Init and migrate to new pyth endpoint (#720)

* Init and migrate to new pyth endpoint

* Use env variables

webapp/.gitignore

@@ -22,3 +22,4 @@ npm-debug.log*
 yarn-debug.log*
 yarn-error.log*
 /lib
+.vercel

webapp/api/_onchain.ts

@@ -0,0 +1,181 @@
+import { ethers } from "ethers";
+import axios from "axios";
+import ORACLE_ABI from "./abis/oracle.json";
+import wstETH_ABI from "./abis/wstETH.json";
+import rETH_ABI from "./abis/rETH.json";
+import sAVAX_ABI from "./abis/sAVAX.json";
+
+const CHAIN_IDS: {
+  [chainName: string]: number;
+} = {
+  ETH_MAINNET: 1,
+  AVAX_MAINNET: 43114,
+};
+
+const ORACLES: {
+  [chainId: number]: string;
+} = {
+  1: "0x789cD7AB3742e23Ce0952F6Bc3Eb3A73A0E08833",
+  777: "0xb5711dAeC960c9487d95bA327c570a7cCE4982c0",
+  43114: "0x108abfBa5AD61bd61A930BFe73394558d60f0b10",
+};
+
+const ASSETS: {
+  [chainId: number]: { [asset: string]: string };
+} = {
+  1: {
+    USDC: "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48",
+    WBTC: "0x2260FAC5E5542a773Aa44fBCfeDf7C193bc2C599",
+    WETH: "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2",
+    wstETH: "0x7f39C581F595B53c5cb19bD0b3f8dA6c935E2Ca0",
+    rETH: "0xae78736Cd615f374D3085123A210448E74Fc6393",
+    AAVE: "0x7Fc66500c84A76Ad7e9c93437bFc5Ac33E2DDaE9",
+    UNI: "0x1f9840a85d5aF5bf1D1762F925BDADdC4201F984",
+    SPELL: "0x090185f2135308BaD17527004364eBcC2D37e5F6",
+    BADGER: "0x3472A5A71965499acd81997a54BBA8D852C6E53d",
+    BAL: "0xba100000625a3754423978a60c9317c58a424e3D",
+    PERP: "0xbC396689893D065F41bc2C6EcbeE5e0085233447",
+  },
+  777: {
+    sAMB: "0x683aae5cD37AC94943D05C19E9109D5876113562",
+  },
+  43114: {
+    WAVAX: "0xB31f66AA3C1e785363F0875A1B74E27b85FD66c7",
+    sAVAX: "0x2b2C81e08f1Af8835a78Bb2A90AE924ACE0eA4bE",
+  },
+};
+
+const PROVIDERS: { [chainId: number]: ethers.providers.StaticJsonRpcProvider } =
+  {
+    1: new ethers.providers.StaticJsonRpcProvider(
+      process.env.REACT_APP_MAINNET_URI
+    ),
+    43114: new ethers.providers.StaticJsonRpcProvider(
+      process.env.REACT_APP_AVAX_URI
+    ),
+    777: new ethers.providers.StaticJsonRpcProvider(
+      process.env.REACT_APP_MAINNET_URI
+    ),
+  };
+
+/**
+ * 1. Get contract settlement state
+ * 2. Use the pyth price for the listed majors
+ */
+
+type OracleResponse = [ethers.BigNumber, boolean];
+
+export interface PriceResponse {
+  asset: string;
+  expiryPrice: string;
+  finalized: boolean;
+}
+
+async function getExpiryPricesForChainId(
+  chainid: number,
+  expiryTimestamp: number
+) {
+  let prices: PriceResponse[] = [];
+  const provider = PROVIDERS[chainid];
+  const oracle = new ethers.Contract(ORACLES[chainid], ORACLE_ABI, provider);
+  const assets = ASSETS[chainid];
+
+  let promises: Promise<OracleResponse>[] = [];
+
+  const assetKeys = Object.keys(assets);
+
+  for (const asset of assetKeys) {
+    const assetAddress = assets[asset];
+    const promise = oracle.getExpiryPrice(assetAddress, expiryTimestamp);
+    promises.push(promise);
+  }
+  const responses = await Promise.all(promises);
+
+  for (let i = 0; i < assetKeys.length; i++) {
+    const asset = assetKeys[i];
+    const [expiryPrice, finalized] = responses[i];
+    prices.push({
+      asset,
+      finalized,
+      expiryPrice: ethers.utils.formatUnits(expiryPrice, 8),
+    });
+  }
+
+  return prices;
+}
+export async function getExpiryPrices(
+  expiryTimestamp: number
+): Promise<PriceResponse[]> {
+  const chainIds = Object.keys(PROVIDERS).map(Number); // Parse the chain IDs as numbers
+
+  const unmergedPromises = chainIds.map((chainId) =>
+    getExpiryPricesForChainId(chainId, expiryTimestamp)
+  );
+
+  const unmerged = await Promise.all(unmergedPromises);
+  const prices = unmerged.flat();
+
+  return prices;
+}
+
+export async function getwstETHRatio(blockNumber: number): Promise<number> {
+  const provider = PROVIDERS[CHAIN_IDS["ETH_MAINNET"]];
+  const contract = new ethers.Contract(
+    ASSETS[CHAIN_IDS["ETH_MAINNET"]]["wstETH"],
+    wstETH_ABI,
+    provider
+  );
+  const result: string = await contract.callStatic.stEthPerToken({
+    blockTag: blockNumber,
+  });
+  return parseFloat(ethers.utils.formatEther(result));
+}
+
+export async function getrETHRatio(blockNumber: number): Promise<number> {
+  const provider = PROVIDERS[CHAIN_IDS["ETH_MAINNET"]];
+  const contract = new ethers.Contract(
+    ASSETS[CHAIN_IDS["ETH_MAINNET"]]["rETH"],
+    rETH_ABI,
+    provider
+  );
+  const result: string = await contract.callStatic.getExchangeRate({
+    blockTag: blockNumber,
+  });
+  return parseFloat(ethers.utils.formatEther(result));
+}
+
+export async function getsAVAXRatio(blockNumber: number): Promise<number> {
+  const provider = PROVIDERS[CHAIN_IDS["AVAX_MAINNET"]];
+  const contract = new ethers.Contract(
+    ASSETS[CHAIN_IDS["AVAX_MAINNET"]]["sAVAX"],
+    sAVAX_ABI,
+    provider
+  );
+  const result: string = await contract.callStatic.getPooledAvaxByShares(
+    ethers.utils.parseEther("1"),
+    {
+      blockTag: blockNumber,
+    }
+  );
+  return parseFloat(ethers.utils.formatEther(result));
+}
+
+export async function getClosestBlock(
+  timestamp: number,
+  chainName: string
+): Promise<number> {
+  const url = `https://coins.llama.fi/block/${chainName}/${timestamp.toString()}`;
+  try {
+    const response = await axios.get(url);
+
+    const { data } = response;
+    if (data.timestamp >= timestamp) {
+      return data.height;
+    } else {
+      return data.height + 1;
+    }
+  } catch (error) {
+    console.error(error);
+    throw error;
+  }
+}

