track prediction markets' notional volume (#5764)

* track kalshi,polymarket, limitless notional volume

* track probable, opinion,pcs-prediction, predict fun, myriad markets notional

* track rain one notional

* add more contracts for limitless

* add pullhourly

Author: bheluga

dexs/kalshi.ts

@@ -15,25 +15,29 @@ async function fetch(_a: any, _b: any, options: FetchOptions) {
   ),
   market_report_agg AS (
     SELECT 
-      SUM(CASE WHEN status = 'active' THEN open_interest ELSE 0 END) AS open_interest
+      SUM(CASE WHEN status = 'active' THEN open_interest ELSE 0 END) AS open_interest,
+      SUM(daily_volume) AS notional_volume
     FROM kalshi.market_report 
     WHERE date = '${dateString}'
   )
   SELECT 
     tr.cash_volume,
-    mr.open_interest
+    mr.open_interest,
+    mr.notional_volume
   FROM trade_report_agg tr
   CROSS JOIN market_report_agg mr
   `
   const data: { 
     cash_volume: string,
-    open_interest: string
+    open_interest: string,
+    notional_volume: string,
   }[] = await queryDuneSql(options, query)
 
   const dailyVolume = Number(data[0]?.cash_volume) || 0
   const openInterestAtEnd = Number(data[0]?.open_interest) || 0
+  const dailyNotionalVolume = Number(data[0]?.notional_volume) || 0
 
-  return { dailyVolume, openInterestAtEnd }
+  return { dailyVolume, openInterestAtEnd, dailyNotionalVolume }
 }
 
 const adapter: SimpleAdapter = {

dexs/limitless-exchange/index.ts

@@ -13,14 +13,20 @@ const contracts = {
   FEE_MODULE: "0x6d8a7d1898306ca129a74c296d14e55e20aae87d",
   NEG_RISK_FEE_MODULE: "0x73fc1b1395ba964fea8705bff7ef8ea5c23cc661",
 
+  CTF_EXCHANGE_V2: "0xf1de958f8641448a5ba78c01f434085385af096d",
+  NEG_RISK_CTF_EXCHANGE_V2: "0x46e607d3f4a8494b0ab9b304d1463e2f4848891d",
+  FEE_MODULE_V2: "0xEECD2Cf0FF29D712648fC328be4EE02FC7931c7A",
+  NEG_RISK_FEE_MODULE_V2: "0x18B3E1192c01286050A0994Bc26f7226Ae4A483d",
+
   // new main exchanges
-  CTF_EXCHANGE_V2: "0x05c748e2f4dcde0ec9fa8ddc40de6b867f923fa5",
-  NEG_RISK_CTF_EXCHANGE_V2: "0xe3e00ba3a9888d1de4834269f62ac008b4bb5c47",
-  FEE_MODULE_V2: "0x5130c2c398F930c4f43B15635410047cBEa9D6EB",
-  NEG_RISK_FEE_MODULE_V2: "0xfeb646D32a2A558359419a1C9c5dfb47fD92dADb",
+  CTF_EXCHANGE_V3: "0x05c748e2f4dcde0ec9fa8ddc40de6b867f923fa5",
+  NEG_RISK_CTF_EXCHANGE_V3: "0xe3e00ba3a9888d1de4834269f62ac008b4bb5c47",
+  FEE_MODULE_V3: "0x5130c2c398F930c4f43B15635410047cBEa9D6EB",
+  NEG_RISK_FEE_MODULE_V3: "0xfeb646D32a2A558359419a1C9c5dfb47fD92dADb",
 
   WRAPPED_COLLATERAL_1: "0x5d6C6a4fEA600E0b1A3Ab3eF711060310E27886A",
   WRAPPED_COLLATERAL_2: "0x8f4fA186E00E376a9054968a03172cfa1c2EedfE",
+  WRAPPED_COLLATERAL_3: "0x81140765fcf9D3a66CD9AA11cb972F9e07bc5deA",
 
