refactor: use prices api for lending price oracle ohlc

apps/main/src/lend/store/createOhlcChartSlice.ts

@@ -15,6 +15,7 @@ import type {
 } from 'ui/src/Chart/types'
 import type { UTCTimestamp } from 'lightweight-charts'
 import type { Address, Chain } from '@curvefi/prices-api'
+import { getOracle } from '@curvefi/prices-api/lending'
 import { getOHLC } from '@curvefi/prices-api/llamma'
 
 import produce from 'immer'
@@ -405,41 +406,36 @@ const createOhlcChart = (set: SetState<State>, get: GetState<State>) => ({
       const checkSummedController = getAddress(controller)
 
       try {
-        const oracleOhlcDataFetch = await fetch(
-          `https://prices.curve.fi/v1/lending/oracle_ohlc/${network}/${checkSummedController}?agg_number=${interval}&agg_units=${timeUnit}&start=${start}&end=${end}`,
-        )
-        const oracleOhlcResponse = await oracleOhlcDataFetch.json()
-
-        // detail appears when no curve oracle pools can be found in the api
-        if (oracleOhlcResponse.detail) {
-          throw new Error(oracleOhlcResponse.detail)
-        }
+        const { pools, ohlc } = await getOracle({
+          chain: network as Chain,
+          controller: checkSummedController as Address,
+          interval,
+          units: timeUnit as OHLCTimeUnit,
+          start,
+          end,
+        })
 
-        if (oracleOhlcResponse.data?.length === 0) {
+        if (ohlc.length === 0) {
           throw new Error('No oracle OHLC data found. Data may be unavailable for this pool.')
         }
 
         let baselinePriceArray: LlamaBaselinePriceData[] = []
         let oraclePriceArray: OraclePriceData[] = []
         let ohlcDataArray: LpPriceOhlcDataFormatted[] = []
 
-        for (const item of oracleOhlcResponse.data) {
-          if (item.base_price) {
-            baselinePriceArray.push({
-              time: convertToLocaleTimestamp(item.time) as UTCTimestamp,
-              base_price: item.base_price,
-            })
-          }
+        for (const item of ohlc) {
+          baselinePriceArray.push({
+            time: item.time.getUTCTimestamp(),
+            base_price: item.basePrice,
+          })
 
-          if (item.oracle_price) {
-            oraclePriceArray.push({
-              time: convertToLocaleTimestamp(item.time) as UTCTimestamp,
-              value: item.oracle_price,
-            })
-          }
+          oraclePriceArray.push({
+            time: item.time.getUTCTimestamp(),
+            value: item.oraclePrice,
+          })
 
           ohlcDataArray.push({
-            time: convertToLocaleTimestamp(item.time) as UTCTimestamp,
+            time: item.time.getUTCTimestamp(),
             open: item.open,
             close: item.close,
             high: item.high,
@@ -451,17 +447,17 @@ const createOhlcChart = (set: SetState<State>, get: GetState<State>) => ({
           produce((state: State) => {
             state[sliceKey].chartOraclePoolOhlc.data = ohlcDataArray
             state[sliceKey].chartOraclePoolOhlc.collateralToken = {
-              address: oracleOhlcResponse.oracle_pools[0].collateral_address,
-              symbol: oracleOhlcResponse.oracle_pools[0].collateral_symbol,
+              address: pools[0].collateralAddress,
+              symbol: pools[0].collateralSymbol,
             }
             state[sliceKey].chartOraclePoolOhlc.borrowedToken = {
-              address: oracleOhlcResponse.oracle_pools[oracleOhlcResponse.oracle_pools.length - 1].borrowed_address,
-              symbol: oracleOhlcResponse.oracle_pools[oracleOhlcResponse.oracle_pools.length - 1].borrowed_symbol,
+              address: pools[pools.length - 1].borrowedAddress,
+              symbol: pools[pools.length - 1].borrowedSymbol,
             }
             state[sliceKey].chartOraclePoolOhlc.oraclePriceData = oraclePriceArray
             state[sliceKey].chartOraclePoolOhlc.baselinePriceData = baselinePriceArray
             state[sliceKey].chartOraclePoolOhlc.refetchingCapped = ohlcDataArray.length < 299
-            state[sliceKey].chartOraclePoolOhlc.lastFetchEndTime = oracleOhlcResponse.data[0].time
+            state[sliceKey].chartOraclePoolOhlc.lastFetchEndTime = ohlc[0].time.getUTCTimestamp()
             state[sliceKey].chartOraclePoolOhlc.fetchStatus = 'READY'
           }),
         )
@@ -496,32 +492,32 @@ const createOhlcChart = (set: SetState<State>, get: GetState<State>) => ({
       const checkSummedController = getAddress(controller)
 
