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Feat/precompute nliq (#125)
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* on chain fetching

* fix scaling

* cap priceRatio to make sure normalizedLiquditiy is always >0

* add to sor

* always update tokenpairs

* add migration, fix pool filter

* fix bug

* cleanup

* rename stable to composablestable
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@franzns
franzns authored Feb 12, 2024
1 parent 3d872d1 commit 71d5d59
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Showing 16 changed files with 779 additions and 35 deletions.
309 changes: 309 additions & 0 deletions modules/pool/abi/BalancerQueries.json
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Original file line number Diff line number Diff line change
@@ -0,0 +1,309 @@
[
{
"inputs": [
{
"internalType": "contract IVault",
"name": "_vault",
"type": "address"
}
],
"stateMutability": "nonpayable",
"type": "constructor"
},
{
"inputs": [
{
"internalType": "enum IVault.SwapKind",
"name": "kind",
"type": "uint8"
},
{
"components": [
{
"internalType": "bytes32",
"name": "poolId",
"type": "bytes32"
},
{
"internalType": "uint256",
"name": "assetInIndex",
"type": "uint256"
},
{
"internalType": "uint256",
"name": "assetOutIndex",
"type": "uint256"
},
{
"internalType": "uint256",
"name": "amount",
"type": "uint256"
},
{
"internalType": "bytes",
"name": "userData",
"type": "bytes"
}
],
"internalType": "struct IVault.BatchSwapStep[]",
"name": "swaps",
"type": "tuple[]"
},
{
"internalType": "contract IAsset[]",
"name": "assets",
"type": "address[]"
},
{
"components": [
{
"internalType": "address",
"name": "sender",
"type": "address"
},
{
"internalType": "bool",
"name": "fromInternalBalance",
"type": "bool"
},
{
"internalType": "address payable",
"name": "recipient",
"type": "address"
},
{
"internalType": "bool",
"name": "toInternalBalance",
"type": "bool"
}
],
"internalType": "struct IVault.FundManagement",
"name": "funds",
"type": "tuple"
}
],
"name": "queryBatchSwap",
"outputs": [
{
"internalType": "int256[]",
"name": "assetDeltas",
"type": "int256[]"
}
],
"stateMutability": "nonpayable",
"type": "function"
},
{
"inputs": [
{
"internalType": "bytes32",
"name": "poolId",
"type": "bytes32"
},
{
"internalType": "address",
"name": "sender",
"type": "address"
},
{
"internalType": "address",
"name": "recipient",
"type": "address"
},
{
"components": [
{
"internalType": "contract IAsset[]",
"name": "assets",
"type": "address[]"
},
{
"internalType": "uint256[]",
"name": "minAmountsOut",
"type": "uint256[]"
},
{
"internalType": "bytes",
"name": "userData",
"type": "bytes"
},
{
"internalType": "bool",
"name": "toInternalBalance",
"type": "bool"
}
],
"internalType": "struct IVault.ExitPoolRequest",
"name": "request",
"type": "tuple"
}
],
"name": "queryExit",
"outputs": [
{
"internalType": "uint256",
"name": "bptIn",
"type": "uint256"
},
{
"internalType": "uint256[]",
"name": "amountsOut",
"type": "uint256[]"
}
],
"stateMutability": "nonpayable",
"type": "function"
},
{
"inputs": [
{
"internalType": "bytes32",
"name": "poolId",
"type": "bytes32"
},
{
"internalType": "address",
"name": "sender",
"type": "address"
},
{
"internalType": "address",
"name": "recipient",
"type": "address"
},
{
"components": [
{
"internalType": "contract IAsset[]",
"name": "assets",
"type": "address[]"
},
{
"internalType": "uint256[]",
"name": "maxAmountsIn",
"type": "uint256[]"
},
{
"internalType": "bytes",
"name": "userData",
"type": "bytes"
},
{
"internalType": "bool",
"name": "fromInternalBalance",
"type": "bool"
}
],
"internalType": "struct IVault.JoinPoolRequest",
"name": "request",
"type": "tuple"
}
],
"name": "queryJoin",
"outputs": [
{
"internalType": "uint256",
"name": "bptOut",
"type": "uint256"
},
{
"internalType": "uint256[]",
"name": "amountsIn",
"type": "uint256[]"
}
],
"stateMutability": "nonpayable",
"type": "function"
},
{
"inputs": [
{
"components": [
{
"internalType": "bytes32",
"name": "poolId",
"type": "bytes32"
},
{
"internalType": "enum IVault.SwapKind",
"name": "kind",
"type": "uint8"
},
{
"internalType": "contract IAsset",
"name": "assetIn",
"type": "address"
},
{
"internalType": "contract IAsset",
"name": "assetOut",
"type": "address"
},
{
"internalType": "uint256",
"name": "amount",
"type": "uint256"
},
{
"internalType": "bytes",
"name": "userData",
"type": "bytes"
}
],
"internalType": "struct IVault.SingleSwap",
"name": "singleSwap",
"type": "tuple"
},
{
"components": [
{
"internalType": "address",
"name": "sender",
"type": "address"
},
{
"internalType": "bool",
"name": "fromInternalBalance",
"type": "bool"
},
{
"internalType": "address payable",
"name": "recipient",
"type": "address"
},
{
"internalType": "bool",
"name": "toInternalBalance",
"type": "bool"
}
],
"internalType": "struct IVault.FundManagement",
"name": "funds",
"type": "tuple"
}
],
"name": "querySwap",
"outputs": [
{
"internalType": "uint256",
"name": "",
"type": "uint256"
}
],
"stateMutability": "nonpayable",
"type": "function"
},
{
"inputs": [],
"name": "vault",
"outputs": [
{
"internalType": "contract IVault",
"name": "",
"type": "address"
}
],
"stateMutability": "view",
"type": "function"
}
]
3 changes: 1 addition & 2 deletions modules/pool/lib/pool-gql-loader.service.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -44,10 +44,9 @@ import { networkContext } from '../../network/network-context.service';
import { fixedNumber } from '../../view-helpers/fixed-number';
import { parseUnits } from 'ethers/lib/utils';
import { formatFixed } from '@ethersproject/bignumber';
import { BalancerChainIds, BeethovenChainIds, chainIdToChain, chainToIdMap } from '../../network/network-config';
import { BeethovenChainIds, chainToIdMap } from '../../network/network-config';
import { GithubContentService } from '../../content/github-content.service';
import { SanityContentService } from '../../content/sanity-content.service';
import { FeaturedPool } from '../../content/content-types';
import { ElementData, FxData, GyroData, LinearData, StableData } from '../subgraph-mapper';