   CONDITIONAL_TOKENS: "0xC9c98965297Bc527861c898329Ee280632B76e18",
   FEE_RECIPIENT: "0x88eaf31f9fE392002e0E818527f8259af92287b1",
@@ -37,13 +43,16 @@ const abi = {
 async function fetch(options: FetchOptions) {
   const dailyVolume = options.createBalances();
   const dailyFees = options.createBalances();
+  const dailyNotionalVolume = options.createBalances();
   const fpmmMarkets: any[] = [];
 
   const exchangeTargets = [
     contracts.CTF_EXCHANGE,
     contracts.NEG_RISK_CTF_EXCHANGE,
     contracts.CTF_EXCHANGE_V2,
     contracts.NEG_RISK_CTF_EXCHANGE_V2,
+    contracts.CTF_EXCHANGE_V3,
+    contracts.NEG_RISK_CTF_EXCHANGE_V3,
   ];
 
   const marketCreationLogs = await options.getLogs({
@@ -70,11 +79,13 @@ async function fetch(options: FetchOptions) {
     const collateralToken = fpmmMarketMap[log.address.toLowerCase()]
     if (!collateralToken) return;
     dailyVolume.addToken(collateralToken, log.args.investmentAmount);
+    dailyNotionalVolume.addToken(collateralToken, log.args.outcomeTokensBought);
   })
   sellLogs.forEach(log => {
     const collateralToken = fpmmMarketMap[log.address.toLowerCase()]
     if (!collateralToken) return;
     dailyVolume.addToken(collateralToken, log.args.returnAmount);
+    dailyNotionalVolume.addToken(collateralToken, log.args.outcomeTokensSold);
   })
 
   const orderMatchedLogs = await options.getLogs({
@@ -86,13 +97,15 @@ async function fetch(options: FetchOptions) {
     const { makerAssetId, makerAmountFilled, takerAmountFilled } = order;
     const makerIdStr = makerAssetId?.toString?.() ?? String(makerAssetId);
     const tradeVolume = makerIdStr === '0' ? makerAmountFilled : takerAmountFilled;
+    const notionalTradeVolume = makerIdStr === '0' ? takerAmountFilled : makerAmountFilled;
     dailyVolume.addToken(ADDRESSES.base.USDC, tradeVolume);
+    dailyNotionalVolume.addToken(ADDRESSES.base.USDC, notionalTradeVolume);
   });
 
   await addTokensReceived({
     options,
     balances: dailyFees,
-    fromAdddesses: [contracts.CONDITIONAL_TOKENS, contracts.FEE_MODULE, contracts.FEE_MODULE_V2, contracts.WRAPPED_COLLATERAL_1, contracts.WRAPPED_COLLATERAL_2, contracts.NEG_RISK_FEE_MODULE, contracts.NEG_RISK_FEE_MODULE_V2],
+    fromAdddesses: [contracts.CONDITIONAL_TOKENS, contracts.FEE_MODULE, contracts.FEE_MODULE_V2, contracts.FEE_MODULE_V3, contracts.WRAPPED_COLLATERAL_1,contracts.WRAPPED_COLLATERAL_2, contracts.WRAPPED_COLLATERAL_3, contracts.NEG_RISK_FEE_MODULE, contracts.NEG_RISK_FEE_MODULE_V2, contracts.NEG_RISK_FEE_MODULE_V3],
     target: contracts.FEE_RECIPIENT,
     token: ADDRESSES.base.USDC
   });
@@ -103,6 +116,7 @@ async function fetch(options: FetchOptions) {
     dailyRevenue: dailyFees,
     dailyProtocolRevenue: dailyFees,
     dailyHoldersRevenue: 0,
+    dailyNotionalVolume,
   };
 }
 

dexs/opinion/index.ts

@@ -64,6 +64,7 @@ async function fetch(options: FetchOptions): Promise<FetchResult> {
   const dailyVolume = options.createBalances()
   const tradeFees = options.createBalances()
   const rebateFees = options.createBalances()
+  const dailyNotionalVolume = options.createBalances()
 
   const orderFilledLogs = await options.getLogs({
     eventAbi: ORDER_FILLED_EVENT,
@@ -86,7 +87,9 @@ async function fetch(options: FetchOptions): Promise<FetchResult> {
     }
 
