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Fix pricing issues in uniswap-v2 #149

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Fix pricing issues in uniswap-v2 #149

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5af4399
Fix uniswap-v2 prices
harsh9200 Aug 23, 2023
f2e0111
Fix log index
harsh9200 Aug 24, 2023
efec9f2
Update BigDecimal prec to 20
harsh9200 Aug 24, 2023
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2 changes: 1 addition & 1 deletion uniswap-v2/Makefile
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Original file line number Diff line number Diff line change
Expand Up @@ -10,7 +10,7 @@ build:

.PHONY: run
run:
substreams run -e mainnet.eth.streamingfast.io:443 substreams.yaml graph_out -s 10008300
substreams run -e mainnet.eth.streamingfast.io:443 substreams.yaml map_events_entity -s 10008300
.PHONY: pack
pack:
substreams pack ./substreams.yaml
26 changes: 13 additions & 13 deletions uniswap-v2/schema.graphql
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Original file line number Diff line number Diff line change
Expand Up @@ -428,10 +428,10 @@ type LiquidityPool @entity {
cumulativeVolumeUSD: BigDecimal!

" Amount of input tokens in the pool. The ordering should be the same as the pool's `inputTokens` field. "
inputTokenBalances: [String!]!
inputTokenBalances: [BigInt!]!

" Weights of input tokens in the liquidity pool in percentage values. For example, 50/50 for Uniswap pools, 48.2/51.8 for a Curve pool, 10/10/80 for a Balancer pool "
inputTokenWeights: [String!]!
inputTokenWeights: [BigDecimal!]!

" Total supply of output token. Note that certain DEXes don't have an output token (e.g. Bancor) "
outputTokenSupply: BigInt
Expand Down Expand Up @@ -515,19 +515,19 @@ type LiquidityPoolDailySnapshot @entity {
dailyVolumeUSD: BigDecimal!

" All trade volume occurred in a given day for a specific input token, in native amount. The ordering should be the same as the pool's `inputTokens` field. "
dailyVolumeByTokenAmount: [String!]!
dailyVolumeByTokenAmount: [BigInt!]!

" All trade volume occurred in a given day for a specific input token, in USD. The ordering should be the same as the pool's `inputTokens` field. "
dailyVolumeByTokenUSD: [String!]!
dailyVolumeByTokenUSD: [BigDecimal!]!

" All historical trade volume occurred in this pool, in USD "
cumulativeVolumeUSD: BigDecimal!

" Amount of input tokens in the pool. The ordering should be the same as the pool's `inputTokens` field. "
inputTokenBalances: [String!]!
inputTokenBalances: [BigInt!]!

" Weights of input tokens in the liquidity pool in percentage values. For example, 50/50 for Uniswap pools, 48.2/51.8 for a Curve pool, 10/10/80 for a Balancer pool "
inputTokenWeights: [String!]!
inputTokenWeights: [BigDecimal!]!

" Total supply of output token. Note that certain DEXes don't have an output token (e.g. Bancor) "
outputTokenSupply: BigInt
Expand All @@ -544,7 +544,7 @@ type LiquidityPoolDailySnapshot @entity {
" Per-block reward token emission as of the current block normalized to a day, in USD value. This should be ideally calculated as the theoretical rate instead of the realized amount. "
rewardTokenEmissionsUSD: [BigDecimal!]

_inputTokenPrices: [String!]
_inputTokenPrices: [BigDecimal!]
}

type LiquidityPoolHourlySnapshot @entity {
Expand Down Expand Up @@ -590,19 +590,19 @@ type LiquidityPoolHourlySnapshot @entity {
hourlyVolumeUSD: BigDecimal!

" All trade volume occurred in a given hour for a specific input token, in native amount. The ordering should be the same as the pool's `inputTokens` field. "
hourlyVolumeByTokenAmount: [String!]!
hourlyVolumeByTokenAmount: [BigInt!]!

" All trade volume occurred in a given hour for a specific input token, in USD. The ordering should be the same as the pool's `inputTokens` field. "
hourlyVolumeByTokenUSD: [String!]!
hourlyVolumeByTokenUSD: [BigDecimal!]!

" All historical trade volume occurred in this pool, in USD "
cumulativeVolumeUSD: BigDecimal!

