dexaggregate-elixir
所属分类：其他
开发工具：Elixir
文件大小：0KB
下载次数：0
上传日期：2019-07-22 12:57:27
上 传 者：
sh-1993
说明： GraphQL API提供来自去中心化交易所的聚合市场数据，
(GraphQL API serving aggregated market data from decentralized exchanges,)
文件列表:
.dockerignore (144, 2019-07-22)
.formatter.exs (114, 2019-07-22)
LICENSE (34523, 2019-07-22)
dockerfile (636, 2019-07-22)
lib/ (0, 2019-07-22)
lib/api/ (0, 2019-07-22)
lib/api/api.ex (923, 2019-07-22)
lib/api/channels/ (0, 2019-07-22)
lib/api/channels/socket.ex (522, 2019-07-22)
lib/api/controllers/ (0, 2019-07-22)
lib/api/controllers/rest_controller.ex (2498, 2019-07-22)
lib/api/endpoint.ex (807, 2019-07-22)
lib/api/format.ex (2133, 2019-07-22)
lib/api/graphql/ (0, 2019-07-22)
lib/api/graphql/resolvers/ (0, 2019-07-22)
lib/api/graphql/resolvers/content.ex (1231, 2019-07-22)
lib/api/graphql/schema/ (0, 2019-07-22)
lib/api/graphql/schema/schema.ex (9619, 2019-07-22)
lib/api/graphql/schema/types.ex (2427, 2019-07-22)
lib/api/router.ex (616, 2019-07-22)
lib/api/supervisor.ex (748, 2019-07-22)
lib/application.ex (545, 2019-07-22)
lib/market/ (0, 2019-07-22)
lib/market/cheapest_paths.ex (3809, 2019-07-22)
lib/market/client.ex (7082, 2019-07-22)
lib/market/inactivity_sweeper.ex (3694, 2019-07-22)
lib/market/rebasing/ (0, 2019-07-22)
lib/market/rebasing/cache.ex (1993, 2019-07-22)
lib/market/rebasing/neighbors.ex (6641, 2019-07-22)
lib/market/rebasing/rebasing.ex (11163, 2019-07-22)
lib/market/rebasing/supervisor.ex (506, 2019-07-22)
lib/market/server.ex (8550, 2019-07-22)
lib/market/structs.ex (3683, 2019-07-22)
lib/market/supervisor.ex (543, 2019-07-22)
lib/market/util.ex (3777, 2019-07-22)
lib/market_fetching/ (0, 2019-07-22)
lib/market_fetching/market_fetchers/ (0, 2019-07-22)
lib/market_fetching/market_fetchers/common.ex (3433, 2019-07-22)
... ...
# Dexaggregatex
GraphQL API serving aggregated market data from decentralized exchanges.
It should be live at [dexaggregate.com](http://dexaggregate.com/graphiql).
## Example usage
### GraphQL
Use the `/graphiql` endpoint to explore the API's full documentation and test queries. Below are some examples.
1. Subscribe to an aggregated market model with all prices and volumes denominated in DAI (as specified by the rebaseAddress argument).
```graphql
subscription daiRebasedIdexMarket {
rebasedMarket (rebaseAddress: "0x89d24a6b4ccb1b6faa2625fe562bdd9a23260359", exchanges: ["idex"]) {
baseAddress,
pairs {
baseSymbol,
baseAddress,
quoteSymbol,
quoteAddress,
marketData {
exchange,
lastPrice,
currentAsk,
currentBid,
baseVolume,
timestamp
}
}
}
}
```
Example response:
```json5
{
"data": {
"rebasedMarket": {
"baseAddress": "0x89d24a6b4ccb1b6faa2625fe562bdd9a23260359",
"pairs": [
{
"baseAddress": "0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee",
"baseSymbol": "ETH",
"marketData": [
{
"baseVolume": 405381.2493035906,
"currentAsk": 0.2508877262059843,
"currentBid": 0.2436510666697288,
"exchange": "idex",
"lastPrice": 0.24771709183285293,
"timestamp": 1560968095304
}
],
"quoteAddress": "0x445f51299ef3307dbd75036dd896565f5b4bf7a5",
"quoteSymbol": "VIDT"
},
{
"baseAddress": "0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee",
"baseSymbol": "ETH",
"marketData": [
{
"baseVolume": 282258.1202783009,
"currentAsk": 0.1467061017684216,
"currentBid": 0.14084513715165947,
"exchange": "idex",
"lastPrice": 0.1467061017684216,
"timestamp": 1560968095299
}
],
"quoteAddress": "0x763fa6806e1acf68130d2d0f0df754c93cc546b2",
"quoteSymbol": "LIT"
},
...
