feat: Parse out CMC markets from MMU and convert to CMC only market map

scripts/genesis.go

@@ -1,14 +1,19 @@
 package main
 
 import (
+	"encoding/json"
 	"flag"
 	"fmt"
 
 	"github.com/skip-mev/slinky/cmd/constants/marketmaps"
+	"github.com/skip-mev/slinky/providers/apis/coinmarketcap"
 	mmtypes "github.com/skip-mev/slinky/x/marketmap/types"
+	"github.com/skip-mev/slinky/x/marketmap/types/tickermetadata"
 )
 
 var (
+	convertToCMC     = flag.Bool("convert-to-cmc", false, "convert to coinmarketcap markets")
+	marketFile       = flag.String("market-config-path", "", "market file to convert to coinmarketcap markets")
 	useCore          = flag.Bool("use-core", false, "use core markets")
 	useRaydium       = flag.Bool("use-raydium", false, "use raydium markets")
 	useUniswapV3Base = flag.Bool("use-uniswapv3-base", false, "use uniswapv3 base markets")
@@ -22,6 +27,29 @@ func main() {
 	// If the user specifies a different market.json, we use that instead.
 	flag.Parse()
 
+	if *convertToCMC {
+		if *marketFile == "" {
+			fmt.Fprintf(flag.CommandLine.Output(), "market map config path (market-cfg-path) cannot be empty\n")
+			panic("market map config path (market-cfg-path) cannot be empty")
+		}
+
+		marketMap, err := mmtypes.ReadMarketMapFromFile(*marketFile)
+		if err != nil {
+			fmt.Fprintf(flag.CommandLine.Output(), "failed to read market map from file: %s\n", err)
+			panic(err)
+		}
+
+		marketMap = filterToOnlyCMCMarkets(marketMap)
+
+		// Write the market map back to the original file.
+		if err := mmtypes.WriteMarketMapToFile(marketMap, *marketFile); err != nil {
+			fmt.Fprintf(flag.CommandLine.Output(), "failed to write market map to file: %s\n", err)
+			panic(err)
+		}
+
+		return
+	}
+
 	marketMap := mmtypes.MarketMap{
 		Markets: make(map[string]mmtypes.Market),
 	}
@@ -101,3 +129,49 @@ func mergeMarketMaps(this, other mmtypes.MarketMap) mmtypes.MarketMap {
 func providerConfigToKey(cfg mmtypes.ProviderConfig) string {
 	return cfg.Name + cfg.OffChainTicker
 }
+
+// filterToOnlyCMCMarkets is a helper function that filters out all markets that are not from CoinMarketCap. It
+// mutates the marketmap to only include CoinMarketCap markets. Notably the CMC ID will be pricing in the base
+// asset.
+func filterToOnlyCMCMarkets(marketmap mmtypes.MarketMap) mmtypes.MarketMap {
+	res := mmtypes.MarketMap{
+		Markets: make(map[string]mmtypes.Market),
+	}
+
+	// Filter out all markets that are not from CoinMarketCap.
+	for _, market := range marketmap.Markets {
+		var meta tickermetadata.DyDx
+		if err := json.Unmarshal([]byte(market.Ticker.Metadata_JSON), &meta); err != nil {
+			continue
+		}
+
+		var id string
+		for _, aggregateID := range meta.AggregateIDs {
+			if aggregateID.Venue == "coinmarketcap" {
+				id = aggregateID.ID
+				break
+			}
+		}
+
+		if len(id) == 0 {
+			continue
+		}
+
+		resTicker := market.Ticker
+		resTicker.MinProviderCount = 1
+
+		providers := []mmtypes.ProviderConfig{
+			{
+				Name:           coinmarketcap.Name,
+				OffChainTicker: id,
+			},
+		}
+
+		res.Markets[resTicker.CurrencyPair.String()] = mmtypes.Market{
+			Ticker:          resTicker,
+			ProviderConfigs: providers,
+		}
+	}
+
+	return res
+}