export class PoolGqlLoaderService {
Expand Down
22 changes: 21 additions & 1 deletion modules/pool/lib/pool-on-chain-data.service.ts
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Original file line number Diff line number Diff line change
@@ -1,5 +1,5 @@
import { formatFixed } from '@ethersproject/bignumber';
import { PrismaPoolType } from '@prisma/client';
import { Prisma, PrismaPoolType } from '@prisma/client';
import { isSameAddress } from '@balancer-labs/sdk';
import { prisma } from '../../../prisma/prisma-client';
import { isStablePool } from './pool-utils';
Expand All @@ -10,6 +10,7 @@ import { fetchOnChainPoolData } from './pool-onchain-data';
import { fetchOnChainGyroFees } from './pool-onchain-gyro-fee';
import { networkContext } from '../../network/network-context.service';
import { LinearData, StableData } from '../subgraph-mapper';
import { fetchTokenPairData } from './pool-on-chain-tokenpair-data';

const SUPPORTED_POOL_TYPES: PrismaPoolType[] = [
'WEIGHTED',
Expand All @@ -33,6 +34,7 @@ export class PoolOnChainDataService {
return {
chain: networkContext.chain,
vaultAddress: networkContext.data.balancer.v2.vaultAddress,
balancerQueriesAddress: networkContext.data.balancer.v2.balancerQueriesAddress,
yieldProtocolFeePercentage: networkContext.data.balancer.v2.defaultSwapFeePercentage,
swapProtocolFeePercentage: networkContext.data.balancer.v2.defaultSwapFeePercentage,
gyroConfig: networkContext.data.gyro?.config,
Expand Down Expand Up @@ -101,13 +103,19 @@ export class PoolOnChainDataService {
this.options.vaultAddress,
networkContext.chain === 'ZKEVM' ? 190 : 1024,
);
const tokenPairData = await fetchTokenPairData(
filteredPools,
this.options.balancerQueriesAddress,
networkContext.chain === 'ZKEVM' ? 190 : 1024,
);
const gyroFees = await (this.options.gyroConfig
? fetchOnChainGyroFees(gyroPools, this.options.gyroConfig, networkContext.chain === 'ZKEVM' ? 190 : 1024)
: Promise.resolve({} as { [address: string]: string }));

const operations = [];
for (const pool of filteredPools) {
const onchainData = onchainResults[pool.id];
const { tokenPairs } = tokenPairData[pool.id];
const { amp, poolTokens } = onchainData;

try {
Expand Down Expand Up @@ -201,6 +209,18 @@ export class PoolOnChainDataService {
);
}

// always update tokenPair data
if (pool.dynamicData) {
operations.push(
prisma.prismaPoolDynamicData.update({
where: { id_chain: { id: pool.id, chain: this.options.chain } },
data: {
tokenPairsData: tokenPairs,
},
}),
);
}

for (let i = 0; i < poolTokens.tokens.length; i++) {
const tokenAddress = poolTokens.tokens[i];
const poolToken = pool.tokens.find((token) => isSameAddress(token.address, tokenAddress));
Expand Down
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