Merge pull request #136 from vegaprotocol/pnl-pubkeys

Pnl pubkeys
vegaprotocol · Jul 25, 2023 · e2b2317 · e2b2317
2 parents 5d1178b + 70e9b29
commit e2b2317
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Showing 3 changed files with 460 additions and 0 deletions.
diff --git a/leaderboard/service.go b/leaderboard/service.go
@@ -207,6 +207,10 @@ func (s *Service) update() {
 		p, err = s.sortByPartyRewardsMakerReceived(socials)
 	case "ByPartyRewardsMakerReceivedPubkeys":
 		p, err = s.sortByPartyRewardsMakerReceivedPubkeys(socials)
+	case "ByPartyPositionsPubkeys":
+		p, err = s.sortByPartyPositionsPubkeys(socials)
+	case "ByPartyDepositWithdrawalPubkeys":
+		p, err = s.sortByPartyDepositWithdrawalPubkeys(socials)
 	default:
 		err = fmt.Errorf("invalid algorithm: %s", s.cfg.Algorithm)
 	}

diff --git a/leaderboard/sort_by_deposit_withdrawal_pubkeys.go b/leaderboard/sort_by_deposit_withdrawal_pubkeys.go
@@ -0,0 +1,224 @@
+package leaderboard
+
+import (
+	"context"
+	"fmt"
+	"sort"
+	"strconv"
+	"time"
+
+	log "github.com/sirupsen/logrus"
+	"github.com/vegaprotocol/topgun-service/verifier"
+)
+
+var gqlQueryPartiesDepositWithdrawalPubkeys string = `query ($pagination: Pagination!) {
+	partiesConnection(pagination: $pagination) {
+	  edges {
+		node {
+		  id
+		  positionsConnection {
+			edges {
+			  node {
+				market {
+				  id
+				}
+				openVolume
+				realisedPNL
+				averageEntryPrice
+				unrealisedPNL
+				realisedPNL
+			  }
+			}
+		  }
+		  withdrawalsConnection {
+			edges {
+			  node {
+				amount
+				createdTimestamp
+				createdTimestamp
+				status
+				asset {
+				  id
+				  symbol
+				  source {
+					__typename
+				  }
+				}
+			  }
+			}
+		  }
+		  depositsConnection {
+			edges {
+			  node {
+				amount
+				createdTimestamp
+				creditedTimestamp
+				status
+				asset {
+				  id
+				  symbol
+				  source {
+					__typename
+				  }
+				}
+			  }
+			}
+		  }
+		}
+	  }
+	  pageInfo {
+		hasNextPage
+		hasPreviousPage
+		startCursor
+		endCursor
+	  }
+	}
+  }`
+
+func (s *Service) sortByPartyDepositWithdrawalPubkeys(socials map[string]verifier.Social) ([]Participant, error) {
+
+	// Grab the DP we're targeting (for the asset we're interested in for the market specified
+	decimalPlacesStr, err := s.getAlgorithmConfig("decimalPlaces")
+	if err != nil {
+		return nil, fmt.Errorf("failed to get algorithm config: %s", err)
+	}
+	decimalPlaces, err := strconv.ParseFloat(decimalPlacesStr, 64)
+	if err != nil {
+		return nil, fmt.Errorf("failed to get algorithm config: %s", err)
+	}
+
+	pagination := Pagination{First: 50}
+
+	ctx := context.Background()
+	partyEdges := []PartiesEdge{}
+	for {
+		connection, err := getPartiesConnection(
+			ctx,
+			s.cfg.VegaGraphQLURL.String(),
+			gqlQueryPartiesDepositWithdrawalPubkeys,
+			map[string]interface{}{"pagination": pagination},
+			nil,
+		)
+		if err != nil {
+			return nil, fmt.Errorf("failed to get list of parties in loop: %w", err)
+		}
+
+		partyEdges = append(partyEdges, connection.Edges...)