     const tradeVolume = Number(order.makerAssetId == 0 ? order.makerAmountFilled : order.takerAmountFilled) / 1e18
+    const notionalVolume = Number(order.makerAssetId == 0 ? order.takerAmountFilled : order.makerAmountFilled) / 1e18
     dailyVolume.addUSDValue(Number(tradeVolume) / 2)
+    dailyNotionalVolume.addUSDValue(notionalVolume / 2)
   })
 
   rebateEarnedLogs.forEach((log: any) => {
@@ -102,6 +105,7 @@ async function fetch(options: FetchOptions): Promise<FetchResult> {
     dailyFees,
     dailyRevenue: dailyFees,
     dailyProtocolRevenue: dailyFees,
+    dailyNotionalVolume,
   }
 }
 

dexs/pancakeswap-prediction/index.ts

@@ -12,6 +12,9 @@ const EVENT_ABI = {
 async function fetch(options: FetchOptions) {
     const dailyVolume = options.createBalances();
     const dailyFees = options.createBalances();
+    const dailyNotionalVolume = options.createBalances();
+
+    const epochData: Map<number, { bullAmount: bigint; bearAmount: bigint }> = new Map();
 
     const bullLogs = await options.getLogs({
         target: PCS_BNB_PREDICTION_CONTRACT,
@@ -20,6 +23,10 @@ async function fetch(options: FetchOptions) {
 
     bullLogs.forEach(bet => {
         dailyVolume.add(ADDRESSES.bsc.WBNB, bet.amount);
+        const epoch = bet.epoch;
+        const data = epochData.get(epoch) || { bullAmount: 0n, bearAmount: 0n };
+        data.bullAmount += BigInt(bet.amount);
+        epochData.set(epoch, data);
     });
 
     const bearLogs = await options.getLogs({
@@ -29,6 +36,10 @@ async function fetch(options: FetchOptions) {
 
     bearLogs.forEach(bet => {
         dailyVolume.add(ADDRESSES.bsc.WBNB, bet.amount);
+        const epoch = bet.epoch;
+        const data = epochData.get(epoch) || { bullAmount: 0n, bearAmount: 0n };
+        data.bearAmount += BigInt(bet.amount);
+        epochData.set(epoch, data);
     });
 
     const rewardLogs = await options.getLogs({
@@ -40,11 +51,20 @@ async function fetch(options: FetchOptions) {
         dailyFees.add(ADDRESSES.bsc.WBNB, reward.treasuryAmount);
     });
 
-    return { 
+    epochData.forEach(({ bullAmount, bearAmount }) => {
+        if (bullAmount > 0n && bearAmount > 0n) {
+            const total = bullAmount + bearAmount;
+            const notional = (total * (bullAmount * bullAmount + bearAmount * bearAmount)) / (bullAmount * bearAmount);
+            dailyNotionalVolume.add(ADDRESSES.bsc.WBNB, notional);
+        }
+    });
+
+    return {
         dailyVolume,
         dailyFees,
         dailyRevenue: dailyFees,
-        dailyProtocolRevenue:0, 
+        dailyNotionalVolume,
+        dailyProtocolRevenue: 0,
         dailyHoldersRevenue: dailyFees,
     };
 }

dexs/polymarket/index.ts

@@ -49,13 +49,18 @@ const fetch = async (_a: any, _b: any, options: FetchOptions) => {
         select * from market_data
     )
     SELECT
-        SUM(volume_usd) as total_volume_usd
+        SUM(volume_usd) as total_volume_usd,
+        SUM(notional_volume) as total_notional_volume
     FROM (
         SELECT
-            SUM(CASE 
+            SUM(CASE
                     WHEN makerAssetId = 0 THEN makerAmountFilled
-                    WHEN takerAssetId = 0 THEN takerAmountFilled 
-                END) / 1e6 as volume_usd
+                    WHEN takerAssetId = 0 THEN takerAmountFilled
+                END) / 1e6 as volume_usd,
+            SUM(CASE
+                    WHEN makerAssetId = 0 THEN takerAmountFilled
+                    WHEN takerAssetId = 0 THEN makerAmountFilled
+                END) / 1e6 as notional_volume
         FROM polymarket_polygon.NegRiskCtfExchange_evt_OrderFilled b
         where b.evt_block_number > 50505492
             and evt_block_time >= from_unixtime(${options.startTimestamp})
@@ -64,10 +69,14 @@ const fetch = async (_a: any, _b: any, options: FetchOptions) => {
         UNION ALL
 
