Handlers.add(
"GetStats",
Handlers.utils.hasMatchingTag("Action", "Get-Stats"),
function(msg)
local stats = stats.getAggregateStats(0, msg.Tags.AMM)
local now = msg.Timestamp / 1000
local priceNow = findPriceAroundTimestamp(now, msg.Tags.AMM)
local price24HAgo = findPriceAroundTimestamp(now - intervals.IntervalSecondsMap['1d'], msg.Tags.AMM)
local price6HAgo = findPriceAroundTimestamp(now - intervals.IntervalSecondsMap['6h'], msg.Tags.AMM)
local price1HAgo = findPriceAroundTimestamp(now - intervals.IntervalSecondsMap['1h'], msg.Tags.AMM)
ao.send({
Target = msg.From,
['App-Name'] = 'Dexi',
['Payload'] = 'Stats',
['AMM'] = msg.Tags.AMM,
['Total-Volume'] = tostring(stats.total_volume),
['Buy-Volume'] = tostring(stats.buy_volume),
['Sell-Volume'] = tostring(stats.sell_volume),
['Buy-Count'] = tostring(stats.buy_count),
['Sell-Count'] = tostring(stats.sell_count),
['Buyers'] = tostring(stats.distinct_buyers),
['Sellers'] = tostring(stats.distinct_sellers),
['Total-Traders'] = tostring(stats.distinct_traders),
['Latest-Price'] = tostring(priceNow),
['Price-24H-Ago'] = tostring(price24HAgo),
['Price-6H-Ago'] = tostring(price6HAgo),
['Price-1H-Ago'] = tostring(price1HAgo)
})
end
)
function startOfDayUTC(currentTimestamp)
local utcDateTable = os.date("!*t", currentTimestamp)
utcDateTable.hour = 0
utcDateTable.min = 0
utcDateTable.sec = 0
return os.time(utcDateTable)
end
Handlers.add(
"GetCandles",
Handlers.utils.hasMatchingTag("Action", "Get-Candles"),
function(msg)
local days = msg.Tags.Days and tonumber(msg.Tags.Days) or 30
local candles = candles.generateCandlesForXDaysInIntervalY(days, msg.Tags.Interval, msg.Timestamp / 1000,
msg.Tags.AMM)
ao.send({
Target = msg.From,
['App-Name'] = 'Dexi',
['Payload'] = 'Candles',
['AMM'] = msg.Tags.AMM,
['Interval'] = msg.Tags.Interval or '15m',
['Days'] = tostring(msg.Tags.Days),
Data = json.encode(candles)
})
end
)
Handlers.add(
"UpdateLocalState",
Handlers.utils.hasMatchingTag("Action", "Order-Confirmation-Monitor"),
function(msg)
local stmt = 'SELECT TRUE FROM amm_registry WHERE amm_process = :amm_process'
local stmt = db:prepare(stmt)
stmt:bind_names({ amm_process = msg.From })
msg.Timestamp = math.floor(msg.Timestamp / 1000)
local row = sqlschema.queryOne(stmt)
if row or msg.From == Owner then
insertSingleMessage(msg, 'message', msg.From)
end
end
)
Handlers.add(
"GetRegisteredAMMs",
Handlers.utils.hasMatchingTag("Action", "Get-Registered-AMMs"),
function(msg)
ao.send({
['App-Name'] = 'Dexi',
['Payload'] = 'Registered-AMMs',
Target = msg.From,
Data = json.encode(sqlschema.getRegisteredAMMs())
})
end
)
Handlers.add(
"GetOverview",
Handlers.utils.hasMatchingTag("Action", "Get-Overview"),
function(msg)
local now = msg.Timestamp / 1000
local orderBy = msg.Tags['Order-By']
ao.send({
['App-Name'] = 'Dexi',
['Payload'] = 'Overview',
Target = msg.From,
Data = json.encode(sqlschema.getOverview(now, orderBy))
})
end
)
Handlers.add(
"GetTopNMarketData",
Handlers.utils.hasMatchingTag("Action", "Get-Top-N-Market-Data"),
function(msg)
local quoteToken = msg.Tags['Quote-Token']
if not quoteToken then
error('Quote-Token is required')
end
if not sqlschema.isQuoteTokenAvailable(quoteToken) then
error('Quote-Token not available: ' .. quoteToken)
end
ao.send({
['App-Name'] = 'Dexi',
['Payload'] = 'Top-N-Market-Data',
Target = msg.From,
Data = json.encode(sqlschema.getTopNMarketData(quoteToken))
})
end
)
Handlers.add(
"ReceiveOffchainFeed", -- handler name
Handlers.utils.hasMatchingTag("Action", "Receive-Offchain-Feed"),
function(msg)
if msg.From == OFFCHAIN_FEED_PROVIDER then
local data = json.decode(msg.Data)
for _, transaction in ipairs(data) do
insertSingleMessage(transaction, 'gateway', transaction.Tags['AMM'])
end
end
end
)
Handlers.add(
"GetCurrentHeight",
Handlers.utils.hasMatchingTag("Action", "Get-Current-Height"),
function(msg)
local stmt = db:prepare [[
SELECT MAX(block_height) AS max_height
FROM amm_transactions
WHERE source = 'gateway' AND amm_process = :amm;
]]
stmt:bind_names({ amm = msg.Tags.AMM })
local row = sqlschema.queryOne(stmt)
local gatewayHeight = row and row.max_height or 0
stmt:reset()
ao.send({
Target = msg.From,
Height = tostring(gatewayHeight)
})
end
)
LastTriggeredHour = -1