webapp/api/_utils.ts

@@ -0,0 +1,60 @@
+import moment, { Moment } from "moment";
+import { NextApiRequest } from "next";
+
+export const parseExpiryFromRequest = (request: NextApiRequest) => {
+  const ex = request.query["expiry"] as string;
+  let expiryTimestamp: number;
+  if (ex === "latest") {
+    expiryTimestamp = getLastFriday();
+  } else {
+    expiryTimestamp = parseInt(request.query["expiry"] as string);
+  }
+  return expiryTimestamp;
+};
+
+export const getLastFriday = () => {
+  const now = moment().utc();
+  let friday;
+
+  switch (now.isoWeekday()) {
+    case 1:
+    case 2:
+    case 3:
+    case 4:
+      friday = moment().utc().day(5).subtract(1, "week");
+      break;
+    case 5:
+      // On Fridays, if before 8am UTC return last week. If after, return today
+      if (now.hours() < 8) {
+        friday = moment().utc().day(5).subtract(1, "week");
+      } else {
+        friday = moment().utc().day(5);
+      }
+      break;
+    case 6:
+    case 7:
+      friday = moment().utc().day(5);
+      break;
+  }
+  return (friday as Moment).hours(8).minutes(0).seconds(0).unix();
+};
+
+export const getNextFridayTimestamp = () => {
+  const now = moment().utc();
+  let friday;
+
+  switch (now.isoWeekday()) {
+    case 1:
+    case 2:
+    case 3:
+      friday = moment().utc().day(5);
+      break;
+    case 4:
+    case 5:
+    case 6:
+    case 7:
+      friday = moment().utc().day(5).add(1, "week");
+      break;
+  }
+  return (friday as Moment).hours(8).minutes(0).seconds(0).unix();
+};