lp-ticks.py

import marimo

__generated_with = "0.11.12"
app = marimo.App(width="medium")


@app.cell
def _():
    import altair as alt
    return (alt,)


@app.cell
def _():
    import marimo as mo
    return (mo,)


@app.cell
def _():
    import pandas as pd
    return (pd,)


@app.cell
def _():
    import requests
    return (requests,)


@app.cell
def _():
    import json
    return (json,)


@app.cell
def _():
    skip = 0
    query = f"""query {{
      ticks(
        first: 1000,
        skip: {skip},
        where: {{ 
          poolAddress: "0x324963c267c354c7660ce8ca3f5f167e05649970"
        }}
        orderBy: tickIdx
      ) {{
        tickIdx
        liquidityNet
        price0
      }}
    }}"""
    return query, skip


@app.cell
def _(json, query, requests):
    url = 'https://sonicv2.kingdomsubgraph.com/subgraphs/name/core'
    r = requests.post(url, json={'query': query})

    json_data = json.loads(r.text)
    return json_data, r, url


@app.cell
def _(json_data, pd):
    data = pd.DataFrame(json_data["data"]["ticks"])
    data = data.set_index("tickIdx")
    data['price0'] = pd.to_numeric(data['price0'], errors='coerce') * 1e12
    data['liquidityNet'] = pd.to_numeric(data['liquidityNet'], errors='coerce')
    return (data,)


@app.cell
def _(data):
    data["liquidity"] = data["liquidityNet"].cumsum() / 1e18
    return


@app.cell
def _(alt, data, mo):
    interval = alt.selection_interval()
    chart = mo.ui.altair_chart(alt.Chart(data["-306100":]).mark_bar().encode(
        x='price0',
        y='liquidity',
    ).transform_filter((alt.datum.price0 > 0.1) & (alt.datum.price0 < 2)).interactive(bind_y=False))
    return chart, interval


@app.cell
def _(chart, mo):
    mo.vstack([chart, chart.value])
    return


if __name__ == "__main__":
    app.run()