fetchQuotes.ts

import { writeFileSync } from "fs";

const BASE_URL = "https://api.jup.ag/swap/v1";
const API_KEY = process.env.JUP_API_KEY!;

const SOL_MINT = "So11111111111111111111111111111111111111112";
const USDC_MINT = "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v";
const SOL_DECIMALS = 9;
const USDC_DECIMALS = 6;

const TRADE_SIZES_USD = [100, 1_000, 10_000, 50_000, 100_000];
const VENUES = { orderbook: "Phoenix", amm: "Raydium" } as const;

const SLEEP_MS = 400;
const RATE_LIMIT_SLEEP_MS = 1000;
const MAX_RETRIES = 3;

function sleep(ms: number) {
  return new Promise((resolve) => setTimeout(resolve, ms));
}

async function getQuote(params: Record<string, string>): Promise<any> {
  const url = `${BASE_URL}/quote?${new URLSearchParams(params).toString()}`;
  for (let attempt = 0; attempt <= MAX_RETRIES; attempt++) {
    const res = await fetch(url, { headers: { "x-api-key": API_KEY } });
    if (res.status === 429) {
      console.warn(`  429 rate limited, sleeping ${RATE_LIMIT_SLEEP_MS}ms and retrying...`);
      await sleep(RATE_LIMIT_SLEEP_MS);
      continue;
    }
    if (!res.ok) {
      const body = await res.text();
      throw new Error(`Quote request failed (${res.status}): ${body}`);
    }
    return res.json();
  }
  throw new Error(`Quote request failed after ${MAX_RETRIES} retries (persistent 429)`);
}

async function resolveVenueLabels(): Promise<Set<string>> {
  const res = await fetch(`${BASE_URL}/program-id-to-label`, {
    headers: { "x-api-key": API_KEY },
  });
  if (!res.ok) throw new Error(`program-id-to-label failed: ${res.status}`);
  const map = (await res.json()) as Record<string, string>;
  return new Set(Object.values(map));
}

interface Row {
  venue: string;
  venueType: "orderbook" | "amm";
  sizeUsd: number;
  inAmountUsdc: number;
  outAmountSol: number;
  effectivePrice: number;
  priceImpactPct: number;
}

async function main() {
  console.log("Resolving venue labels from /program-id-to-label...");
  const labels = await resolveVenueLabels();
  console.log(`Found ${labels.size} unique labels.`);

  for (const [type, venue] of Object.entries(VENUES)) {
    if (!labels.has(venue)) {
      console.error(`GATE A: venue "${venue}" (${type}) not found in label list. Stopping — pivot required.`);
      process.exit(1);
    }
  }
  console.log(`Confirmed venues: order book = ${VENUES.orderbook}, AMM = ${VENUES.amm}`);

  console.log("\nFetching baseline SOL/USDC price (unrestricted 1 SOL quote)...");
  const baseline = await getQuote({
    inputMint: SOL_MINT,
    outputMint: USDC_MINT,
    amount: String(1 * 10 ** SOL_DECIMALS),
    slippageBps: "50",
  });
  const baselinePrice = Number(baseline.outAmount) / 10 ** USDC_DECIMALS;
  console.log(`Baseline SOL price: $${baselinePrice.toFixed(4)}`);

  const rows: Row[] = [];

  for (const sizeUsd of TRADE_SIZES_USD) {
    for (const [type, venue] of Object.entries(VENUES) as [Row["venueType"], string][]) {
      const inAmount = Math.round(sizeUsd * 10 ** USDC_DECIMALS);
      console.log(`Quoting $${sizeUsd} USDC -> SOL via ${venue}...`);
      const quote = await getQuote({
        inputMint: USDC_MINT,
        outputMint: SOL_MINT,
        amount: String(inAmount),
        slippageBps: "50",
        dexes: venue,
      });

      const outAmountSol = Number(quote.outAmount) / 10 ** SOL_DECIMALS;
      const priceImpactPct = Number(quote.priceImpactPct) * 100;
      const effectivePrice = sizeUsd / outAmountSol;

      rows.push({
        venue,
        venueType: type,
        sizeUsd,
        inAmountUsdc: sizeUsd,
        outAmountSol,
        effectivePrice,
        priceImpactPct,
      });

      console.log(
        `  -> ${outAmountSol.toFixed(6)} SOL, effective price $${effectivePrice.toFixed(4)}, priceImpactPct ${priceImpactPct.toFixed(4)}%`
      );

      await sleep(SLEEP_MS);
    }
  }

  const header = "venue,venueType,sizeUsd,inAmountUsdc,outAmountSol,effectivePrice,priceImpactPct,baselinePrice";
  const csvRows = rows.map(
    (r) =>
      `${r.venue},${r.venueType},${r.sizeUsd},${r.inAmountUsdc},${r.outAmountSol},${r.effectivePrice},${r.priceImpactPct},${baselinePrice}`
  );
  writeFileSync("data/results.csv", [header, ...csvRows].join("\n") + "\n");

  console.log(`\nWrote ${rows.length} rows to data/results.csv`);
  console.log("\nSummary:");
  console.table(rows);
}

main().catch((err) => {
  console.error(err);
  process.exit(1);
});