" Amount of input tokens in the pool. The ordering should be the same as the pool's `inputTokens` field. "
inputTokenBalances: [String!]!
inputTokenBalances: [BigInt!]!

" Weights of input tokens in the liquidity pool in percentage values. For example, 50/50 for Uniswap pools, 48.2/51.8 for a Curve pool, 10/10/80 for a Balancer pool "
inputTokenWeights: [String!]!
inputTokenWeights: [BigDecimal!]!

" Total supply of output token. Note that certain DEXes don't have an output token (e.g. Bancor) "
outputTokenSupply: BigInt
Expand Down Expand Up @@ -690,7 +690,7 @@ type Deposit implements Event @entity {
outputToken: Token

" Amount of input tokens in the token's native unit "
inputTokenAmounts: [String!]!
inputTokenAmounts: [BigInt!]!

" Amount of output tokens in the token's native unit "
outputTokenAmount: BigInt
Expand Down Expand Up @@ -734,7 +734,7 @@ type Withdraw implements Event @entity {
outputToken: Token

" Amount of input tokens in the token's native unit "
inputTokenAmounts: [String!]!
inputTokenAmounts: [BigInt!]!

" Amount of output tokens in the token's native unit "
outputTokenAmount: BigInt
Expand Down
23 changes: 23 additions & 0 deletions uniswap-v2/src/common/constants.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -40,3 +40,26 @@ pub const WHITELIST_TOKENS: [&str; 21] = [
"0x7fc66500c84a76ad7e9c93437bfc5ac33e2ddae9", // AAVE
"0xfe2e637202056d30016725477c5da089ab0a043a", // sETH2
];

pub const BLACKLISTED_TOKENS: [&str; 12] = [
"0x9d1555d8cb3c846bb4f7d5b1b1080872c3166676", // Wrapped Mirror SLV Token
"0x76306f029f8f99effe509534037ba7030999e3cf", // Acreage
"0x9d86f93ff837b80032e3fd7b3f8e1aacc25d3d80", // MIR EAEUnion
"0xb611920d44324655335b5e11ebc9c929faddfbaf", // Lawa USD
"0x0698dda3c390ff92722f9eed766d8b1727621df9", // Ethereum2Proof-of-stake
"0x35bd8472ed2da9eed980e49b8b92ccbcf625adbd", // Enreich
"0xf2bae67cc0b4642b9bc71264cc878598cb0722bd", // Nicaragua Canal
"0x2b591e99afe9f32eaa6214f7b7629768c40eeb39", // HEX
"0x9bb6fd000109e24eb38b0deb806382ff9247e478", // hex.bet
"0x57bfb100498f5ce6c54298f0730f1bc9b67addd6", // MAGGIE
"0x72e5390edb7727e3d4e3436451dadaff675dbcc0", // Hanu Yokia
"0x395c8db957d743a62ac3aaaa4574553bcf2380b3", // ulock.eth Wrapped Ether
];

pub const BLACKLISTED_POOLS: [&str; 5] = [
"0x1f447690a6ddf18400533b705516159e1312f892",
"0x340a5a2f73ebaa181ec2826802fdf8ed21fc759a",
"0x6a9e7f087a7d1057dd36a84ae148dac2c07ea67e",
"0x13bb5add7fd43c52d987e2c320f95d4b5e9cfa5f",
"0x1693c24445895bd8f4d5a327eafa0263191ed906",
];
45 changes: 24 additions & 21 deletions uniswap-v2/src/modules/11_store_cumulative_fields.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -12,28 +12,31 @@ pub fn store_cumulative_fields(
for delta in volume_deltas.deltas {
if let Some(pool_address) = StoreKey::Volume.get_pool(&delta.key) {
let volume = utils::delta_value(&delta);
output_store.add(
delta.ordinal,
StoreKey::CumulativeVolumeUSD.get_unique_pool_key(&pool_address),
&volume,
);

