Use completed UTC buckets for position analytics#610
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Code Review
This pull request introduces a daily analytics calculation mechanism for user positions, fetching daily flows and market snapshots via a new Envio GraphQL query to calculate earnings and APY without relying on heavy transaction history. The UI and hooks have been updated to support completed UTC days analytics periods. The review feedback highlights a potential bug in the daily analytics calculation where unaligned timestamps could break bucket lookups, and identifies type-safety issues where numeric chain IDs are implicitly converted to string keys via Object.fromEntries.
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| for (let bucketStart = startTimestamp; bucketStart < endTimestamp; bucketStart += SECONDS_PER_DAY) { | ||
| const bucketEnd = bucketStart + SECONDS_PER_DAY; | ||
| const flow = flowByBucket.get(bucketStart); | ||
| const exposure = getCompletedFlowExposure(flow, currentShares, bucketEnd); | ||
| const endMarketSnapshot = marketSnapshotByBucket.get(bucketStart) ?? latestMarketSnapshot; | ||
| const startMarketSnapshot = latestMarketSnapshot ?? endMarketSnapshot; | ||
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| if (exposure.weightedSharesSeconds > 0n) { | ||
| if (startMarketSnapshot && endMarketSnapshot) { | ||
| const startWeightedAssets = toWeightedAssetsSeconds(exposure.weightedSharesSeconds, startMarketSnapshot); | ||
| const endWeightedAssets = toWeightedAssetsSeconds(exposure.weightedSharesSeconds, endMarketSnapshot); | ||
| weightedSuppliedAssets += (startWeightedAssets + endWeightedAssets) / 2n; | ||
| } else { | ||
| weightedSuppliedAssets += getFallbackWeightedAssetsSeconds({ | ||
| weightedSharesSeconds: exposure.weightedSharesSeconds, | ||
| startingBalance, | ||
| startingShares, | ||
| endingBalance, | ||
| endingShares, | ||
| }); | ||
| } | ||
| } | ||
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| effectiveTime += exposure.activeSeconds; | ||
| currentShares = exposure.closingShares; | ||
| latestMarketSnapshot = endMarketSnapshot; | ||
| } |
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The daily analytics calculation loops through days using bucketStart += SECONDS_PER_DAY starting from startTimestamp. If startTimestamp or endTimestamp are not perfectly aligned to UTC midnight (e.g., due to block timestamp estimation or clock drift), bucketStart will not match the keys in flowByBucket and marketSnapshotByBucket (which are strictly aligned to UTC midnight multiples of 86400). This will cause the lookups to return undefined and break the calculations.
Aligning startTimestamp and endTimestamp to UTC midnight boundaries inside the function makes the daily bucket lookups robust against unaligned inputs.
const alignedStart = Math.floor(startTimestamp / SECONDS_PER_DAY) * SECONDS_PER_DAY;
const alignedEnd = Math.floor(endTimestamp / SECONDS_PER_DAY) * SECONDS_PER_DAY;
for (let bucketStart = alignedStart; bucketStart < alignedEnd; bucketStart += SECONDS_PER_DAY) {
const bucketEnd = bucketStart + SECONDS_PER_DAY;
const flow = flowByBucket.get(bucketStart);
const exposure = getCompletedFlowExposure(flow, currentShares, bucketEnd);
const endMarketSnapshot = marketSnapshotByBucket.get(bucketStart) ?? latestMarketSnapshot;
const startMarketSnapshot = latestMarketSnapshot ?? endMarketSnapshot;
if (exposure.weightedSharesSeconds > 0n) {
if (startMarketSnapshot && endMarketSnapshot) {
const startWeightedAssets = toWeightedAssetsSeconds(exposure.weightedSharesSeconds, startMarketSnapshot);
const endWeightedAssets = toWeightedAssetsSeconds(exposure.weightedSharesSeconds, endMarketSnapshot);
weightedSuppliedAssets += (startWeightedAssets + endWeightedAssets) / 2n;
} else {
weightedSuppliedAssets += getFallbackWeightedAssetsSeconds({
weightedSharesSeconds: exposure.weightedSharesSeconds,
startingBalance,
startingShares,
endingBalance,
endingShares,
});
}
}
effectiveTime += exposure.activeSeconds;
currentShares = exposure.closingShares;
latestMarketSnapshot = endMarketSnapshot;
}| const endTimestampsByChain = useMemo( | ||
| () => Object.fromEntries(Object.entries(earningsRangesByChain).map(([chainId, range]) => [chainId, range.endTimestamp])), | ||
| [earningsRangesByChain], | ||
| ); |
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Using Object.fromEntries on Object.entries converts the numeric chain IDs into string keys in the resulting object. This can lead to implicit type conversions or TypeScript type-checking issues when passing endTimestampsByChain to functions expecting Record<number, number>. Constructing the record with explicit numeric keys is safer and cleaner.
const endTimestampsByChain = useMemo(() => {
const result: Record<number, number> = {};
for (const [chainId, range] of Object.entries(earningsRangesByChain)) {
result[Number(chainId)] = range.endTimestamp;
}
return result;
}, [earningsRangesByChain]);
| const endTimestampsByChain = useMemo( | ||
| () => Object.fromEntries(Object.entries(earningsRangesByChain).map(([rangeChainId, range]) => [rangeChainId, range.endTimestamp])), | ||
| [earningsRangesByChain], | ||
| ); |
There was a problem hiding this comment.
Using Object.fromEntries on Object.entries converts the numeric chain IDs into string keys in the resulting object. This can lead to implicit type conversions or TypeScript type-checking issues when passing endTimestampsByChain to functions expecting Record<number, number>. Constructing the record with explicit numeric keys is safer and cleaner.
const endTimestampsByChain = useMemo(() => {
const result: Record<number, number> = {};
for (const [chainId, range] of Object.entries(earningsRangesByChain)) {
result[Number(chainId)] = range.endTimestamp;
}
return result;
}, [earningsRangesByChain]);
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Summary
PositionDailyFlowpaginator to fetch sparse user flows and market-day states together, instead of keeping a second analytics pipeline.Cleanup
Verification
npx ultracite fixnpx ultracite checkpnpm checkpnpm build0xfe6509875528e7ea210127fad61800d1fd0d77bd, Optimism): 303 flow rows + 863 market-day rows, one analytics request, ~381 KB