feat: Data reports

.github/DOCS.md

@@ -15,7 +15,6 @@ This workflow is responsible for versioning and preparing releases based on pull
 
 - **Alpha Versioning**: When a PR includes the `alpha` label, versions are created with an `-alpha.N` suffix (e.g., `1.2.3-alpha.1`, `1.2.3-alpha.2`). This continues until the alpha label is removed, at which point the version returns to standard semantic versioning.
 
-
 ### 2. `build-test-report.yml`
 
 This workflow handles building, testing, and reporting.
@@ -56,4 +55,3 @@ This workflow handles the publishing of releases to NPM.
 2. **Draft Release Creation**: The `create-release.yml` workflow creates a draft release if `package.json` contains a new version on the `main` branch.
 
 3. **Publishing**: When a release is published on GitHub (moved from draft to released), the `publish-release.yml` workflow is triggered. It builds the project and publishes it to NPM, ensuring the package is available for public use.
-

.github/ci-scripts/pr-label-check.sh

@@ -1,5 +1,13 @@
 #!/bin/bash
 
+# Check if PR number is provided
+if [ -z "$1" ]; then
+  echo "Error: PR number is required."
+  exit 1
+fi
+
+PR_NUMBER="$1"
+
 # Function to check if a specific label exists in a list
 contains_label() {
   local label="$1"
@@ -12,11 +20,8 @@ contains_label() {
   return 1
 }
 
-# Fetch the most recent merged PR number
-LAST_PR_NUMBER=$(gh pr list --state merged --json number --jq '.[0].number')
-
 # Fetch the labels of the PR
-labels=$(gh pr view "$LAST_PR_NUMBER" --json labels --jq '.labels[].name')
+labels=$(gh pr view "$PR_NUMBER" --json labels --jq '.labels[].name')
 
 # Convert labels to an array
 IFS=$'\n' read -rd '' -a label_array <<<"$labels"

.github/workflows/create-release.yml

@@ -44,7 +44,7 @@ jobs:
       env:
         GH_TOKEN: ${{ github.token }}      
       run: |
-        if [ "${{ github.event_name }}" == "pull_request" ]; then
+        if [ "${{ github.event_name }}" == "pull_request_review" ]; then
           PR_NUMBER=${{ github.event.pull_request.number }}
         else
           PR_NUMBER=$(gh pr list --state merged --json number --jq '.[0].number')
@@ -54,19 +54,27 @@ jobs:
         echo "::notice::PR used to check version bump: #$PR_NUMBER"
         echo "::notice::PR labels: "[${LABELS//$'\n'/,}]""
 
-        RELEASE_TYPE=$(./.github/ci-scripts/pr-label-check.sh) || exit_code=$?
-        if [ "$exit_code" -ne 0 ]; then
-          echo "::error::PR #"$PR_NUMBER" has more than one release label"
-          exit $exit_code
+        # Make script executable
+        chmod +x ./.github/ci-scripts/pr-label-check.sh
+
+        # Run the script and capture both output and exit code
+        RELEASE_TYPE=$(./.github/ci-scripts/pr-label-check.sh $PR_NUMBER 2>&1) || {
+          # If script exits with non-zero, output the error and exit
+          echo "::error::Script failed with output: $RELEASE_TYPE"
+          exit 1
+        }
+
+        # Only proceed if we have a valid release type
+        if [ -z "$RELEASE_TYPE" ]; then
+          echo "::error::No valid release type determined"
+          exit 1
         fi
 
         echo "version=$RELEASE_TYPE" >> $GITHUB_OUTPUT
-        echo "::group::Output version"
         echo "::notice::Release type: $RELEASE_TYPE"
         if [ "$RELEASE_TYPE" == "no-release" ]; then
           echo "::notice::PR is not flagged for release, skipping other steps"
         fi        
-        echo "::endgroup::"
 
