api: new endpoint for fund perf (#38)

api/prices.js

@@ -0,0 +1,58 @@
+/**
+ * Fetch price data from benchmarks.pyth.network
+ * Rate limit: https://docs.pyth.network/benchmarks/rate-limits
+ */
+const priceHistory = async (symbol) => {
+  if (!["Crypto.ETH/USD", "Crypto.BTC/USD"].includes(symbol)) {
+    console.error("Invalid symbol", symbol);
+    return [];
+  }
+  const tsEnd = Math.floor(Date.now() / 1000);
+  const tsStart = tsEnd - 60 * 60 * 24 * 30; // 30 days ago
+
+  const queryParams = {
+    symbol,
+    resolution: "1D",
+    from: tsStart,
+    to: tsEnd
+  };
+  const baseUrl =
+    "https://benchmarks.pyth.network/v1/shims/tradingview/history";
+  const queryString = new URLSearchParams(queryParams).toString();
+  const urlWithQuery = `${baseUrl}?${queryString}`;
+  const response = await fetch(urlWithQuery, {
+    method: "GET",
+    headers: { Accept: "application/json" }
+  });
+  if (response.status === 200) {
+    // {"s":"ok","t":[...],"o":[...],"h":[...],"l":[...],"c":[...],"v":[...]}
+    // https://www.tradingview.com/rest-api-spec/#operation/getHistory
+    const { t: timestamps, c: closingPrices } = await response.json();
+    return { timestamps, closingPrices };
+  }
+  return [];
+};
+
+/**
+ * Percent change in the last X days
+ */
+const fundPerformance = (btcWeight, btcPrices, ethWeight, ethPrices) => {
+  if (btcPrices.length === 0 || ethPrices.length === 0) {
+    throw new Error("No price data");
+  }
+  if (btcPrices.length !== ethPrices.length) {
+    throw new Error("Price data mismatch");
+  }
+
+  const btcChanges = btcPrices.map((p) => p / btcPrices[0] - 1);
+  const ethChanges = ethPrices.map((p) => p / ethPrices[0] - 1);
+
+  const weightedChanges = btcChanges.map((btcChange, i) => {
+    const ethChange = ethChanges[i];
+    return btcWeight * btcChange + ethWeight * ethChange;
+  });
+
+  return weightedChanges;
+};
+
+module.exports = { priceHistory, fundPerformance };

api/server.js

@@ -1,20 +1,47 @@
 const express = require("express");
 const { createCanvas, loadImage } = require("canvas");
 const { validatePubkey } = require("./validation");
+const { priceHistory, fundPerformance } = require("./prices");
 
 BASE_URL = "https://api.glam.systems";
 
 const app = express();
 app.use(express.static("public"));
 
 app.get("/", (req, res) => {
-  res.send("Hello from App Engine!");
+  res.send(`Hello from ${BASE_URL}!`);
 });
 
 app.get("/_/health", (req, res) => {
   res.send("ok");
 });
 
+app.get("/fund/:pubkey/perf", async (req, res) => {
+  // TODO: validate input
+  // TODO: Should we fetch weights from blockchain, or let client side pass them in?
+  // Client side should have all fund info including assets and weights
+  const [btcWeight, ethWeight] = [0.7, 0.3];
+  console.log(`ethWeight: ${ethWeight}, btcWeight: ${btcWeight}`);
+  const { timestamps, closingPrices: ethClosingPrices } = await priceHistory(
+    "Crypto.ETH/USD"
+  );
+  const { closingPrices: btcClosingPrices } = await priceHistory(
+    "Crypto.BTC/USD"
+  );
+
+  // console.log(
+  //   `Last30dPrices (USD): ETH ${ethClosingPrices}, BTC ${btcClosingPrices}`
+  // );
+
+  const performance = fundPerformance(
+    btcWeight,
+    btcClosingPrices,
+    ethWeight,
+    ethClosingPrices
+  );
+  res.send(JSON.stringify({ timestamps, performance }));
+});
+
 app.get("/metadata/:pubkey", async (req, res) => {
   const key = validatePubkey(req.params.pubkey);
   if (!key) {
@@ -90,6 +117,7 @@ app.get("/image/:pubkey.png", async (req, res) => {
 
 // Listen to the App Engine-specified port, or 8080 otherwise
 const PORT = process.env.PORT || 8080;
+const host = process.env.NODE_ENV ? "" : "http://localhost";
 app.listen(PORT, () => {
-  console.log(`Server listening on port ${PORT}...`);
+  console.log(`Server listening on port ${host}:${PORT}...`);
 });