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feat: dYdX pagination+funding + GMX date filter+fee breakdown #2094

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Merged
Flotapponnier merged 1 commit into from
Aug 26, 2026
Merged

feat: dYdX pagination+funding + GMX date filter+fee breakdown #2094

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218 changes: 158 additions & 60 deletions src/app/api/fee-compare/route.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -135,13 +135,27 @@ type GainsWalletData = {
type GmxWalletData = {
trades: number;
feesUsdc: number;
borrowingFeesUsdc: number;
fundingFeesUsdc: number;
netCostUsdc: number;
notionalUsd: number;
avgFeeRateBps: number;
recentTrades: Array<{
timestamp: number;
sizeDeltaUsd: number;
isLong: boolean;
tradingFee: number;
borrowingFee: number;
fundingFee: number;
pnlUsd: number;
}>;
};

type DydxWalletData = {
fills: number;
feesUsdc: number;
fundingUsd: number;
netCostUsdc: number;
notionalUsd: number;
avgFeeRateBps: number;
};
Expand Down Expand Up @@ -352,86 +366,170 @@ async function fetchHlFunding(wallet: string, startMs: number): Promise<HlFundin
return Array.isArray(data) ? (data as HlFundingEvent[]) : [];
}

async function fetchGmxTrades(wallet: string): Promise<GmxWalletData> {
const query = `
query GmxTrades($account: String!) {
tradeActions(
where: {
account_eq: $account
positionFeeAmount_isNull: false
sizeDeltaUsd_gt: "0"
orderType_in: [2, 3, 4]
initialCollateralTokenAddress_in: [
"0xaf88d065e77c8cC2239327C5EDb3A432268e5831",
"0xFF970A61A04b1cA14834A43f5dE4533eBDDB5CC8"
]
async function fetchGmxTrades(wallet: string, cutoffMs: number): Promise<GmxWalletData> {
const fromTimestamp = Math.floor(cutoffMs / 1000);
const allTrades: Array<{
timestamp: number; sizeDeltaUsd: string; isLong: boolean;
positionFeeAmount: string; borrowingFeeAmount: string | null;
fundingFeeAmount: string | null; pnlUsd: string | null;
}> = [];
let cursor: string | null = null;
let pages = 0;

const USDC_ADDRS = [
"0xaf88d065e77c8cC2239327C5EDb3A432268e5831",
"0xFF970A61A04b1cA14834A43f5dE4533eBDDB5CC8",
];

do {
const query = `
query($account: String!, $from: Int!, $after: String) {
tradeActionsConnection(
where: {
account_eq: $account
timestamp_gte: $from
eventName_in: ["OrderExecuted"]
initialCollateralTokenAddress_in: ${JSON.stringify(USDC_ADDRS)}
sizeDeltaUsd_gt: "0"
}
first: 200
after: $after
orderBy: timestamp_DESC
) {
edges {
node {
timestamp
sizeDeltaUsd
isLong
positionFeeAmount
borrowingFeeAmount
fundingFeeAmount
pnlUsd
}
}
pageInfo { hasNextPage endCursor }
}
orderBy: timestamp_DESC
limit: 200
) {
sizeDeltaUsd
positionFeeAmount
orderType
}
}
`;
const res = await fetch(GMX_SUBSQUID, {
method: "POST",
headers: { "Content-Type": "application/json" },
body: JSON.stringify({ query, variables: { account: toChecksumAddress(wallet) } }),
signal: AbortSignal.timeout(15000),
});
if (!res.ok) throw new Error(`GMX Subsquid ${res.status}`);
const body = (await res.json()) as {
data?: {
tradeActions: Array<{
sizeDeltaUsd: string;
positionFeeAmount: string;
orderType: number;
}>;
`;
const res = await fetch(GMX_SUBSQUID, {
method: "POST",
headers: { "Content-Type": "application/json" },
body: JSON.stringify({ query, variables: { account: toChecksumAddress(wallet), from: fromTimestamp, after: cursor } }),
signal: AbortSignal.timeout(15000),
});
if (!res.ok) break;
const body = (await res.json()) as {
data?: {
tradeActionsConnection?: {
edges: Array<{ node: typeof allTrades[0] }>;
pageInfo: { hasNextPage: boolean; endCursor: string | null };
};
};
};
};
const trades = body.data?.tradeActions ?? [];
const conn = body.data?.tradeActionsConnection;
if (!conn) break;
allTrades.push(...conn.edges.map((e) => e.node));
cursor = conn.pageInfo.hasNextPage ? conn.pageInfo.endCursor : null;
pages++;
} while (cursor && pages < 10);

let feesUsdc = 0;
let borrowingFeesUsdc = 0;
let fundingFeesUsdc = 0;
let notionalUsd = 0;
for (const t of trades) {
feesUsdc += Number(BigInt(t.positionFeeAmount)) / 1e6;
// sizeDeltaUsd has 30 decimals; divide by 1e24 to get 6-decimal USD, then /1e6
notionalUsd +=
Number(BigInt(t.sizeDeltaUsd) / BigInt("1000000000000000000000000")) / 1e6;
const recentTrades: GmxWalletData["recentTrades"] = [];