     - name: Bump version
       id: bump

src/IndexerQueries/assetSnapshots.ts

@@ -0,0 +1,161 @@
+import { Currency, Rate } from '../utils/BigInt.js'
+
+export type AssetSnapshotFilter = Partial<Record<keyof SubqueryAssetSnapshots['assetSnapshots']['nodes'][0], any>>
+
+export type AssetSnapshot = {
+  actualMaturityDate: string | undefined
+  actualOriginationDate: number | undefined
+  advanceRate: Rate | undefined
+  assetId: string
+  collateralValue: Currency | undefined
+  currentPrice: Currency | undefined
+  discountRate: Rate | undefined
+  faceValue: Currency | undefined
+  lossGivenDefault: Rate | undefined
+  name: string
+  outstandingDebt: Currency | undefined
+  outstandingInterest: Currency | undefined
+  outstandingPrincipal: Currency | undefined
+  outstandingQuantity: Currency | undefined
+  presentValue: Currency | undefined
+  probabilityOfDefault: Rate | undefined
+  status: string
+  sumRealizedProfitFifo: Currency | undefined
+  timestamp: string
+  totalRepaidInterest: Currency | undefined
+  totalRepaidPrincipal: Currency | undefined
+  totalRepaidUnscheduled: Currency | undefined
+  unrealizedProfitAtMarketPrice: Currency | undefined
+  valuationMethod: string | undefined
+}
+
+export type SubqueryAssetSnapshots = {
+  assetSnapshots: {
+    nodes: {
+      asset: {
+        pool: {
+          currency: {
+            decimals: number
+          }
+        }
+        actualOriginationDate: number
+        advanceRate: string | undefined
+        collateralValue: string | undefined
+        discountRate: string | undefined
+        id: string
+        lossGivenDefault: string | undefined
+        actualMaturityDate: string | undefined
+        name: string
+        probabilityOfDefault: string | undefined
+        status: string
+        sumRealizedProfitFifo: string | undefined
+        unrealizedProfitAtMarketPrice: string | undefined
+        valuationMethod: string
+        notional: string | undefined
+      }
+      timestamp: string
+      assetId: string
+      presentValue: string | undefined
+      currentPrice: string | undefined
+      outstandingPrincipal: string | undefined
+      outstandingInterest: string | undefined
+      outstandingDebt: string | undefined
+      outstandingQuantity: string | undefined
+      totalRepaidPrincipal: string | undefined
+      totalRepaidInterest: string | undefined
+      totalRepaidUnscheduled: string | undefined
+    }[]
+  }
+}
+
+export const assetSnapshotsPostProcess = (data: SubqueryAssetSnapshots): AssetSnapshot[] => {
+  return data!.assetSnapshots.nodes.map((tx) => {
+    const currencyDecimals = tx.asset.pool.currency.decimals
+    return {
+      ...tx,
+      timestamp: tx.timestamp,
+      assetId: tx.assetId,
+      actualMaturityDate: tx.asset.actualMaturityDate || undefined,
+      actualOriginationDate: tx.asset.actualOriginationDate || undefined,
+      advanceRate: new Rate(tx.asset.advanceRate || '0'),
+      collateralValue: tx.asset?.collateralValue
+        ? new Currency(tx.asset?.collateralValue, currencyDecimals)
+        : undefined,
+      currentPrice: tx.currentPrice ? new Currency(tx.currentPrice, currencyDecimals).mul(10n ** 18n) : undefined,
+      discountRate: tx.asset.discountRate ? new Rate(tx.asset.discountRate) : undefined,
+      faceValue:
+        tx.asset.notional && tx.outstandingQuantity
+          ? new Currency(tx.asset.notional, currencyDecimals).mul(BigInt(tx.outstandingQuantity))
+          : undefined,
+      lossGivenDefault: tx.asset.lossGivenDefault ? new Rate(tx.asset.lossGivenDefault) : undefined,
+      name: tx.asset.name,
+      outstandingDebt: tx.outstandingDebt ? new Currency(tx.outstandingDebt, currencyDecimals) : undefined,
+      outstandingInterest: tx.outstandingInterest ? new Currency(tx.outstandingInterest, currencyDecimals) : undefined,
+      outstandingPrincipal: tx.outstandingPrincipal
+        ? new Currency(tx.outstandingPrincipal, currencyDecimals)
+        : undefined,
+      outstandingQuantity: tx.outstandingQuantity ? new Currency(tx.outstandingQuantity, 18) : undefined,
+      presentValue: tx.presentValue ? new Currency(tx.presentValue, currencyDecimals) : undefined,
+      probabilityOfDefault: tx.asset.probabilityOfDefault ? new Rate(tx.asset.probabilityOfDefault) : undefined,
+      status: tx.asset.status,
+      sumRealizedProfitFifo: tx.asset.sumRealizedProfitFifo
+        ? new Currency(tx.asset.sumRealizedProfitFifo, currencyDecimals)
+        : undefined,
+      totalRepaidInterest: tx.totalRepaidInterest ? new Currency(tx.totalRepaidInterest, currencyDecimals) : undefined,
+      totalRepaidPrincipal: tx.totalRepaidPrincipal
+        ? new Currency(tx.totalRepaidPrincipal, currencyDecimals)
+        : undefined,
+      totalRepaidUnscheduled: tx.totalRepaidUnscheduled
+        ? new Currency(tx.totalRepaidUnscheduled, currencyDecimals)
+        : undefined,
+      unrealizedProfitAtMarketPrice: tx.asset.unrealizedProfitAtMarketPrice
+        ? new Currency(tx.asset.unrealizedProfitAtMarketPrice, currencyDecimals)
+        : undefined,
+      valuationMethod: tx.asset.valuationMethod,
+    }
+  }) satisfies AssetSnapshot[]
+}
+
+export const assetSnapshotsQuery = `
+query($filter: AssetSnapshotFilter) {
+        assetSnapshots(
+          first: 1000,
+          orderBy: TIMESTAMP_ASC,
+          filter: $filter
+        ) {
+          nodes {
+            assetId
+            timestamp
+            totalRepaidUnscheduled
+            outstandingInterest
+            totalRepaidInterest
+            currentPrice
+            outstandingPrincipal
+            totalRepaidPrincipal
+            outstandingQuantity
+            presentValue
+            outstandingDebt
+            asset {
+               pool {
+                currency {
+                  decimals
+                }
+              }
+              actualMaturityDate
+              actualOriginationDate
+              advanceRate
+              collateralValue
+              discountRate
+              lossGivenDefault
+              name
+              notional
+              probabilityOfDefault
+              status
+              sumRealizedProfitFifo
+              unrealizedProfitAtMarketPrice
+              valuationMethod
+            }
+          }
+        }
+      }
+`