Handlers.add(
"CronMinuteTick",
Handlers.utils.hasMatchingTag("Action", "Cron-Minute-Tick"),
function(msg)
local now = math.floor(msg.Timestamp / 1000)
local currentHour = math.floor(msg.Timestamp / 3600000)
if currentHour > LastTriggeredHour then
LastTriggeredHour = currentHour
indicators.dispatchIndicatorsForAllAMMs(now)
local outmsg = ao.send({
Target = ao.id,
Action = 'Dexi-Update-Tick',
OK = 'true'
})
end
topNConsumers.dispatchMarketData(now)
end
)
Handlers.add(
"RegisterProcess",
Handlers.utils.hasMatchingTag("Action", "Register-Process"),
function(msg)
local processId = msg.Tags['Subscriber-Process-Id']
local ownerId = msg.Tags['Owner-Id']
local ammProcessId = msg.Tags['AMM-Process-Id']
print('Registering process: ' .. processId .. ' for amm: ' .. ammProcessId .. ' with owner: ' .. ownerId)
sqlschema.registerProcess(processId, ownerId, ammProcessId)
Send({
Target = ao.id,
Assignments = { ownerId, processId },
Action = 'Dexi-Registration-Confirmation',
AMM = ammProcessId,
Process = processId,
OK = 'true'
})
end
)
Handlers.add(
"RegisterTopNConsumer",
Handlers.utils.hasMatchingTag("Action", "Register-Top-N-Consumer"),
function(msg)
local processId = msg.Tags['Subscriber-Process-Id']
local ownerId = msg.Tags['Owner-Id']
local quoteToken = msg.Tags['Quote-Token']
if not quoteToken then
error('Quote-Token is required')
end
if not sqlschema.isQuoteTokenAvailable(quoteToken) then
error('Quote-Token not available: ' .. quoteToken)
end
print('Registering top n consumer: ' .. processId .. ' for quote token: ' .. quoteToken .. ' with owner: ' .. ownerId)
sqlschema.registerTopNConsumer(processId, ownerId, quoteToken)
Send({
Target = ao.id,
Assignments = { ownerId, processId },
Action = 'Dexi-Top-N-Registration-Confirmation',
QuoteToken = quoteToken,
Process = processId,
OK = 'true'
})
end
)
Handlers.add(
"BatchRequestPrices",
Handlers.utils.hasMatchingTag("Action", "Price-Batch-Request"),
function(msg)
local amms = json.decode(msg.Tags['AMM-List'])
local ammPrices = {}
for _, amm in ipairs(amms) do
local price = findPriceAroundTimestamp(msg.Timestamp / 1000, amm)
ammPrices[amm] = price
end
ao.send({
Target = msg.From,
Action = 'Price-Batch-Response',
Data = json.encode(ammPrices)
})
end
)
Handlers.add(
"CreditNotice",
Handlers.utils.hasMatchingTag("Action", "Credit-Notice"),
function(msg)
if msg.From == 'Sa0iBLPNyJQrwpTTG-tWLQU-1QeUAJA73DdxGGiKoJc' then
sqlschema.updateBalance(msg.Tags.Sender, msg.From, tonumber(msg.Tags.Quantity), true)
end
end
)
Handlers.add(
"DumpTableToCSV",
Handlers.utils.hasMatchingTag("Action", "Dump-Table-To-CSV"),
function(msg)
local stmt = db:prepare [[
SELECT *
FROM amm_transactions;
]]
local rows = {}
local row = stmt:step()
while row do
table.insert(rows, row)
row = stmt:step()
end
stmt:reset()
local csvHeader =
"id,source,block_height,block_id,from,timestamp,is_buy,price,volume,to_token,from_token,from_quantity,to_quantity,fee,amm_process\n"
local csvData = csvHeader
for _, row in ipairs(rows) do
local rowData = string.format("%s,%s,%d,%s,%s,%d,%d,%.8f,%.8f,%s,%s,%.8f,%.8f,%.8f,%s\n",
row.id, row.source, row.block_height, row.block_id, row["from"], row["timestamp"],
row.is_buy, row.price, row.volume, row.to_token, row.from_token, row.from_quantity,
row.to_quantity, row.fee, row.amm_process)
csvData = csvData .. rowData
end
ao.send({
Target = msg.From,
Data = csvData
})
end
)
function Trusted(msg)
local mu = "fcoN_xJeisVsPXA-trzVAuIiqO3ydLQxM-L4XbrQKzY"
-- return false if trusted
if msg.Owner == mu then
return false
end
if msg.From == msg.Owner then
return false
end
return true
end
Handlers.prepend("qualify message",
Trusted,
function(msg)
print("This Msg is not trusted!")
end
)
-- Handlers.add(
-- "receive-data-feed",
-- Handlers.utils.hasMatchingTag("Action", "Receive-data-feed"),
-- function (msg)
-- local data = json.decode(msg.Data)
-- if data.data.transactions then
-- updateTransactions(data.data.transactions.edges)
-- print('transactions updated')
-- if #data.data.transactions.edges > 0 then
-- requestTransactions(100)
-- end
-- requestBlocks()
-- elseif data.data.blocks then
-- updateBlockTimestamps(data.data.blocks.edges)
-- print('blocks updated')
-- end
-- end
-- )