let (supply_side_revenue, protocol_side_revenue) = utils::calculate_revenue(volume);
output_store.add(
delta.ordinal,
StoreKey::CumulativeSupplySideRevenueUSD.get_unique_pool_key(&pool_address),
&supply_side_revenue,
);
output_store.add(
delta.ordinal,
StoreKey::CumulativeProtocolSideRevenueUSD.get_unique_pool_key(&pool_address),
&protocol_side_revenue,
);
output_store.add(
delta.ordinal,
StoreKey::CumulativeTotalRevenueUSD.get_unique_pool_key(&pool_address),
&(supply_side_revenue + protocol_side_revenue),
);
if utils::is_valid_amount(&volume) {
output_store.add(
delta.ordinal,
StoreKey::CumulativeVolumeUSD.get_unique_pool_key(&pool_address),
&volume,
);

let (supply_side_revenue, protocol_side_revenue) = utils::calculate_revenue(volume);
output_store.add(
delta.ordinal,
StoreKey::CumulativeSupplySideRevenueUSD.get_unique_pool_key(&pool_address),
&supply_side_revenue,
);
output_store.add(
delta.ordinal,
StoreKey::CumulativeProtocolSideRevenueUSD.get_unique_pool_key(&pool_address),
&protocol_side_revenue,
);
output_store.add(
delta.ordinal,
StoreKey::CumulativeTotalRevenueUSD.get_unique_pool_key(&pool_address),
&(supply_side_revenue + protocol_side_revenue),
);
}
}
}
}
11 changes: 6 additions & 5 deletions uniswap-v2/src/modules/12_map_liquidity_pool_entity.rs
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Expand Up @@ -130,18 +130,19 @@ fn create_liquidity_pool(
ordinal,
StoreKey::Token0Balance.get_unique_pool_key(&pool_address),
)
.unwrap_or(BigInt::zero())
.to_string(),
.unwrap_or(BigInt::zero()),
input_token_balances_store
.get_at(
ordinal,
StoreKey::Token1Balance.get_unique_pool_key(&pool_address),
)
.unwrap_or(BigInt::zero())
.to_string(),
.unwrap_or(BigInt::zero()),
],
)
.change("inputTokenWeights", vec!["0.5".to_string(); 2])
.change(
"inputTokenWeights",
vec![BigDecimal::try_from("0.5").unwrap(); 2],
)
.change(
"outputTokenSupply",
output_token_supply_store
Expand Down
46 changes: 22 additions & 24 deletions uniswap-v2/src/modules/14_map_liquidity_pool_snapshots_entity.rs
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Expand Up @@ -196,8 +196,7 @@ fn create_liquidity_pool_daily_snapshot(
vec![&pool_address, &pool.token0_address()],
),
)
.unwrap_or(BigInt::zero())
.to_string(),
.unwrap_or(BigInt::zero()),
volume_by_token_amount_store
.get_at(
ordinal,
Expand All @@ -206,8 +205,7 @@ fn create_liquidity_pool_daily_snapshot(
vec![&pool_address, &pool.token1_address()],
),
)
.unwrap_or(BigInt::zero())
.to_string(),
.unwrap_or(BigInt::zero()),
],
)
.change(
Expand All @@ -222,7 +220,7 @@ fn create_liquidity_pool_daily_snapshot(
),
)
.unwrap_or(BigDecimal::zero())
.to_string(),
.with_prec(20),
daily_and_hourly_fields_store
.get_at(
ordinal,
Expand All @@ -232,7 +230,7 @@ fn create_liquidity_pool_daily_snapshot(
),
)
.unwrap_or(BigDecimal::zero())
.to_string(),
.with_prec(20),
],
)
.change(
Expand All @@ -252,18 +250,19 @@ fn create_liquidity_pool_daily_snapshot(
ordinal,
StoreKey::Token0Balance.get_unique_pool_key(&pool_address),
)
.unwrap_or(BigInt::zero())
.to_string(),
.unwrap_or(BigInt::zero()),
balances_store
.get_at(
ordinal,
StoreKey::Token1Balance.get_unique_pool_key(&pool_address),
)
.unwrap_or(BigInt::zero())
.to_string(),
.unwrap_or(BigInt::zero()),
],
)
.change("inputTokenWeights", vec!["0.5".to_string(); 2])
.change(
"inputTokenWeights",
