riftenlabs-indexer/src/rpc/apy/apyaggregator.rs

// Copyright (C) 2024 Riften Labs AS
//
// This software is licensed under the GNU Affero General Public License (AGPL), version 3.0 or later.
// A copy of the license can be found in the LICENSE file or at https://www.gnu.org/licenses/agpl-3.0.html

use anyhow::Result;
use rust_decimal::Decimal;

use super::poolperiod::PoolPeriod;

pub struct APYAggregator;

impl APYAggregator {
    pub fn aggregate_apy<I>(pools: I, period_start: Option<u64>) -> Result<Decimal>
    where
        I: Iterator<Item = PoolPeriod>,
    {
        let mut weighted_apy_sum = Decimal::ZERO;
        let mut total_weight = Decimal::ZERO;

        for pool in pools {
            let days_active = pool.duration_days(&period_start)?;

            if !days_active.is_zero() {
                let (_pool_yield, apy) = pool.yield_and_apy(&period_start)?;

                // we give larger pools more weight in the aggregated apy. They have more liquidity,
                // so the aggregated number will be more accurate.
                let pool_size = pool.end_k_sqrt()?;
                let weighted_apy = apy * days_active * pool_size;

                weighted_apy_sum += weighted_apy;
                total_weight += days_active * pool_size;
            }
        }

        if total_weight.is_zero() {
            Ok(Decimal::ZERO)
        } else {
            Ok(weighted_apy_sum / total_weight)
        }
    }
}