       try {
-        const oracleOhlcDataFetch = await fetch(
-          `https://prices.curve.fi/v1/lending/oracle_ohlc/${network}/${checkSummedController}?agg_number=${interval}&agg_units=${timeUnit}&start=${start}&end=${end}`,
-        )
-        const oracleOhlcResponse = await oracleOhlcDataFetch.json()
+        const { pools, ohlc } = await getOracle({
+          chain: network as Chain,
+          controller: checkSummedController as Address,
+          interval,
+          units: timeUnit as OHLCTimeUnit,
+          start,
+          end,
+        })
 
         let baselinePriceArray: LlamaBaselinePriceData[] = []
         let oraclePriceArray: OraclePriceData[] = []
         let ohlcDataArray: LpPriceOhlcDataFormatted[] = []
 
-        for (const item of oracleOhlcResponse.data) {
-          if (item.base_price) {
-            baselinePriceArray.push({
-              time: convertToLocaleTimestamp(item.time) as UTCTimestamp,
-              base_price: item.base_price,
-            })
-          }
+        for (const item of ohlc) {
+          baselinePriceArray.push({
+            time: item.time.getUTCTimestamp(),
+            base_price: item.basePrice,
+          })
 
-          if (item.oracle_price) {
-            oraclePriceArray.push({
-              time: convertToLocaleTimestamp(item.time) as UTCTimestamp,
-              value: item.oracle_price,
-            })
-          }
+          oraclePriceArray.push({
+            time: item.time.getUTCTimestamp(),
+            value: item.oraclePrice,
+          })
 
           ohlcDataArray.push({
-            time: convertToLocaleTimestamp(item.time) as UTCTimestamp,
+            time: item.time.getUTCTimestamp(),
             open: item.open,
             close: item.close,
             high: item.high,
@@ -534,14 +530,14 @@ const createOhlcChart = (set: SetState<State>, get: GetState<State>) => ({
           oracleData: oraclePriceArray,
           baselineData: baselinePriceArray,
           refetchingCapped: ohlcDataArray.length < 299,
-          lastFetchEndTime: oracleOhlcResponse.data[0].time,
+          lastFetchEndTime: ohlc[0].time.getUTCTimestamp(),
           collateralToken: {
-            address: oracleOhlcResponse.oracle_pools[0].collateral_address,
-            symbol: oracleOhlcResponse.oracle_pools[0].collateral_symbol,
+            address: pools[0].collateralAddress,
+            symbol: pools[0].collateralSymbol,
           },
           borrowedToken: {
-            address: oracleOhlcResponse.oracle_pools[oracleOhlcResponse.oracle_pools.length - 1].borrowed_address,
-            symbol: oracleOhlcResponse.oracle_pools[oracleOhlcResponse.oracle_pools.length - 1].borrowed_symbol,
+            address: pools[pools.length - 1].borrowedAddress,
+            symbol: pools[pools.length - 1].borrowedSymbol,
           },
         }
       } catch (error) {

packages/prices-api/src/lending/api.ts

@@ -1,4 +1,4 @@
-import { getHost, type Options, type Chain } from '..'
+import { getHost, type Options, type Chain, type Address } from '..'
 import { fetchJson as fetch } from '../fetch'
 import type * as Responses from './responses'
 import * as Parsers from './parsers'
@@ -13,3 +13,35 @@ export async function getLoanDistribution(endpoint: Endpoint, chain: Chain, cont
 