         SELECT
-            SUM(CASE 
+            SUM(CASE
                     WHEN makerAssetId = 0 THEN makerAmountFilled
-                    WHEN takerAssetId = 0 THEN takerAmountFilled 
-                END) / 1e6 as volume_usd
+                    WHEN takerAssetId = 0 THEN takerAmountFilled
+                END) / 1e6 as volume_usd,
+            SUM(CASE
+                    WHEN makerAssetId = 0 THEN takerAmountFilled
+                    WHEN takerAssetId = 0 THEN makerAmountFilled
+                END) / 1e6 as notional_volume
         FROM polymarket_polygon.CTFExchange_evt_OrderFilled a
         where a.evt_block_number > 33605403
             and evt_block_time >= from_unixtime(${options.startTimestamp})
@@ -76,7 +85,8 @@ const fetch = async (_a: any, _b: any, options: FetchOptions) => {
         UNION ALL
 
         select
-            bytearray_to_uint256(substr(pl.DATA, 1, 32)) / 1e6 as volume_usd
+            bytearray_to_uint256(substr(pl.DATA, 1, 32)) / 1e6 as volume_usd,
+            bytearray_to_uint256(substr(pl.DATA, 65, 96)) / 1e6 as notional_volume
         from
             polygon.logs pl
             left join polymarket_market_data md on pl.contract_address = md.market_maker_address
@@ -97,12 +107,14 @@ const fetch = async (_a: any, _b: any, options: FetchOptions) => {
   options.api.log(data);
 
   const dailyVolume = options.createBalances();
+  const dailyNotionalVolume = options.createBalances();
 
   // Polymarket emits two OrderFilled events per trade (maker + taker), so summing them directly double-counts volume. Dividing by 2 converts this into true one-sided volume. This also normalizes swaps and merge/split fills, where maker and taker amounts can differ but still represent the same underlying trade, preventing inflated totals
 
   dailyVolume.addUSDValue(data[0].total_volume_usd / 2);
+  dailyNotionalVolume.addUSDValue(data[0].total_notional_volume/2);
 
-  return { dailyVolume }
+  return { dailyVolume, dailyNotionalVolume }
 }
 
 const adapters: SimpleAdapter = {

dexs/predict-fun/index.ts

@@ -12,15 +12,17 @@ const EXCHANGE_CONTRACT_ADDRESSES = [
 const USDT_ADDRESS = "0x55d398326f99059fF775485246999027B3197955"; 
 
 const fetch = async (options: FetchOptions) => {
-  const { dailyVolume } = await getPolymarketVolume({ options, exchanges: EXCHANGE_CONTRACT_ADDRESSES, currency: USDT_ADDRESS });
+  const { dailyVolume, dailyNotionalVolume } = await getPolymarketVolume({ options, exchanges: EXCHANGE_CONTRACT_ADDRESSES, currency: USDT_ADDRESS });
 
   return {
     dailyVolume,
+    dailyNotionalVolume,
   };
 };
 
 const adapter: SimpleAdapter = {
   version: 2,
+  pullHourly: true,
   adapter: {
     [CHAIN.BSC]: {
       fetch,

dexs/probable.ts

@@ -6,16 +6,18 @@ const EXCHANGE_CONTRACT_ADDRESS = "0xf99f5367ce708c66f0860b77b4331301a5597c86";
 const USDT_ADDRESS = "0x55d398326f99059fF775485246999027B3197955"; 
 
 const fetch = async (options: FetchOptions) => {
-  const { dailyVolume } = await getPolymarketVolume({ options, exchanges: [EXCHANGE_CONTRACT_ADDRESS], currency: USDT_ADDRESS });
+  const { dailyVolume, dailyNotionalVolume } = await getPolymarketVolume({ options, exchanges: [EXCHANGE_CONTRACT_ADDRESS], currency: USDT_ADDRESS });
 
   return {
     dailyVolume,
     dailyFees: 0, // no fees
+    dailyNotionalVolume
   };
 };
 
 const adapter: SimpleAdapter = {
   version: 2,
+  pullHourly: true,
   adapter: {
     [CHAIN.BSC]: {
       fetch,

dexs/rain-one/index.ts

@@ -12,6 +12,7 @@ const poolTokenSetEvent =
 
 const fetch = async (options: FetchOptions) => {
   const dailyVolume = options.createBalances();
+  const dailyNotionalVolume = options.createBalances();
 
   const poolCreationLogs = await options.getLogs({
     target: rainFactory,
@@ -58,7 +59,17 @@ const fetch = async (options: FetchOptions) => {
     }
   })
 