for (const t of allTrades) {
const tradingFee = Number(BigInt(t.positionFeeAmount ?? "0")) / 1e6;
const borrowingFee = Number(BigInt(t.borrowingFeeAmount ?? "0")) / 1e6;
// fundingFeeAmount can be negative (received); keep sign
const fundingFeeRaw = t.fundingFeeAmount ? BigInt(t.fundingFeeAmount) : BigInt(0);
const fundingFee = Number(fundingFeeRaw) / 1e6;
const notional = Number(BigInt(t.sizeDeltaUsd) / BigInt("1000000000000000000000000")) / 1e6;
const pnlUsd = t.pnlUsd ? Number(BigInt(t.pnlUsd) / BigInt("1000000000000000000000000")) / 1e6 : 0;

feesUsdc += tradingFee;
borrowingFeesUsdc += borrowingFee;
fundingFeesUsdc += fundingFee;
notionalUsd += notional;

if (recentTrades.length < 50) {
recentTrades.push({ timestamp: t.timestamp, sizeDeltaUsd: notional, isLong: t.isLong, tradingFee, borrowingFee, fundingFee, pnlUsd });
}
}

const netCostUsdc = feesUsdc + borrowingFeesUsdc + fundingFeesUsdc;

return {
trades: trades.length,
trades: allTrades.length,
feesUsdc,
borrowingFeesUsdc,
fundingFeesUsdc,
netCostUsdc,
notionalUsd,
avgFeeRateBps: notionalUsd > 0 ? (feesUsdc / notionalUsd) * 10000 : 0,
recentTrades,
};
}

async function fetchDydxFills(dydxAddress: string): Promise<DydxWalletData> {
const res = await fetch(
`${DYDX_INDEXER}/v4/fills?address=${encodeURIComponent(dydxAddress)}&subaccountNumber=0&limit=100`,
{ signal: AbortSignal.timeout(10000) }
);
if (!res.ok) throw new Error(`dYdX indexer ${res.status}`);
const body = (await res.json()) as {
fills?: Array<{ fee: string; price: string; size: string; liquidity?: string }>;
};
// Keep only taker fills (positive fee)
const fills = (body.fills ?? []).filter((f) => parseFloat(f.fee) > 0);
async function fetchDydxFills(dydxAddress: string, cutoffMs: number): Promise<DydxWalletData> {
const allFills: Array<{ fee: string; price: string; size: string; liquidity?: string; createdAt: string }> = [];
let page = 1;
const limit = 100;

outer: while (page <= 20) {
const res = await fetch(
`${DYDX_INDEXER}/v4/fills?address=${encodeURIComponent(dydxAddress)}&subaccountNumber=0&limit=${limit}&page=${page}`,
{ signal: AbortSignal.timeout(10000) }
);
if (!res.ok) break;
const body = (await res.json()) as {
fills?: Array<{ fee: string; price: string; size: string; liquidity?: string; createdAt: string }>;
totalResults?: number;
};
const pageFills = body.fills ?? [];
if (pageFills.length === 0) break;

for (const f of pageFills) {
if (new Date(f.createdAt).getTime() < cutoffMs) break outer;
allFills.push(f);
}

if (pageFills.length < limit) break;
page++;
}

// fetch funding from perpetualPositions (netFunding = settled + unsettled)
let fundingUsd = 0;
try {
const pfRes = await fetch(
`${DYDX_INDEXER}/v4/perpetualPositions?address=${encodeURIComponent(dydxAddress)}&subaccountNumber=0&limit=100`,
{ signal: AbortSignal.timeout(8000) }
);
if (pfRes.ok) {
const pfBody = (await pfRes.json()) as {
positions?: Array<{ netFunding?: string; closedAt?: string | null }>;
};
for (const p of pfBody.positions ?? []) {
fundingUsd += parseFloat(p.netFunding ?? "0");
}
}
} catch { /* funding is optional */ }

const takers = allFills.filter((f) => (f.liquidity ?? "").toUpperCase() !== "MAKER");
let feesUsdc = 0;
let notionalUsd = 0;
for (const f of fills) {
for (const f of takers) {
feesUsdc += parseFloat(f.fee);
notionalUsd += parseFloat(f.price) * parseFloat(f.size);
}
const netCostUsdc = feesUsdc - fundingUsd;

return {
fills: fills.length,
fills: allFills.length,
feesUsdc,
fundingUsd,
netCostUsdc,
notionalUsd,
avgFeeRateBps: notionalUsd > 0 ? (feesUsdc / notionalUsd) * 10000 : 0,
};
Expand Down Expand Up @@ -535,11 +633,11 @@ function walletStats(slug: string, w: AnyWallet): { notional: number; fees: numb
}
if (slug === "gmx-v2") {
const x = w as GmxWalletData;
return x.trades > 0 ? { notional: x.notionalUsd, fees: x.feesUsdc } : null;
return x.trades > 0 ? { notional: x.notionalUsd, fees: x.netCostUsdc } : null;
}
if (slug === "dydx") {
const x = w as DydxWalletData;
return x.fills > 0 ? { notional: x.notionalUsd, fees: x.feesUsdc } : null;
return x.fills > 0 ? { notional: x.notionalUsd, fees: x.netCostUsdc } : null;
}
return null;
}
Expand Down Expand Up @@ -620,7 +718,7 @@ export async function GET(req: Request) {
}
if (venueA === "gmx-v2" || venueB === "gmx-v2") {
fetches.push(
fetchGmxTrades(wallet)
fetchGmxTrades(wallet, cutoffMs)
.then((d) => {
gmxWalletData = d;
})
Expand All @@ -631,7 +729,7 @@ export async function GET(req: Request) {

if (fetchDydxWallet) {
fetches.push(
fetchDydxFills(dydxAddress)
fetchDydxFills(dydxAddress, cutoffMs)
.then((d) => {
dydxWalletData = d;
})
Expand Down
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