+
+		// fmt.Println("got ", len(partyEdges), "end?", connection.PageInfo.EndCursor)
+
+		if !connection.PageInfo.NextPage {
+			// fmt.Println("done")
+			break
+		} else {
+			pagination.After = connection.PageInfo.EndCursor
+		}
+
+	}
+	participants := []Participant{}
+	// if participant in JSON, PNL = json data, otherwise starting PnL 0
+	for _, party := range partyEdges {
+		withdrawal := 0.0
+		deposit := 0.0
+		if len(party.Party.WithdrawalsConnection.Edges) != 0 {
+			for _, w := range party.Party.WithdrawalsConnection.Edges {
+				if err != nil {
+					fmt.Errorf("failed to convert Transfer amount to string", err)
+				}
+				if w.Withdrawal.Asset.Id == s.cfg.VegaAssets[0] &&
+					w.Withdrawal.CreatedAt.After(s.cfg.StartTime) &&
+					w.Withdrawal.CreatedAt.Before(s.cfg.EndTime) {
+					withdrawal, err = strconv.ParseFloat(w.Withdrawal.Amount, 64)
+				}
+			}
+		}
+
+		for _, d := range party.Party.DepositsConnection.Edges {
+			if err != nil {
+				fmt.Errorf("failed to convert Withdrawal amount to string", err)
+			}
+
+			if d.Deposit.Asset.Id == s.cfg.VegaAssets[0] &&
+				d.Deposit.Status == "STATUS_FINALIZED" &&
+				d.Deposit.CreatedAt.After(s.cfg.StartTime) &&
+				d.Deposit.CreatedAt.Before(s.cfg.EndTime) {
+				deposit, err = strconv.ParseFloat(d.Deposit.Amount, 64)
+			}
+		}
+		PnL := 0.0
+		realisedPnL := 0.0
+		unrealisedPnL := 0.0
+		openVolume := 0.0
+		if err == nil {
+			for _, acc := range party.Party.PositionsConnection.Edges {
+				for _, marketID := range s.cfg.MarketIDs {
+					if acc.Position.Market.ID == marketID {
+						if s, err := strconv.ParseFloat(acc.Position.RealisedPNL, 32); err == nil {
+							realisedPnL += s
+						}
+						if t, err := strconv.ParseFloat(acc.Position.UnrealisedPNL, 32); err == nil {
+							unrealisedPnL += t
+						}
+						if u, err := strconv.ParseFloat(acc.Position.OpenVolume, 32); err == nil {
+							openVolume += u
+						}
+						PnL = (realisedPnL + unrealisedPnL) / decimalPlaces
+					}
+				}
+
+			}
+		}
+
+		if (withdrawal != 0.0) && (deposit != 0.0) && (PnL != 0.0) {
+			if party.Party.blacklisted {
+				log.Infof("Blacklisted party added: %s", party.Party.ID)
+			}
+
+			pubkeyBlacklist := []string{"93e8077e3c0a942bd5469b3b142ffe643f4d9c5d9962a862de419bfc5f8bfeb9",
+				"4af3e8fe168095cc20c9232f7b4723645a59c6717eb4e9d2121378c6002fb4bb",
+				"ad0549439a1c15ebffc2ff406451eec560facfabe762b3a5401e3d20d384d5b3",
+				"19e675aa6a7747ee504e31adc660aa9df4213a8ca9d1243e4a30d0974dac3705",
+				"45c231260e56ba839f8cc0a4ccec16a209965f6534887ff19c3bfc9242bfc844",
+				"fdab1c1c9db496f651d922e3b056a4736e3a3b0ee301cb20afa491f3656939d8",
+				"1d2247dff85b9396d46545cb959e3b5c5925dd77e193ba873f01f4079481f67b",
+				"937802822f779d3d14b280ffdabcd2935c8b7c708a6ca53b8c05230827c8a960",
+				"86ff2c3b45be7c43202d1dc370779d070faaba1029094c46174857f1b445673f",
+				"51351917f4400efe8ecdd1ecc726d174bbd87c991dc0795863cadd586b4e3865",
+				"2aaeeeec54b72fcf69d89b2f5960dea1b9bca2cc71a61f421502a80fff32c139",
+				"022a129df7f8360c9de598e8d0eeb06c62c9f63393b25024af89cd5bfb1c6207",
+				"09a576a282cbafe3b37673949f7d563118222d4fbfa3df7879727667d4970577",
+				"0b8519bb08e11dac3ab1073f4fc8cd0ff02e5b751d14c5e624c26bf65c7aaf92",
+				"feae764c6615a4e9c0170a500e1d51d312b4b8e50bd59fa825843025bff4fe02",
+				"4a9b97bd45af1a9d744462edcb67a249165065984667914db2d2167a0d45221d",
+				"82507ccb7b6380dc36eae68bdbc5495d2b9126ce00f49bce911f6ad6a0c1359d",
+				"c810aa6c86b3c367248cc41277970cf97ef95568451338d72972a41fddd079a2",
+				"edae7973f562cd232ff15094509655b4d31c6d7fd5f8a45db5965572e65c4d54"}
+
+			for _, pubkey := range pubkeyBlacklist {
+				if pubkey == party.Party.ID {
+					party.Party.blacklisted = true
+				}
+			}
+
+			t := time.Now().UTC()
+			if party.Party.blacklisted == false {
+				participants = append(participants, Participant{
+					PublicKey:     party.Party.ID,
+					Data:          []string{"Completed"},
+					sortNum:       PnL,
+					CreatedAt:     t,
+					UpdatedAt:     t,
+					isBlacklisted: party.Party.blacklisted,
+				})
+			}
+
+		}
+	}
+
+	sortFunc := func(i, j int) bool {
+		return participants[i].sortNum > participants[j].sortNum
+	}
+	sort.Slice(participants, sortFunc)
+
+	return participants, nil
+}