-  return { dailyVolume, }
+  enterOptionLogs.forEach((log) => {
+    const pool = log.address.toLowerCase();
+    const tokenInfo = poolTokenMap[pool] ?? {
+      token: usdt,
+      decimals: 6,
+    };
+    if(!tokenInfo?.token) return;
+    dailyVolume.addToken(tokenInfo.token, log.args.baseAmount);
+    dailyNotionalVolume.addToken(tokenInfo.token, log.args.optionAmount);
+  });
+  return { dailyVolume, dailyNotionalVolume };
 };
 
 const methodology = {

fees/myriadmarkets/index.ts

@@ -1,7 +1,7 @@
 import { FetchOptions, SimpleAdapter } from "../../adapters/types";
 import { CHAIN } from "../../helpers/chains";
 
-const MARKETS = {
+const MARKETS:any = {
   [CHAIN.ABSTRACT]: '0x3e0F5F8F5Fb043aBFA475C0308417Bf72c463289',
   [CHAIN.LINEA]: '0x39e66ee6b2ddaf4defded3038e0162180dbef340',
   [CHAIN.BSC]: '0x39e66ee6b2ddaf4defded3038e0162180dbef340',
@@ -19,24 +19,27 @@ async function fetch({ createBalances, chain, api, getLogs }: FetchOptions) {
   const dailyFees = createBalances();
   const dailySupplySideRevenue = createBalances();
   const dailyRevenue = createBalances();
+  const dailyNotionalVolume = createBalances();
 
   const markets = await api.call({ abi: 'uint256[]:getMarkets', target: market });
   const marketData = await api.multiCall({ target: market, abi: abi.getMarketAltData, calls: markets })
   const marketFees = (await api.multiCall({ target: market, abi: abi.getMarketFees, calls: markets }))
   const marketMapping: any = {}
-  markets.forEach((val, idx) => marketMapping[val] = {
+  markets.forEach((val:any, idx:any) => marketMapping[val] = {
     token: marketData[idx].token,
     fees: marketFees[idx]
   })
 
   marketFees.forEach(i => {
-    i.buyFees = i.buyFees.map(j => Number(j) / 1e18)
+    i.buyFees = i.buyFees.map((j:any) => Number(j) / 1e18)
   })
   const tradeLogs = await getLogs({ target: market, eventAbi: abi.MarketActionTx, });
 
-  tradeLogs.forEach(({ action, marketId, value }) => {
+  tradeLogs.forEach(({ action, marketId, value, shares }) => {
     value = Number(value)
     action = Number(action)
+    shares = Number(shares)
+
     const { fees, token } = marketMapping[marketId]
     const isBuy = action === 0
     const feeKey = isBuy ? 'buyFees' : 'sellFees'
@@ -47,6 +50,7 @@ async function fetch({ createBalances, chain, api, getLogs }: FetchOptions) {
       case 0: // buy
       case 1: // sell
         dailyVolume.add(token, value);
+        dailyNotionalVolume.add(token, shares);
         dailyFees.add(token, value * totalFee, isBuy ? 'BuyFee' : 'SellFee')
         dailySupplySideRevenue.add(token, value * distributorFee, 'DistributorFee')
         dailySupplySideRevenue.add(token, value * fee, 'LPFee')
@@ -58,9 +62,10 @@ async function fetch({ createBalances, chain, api, getLogs }: FetchOptions) {
 
   return {
     dailyVolume,
+    dailyNotionalVolume,
     dailyFees,
     dailyRevenue,
-    dailyProtocolRevenue: dailyRevenue.clone(),
+    dailyProtocolRevenue: dailyRevenue,
     dailyHoldersRevenue: 0,
     dailySupplySideRevenue
   };