   return Parsers.parseLoanDistribution(resp)
 }
+
+type GetOracleParams = {
+  chain: Chain
+  controller: Address
+  interval: number
+  units?: 'day' | 'hour' | 'minute'
+  start?: number
+  end?: number
+}
+
+export async function getOracle(
+  { chain, controller, interval, units = 'hour', start, end }: GetOracleParams,
+  options?: Options,
+) {
+  const host = getHost(options)
+
+  end ??= Math.floor(new Date().getTime() / 1000)
+  start ??= end - 10 * 24 * 60 * 60 // Subtract 1 month worth of seconds.
+
+  const params = new URLSearchParams({
+    agg_number: interval.toString(),
+    agg_units: units,
+    ...(start && { start: start.toString() }),
+    ...(end && { end: end.toString() }),
+  })
+
+  const resp = await fetch<Responses.GetOracleResponse>(
+    `${host}/v1/lending/oracle_ohlc/${chain}/${controller}?${params.toString()}`,
+  )
+
+  return Parsers.parseOracle(resp)
+}

packages/prices-api/src/lending/models.ts

@@ -1,3 +1,5 @@
+import type { Address, Chain } from '..'
+
 type Bar = {
   value: number
   label: string
@@ -8,3 +10,31 @@ export type LoanDistribution = {
   debt: Bar[]
   collateral: Bar[]
 }
+
+export type Oracle = {
+  chain: Chain
+  controller: Address
+  oracle: Address
+  pools: OraclePool[]
+  ohlc: OracleOHLC[]
+}
+
+export type OraclePool = {
+  address: Address
+  borrowedIndex: number
+  borrowedSymbol: string
+  borrowedAddress: Address
+  collateralIndex: number
+  collateralSymbol: string
+  collateralAddress: Address
+}
+
+export type OracleOHLC = {
+  time: Date
+  open: number
+  close: number
+  high: number
+  low: number
+  basePrice: number
+  oraclePrice: number
+}

packages/prices-api/src/lending/parsers.ts

@@ -1,8 +1,33 @@
 import type * as Responses from './responses'
 import type * as Models from './models'
+import { toUTC } from '../timestamp'
 
 export const parseLoanDistribution = (x: Responses.GetLoanDistributionResponse): Models.LoanDistribution => ({
   stablecoin: x.stablecoin.map((x) => ({ value: x.value, label: x.label })),
   debt: x.debt.map((x) => ({ value: x.value, label: x.label })),
   collateral: x.collateral.map((x) => ({ value: x.value, label: x.label })),
 })
+
+export const parseOracle = (x: Responses.GetOracleResponse): Models.Oracle => ({
+  chain: x.chain,
+  controller: x.controller,
+  oracle: x.oracle,
+  pools: x.oracle_pools.map((pool) => ({
+    address: pool.address,
+    borrowedIndex: pool.borrowed_ix,
+    borrowedSymbol: pool.borrowed_symbol,
+    borrowedAddress: pool.borrowed_address,
+    collateralIndex: pool.collateral_ix,
+    collateralSymbol: pool.collateral_symbol,
+    collateralAddress: pool.collateral_address,
+  })),
+  ohlc: x.data.map((ohlc) => ({
+    time: toUTC(ohlc.time),
+    open: ohlc.open,
+    close: ohlc.close,
+    high: ohlc.high,
+    low: ohlc.low,
+    basePrice: ohlc.base_price,
+    oraclePrice: ohlc.oracle_price,
+  })),
+})

packages/prices-api/src/lending/responses.ts

@@ -1,3 +1,5 @@
+import type { Address, Chain } from '..'
+
 type Bar = {
   value: number
   label: string
@@ -8,3 +10,29 @@ export type GetLoanDistributionResponse = {
   debt: Bar[]
   collateral: Bar[]
 }
+
+export type GetOracleResponse = {
+  chain: Chain
+  controller: Address
+  oracle: Address
+  oracle_pools: [
+    {
+      address: Address
+      borrowed_ix: number
+      borrowed_symbol: string
+      borrowed_address: Address
+      collateral_ix: number
+      collateral_symbol: string
+      collateral_address: Address
+    },
+  ]
+  data: {
+    time: number
+    open: number
+    close: number
+    high: number
+    low: number
+    base_price: number
+    oracle_price: number
+  }[]
+}