af-iperps 0.46.0

use std::collections::BTreeMap;
use std::time::Instant;

use af_iperps::ClearingHouse;
use af_iperps::graphql::{GraphQlClientExt as _, OrderMaps};
use af_iperps::math::OrderBookUnits;
use af_iperps::order_helpers::Side;
use af_iperps::order_id::{order_side, price_ask, price_bid};
use af_move_type::MoveInstance;
use af_sui_types::Address;
use clap::Parser;
use color_eyre::Result;
use color_eyre::eyre::OptionExt as _;
use futures::{TryStreamExt as _, stream_select};
use nonempty::NonEmpty;
use sui_gql_client::queries::GraphQlClientExt as _;
use sui_gql_client::reqwest::ReqwestClient;
use textplots::{Chart, ColorPlot as _, Shape};

#[derive(Parser)]
struct Args {
    #[arg(long, default_value = "https://graphql.testnet.sui.io/graphql")]
    rpc: String,

    #[arg(long, default_value_t = Address::from_static(
        "0xf6f30ee0450f6e3e628b68ac473699f26da5063f74be1868155a8a83b8b45060",
    ))]
    ch: Address,

    #[arg(long, default_value_t = 0.005)]
    max_spread: f64,
}

#[tokio::main]
async fn main() -> Result<()> {
    color_eyre::install()?;
    let Args {
        rpc,
        ch,
        max_spread,
    } = Args::parse();
    let client = ReqwestClient::new(reqwest::Client::default(), rpc.to_owned());

    let ch_obj = client.full_objects([(ch, None)], None).await?;
    let ch_struct = ch_obj
        .first()
        .ok_or_eyre("Ch not fetched")?
        .as_struct()
        .ok_or_eyre("Not a Move struct")?;
    let OrderMaps { asks, bids, .. } = client
        .order_maps(*ch_struct.object_type().address(), ch)
        .await?;
    let ch_inst = MoveInstance::<ClearingHouse>::from_raw_struct(
        ch_struct.object_type().clone().into(),
        &ch_struct.contents(),
    )?;

    tokio::pin!(
        let asks_stream = client.map_orders(asks, None);
        let bids_stream = client.map_orders(bids, None);
    );
    let mut stream = stream_select!(asks_stream, bids_stream);

    let mut asks = BTreeMap::new();
    let mut bids = BTreeMap::new();
    let start = Instant::now();
    let spinner = spinner();
    while let Some((id, order)) = stream.try_next().await? {
        spinner.tick();
        match order_side(id) {
            Side::Ask => *asks.entry(id).or_insert(0u64) += order.size,
            Side::Bid => *bids.entry(id).or_insert(0u64) += order.size,
        };
    }
    spinner.finish_using_style();
    println!("Elapsed: {:?}", Instant::now().duration_since(start));
    println!("Orders: {}", asks.len() + bids.len());
    println!("Bids: {}", bids.len());
    println!("Asks: {}", asks.len());

    maybe_plot(&ch_inst.value, max_spread, asks, bids);

    Ok(())
}

fn maybe_plot(
    ch: &ClearingHouse,
    max_spread: f64,
    asks: BTreeMap<u128, u64>,
    bids: BTreeMap<u128, u64>,
) {
    let Some(bids) = NonEmpty::from_vec(bids.into_iter().collect()) else {
        return;
    };
    let Some(asks) = NonEmpty::from_vec(asks.into_iter().collect()) else {
        return;
    };

    println!("Min bid {}", ch.price_to_ifixed(price_bid(bids.last().0)));
    println!("Max ask {}", ch.price_to_ifixed(price_ask(asks.last().0)));
    let mid = (price_bid(bids.first().0) + price_ask(asks.first().0)) / 2;
    let mid_price: f64 = ch
        .price_to_ifixed(mid)
        .try_into()
        .expect("Converting ifixed");
    println!("Mid price {mid_price}");

    let min_price = mid_price * (1.0 - max_spread);
    let max_price = mid_price * (1.0 + max_spread);

    let mut cum_size = 0;
    let bids: Vec<_> = bids
        .into_iter()
        .map_while(|(id, size)| {
            let price: f64 = ch
                .price_to_ifixed(price_bid(id))
                .try_into()
                .expect("Converting ifixed");
            if price < min_price {
                None
            } else {
                cum_size += size;
                Some((price as f32, cum_size as f32))
            }
        })
        .collect();

    cum_size = 0;
    let asks: Vec<_> = asks
        .into_iter()
        .map_while(|(id, size)| {
            let price: f64 = ch
                .price_to_ifixed(price_ask(id))
                .try_into()
                .expect("Converting ifixed");
            if price > max_price {
                None
            } else {
                cum_size += size;
                Some((price as f32, cum_size as f32))
            }
        })
        .collect();

    let green = rgb::Rgb::new(0, 255, 0);
    let red = rgb::Rgb::new(255, 0, 0);
    Chart::new(180, 60, min_price as f32, max_price as f32)
        .linecolorplot(&Shape::Steps(&bids), green)
        .linecolorplot(&Shape::Steps(&asks), red)
        .display();
}

// https://github.com/console-rs/indicatif/blob/main/examples/long-spinner.rs
fn spinner() -> indicatif::ProgressBar {
    use indicatif::{ProgressFinish, ProgressStyle};
    let pb = indicatif::ProgressBar::new_spinner();
    pb.set_style(
        ProgressStyle::with_template("{spinner:.blue} {msg}")
            .expect("init spinner")
            // For more spinners check out the cli-spinners project:
            // https://github.com/sindresorhus/cli-spinners/blob/master/spinners.json
            .tick_strings(&[
                "▹▹▹▹▹",
                "▸▹▹▹▹",
                "▹▸▹▹▹",
                "▹▹▸▹▹",
                "▹▹▹▸▹",
                "▹▹▹▹▸",
                "▪▪▪▪▪",
            ]),
    );
    pb.set_message("Querying...");
    pb.with_finish(ProgressFinish::Abandon)
}