]
}
}
}
```
2. Subscribe to a raw aggregated market model with all prices and volumes denominated in the base token of the pair.
```graphql
subscription kyberMarket {
market (exchanges: ["kyber"]) {
pairs {
baseSymbol,
baseAddress,
quoteSymbol,
quoteAddress,
marketData {
exchange,
lastPrice,
currentAsk,
currentBid,
baseVolume
timestamp
}
}
}
}
```
Example response:
```json5
{
"data": {
"market": {
"pairs": [
{
"baseAddress": "0xf0ee6b27b759c9893ce4f094b49ad28fd15a23e4",
"baseSymbol": "ENG",
"marketData": [
{
"baseVolume": 5665.50667791,
"currentAsk": 452.72673789999993,
"currentBid": 442.41367917761823,
"exchange": "kyber",
"lastPrice": 433.02504128,
"timestamp": 1560968125059
}
],
"quoteAddress": "0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee",
"quoteSymbol": "ETH"
},
{
"baseAddress": "0x89d24a6b4ccb1b6faa2625fe562bdd9a23260359",
"baseSymbol": "DAI",
"marketData": [
{
"baseVolume": 371179.6956054791,
"currentAsk": 267.123495,
"currentBid": 269.00754538500814,
"exchange": "kyber",
"lastPrice": 269.0017302283346,
"timestamp": 1560968125059
}
],
"quoteAddress": "0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee",
"quoteSymbol": "ETH"
},
...
]
}
}
}
```
3. Subscribe to data about the last update to the market.
```graphql
subscription lastUpdate {
lastUpdate {
utcTime
pair {
baseSymbol,
baseAddress,
quoteSymbol,
quoteAddress,
marketData {
exchange,
lastPrice,
currentAsk,
currentBid,
baseVolume,
timestamp
}
}
}
}
```
Example response:
```json5
{
"data": {
"lastUpdate": {
"pair": {
"baseAddress": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
"baseSymbol": "WETH",
"marketData": [
{
"baseVolume": 104.04102771634618,
"currentAsk": 1,
"currentBid": 1,
"exchange": "kyber",
"lastPrice": 1,
"timestamp": 1560968423771
}
],
"quoteAddress": "0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee",
"quoteSymbol": "ETH"
},
"utcTime": "2019-06-19 18:20:23.771268"
}
}
}
```
4. Subscribe to a list of all exchanges currently included in the market.
```graphql
subscription exchanges {
exchanges
}
```
Example response:
```json5
{
"data": {
"exchanges": [
"uniswap",
"tokenstore",
"radar",
"paradex",
"oasis",
"kyber",
"idex",
"ddex"
]
}
}
```
All market data is ordered by descending base volume by default.
All of these subscriptions are also available as simple GraphQL queries (change `subscription` operation to `query` or
leave it out entirely).
Use the `/graphql` endpoint to connect to the API with a GraphQL client of your choice.
## REST
There are simplified versions of the queries available in the HTTP REST API:
* [/market](http://dexaggregate.com/market)
* [/rebased_market/:rebase_address](http://dexaggregate.com/rebased_market/0x89d24a6b4ccb1b6faa2625fe562bdd9a23260359)
* [/exchanges](http://dexaggregate.com/exchanges)
* [/last_update](http://dexaggregate.com/last_update)
## Architectural overview
This back-end is an Elixir OTP application. Its supervision tree includes concurrent processes,
such as rebasing market data to a given token by finding and traversing all paths to the token and weighting rates
according to their paths' volumes (see [rebasing](#on-rebasing))
### Supervision tree
* Dexaggregatex (Application)
* MarketFetching.Supervisor (Supervisor)
* DdexFetcher (Task)
* IdexFetcher (Task)
* KyberFetcher (Task)
* OasisFetcher (Task)
* ParadexFetcher (Task)
* RadarFetcher (Task)
* TokenstoreFetcher (Task)
* UniswapFetcher (Task)
* Market.Supervisor (Supervisor)
* Market.Server (GenServer)
* Rebasing.Cache (GenServer)
* Market.Neighbors (GenServer)
* API.Supervisor
* API.Endpoint (Phoenix.Endpoint, Absinthe.Phoenix.Endpoint)
* Absinthe.Subscription (Absinthe.Subscription)
### MarketFetching
All processes that gather market data from decentralized exchanges. They are implemented as OTP Tasks, providing
concurrency without maintaining internal state. These are currently clients of either REST WebSocket/HTTP APIs provided
by the exchanges or smart contract subgraphs (see [The Graph](https://thegraph.com/)).
Market data gets validated here before being sent off to the Market part of the application.
### Market
All processes that maintain the latest aggregated market data. They are implemented as OTP GenServers, providing both
concurrency and the ability to maintain internal state. The Market Server maintains the latest raw market. It constantly
gets fed new data from MarketFetching. The Neighbors and Rebasing.Cache GenServers maintain data useful during the
computation of rebased markets.
### API
Phoenix endpoint exposing a REST and GraphQL API. Usage of the GraphQL API is recommended since it's way more flexible
and supports subscriptions.
## On rebasing
Rebased markets are pure functions of the exchange data. No external price oracles are used.
Market pairs are rebased by finding and traversing paths from the original pair to a pair with a base token in which the
market is to be rebased. This process is bidirectional, meaning that both paths connecting to the base token of the
original pair and paths connecting to the quote token of the original pair are being considered. Paths are weighted by
their pairs' average volume. These weights are used to determine the ultimate rebased rate (making rebased rates from
paths with a higher average volume more important).
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