vec![BigDecimal::try_from("0.5").unwrap(); 2],
)
.change(
"outputTokenSupply",
pool_supply_store
Expand All @@ -282,14 +281,14 @@ fn create_liquidity_pool_daily_snapshot(
StoreKey::TokenPrice.get_unique_pool_key(&pool.token0_address()),
)
.unwrap_or(BigDecimal::zero())
.to_string(),
.with_prec(20),
prices_store
.get_at(
ordinal,
StoreKey::TokenPrice.get_unique_pool_key(&pool.token1_address()),
)
.unwrap_or(BigDecimal::zero())
.to_string(),
.with_prec(20),
],
)
.change("blockNumber", block_number)
Expand Down Expand Up @@ -416,8 +415,7 @@ fn create_liquidity_pool_hourly_snapshot(
vec![&pool_address, &pool.token0_address()],
),
)
.unwrap_or(BigInt::zero())
.to_string(),
.unwrap_or(BigInt::zero()),
volume_by_token_amount_store
.get_at(
ordinal,
Expand All @@ -426,8 +424,7 @@ fn create_liquidity_pool_hourly_snapshot(
vec![&pool_address, &pool.token1_address()],
),
)
.unwrap_or(BigInt::zero())
.to_string(),
.unwrap_or(BigInt::zero()),
],
)
.change(
Expand All @@ -442,7 +439,7 @@ fn create_liquidity_pool_hourly_snapshot(
),
)
.unwrap_or(BigDecimal::zero())
.to_string(),
.with_prec(20),
daily_and_hourly_fields_store
.get_at(
ordinal,
Expand All @@ -452,7 +449,7 @@ fn create_liquidity_pool_hourly_snapshot(
),
)
.unwrap_or(BigDecimal::zero())
.to_string(),
.with_prec(20),
],
)
.change(
Expand All @@ -472,18 +469,19 @@ fn create_liquidity_pool_hourly_snapshot(
ordinal,
StoreKey::Token0Balance.get_unique_pool_key(&pool_address),
)
.unwrap_or(BigInt::zero())
.to_string(),
.unwrap_or(BigInt::zero()),
balances_store
.get_at(
ordinal,
StoreKey::Token1Balance.get_unique_pool_key(&pool_address),
)
.unwrap_or(BigInt::zero())
.to_string(),
.unwrap_or(BigInt::zero()),
],
)
.change("inputTokenWeights", vec!["0.5".to_string(); 2])
.change(
"inputTokenWeights",
vec![BigDecimal::try_from("0.5").unwrap(); 2],
)
.change(
"outputTokenSupply",
pool_supply_store
Expand Down
15 changes: 10 additions & 5 deletions uniswap-v2/src/modules/18_map_protocol_entity.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -66,7 +66,8 @@ fn create_protocol(
ordinal,
StoreKey::TotalValueLockedUSD.get_unique_protocol_key(),
)
.unwrap_or(BigDecimal::zero()),
.unwrap_or(BigDecimal::zero())
.with_prec(20),
)
.change(
"cumulativeVolumeUSD",
Expand All @@ -75,7 +76,8 @@ fn create_protocol(
ordinal,
StoreKey::CumulativeVolumeUSD.get_unique_protocol_key(),
)
.unwrap_or(BigDecimal::zero()),
.unwrap_or(BigDecimal::zero())
.with_prec(20),
)
.change(
"cumulativeSupplySideRevenueUSD",
Expand All @@ -84,7 +86,8 @@ fn create_protocol(
ordinal,
StoreKey::CumulativeSupplySideRevenueUSD.get_unique_protocol_key(),
)
.unwrap_or(BigDecimal::zero()),
.unwrap_or(BigDecimal::zero())
.with_prec(20),
)
.change(
"cumulativeProtocolSideRevenueUSD",
Expand All @@ -93,7 +96,8 @@ fn create_protocol(
ordinal,
StoreKey::CumulativeProtocolSideRevenueUSD.get_unique_protocol_key(),
)
.unwrap_or(BigDecimal::zero()),
.unwrap_or(BigDecimal::zero())
.with_prec(20),
)
.change(
"cumulativeTotalRevenueUSD",
Expand All @@ -102,7 +106,8 @@ fn create_protocol(
ordinal,
StoreKey::CumulativeTotalRevenueUSD.get_unique_protocol_key(),
)
.unwrap_or(BigDecimal::zero()),
.unwrap_or(BigDecimal::zero())
.with_prec(20),
)
.change("cumulativeUniqueUsers", 0)
.change("totalPoolCount", 0);
Expand Down
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