feat: Narwhal fee (#4921)

* draft: implement initial version

* fix: correct calculation following hard-coded USDC

* chore: change start time of fee for testing

* fix: correct number calculation

* chore: remove redundant comments

* chore: remove redundant paragraph

* fix

---------

Co-authored-by: Eden <[email protected]>

Author: thanh-narwhal

dexs/narwhal-finance.ts

@@ -0,0 +1,90 @@
+import { FetchOptions, SimpleAdapter } from '../adapters/types';
+import { CHAIN } from '../helpers/chains';
+import BigNumber from 'bignumber.js';
+
+const ADDRESS_TRADING_USDC = '0x3556d16519e3407AD43d5d7b3011bB095553d77a';
+
+// Constants from contract
+const DENOMINATOR = BigNumber(10 ** 18);
+const USDC_DECIMALS = BigNumber(1e6);
+
+// Event definitions based on the contract
+// OpenTrade struct: { base: TradeBase, openPrice, lastUpdateTime }
+// TradeBase struct: { trader, pairIndex, margin, long, leverage, tp, sl }
+const openEventAbi = 'event Open(uint256 orderId, ((address trader, uint256 pairIndex, uint256 margin, bool long, uint256 leverage, uint256 tp, uint256 sl) base, uint256 openPrice, uint256 lastUpdateTime) t, uint256 fee)';
+const closeEventAbi = 'event Close(uint256 orderId, uint256 closePrice, uint256 _closeMargin, int256 fundingFee, uint256 rolloverFee, uint256 closeFee, uint256 afterFee, uint8 s)';
+
+const fetch = async (options: FetchOptions) => {
+  const dailyFees = options.createBalances();
+  const dailyVolume = options.createBalances();
+
+  const [openLogs, closeLogs] = await Promise.all([
+    options.getLogs({
+      target: ADDRESS_TRADING_USDC,
+      eventAbi: openEventAbi,
+    }),
+    options.getLogs({
+      target: ADDRESS_TRADING_USDC,
+      eventAbi: closeEventAbi,
+    }),
+  ]);
+
+  const leverageByOrder = new Map();
+
+  openLogs.forEach((log: any) => {
+    const orderId = log.orderId.toString();
+    const margin = BigNumber(log.t.base.margin);
+    const leverage = BigNumber(log.t.base.leverage);
+    leverageByOrder.set(orderId, leverage);
+
+    const fee = BigNumber(log.fee);
+    const feeUSD = fee.dividedBy(USDC_DECIMALS);
+    const size = margin.multipliedBy(leverage).dividedBy(DENOMINATOR);
+    const sizeUSD = size.dividedBy(USDC_DECIMALS);
+
+    dailyVolume.addUSDValue(sizeUSD.toNumber());
+    dailyFees.addUSDValue(feeUSD.toNumber());
+  });
+
+  closeLogs.forEach((log: any) => {
+    const orderId = log.orderId.toString();
+    const closeMargin = BigNumber(log._closeMargin);
+    const rolloverFee = BigNumber(log.rolloverFee);
+    const closeFee = BigNumber(log.closeFee);
+
+    const leverage = leverageByOrder.get(orderId);
+
+    if (leverage) {
+      const size = closeMargin.multipliedBy(leverage).dividedBy(DENOMINATOR);
+      const sizeUSD = size.dividedBy(USDC_DECIMALS);
+      dailyVolume.addUSDValue(sizeUSD.toNumber());
+    } else {
+      console.warn("unknown orderId for event Close", orderId);
+    }
+
+    const totalCloseFees = rolloverFee.plus(closeFee);
+    const totalCloseFeeUSD = totalCloseFees.dividedBy(USDC_DECIMALS);
+    dailyFees.addUSDValue(totalCloseFeeUSD.toNumber());
+  });
+
+  return {
+    dailyVolume,
+    dailyFees,
+  };
+};
+
+const adapter: SimpleAdapter = {
+  version: 2,
+  adapter: {
+    [CHAIN.MONAD]: {
+      fetch,
+      start: '2025-11-11',
+    },
+  },
+  methodology: {
+    Volume: 'Volume is calculated by summing the notional position sizes: (margin * leverage) for both Open and Close events',
+    Fees: 'Fees include: (1) Open fees from Open events, (2) Close fees, rollover fees, and positive funding fees from Close events. All fees are in USDC.',
+  },
+};
+
+export default adapter;